PREVIEW / futures_30min / 2009-12-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-17.parquet
  size:    71 KB
  rows:    2,529

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
2009-12-17 00:00:00	ES	Futures	1073.01	1073.5	1072.04	1072.28	3170.0
2009-12-17 00:30:00	ES	Futures	1072.53	1072.53	1070.58	1071.07	4950.0
2009-12-17 01:00:00	ES	Futures	1071.07	1071.8	1070.58	1071.31	1779.0
2009-12-17 01:30:00	ES	Futures	1071.55	1072.28	1071.31	1071.55	1358.0
2009-12-17 02:00:00	ES	Futures	1071.8	1072.04	1070.83	1071.07	3887.0
2009-12-17 02:30:00	ES	Futures	1071.07	1071.55	1069.12	1071.07	10468.0
2009-12-17 03:00:00	ES	Futures	1071.31	1073.26	1070.34	1073.26	12770.0
2009-12-17 03:30:00	ES	Futures	1073.5	1073.99	1072.28	1073.26	8275.0
2009-12-17 04:00:00	ES	Futures	1073.5	1074.23	1072.77	1074.23	7536.0
2009-12-17 04:30:00	ES	Futures	1073.99	1074.23	1070.83	1071.55	11549.0
2009-12-17 05:00:00	ES	Futures	1071.55	1072.04	1070.83	1071.07	5287.0
2009-12-17 05:30:00	ES	Futures	1071.07	1071.31	1069.37	1069.37	9071.0
2009-12-17 06:00:00	ES	Futures	1069.37	1069.85	1066.93	1067.91	25124.0
2009-12-17 06:30:00	ES	Futures	1067.91	1069.85	1067.91	1069.61	8889.0
2009-12-17 07:00:00	ES	Futures	1069.61	1070.34	1069.37	1069.61	7320.0
2009-12-17 07:30:00	ES	Futures	1069.61	1070.1	1066.2	1066.69	28497.0
2009-12-17 08:00:00	ES	Futures	1066.93	1068.64	1066.69	1068.15	21022.0
2009-12-17 08:30:00	ES	Futures	1068.15	1068.15	1066.2	1067.42	36735.0
2009-12-17 09:00:00	ES	Futures	1067.66	1068.15	1066.69	1067.91	20426.0
2009-12-17 09:30:00	ES	Futures	1067.91	1069.85	1064.01	1064.01	215340.0
2009-12-17 10:00:00	ES	Futures	1064.26	1066.69	1063.77	1065.72	158433.0
2009-12-17 10:30:00	ES	Futures	1065.96	1068.64	1064.99	1068.39	80330.0
2009-12-17 11:00:00	ES	Futures	1068.15	1069.12	1066.69	1067.18	111116.0
2009-12-17 11:30:00	ES	Futures	1067.42	1067.42	1064.01	1064.99	112448.0
2009-12-17 12:00:00	ES	Futures	1064.99	1065.47	1063.53	1064.5	66844.0
2009-12-17 12:30:00	ES	Futures	1064.5	1064.74	1061.34	1063.04	98807.0
2009-12-17 13:00:00	ES	Futures	1063.04	1064.5	1062.8	1064.5	59177.0
2009-12-17 13:30:00	ES	Futures	1064.5	1064.99	1062.8	1064.74	67439.0
2009-12-17 14:00:00	ES	Futures	1064.74	1065.72	1064.26	1064.99	60208.0
2009-12-17 14:30:00	ES	Futures	1064.99	1066.93	1064.26	1065.23	90044.0
2009-12-17 15:00:00	ES	Futures	1064.99	1065.96	1063.28	1063.53	75570.0
2009-12-17 15:30:00	ES	Futures	1063.53	1065.96	1062.07	1062.31	194696.0
2009-12-17 16:00:00	ES	Futures	1062.31	1064.99	1061.58	1064.99	139837.0
2009-12-17 16:30:00	ES	Futures	1064.74	1064.74	1064.01	1064.5	6666.0
2009-12-17 17:00:00	ES	Futures	1064.74	1065.47	1064.26	1065.23	3327.0
2009-12-17 18:00:00	ES	Futures	1064.99	1065.23	1064.5	1064.74	2623.0
2009-12-17 18:30:00	ES	Futures	1064.74	1065.47	1064.74	1065.23	1453.0
2009-12-17 19:00:00	ES	Futures	1065.23	1065.23	1064.5	1064.5	1936.0
2009-12-17 19:30:00	ES	Futures	1064.5	1064.99	1064.26	1064.74	2577.0
2009-12-17 20:00:00	ES	Futures	1064.99	1065.23	1064.74	1065.23	1251.0
2009-12-17 20:30:00	ES	Futures	1064.99	1065.96	1064.5	1065.72	1706.0
2009-12-17 21:00:00	ES	Futures	1065.72	1067.66	1065.72	1067.42	4405.0
2009-12-17 21:30:00	ES	Futures	1067.18	1067.91	1066.93	1066.93	2543.0
2009-12-17 22:00:00	ES	Futures	1066.93	1067.18	1065.96	1066.93	1324.0
2009-12-17 22:30:00	ES	Futures	1066.69	1068.15	1066.69	1067.66	2047.0
2009-12-17 23:00:00	ES	Futures	1067.66	1067.66	1067.42	1067.66	964.0
2009-12-17 23:30:00	ES	Futures	1067.42	1067.66	1067.18	1067.42	503.0
2009-12-17 00:00:00	NQ	Futures	2052.53	2053.39	2051.1	2051.67	222.0
2009-12-17 00:30:00	NQ	Futures	2051.39	2051.39	2047.68	2048.53	337.0
2009-12-17 01:00:00	NQ	Futures	2048.25	2049.96	2047.96	2049.1	97.0

> showing 50 of 2,529 rows — these rows as CSV

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