PREVIEW / futures_30min / 2009-12-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-11.parquet
  size:    59 KB
  rows:    1,992

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
2009-12-11 00:00:00	ES	Futures	1070.86	1071.59	1070.86	1071.35	1000.0
2009-12-11 00:30:00	ES	Futures	1071.35	1071.59	1070.86	1071.1	990.0
2009-12-11 01:00:00	ES	Futures	1071.35	1071.59	1070.62	1071.35	523.0
2009-12-11 01:30:00	ES	Futures	1071.1	1071.59	1070.62	1070.86	698.0
2009-12-11 02:00:00	ES	Futures	1071.1	1071.35	1070.62	1070.86	2404.0
2009-12-11 02:30:00	ES	Futures	1071.1	1071.59	1070.62	1071.59	1576.0
2009-12-11 03:00:00	ES	Futures	1071.35	1073.77	1071.35	1073.28	11075.0
2009-12-11 03:30:00	ES	Futures	1073.28	1074.74	1072.8	1073.28	7757.0
2009-12-11 04:00:00	ES	Futures	1073.53	1074.98	1073.04	1074.25	3866.0
2009-12-11 04:30:00	ES	Futures	1074.25	1075.46	1074.01	1074.74	5124.0
2009-12-11 05:00:00	ES	Futures	1074.74	1074.98	1074.01	1074.25	2730.0
2009-12-11 05:30:00	ES	Futures	1074.5	1074.5	1073.77	1074.25	1199.0
2009-12-11 06:00:00	ES	Futures	1074.01	1074.74	1073.77	1073.77	1744.0
2009-12-11 06:30:00	ES	Futures	1073.77	1074.25	1072.56	1072.56	3592.0
2009-12-11 07:00:00	ES	Futures	1072.56	1074.25	1072.07	1074.01	4082.0
2009-12-11 07:30:00	ES	Futures	1074.01	1074.25	1073.04	1074.01	1746.0
2009-12-11 08:00:00	ES	Futures	1074.01	1074.01	1071.59	1072.56	8402.0
2009-12-11 08:30:00	ES	Futures	1073.04	1075.95	1072.8	1073.04	19867.0
2009-12-11 09:00:00	ES	Futures	1072.8	1073.28	1070.62	1071.83	15996.0
2009-12-11 09:30:00	ES	Futures	1071.83	1074.25	1069.17	1073.04	70199.0
2009-12-11 10:00:00	ES	Futures	1073.53	1073.77	1070.14	1072.32	42955.0
2009-12-11 10:30:00	ES	Futures	1072.07	1074.25	1071.59	1073.28	25806.0
2009-12-11 11:00:00	ES	Futures	1073.28	1073.53	1067.47	1068.68	32268.0
2009-12-11 11:30:00	ES	Futures	1068.68	1069.65	1066.99	1068.68	22344.0
2009-12-11 12:00:00	ES	Futures	1068.44	1070.62	1068.44	1069.41	13772.0
2009-12-11 12:30:00	ES	Futures	1069.41	1071.59	1069.17	1071.35	11083.0
2009-12-11 13:00:00	ES	Futures	1071.59	1072.07	1070.38	1070.86	8699.0
2009-12-11 13:30:00	ES	Futures	1071.1	1071.83	1070.62	1071.1	7825.0
2009-12-11 14:00:00	ES	Futures	1071.1	1073.04	1070.86	1071.83	14974.0
2009-12-11 14:30:00	ES	Futures	1071.83	1072.56	1070.62	1070.86	8433.0
2009-12-11 15:00:00	ES	Futures	1071.1	1073.04	1070.86	1073.04	6007.0
2009-12-11 15:30:00	ES	Futures	1073.04	1073.77	1070.14	1072.8	26833.0
2009-12-11 16:00:00	ES	Futures	1072.8	1074.01	1071.83	1074.01	21828.0
2009-12-11 00:00:00	NQ	Futures	2058.53	2058.53	2057.96	2058.25	6.0
2009-12-11 00:30:00	NQ	Futures	2058.53	2059.39	2057.96	2057.96	21.0
2009-12-11 01:00:00	NQ	Futures	2057.96	2059.1	2057.39	2059.1	11.0
2009-12-11 01:30:00	NQ	Futures	2058.82	2059.1	2057.39	2058.25	49.0
2009-12-11 02:00:00	NQ	Futures	2058.25	2058.82	2057.39	2058.25	44.0
2009-12-11 02:30:00	NQ	Futures	2058.25	2058.53	2057.96	2058.25	50.0
2009-12-11 03:00:00	NQ	Futures	2058.53	2063.66	2058.53	2063.09	615.0
2009-12-11 03:30:00	NQ	Futures	2063.38	2065.09	2061.95	2063.09	415.0
2009-12-11 04:00:00	NQ	Futures	2062.81	2065.95	2062.24	2064.52	232.0
2009-12-11 04:30:00	NQ	Futures	2064.52	2067.09	2064.24	2064.24	243.0
2009-12-11 05:00:00	NQ	Futures	2065.38	2065.66	2063.95	2064.52	48.0
2009-12-11 05:30:00	NQ	Futures	2064.81	2065.09	2063.66	2064.24	21.0
2009-12-11 06:00:00	NQ	Futures	2064.52	2065.09	2063.66	2063.95	75.0
2009-12-11 06:30:00	NQ	Futures	2063.95	2064.24	2061.1	2061.38	85.0
2009-12-11 07:00:00	NQ	Futures	2061.67	2064.81	2061.38	2064.81	189.0
2009-12-11 07:30:00	NQ	Futures	2064.81	2064.81	2063.09	2063.95	81.0
2009-12-11 08:00:00	NQ	Futures	2064.24	2064.52	2060.81	2063.95	1143.0

> showing 50 of 1,992 rows — these rows as CSV

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