PREVIEW / futures_30min / 2009-12-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-27.parquet
  size:    17 KB
  rows:    417

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
2009-12-27 18:00:00	ES	Futures	1090.29	1090.53	1087.37	1088.34	6096.0
2009-12-27 18:30:00	ES	Futures	1088.58	1089.56	1088.34	1089.07	1866.0
2009-12-27 19:00:00	ES	Futures	1089.31	1089.8	1088.34	1089.56	1722.0
2009-12-27 19:30:00	ES	Futures	1089.31	1089.8	1089.31	1089.56	597.0
2009-12-27 20:00:00	ES	Futures	1089.31	1089.56	1089.07	1089.31	512.0
2009-12-27 20:30:00	ES	Futures	1089.56	1090.04	1089.31	1089.31	670.0
2009-12-27 21:00:00	ES	Futures	1089.56	1091.02	1089.56	1090.53	719.0
2009-12-27 21:30:00	ES	Futures	1090.53	1092.72	1090.29	1091.99	2045.0
2009-12-27 22:00:00	ES	Futures	1092.23	1092.23	1091.26	1091.26	755.0
2009-12-27 22:30:00	ES	Futures	1091.5	1091.5	1090.29	1091.02	858.0
2009-12-27 23:00:00	ES	Futures	1091.26	1092.96	1090.77	1092.72	1557.0
2009-12-27 23:30:00	ES	Futures	1092.96	1092.96	1091.99	1092.23	710.0
2009-12-27 18:00:00	NQ	Futures	2133.65	2133.94	2128.22	2129.94	433.0
2009-12-27 18:30:00	NQ	Futures	2130.22	2132.51	2130.22	2131.36	139.0
2009-12-27 19:00:00	NQ	Futures	2131.36	2132.51	2130.22	2131.94	63.0
2009-12-27 19:30:00	NQ	Futures	2131.65	2133.08	2131.65	2132.51	76.0
2009-12-27 20:00:00	NQ	Futures	2132.22	2132.22	2131.08	2131.65	31.0
2009-12-27 20:30:00	NQ	Futures	2131.94	2132.79	2131.65	2131.65	50.0
2009-12-27 21:00:00	NQ	Futures	2131.94	2134.22	2131.94	2133.94	50.0
2009-12-27 21:30:00	NQ	Futures	2133.94	2138.79	2133.36	2137.93	224.0
2009-12-27 22:00:00	NQ	Futures	2137.93	2138.22	2135.93	2135.93	126.0
2009-12-27 22:30:00	NQ	Futures	2135.93	2136.51	2133.65	2136.51	111.0
2009-12-27 23:00:00	NQ	Futures	2136.22	2139.36	2135.65	2138.51	145.0
2009-12-27 23:30:00	NQ	Futures	2138.51	2139.08	2137.08	2137.36	57.0
2009-12-27 18:00:00	YM	Futures	9783.9	9786.7	9759.6	9770.8	383.0
2009-12-27 18:30:00	YM	Futures	9769.9	9776.4	9767.1	9773.6	81.0
2009-12-27 19:00:00	YM	Futures	9773.6	9780.2	9768.9	9778.3	70.0
2009-12-27 19:30:00	YM	Futures	9776.4	9778.3	9774.6	9775.5	84.0
2009-12-27 20:00:00	YM	Futures	9775.5	9775.5	9770.8	9774.6	33.0
2009-12-27 20:30:00	YM	Futures	9775.5	9779.2	9774.6	9775.5	21.0
2009-12-27 21:00:00	YM	Futures	9773.6	9786.7	9773.6	9784.8	69.0
2009-12-27 21:30:00	YM	Futures	9784.8	9797.9	9781.1	9794.2	95.0
2009-12-27 22:00:00	YM	Futures	9796.1	9797.9	9789.5	9792.3	71.0
2009-12-27 22:30:00	YM	Futures	9791.4	9793.3	9783.9	9793.3	78.0
2009-12-27 23:00:00	YM	Futures	9791.4	9803.6	9790.5	9801.7	65.0
2009-12-27 23:30:00	YM	Futures	9801.7	9801.7	9795.1	9797.0	95.0
2009-12-27 18:00:00	CL	Futures	167.32	167.6	167.0	167.17	842.0
2009-12-27 18:30:00	CL	Futures	167.22	167.26	166.98	167.2	138.0
2009-12-27 19:00:00	CL	Futures	167.22	167.97	167.22	167.95	533.0
2009-12-27 19:30:00	CL	Futures	167.93	168.08	167.73	167.9	260.0
2009-12-27 20:00:00	CL	Futures	167.86	167.9	167.67	167.82	217.0
2009-12-27 20:30:00	CL	Futures	167.82	168.4	167.78	168.27	649.0
2009-12-27 21:00:00	CL	Futures	168.33	168.55	168.2	168.46	344.0
2009-12-27 21:30:00	CL	Futures	168.48	168.57	168.38	168.55	195.0
2009-12-27 22:00:00	CL	Futures	168.57	168.96	168.4	168.55	617.0
2009-12-27 22:30:00	CL	Futures	168.57	168.68	168.51	168.55	153.0
2009-12-27 23:00:00	CL	Futures	168.55	168.72	168.53	168.66	154.0
2009-12-27 23:30:00	CL	Futures	168.61	168.68	168.53	168.57	205.0
2009-12-27 18:00:00	GC	Futures	1561.5	1565.3	1561.2	1563.6	2108.0
2009-12-27 18:30:00	GC	Futures	1563.5	1565.3	1557.4	1562.3	1100.0

> showing 50 of 417 rows — these rows as CSV

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