PREVIEW / futures_30min / 2009-12-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-13.parquet
  size:    19 KB
  rows:    444

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
2009-12-13 18:00:00	ES	Futures	1073.04	1074.01	1072.8	1073.53	782.0
2009-12-13 18:30:00	ES	Futures	1073.53	1073.53	1072.07	1072.8	242.0
2009-12-13 19:00:00	ES	Futures	1072.56	1073.04	1072.56	1073.04	219.0
2009-12-13 19:30:00	ES	Futures	1073.04	1074.5	1072.8	1073.53	1588.0
2009-12-13 20:00:00	ES	Futures	1073.28	1074.5	1072.56	1074.5	625.0
2009-12-13 20:30:00	ES	Futures	1074.25	1074.74	1071.83	1072.07	1467.0
2009-12-13 21:00:00	ES	Futures	1072.32	1072.8	1072.07	1072.56	425.0
2009-12-13 21:30:00	ES	Futures	1072.56	1072.56	1071.59	1072.56	205.0
2009-12-13 22:00:00	ES	Futures	1072.56	1072.8	1070.86	1070.86	1095.0
2009-12-13 22:30:00	ES	Futures	1071.1	1071.1	1070.14	1070.86	1838.0
2009-12-13 23:00:00	ES	Futures	1070.86	1077.4	1070.62	1077.4	4903.0
2009-12-13 23:30:00	ES	Futures	1077.16	1082.73	1077.16	1079.58	4567.0
2009-12-13 18:00:00	NQ	Futures	2046.84	2050.83	2043.7	2047.69	46.0
2009-12-13 18:30:00	NQ	Futures	2047.41	2047.41	2045.7	2045.98	11.0
2009-12-13 19:00:00	NQ	Futures	2046.27	2046.55	2046.27	2046.55	2.0
2009-12-13 19:30:00	NQ	Futures	2046.55	2049.41	2046.55	2048.26	27.0
2009-12-13 20:00:00	NQ	Futures	2045.98	2048.26	2045.98	2047.69	35.0
2009-12-13 20:30:00	NQ	Futures	2047.98	2048.26	2043.7	2043.7	35.0
2009-12-13 21:00:00	NQ	Futures	2044.27	2044.84	2044.27	2044.84	4.0
2009-12-13 21:30:00	NQ	Futures	2045.41	2045.7	2043.42	2043.42	34.0
2009-12-13 22:00:00	NQ	Futures	2044.56	2044.56	2041.99	2041.99	15.0
2009-12-13 22:30:00	NQ	Futures	2041.42	2041.7	2039.99	2041.42	38.0
2009-12-13 23:00:00	NQ	Futures	2043.99	2055.39	2043.99	2055.11	240.0
2009-12-13 23:30:00	NQ	Futures	2054.82	2064.52	2054.82	2059.96	172.0
2009-12-13 18:00:00	YM	Futures	9752.1	9760.5	9748.4	9754.9	105.0
2009-12-13 18:30:00	YM	Futures	9755.8	9755.8	9743.7	9748.4	125.0
2009-12-13 19:00:00	YM	Futures	9748.4	9752.1	9747.4	9750.2	137.0
2009-12-13 19:30:00	YM	Futures	9750.2	9762.4	9750.2	9754.9	204.0
2009-12-13 20:00:00	YM	Futures	9754.0	9760.5	9744.6	9758.6	209.0
2009-12-13 20:30:00	YM	Futures	9757.7	9763.3	9740.9	9744.6	250.0
2009-12-13 21:00:00	YM	Futures	9744.6	9748.4	9742.7	9748.4	151.0
2009-12-13 21:30:00	YM	Futures	9748.4	9748.4	9739.0	9746.5	108.0
2009-12-13 22:00:00	YM	Futures	9746.5	9746.5	9732.4	9733.4	133.0
2009-12-13 22:30:00	YM	Futures	9734.3	9737.1	9727.8	9734.3	230.0
2009-12-13 23:00:00	YM	Futures	9734.3	9791.4	9731.5	9788.6	773.0
2009-12-13 23:30:00	YM	Futures	9790.5	9835.4	9787.7	9801.7	1261.0
2009-12-13 18:00:00	CL	Futures	154.22	154.45	153.34	153.69	1020.0
2009-12-13 18:30:00	CL	Futures	153.71	153.74	152.52	153.52	1667.0
2009-12-13 19:00:00	CL	Futures	153.56	153.8	153.32	153.67	627.0
2009-12-13 19:30:00	CL	Futures	153.67	153.94	153.54	153.56	552.0
2009-12-13 20:00:00	CL	Futures	153.56	153.83	153.43	153.78	444.0
2009-12-13 20:30:00	CL	Futures	153.74	153.76	152.98	153.16	594.0
2009-12-13 21:00:00	CL	Futures	153.14	153.34	152.87	153.18	596.0
2009-12-13 21:30:00	CL	Futures	153.25	153.43	152.85	152.94	476.0
2009-12-13 22:00:00	CL	Futures	152.94	152.96	151.92	152.25	1662.0
2009-12-13 22:30:00	CL	Futures	152.23	152.74	152.16	152.67	1018.0
2009-12-13 23:00:00	CL	Futures	152.61	153.83	152.47	153.45	1520.0
2009-12-13 23:30:00	CL	Futures	153.45	153.83	153.18	153.56	1311.0
2009-12-13 18:00:00	GC	Futures	1570.8	1576.1	1570.8	1572.0	2029.0
2009-12-13 18:30:00	GC	Futures	1572.5	1572.5	1566.7	1570.4	2053.0

> showing 50 of 444 rows — these rows as CSV

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