PREVIEW / futures_30min / 2009-12-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-23.parquet
  size:    64 KB
  rows:    2,366

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
2009-12-23 00:00:00	ES	Futures	1084.69	1084.93	1084.2	1084.69	400.0
2009-12-23 00:30:00	ES	Futures	1084.69	1084.93	1084.45	1084.45	410.0
2009-12-23 01:00:00	ES	Futures	1084.69	1088.83	1084.69	1085.42	6475.0
2009-12-23 01:30:00	ES	Futures	1085.66	1088.1	1085.42	1087.85	1651.0
2009-12-23 02:00:00	ES	Futures	1087.85	1088.83	1086.64	1087.37	4006.0
2009-12-23 02:30:00	ES	Futures	1087.37	1088.34	1086.88	1087.12	2023.0
2009-12-23 03:00:00	ES	Futures	1087.12	1087.37	1085.18	1086.88	6375.0
2009-12-23 03:30:00	ES	Futures	1086.88	1087.85	1086.88	1087.37	2575.0
2009-12-23 04:00:00	ES	Futures	1087.37	1088.1	1086.15	1087.85	4591.0
2009-12-23 04:30:00	ES	Futures	1088.1	1088.58	1087.61	1088.34	2765.0
2009-12-23 05:00:00	ES	Futures	1088.34	1089.8	1087.61	1089.07	6270.0
2009-12-23 05:30:00	ES	Futures	1089.07	1089.31	1087.85	1088.1	2640.0
2009-12-23 06:00:00	ES	Futures	1088.34	1088.58	1087.37	1087.61	3033.0
2009-12-23 06:30:00	ES	Futures	1087.61	1088.34	1087.12	1088.1	3561.0
2009-12-23 07:00:00	ES	Futures	1088.1	1088.1	1086.88	1087.61	3018.0
2009-12-23 07:30:00	ES	Futures	1087.61	1088.58	1087.37	1088.34	2907.0
2009-12-23 08:00:00	ES	Futures	1088.34	1088.83	1086.15	1086.39	10125.0
2009-12-23 08:30:00	ES	Futures	1086.39	1087.37	1085.66	1086.64	10076.0
2009-12-23 09:00:00	ES	Futures	1086.39	1086.88	1085.91	1086.15	9049.0
2009-12-23 09:30:00	ES	Futures	1085.91	1087.12	1084.93	1085.66	88574.0
2009-12-23 10:00:00	ES	Futures	1085.42	1085.42	1081.29	1082.02	116679.0
2009-12-23 10:30:00	ES	Futures	1082.26	1084.2	1082.02	1083.47	53952.0
2009-12-23 11:00:00	ES	Futures	1083.72	1084.69	1083.23	1083.96	44356.0
2009-12-23 11:30:00	ES	Futures	1084.2	1085.66	1084.2	1085.18	33227.0
2009-12-23 12:00:00	ES	Futures	1085.18	1085.18	1084.2	1084.69	21956.0
2009-12-23 12:30:00	ES	Futures	1084.93	1086.39	1084.69	1085.91	17943.0
2009-12-23 13:00:00	ES	Futures	1085.91	1086.39	1085.18	1085.66	14583.0
2009-12-23 13:30:00	ES	Futures	1085.91	1087.12	1085.42	1086.15	24355.0
2009-12-23 14:00:00	ES	Futures	1086.39	1087.12	1085.91	1085.91	23695.0
2009-12-23 14:30:00	ES	Futures	1086.15	1086.88	1085.91	1086.15	29997.0
2009-12-23 15:00:00	ES	Futures	1086.15	1086.64	1085.42	1085.42	33958.0
2009-12-23 15:30:00	ES	Futures	1085.66	1087.12	1084.69	1085.66	73171.0
2009-12-23 16:00:00	ES	Futures	1085.91	1086.39	1085.18	1085.42	57043.0
2009-12-23 16:30:00	ES	Futures	1085.18	1086.15	1084.69	1086.15	2912.0
2009-12-23 17:00:00	ES	Futures	1086.15	1086.39	1085.91	1085.91	443.0
2009-12-23 18:00:00	ES	Futures	1086.39	1086.39	1085.66	1085.91	710.0
2009-12-23 18:30:00	ES	Futures	1085.91	1086.15	1085.66	1085.91	134.0
2009-12-23 19:00:00	ES	Futures	1085.91	1086.15	1085.42	1085.66	494.0
2009-12-23 19:30:00	ES	Futures	1085.42	1085.66	1085.18	1085.66	411.0
2009-12-23 20:00:00	ES	Futures	1085.42	1086.88	1085.18	1086.39	964.0
2009-12-23 20:30:00	ES	Futures	1086.39	1086.88	1086.39	1086.39	325.0
2009-12-23 21:00:00	ES	Futures	1086.39	1087.12	1086.39	1086.64	794.0
2009-12-23 21:30:00	ES	Futures	1086.64	1086.88	1086.15	1086.15	646.0
2009-12-23 22:00:00	ES	Futures	1086.15	1086.39	1085.91	1086.39	617.0
2009-12-23 22:30:00	ES	Futures	1086.15	1087.12	1085.91	1086.88	1028.0
2009-12-23 23:00:00	ES	Futures	1086.88	1087.12	1086.15	1086.64	606.0
2009-12-23 23:30:00	ES	Futures	1086.39	1086.64	1085.91	1086.15	376.0
2009-12-23 00:00:00	NQ	Futures	2104.8	2105.66	2104.8	2105.37	61.0
2009-12-23 00:30:00	NQ	Futures	2105.66	2105.94	2105.37	2105.37	17.0
2009-12-23 01:00:00	NQ	Futures	2105.66	2111.08	2105.37	2107.66	483.0

> showing 50 of 2,366 rows — these rows as CSV

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