PREVIEW / futures_30min / 2009-12-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-15.parquet
  size:    67 KB
  rows:    2,450

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
2009-12-15 00:00:00	ES	Futures	1080.07	1080.31	1078.61	1079.34	1404.0
2009-12-15 00:30:00	ES	Futures	1079.1	1079.58	1078.61	1079.34	1091.0
2009-12-15 01:00:00	ES	Futures	1079.34	1079.58	1079.1	1079.34	1306.0
2009-12-15 01:30:00	ES	Futures	1079.34	1079.83	1078.85	1079.1	1040.0
2009-12-15 02:00:00	ES	Futures	1079.1	1080.07	1079.1	1079.34	1360.0
2009-12-15 02:30:00	ES	Futures	1079.34	1079.58	1078.37	1078.85	2325.0
2009-12-15 03:00:00	ES	Futures	1079.1	1080.07	1076.42	1076.42	13775.0
2009-12-15 03:30:00	ES	Futures	1076.66	1076.91	1075.69	1076.42	8024.0
2009-12-15 04:00:00	ES	Futures	1076.42	1077.15	1075.69	1076.18	4886.0
2009-12-15 04:30:00	ES	Futures	1075.93	1076.66	1075.45	1075.69	6759.0
2009-12-15 05:00:00	ES	Futures	1075.45	1076.18	1074.96	1075.69	9144.0
2009-12-15 05:30:00	ES	Futures	1075.69	1076.91	1074.96	1076.42	4370.0
2009-12-15 06:00:00	ES	Futures	1076.42	1076.91	1075.45	1075.45	3235.0
2009-12-15 06:30:00	ES	Futures	1075.45	1076.42	1075.2	1076.18	3651.0
2009-12-15 07:00:00	ES	Futures	1076.18	1076.42	1074.72	1074.96	8981.0
2009-12-15 07:30:00	ES	Futures	1074.72	1076.42	1074.47	1075.93	15750.0
2009-12-15 08:00:00	ES	Futures	1076.18	1076.66	1074.47	1074.47	12302.0
2009-12-15 08:30:00	ES	Futures	1074.47	1074.96	1072.53	1074.23	48141.0
2009-12-15 09:00:00	ES	Futures	1074.23	1075.69	1073.74	1075.2	29499.0
2009-12-15 09:30:00	ES	Futures	1075.2	1076.18	1073.5	1074.23	164103.0
2009-12-15 10:00:00	ES	Futures	1074.23	1077.64	1073.74	1076.66	119004.0
2009-12-15 10:30:00	ES	Futures	1076.66	1079.58	1076.66	1078.61	109952.0
2009-12-15 11:00:00	ES	Futures	1078.61	1079.1	1077.15	1077.39	57756.0
2009-12-15 11:30:00	ES	Futures	1077.39	1078.37	1076.91	1077.39	57923.0
2009-12-15 12:00:00	ES	Futures	1077.39	1078.12	1076.66	1077.15	38337.0
2009-12-15 12:30:00	ES	Futures	1077.15	1077.15	1075.45	1075.93	41635.0
2009-12-15 13:00:00	ES	Futures	1075.93	1076.91	1074.47	1074.72	51229.0
2009-12-15 13:30:00	ES	Futures	1074.96	1076.18	1074.23	1075.93	53383.0
2009-12-15 14:00:00	ES	Futures	1075.69	1076.42	1075.2	1075.69	36275.0
2009-12-15 14:30:00	ES	Futures	1075.93	1076.18	1074.96	1074.96	40673.0
2009-12-15 15:00:00	ES	Futures	1074.96	1076.18	1073.01	1073.26	80962.0
2009-12-15 15:30:00	ES	Futures	1073.26	1073.99	1070.58	1073.74	247088.0
2009-12-15 16:00:00	ES	Futures	1073.74	1074.96	1073.5	1073.99	79981.0
2009-12-15 16:30:00	ES	Futures	1073.99	1075.2	1073.74	1074.72	5504.0
2009-12-15 17:00:00	ES	Futures	1074.72	1074.96	1074.23	1074.72	700.0
2009-12-15 18:00:00	ES	Futures	1074.72	1074.96	1073.99	1074.23	3455.0
2009-12-15 18:30:00	ES	Futures	1074.23	1074.72	1073.99	1074.47	3034.0
2009-12-15 19:00:00	ES	Futures	1074.47	1074.72	1073.74	1073.99	2650.0
2009-12-15 19:30:00	ES	Futures	1073.99	1073.99	1073.5	1073.5	2407.0
2009-12-15 20:00:00	ES	Futures	1073.5	1073.74	1073.26	1073.74	1340.0
2009-12-15 20:30:00	ES	Futures	1073.74	1074.96	1073.5	1074.47	1788.0
2009-12-15 21:00:00	ES	Futures	1074.72	1074.96	1074.23	1074.23	1178.0
2009-12-15 21:30:00	ES	Futures	1074.47	1074.96	1073.99	1074.72	1170.0
2009-12-15 22:00:00	ES	Futures	1074.72	1074.72	1073.99	1074.47	1756.0
2009-12-15 22:30:00	ES	Futures	1074.23	1074.47	1073.26	1073.5	3928.0
2009-12-15 23:00:00	ES	Futures	1073.26	1074.23	1073.26	1073.99	925.0
2009-12-15 23:30:00	ES	Futures	1073.99	1073.99	1073.5	1073.74	247.0
2009-12-15 00:00:00	NQ	Futures	2067.38	2067.67	2064.53	2065.67	138.0
2009-12-15 00:30:00	NQ	Futures	2065.38	2065.96	2064.53	2065.67	75.0
2009-12-15 01:00:00	NQ	Futures	2065.96	2065.96	2064.81	2065.38	123.0

> showing 50 of 2,450 rows — these rows as CSV

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