PREVIEW / futures_30min / 2009-12-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-16.parquet
  size:    69 KB
  rows:    2,494

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
2009-12-16 00:00:00	ES	Futures	1073.74	1073.99	1073.26	1073.5	576.0
2009-12-16 00:30:00	ES	Futures	1073.5	1073.99	1073.26	1073.99	594.0
2009-12-16 01:00:00	ES	Futures	1073.74	1074.96	1073.74	1074.23	1358.0
2009-12-16 01:30:00	ES	Futures	1074.23	1074.47	1073.26	1073.99	830.0
2009-12-16 02:00:00	ES	Futures	1073.99	1075.2	1073.74	1073.99	3021.0
2009-12-16 02:30:00	ES	Futures	1074.23	1075.45	1073.5	1074.96	3559.0
2009-12-16 03:00:00	ES	Futures	1075.2	1077.15	1074.96	1076.18	11607.0
2009-12-16 03:30:00	ES	Futures	1076.18	1078.85	1075.93	1078.85	11670.0
2009-12-16 04:00:00	ES	Futures	1078.61	1080.07	1078.61	1079.58	13452.0
2009-12-16 04:30:00	ES	Futures	1079.34	1079.83	1078.37	1079.1	6135.0
2009-12-16 05:00:00	ES	Futures	1078.85	1082.02	1078.85	1080.56	16952.0
2009-12-16 05:30:00	ES	Futures	1080.56	1081.04	1080.31	1080.56	4732.0
2009-12-16 06:00:00	ES	Futures	1080.56	1081.04	1080.31	1080.8	7983.0
2009-12-16 06:30:00	ES	Futures	1080.56	1081.04	1078.85	1079.1	8405.0
2009-12-16 07:00:00	ES	Futures	1079.1	1079.83	1078.61	1079.58	10513.0
2009-12-16 07:30:00	ES	Futures	1079.34	1079.83	1078.85	1079.1	5091.0
2009-12-16 08:00:00	ES	Futures	1079.1	1079.34	1077.64	1078.37	11067.0
2009-12-16 08:30:00	ES	Futures	1078.37	1078.85	1077.88	1078.61	18471.0
2009-12-16 09:00:00	ES	Futures	1078.37	1078.61	1077.15	1078.61	15698.0
2009-12-16 09:30:00	ES	Futures	1078.37	1081.04	1078.12	1079.83	151372.0
2009-12-16 10:00:00	ES	Futures	1079.83	1081.04	1078.12	1078.37	92608.0
2009-12-16 10:30:00	ES	Futures	1078.61	1081.04	1078.61	1080.31	89338.0
2009-12-16 11:00:00	ES	Futures	1080.31	1081.77	1079.83	1081.29	63506.0
2009-12-16 11:30:00	ES	Futures	1081.29	1081.77	1079.83	1080.07	58449.0
2009-12-16 12:00:00	ES	Futures	1080.07	1080.56	1079.34	1080.31	52970.0
2009-12-16 12:30:00	ES	Futures	1080.31	1080.31	1079.1	1079.34	31187.0
2009-12-16 13:00:00	ES	Futures	1079.1	1080.07	1079.1	1079.83	22446.0
2009-12-16 13:30:00	ES	Futures	1080.07	1080.07	1078.85	1079.1	25834.0
2009-12-16 14:00:00	ES	Futures	1078.85	1081.04	1076.66	1079.1	140829.0
2009-12-16 14:30:00	ES	Futures	1078.85	1079.34	1075.69	1076.18	98508.0
2009-12-16 15:00:00	ES	Futures	1076.18	1077.39	1073.26	1073.5	156312.0
2009-12-16 15:30:00	ES	Futures	1073.5	1075.93	1073.26	1075.45	165270.0
2009-12-16 16:00:00	ES	Futures	1075.45	1076.18	1074.72	1075.93	71300.0
2009-12-16 16:30:00	ES	Futures	1075.45	1075.69	1074.23	1074.23	4212.0
2009-12-16 17:00:00	ES	Futures	1074.23	1074.47	1073.74	1073.99	2394.0
2009-12-16 18:00:00	ES	Futures	1073.99	1075.2	1073.74	1075.2	3183.0
2009-12-16 18:30:00	ES	Futures	1075.2	1075.93	1075.2	1075.69	2958.0
2009-12-16 19:00:00	ES	Futures	1075.69	1076.18	1075.2	1075.69	2497.0
2009-12-16 19:30:00	ES	Futures	1075.93	1076.42	1075.69	1076.18	2643.0
2009-12-16 20:00:00	ES	Futures	1076.18	1076.66	1075.93	1076.18	2410.0
2009-12-16 20:30:00	ES	Futures	1076.42	1076.66	1074.72	1074.96	4835.0
2009-12-16 21:00:00	ES	Futures	1074.96	1075.69	1074.47	1074.96	2017.0
2009-12-16 21:30:00	ES	Futures	1075.2	1075.45	1074.47	1074.47	1998.0
2009-12-16 22:00:00	ES	Futures	1074.72	1074.72	1072.77	1073.26	4550.0
2009-12-16 22:30:00	ES	Futures	1073.01	1073.74	1072.53	1073.74	3820.0
2009-12-16 23:00:00	ES	Futures	1073.99	1073.99	1072.77	1072.77	1457.0
2009-12-16 23:30:00	ES	Futures	1072.77	1073.01	1072.53	1073.01	1412.0
2009-12-16 00:00:00	NQ	Futures	2051.39	2051.67	2051.1	2051.67	17.0
2009-12-16 00:30:00	NQ	Futures	2051.39	2051.96	2051.1	2051.96	70.0
2009-12-16 01:00:00	NQ	Futures	2051.67	2054.24	2051.67	2052.25	73.0

> showing 50 of 2,494 rows — these rows as CSV

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