PREVIEW / futures_30min / 2009-12-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-24.parquet
  size:    40 KB
  rows:    1,328

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
2009-12-24 00:00:00	ES	Futures	1086.15	1086.88	1086.15	1086.88	200.0
2009-12-24 00:30:00	ES	Futures	1086.39	1086.88	1086.15	1086.88	619.0
2009-12-24 01:00:00	ES	Futures	1086.64	1088.1	1086.64	1087.85	1819.0
2009-12-24 01:30:00	ES	Futures	1088.1	1088.58	1087.85	1088.34	614.0
2009-12-24 02:00:00	ES	Futures	1088.34	1088.34	1087.61	1088.1	398.0
2009-12-24 02:30:00	ES	Futures	1088.1	1088.58	1087.85	1087.85	980.0
2009-12-24 03:00:00	ES	Futures	1088.1	1088.1	1087.37	1087.61	1512.0
2009-12-24 03:30:00	ES	Futures	1087.85	1087.85	1087.12	1087.85	746.0
2009-12-24 04:00:00	ES	Futures	1087.85	1088.34	1087.85	1088.34	560.0
2009-12-24 04:30:00	ES	Futures	1088.34	1089.07	1088.1	1088.83	987.0
2009-12-24 05:00:00	ES	Futures	1089.07	1089.56	1088.34	1088.58	1474.0
2009-12-24 05:30:00	ES	Futures	1088.83	1089.56	1088.58	1089.31	1420.0
2009-12-24 06:00:00	ES	Futures	1089.31	1089.31	1088.83	1089.31	743.0
2009-12-24 06:30:00	ES	Futures	1089.31	1089.56	1088.83	1089.31	631.0
2009-12-24 07:00:00	ES	Futures	1089.31	1089.31	1088.1	1088.1	1150.0
2009-12-24 07:30:00	ES	Futures	1088.34	1088.58	1087.37	1088.1	1733.0
2009-12-24 08:00:00	ES	Futures	1088.1	1089.07	1086.88	1087.37	5986.0
2009-12-24 08:30:00	ES	Futures	1087.37	1089.31	1086.64	1088.34	6436.0
2009-12-24 09:00:00	ES	Futures	1088.34	1088.34	1087.85	1088.1	4746.0
2009-12-24 09:30:00	ES	Futures	1088.1	1090.29	1087.85	1089.8	49222.0
2009-12-24 10:00:00	ES	Futures	1089.8	1092.23	1089.8	1091.5	47461.0
2009-12-24 10:30:00	ES	Futures	1091.5	1091.5	1089.56	1090.53	23147.0
2009-12-24 11:00:00	ES	Futures	1090.53	1090.53	1089.8	1090.04	8582.0
2009-12-24 11:30:00	ES	Futures	1090.29	1091.02	1090.04	1091.02	6913.0
2009-12-24 12:00:00	ES	Futures	1090.77	1091.26	1090.53	1090.77	12009.0
2009-12-24 12:30:00	ES	Futures	1091.02	1091.99	1090.77	1091.75	30733.0
2009-12-24 13:00:00	ES	Futures	1091.99	1092.23	1091.02	1091.75	27666.0
2009-12-24 00:00:00	NQ	Futures	2117.94	2119.08	2117.65	2119.08	28.0
2009-12-24 00:30:00	NQ	Futures	2118.8	2118.8	2118.51	2118.8	13.0
2009-12-24 01:00:00	NQ	Futures	2118.8	2121.65	2118.23	2119.65	114.0
2009-12-24 01:30:00	NQ	Futures	2120.51	2121.37	2120.23	2120.51	33.0
2009-12-24 02:00:00	NQ	Futures	2120.51	2121.08	2118.8	2119.94	192.0
2009-12-24 02:30:00	NQ	Futures	2120.23	2121.08	2119.08	2119.08	73.0
2009-12-24 03:00:00	NQ	Futures	2119.37	2121.08	2118.8	2119.37	191.0
2009-12-24 03:30:00	NQ	Futures	2119.37	2120.8	2119.08	2120.8	97.0
2009-12-24 04:00:00	NQ	Futures	2120.8	2120.8	2119.94	2120.51	33.0
2009-12-24 04:30:00	NQ	Futures	2120.51	2121.37	2120.51	2121.37	115.0
2009-12-24 05:00:00	NQ	Futures	2121.37	2122.22	2121.08	2121.08	154.0
2009-12-24 05:30:00	NQ	Futures	2121.37	2122.22	2120.51	2121.65	110.0
2009-12-24 06:00:00	NQ	Futures	2121.94	2122.22	2121.37	2121.65	74.0
2009-12-24 06:30:00	NQ	Futures	2121.94	2121.94	2121.37	2121.65	50.0
2009-12-24 07:00:00	NQ	Futures	2121.65	2121.65	2119.08	2119.37	586.0
2009-12-24 07:30:00	NQ	Futures	2119.65	2120.51	2118.51	2120.51	170.0
2009-12-24 08:00:00	NQ	Futures	2119.94	2121.37	2117.37	2118.23	955.0
2009-12-24 08:30:00	NQ	Futures	2118.8	2122.22	2118.23	2119.94	781.0
2009-12-24 09:00:00	NQ	Futures	2119.94	2120.23	2117.08	2118.23	1518.0
2009-12-24 09:30:00	NQ	Futures	2117.94	2126.51	2117.37	2125.65	15525.0
2009-12-24 10:00:00	NQ	Futures	2125.94	2130.51	2125.65	2128.79	9785.0
2009-12-24 10:30:00	NQ	Futures	2128.79	2129.37	2126.79	2128.79	5862.0
2009-12-24 11:00:00	NQ	Futures	2129.08	2129.65	2127.37	2129.37	4510.0

> showing 50 of 1,328 rows — these rows as CSV

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