PREVIEW / futures_30min / 2009-12-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-10.parquet
  size:    65 KB
  rows:    2,388

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-12-10 00:00:00	ES	Futures	1059.96	1061.42	1059.48	1061.17	1445.0
2009-12-10 00:30:00	ES	Futures	1061.17	1061.42	1060.2	1060.69	1043.0
2009-12-10 01:00:00	ES	Futures	1060.69	1061.66	1058.99	1059.96	3949.0
2009-12-10 01:30:00	ES	Futures	1059.96	1060.45	1059.24	1060.45	2190.0
2009-12-10 02:00:00	ES	Futures	1060.45	1060.93	1059.48	1059.96	4077.0
2009-12-10 02:30:00	ES	Futures	1059.96	1060.45	1058.51	1059.48	5654.0
2009-12-10 03:00:00	ES	Futures	1059.24	1061.9	1058.51	1060.93	12372.0
2009-12-10 03:30:00	ES	Futures	1060.93	1065.29	1059.96	1064.32	16061.0
2009-12-10 04:00:00	ES	Futures	1064.56	1064.81	1062.63	1063.11	6982.0
2009-12-10 04:30:00	ES	Futures	1063.11	1064.08	1061.66	1062.38	6510.0
2009-12-10 05:00:00	ES	Futures	1062.38	1066.02	1061.9	1066.02	10551.0
2009-12-10 05:30:00	ES	Futures	1066.26	1066.26	1064.08	1065.29	7733.0
2009-12-10 06:00:00	ES	Futures	1065.53	1065.53	1064.32	1065.29	2849.0
2009-12-10 06:30:00	ES	Futures	1065.29	1066.26	1065.05	1065.78	5669.0
2009-12-10 07:00:00	ES	Futures	1066.02	1067.47	1065.29	1066.99	8714.0
2009-12-10 07:30:00	ES	Futures	1066.99	1067.23	1066.02	1066.26	6965.0
2009-12-10 08:00:00	ES	Futures	1066.5	1069.89	1066.26	1069.17	30479.0
2009-12-10 08:30:00	ES	Futures	1068.92	1070.14	1067.47	1067.96	38666.0
2009-12-10 09:00:00	ES	Futures	1067.96	1068.44	1067.23	1067.71	16993.0
2009-12-10 09:30:00	ES	Futures	1067.71	1071.83	1067.47	1069.17	128020.0
2009-12-10 10:00:00	ES	Futures	1069.17	1069.65	1065.78	1068.92	99822.0
2009-12-10 10:30:00	ES	Futures	1068.92	1070.14	1067.96	1069.17	54297.0
2009-12-10 11:00:00	ES	Futures	1068.92	1071.1	1068.44	1069.17	45451.0
2009-12-10 11:30:00	ES	Futures	1069.41	1070.38	1068.2	1068.68	28399.0
2009-12-10 12:00:00	ES	Futures	1068.68	1070.38	1067.96	1068.2	26207.0
2009-12-10 12:30:00	ES	Futures	1068.44	1069.65	1067.47	1069.41	22570.0
2009-12-10 13:00:00	ES	Futures	1069.41	1069.65	1066.5	1067.47	50059.0
2009-12-10 13:30:00	ES	Futures	1067.47	1069.41	1066.99	1069.17	21951.0
2009-12-10 14:00:00	ES	Futures	1069.17	1070.62	1068.44	1070.38	26020.0
2009-12-10 14:30:00	ES	Futures	1070.38	1070.62	1068.68	1069.17	21279.0
2009-12-10 15:00:00	ES	Futures	1068.92	1069.17	1065.29	1066.26	39996.0
2009-12-10 15:30:00	ES	Futures	1066.02	1068.44	1065.78	1067.23	55105.0
2009-12-10 16:00:00	ES	Futures	1067.47	1068.44	1066.74	1068.2	29315.0
2009-12-10 16:30:00	ES	Futures	1068.2	1069.17	1067.96	1069.17	1912.0
2009-12-10 17:00:00	ES	Futures	1069.17	1069.65	1068.92	1069.41	812.0
2009-12-10 18:00:00	ES	Futures	1069.17	1069.41	1068.68	1069.17	924.0
2009-12-10 18:30:00	ES	Futures	1069.17	1069.89	1068.68	1069.89	1480.0
2009-12-10 19:00:00	ES	Futures	1069.89	1070.14	1069.41	1069.65	855.0
2009-12-10 19:30:00	ES	Futures	1069.41	1069.89	1068.2	1068.44	906.0
2009-12-10 20:00:00	ES	Futures	1068.68	1068.92	1067.71	1068.68	1205.0
2009-12-10 20:30:00	ES	Futures	1068.68	1069.17	1067.96	1067.96	995.0
2009-12-10 21:00:00	ES	Futures	1067.71	1069.41	1067.47	1069.41	1614.0
2009-12-10 21:30:00	ES	Futures	1069.17	1070.38	1068.92	1069.65	1571.0
2009-12-10 22:00:00	ES	Futures	1069.65	1069.89	1069.41	1069.89	370.0
2009-12-10 22:30:00	ES	Futures	1070.14	1070.38	1069.41	1070.14	635.0
2009-12-10 23:00:00	ES	Futures	1069.89	1070.38	1069.65	1070.14	423.0
2009-12-10 23:30:00	ES	Futures	1070.14	1071.1	1070.14	1070.86	1814.0
2009-12-10 00:00:00	NQ	Futures	2039.99	2042.85	2039.14	2041.99	164.0
2009-12-10 00:30:00	NQ	Futures	2042.28	2042.56	2040.56	2041.13	54.0
2009-12-10 01:00:00	NQ	Futures	2041.42	2043.13	2038.85	2039.99	399.0

> showing 50 of 2,388 rows — these rows as CSV

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