PREVIEW / futures_30min / 2009-12-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-21.parquet
  size:    67 KB
  rows:    2,387

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
2009-12-21 00:00:00	ES	Futures	1070.83	1070.83	1068.64	1068.88	2838.0
2009-12-21 00:30:00	ES	Futures	1068.88	1070.1	1068.64	1069.61	1750.0
2009-12-21 01:00:00	ES	Futures	1069.37	1069.85	1068.64	1069.85	1899.0
2009-12-21 01:30:00	ES	Futures	1069.85	1070.34	1069.12	1069.85	975.0
2009-12-21 02:00:00	ES	Futures	1069.85	1070.58	1068.64	1069.37	2310.0
2009-12-21 02:30:00	ES	Futures	1069.37	1069.61	1068.64	1068.64	1370.0
2009-12-21 03:00:00	ES	Futures	1068.88	1070.83	1068.39	1068.64	9415.0
2009-12-21 03:30:00	ES	Futures	1068.88	1070.83	1068.15	1070.34	9024.0
2009-12-21 04:00:00	ES	Futures	1070.34	1070.83	1069.12	1070.34	3487.0
2009-12-21 04:30:00	ES	Futures	1070.34	1070.34	1069.37	1070.34	2778.0
2009-12-21 05:00:00	ES	Futures	1070.1	1070.58	1069.12	1069.85	3157.0
2009-12-21 05:30:00	ES	Futures	1069.85	1070.83	1069.37	1070.83	2451.0
2009-12-21 06:00:00	ES	Futures	1070.83	1071.8	1070.34	1071.55	7694.0
2009-12-21 06:30:00	ES	Futures	1071.8	1072.77	1071.07	1071.8	7615.0
2009-12-21 07:00:00	ES	Futures	1071.8	1074.23	1071.8	1073.99	12398.0
2009-12-21 07:30:00	ES	Futures	1073.99	1074.47	1073.26	1074.23	8010.0
2009-12-21 08:00:00	ES	Futures	1074.23	1074.23	1073.01	1073.26	10815.0
2009-12-21 08:30:00	ES	Futures	1073.26	1073.5	1072.77	1073.01	10381.0
2009-12-21 09:00:00	ES	Futures	1073.26	1074.23	1072.77	1073.74	26306.0
2009-12-21 09:30:00	ES	Futures	1073.74	1079.58	1073.5	1077.88	198769.0
2009-12-21 10:00:00	ES	Futures	1078.12	1082.02	1077.88	1080.56	137758.0
2009-12-21 10:30:00	ES	Futures	1080.56	1081.53	1079.1	1079.58	84828.0
2009-12-21 11:00:00	ES	Futures	1079.83	1081.29	1079.1	1080.07	54624.0
2009-12-21 11:30:00	ES	Futures	1080.07	1081.53	1079.58	1080.8	46744.0
2009-12-21 12:00:00	ES	Futures	1081.04	1083.23	1080.8	1081.53	63515.0
2009-12-21 12:30:00	ES	Futures	1081.53	1082.02	1080.07	1080.8	52850.0
2009-12-21 13:00:00	ES	Futures	1080.8	1081.04	1079.34	1080.56	37149.0
2009-12-21 13:30:00	ES	Futures	1080.56	1080.8	1079.1	1080.31	28918.0
2009-12-21 14:00:00	ES	Futures	1080.56	1081.53	1079.58	1080.8	32172.0
2009-12-21 14:30:00	ES	Futures	1081.04	1081.04	1079.83	1080.07	22444.0
2009-12-21 15:00:00	ES	Futures	1080.31	1080.31	1077.64	1078.61	76500.0
2009-12-21 15:30:00	ES	Futures	1078.61	1079.83	1078.37	1079.34	101071.0
2009-12-21 16:00:00	ES	Futures	1079.34	1079.58	1077.64	1077.88	71441.0
2009-12-21 16:30:00	ES	Futures	1077.88	1078.12	1077.39	1077.88	2275.0
2009-12-21 17:00:00	ES	Futures	1078.12	1078.37	1077.88	1078.12	745.0
2009-12-21 18:00:00	ES	Futures	1078.12	1079.83	1078.12	1079.58	2679.0
2009-12-21 18:30:00	ES	Futures	1079.58	1080.07	1079.1	1080.07	1528.0
2009-12-21 19:00:00	ES	Futures	1079.83	1080.07	1079.58	1079.83	766.0
2009-12-21 19:30:00	ES	Futures	1079.83	1079.83	1079.1	1079.58	1100.0
2009-12-21 20:00:00	ES	Futures	1079.83	1080.07	1079.34	1080.07	1224.0
2009-12-21 20:30:00	ES	Futures	1080.07	1081.04	1079.83	1080.8	2244.0
2009-12-21 21:00:00	ES	Futures	1080.8	1081.04	1079.58	1079.83	1294.0
2009-12-21 21:30:00	ES	Futures	1080.07	1081.04	1079.83	1080.56	851.0
2009-12-21 22:00:00	ES	Futures	1080.56	1080.8	1079.83	1080.31	595.0
2009-12-21 22:30:00	ES	Futures	1080.56	1081.04	1079.83	1080.8	736.0
2009-12-21 23:00:00	ES	Futures	1080.8	1081.77	1080.31	1080.31	1952.0
2009-12-21 23:30:00	ES	Futures	1080.56	1080.8	1080.07	1080.8	1074.0
2009-12-21 00:00:00	NQ	Futures	2070.81	2070.81	2066.53	2067.67	300.0
2009-12-21 00:30:00	NQ	Futures	2067.95	2069.67	2067.38	2069.1	93.0
2009-12-21 01:00:00	NQ	Futures	2068.81	2069.1	2067.1	2068.24	230.0

> showing 50 of 2,387 rows — these rows as CSV

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