PREVIEW / futures_30min / 2009-12-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-29.parquet
  size:    65 KB
  rows:    2,430

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
2009-12-29 00:00:00	ES	Futures	1092.96	1093.45	1092.48	1092.96	472.0
2009-12-29 00:30:00	ES	Futures	1093.2	1093.69	1092.96	1093.45	359.0
2009-12-29 01:00:00	ES	Futures	1093.69	1094.18	1093.45	1094.18	508.0
2009-12-29 01:30:00	ES	Futures	1094.18	1094.91	1093.93	1094.18	1669.0
2009-12-29 02:00:00	ES	Futures	1094.18	1094.91	1094.18	1094.91	748.0
2009-12-29 02:30:00	ES	Futures	1094.91	1095.15	1094.18	1094.42	1587.0
2009-12-29 03:00:00	ES	Futures	1094.18	1094.91	1092.96	1093.69	3876.0
2009-12-29 03:30:00	ES	Futures	1093.69	1094.18	1093.2	1094.18	3340.0
2009-12-29 04:00:00	ES	Futures	1093.93	1094.91	1093.93	1094.66	2227.0
2009-12-29 04:30:00	ES	Futures	1094.42	1094.91	1093.93	1094.42	1968.0
2009-12-29 05:00:00	ES	Futures	1094.42	1095.15	1094.18	1094.91	2110.0
2009-12-29 05:30:00	ES	Futures	1094.66	1095.15	1094.42	1094.91	1626.0
2009-12-29 06:00:00	ES	Futures	1094.91	1095.39	1094.66	1094.91	1661.0
2009-12-29 06:30:00	ES	Futures	1094.66	1098.07	1094.42	1097.34	8671.0
2009-12-29 07:00:00	ES	Futures	1097.1	1097.34	1096.61	1096.85	3259.0
2009-12-29 07:30:00	ES	Futures	1097.1	1097.34	1096.61	1097.1	3693.0
2009-12-29 08:00:00	ES	Futures	1097.1	1097.1	1095.88	1096.61	6029.0
2009-12-29 08:30:00	ES	Futures	1096.61	1096.85	1095.88	1096.12	6566.0
2009-12-29 09:00:00	ES	Futures	1096.12	1097.1	1095.64	1095.88	7501.0
2009-12-29 09:30:00	ES	Futures	1095.88	1096.12	1093.93	1094.66	60338.0
2009-12-29 10:00:00	ES	Futures	1094.66	1095.88	1093.45	1095.39	48750.0
2009-12-29 10:30:00	ES	Futures	1095.64	1095.88	1094.18	1094.42	31461.0
2009-12-29 11:00:00	ES	Futures	1094.42	1094.66	1092.23	1092.23	44715.0
2009-12-29 11:30:00	ES	Futures	1092.23	1093.45	1091.99	1093.2	29171.0
2009-12-29 12:00:00	ES	Futures	1093.2	1093.2	1091.75	1092.23	37025.0
2009-12-29 12:30:00	ES	Futures	1091.99	1093.69	1091.75	1092.72	17644.0
2009-12-29 13:00:00	ES	Futures	1092.72	1093.2	1091.99	1092.72	9425.0
2009-12-29 13:30:00	ES	Futures	1092.96	1093.93	1092.48	1093.93	26376.0
2009-12-29 14:00:00	ES	Futures	1093.93	1093.93	1093.2	1093.45	11301.0
2009-12-29 14:30:00	ES	Futures	1093.45	1093.69	1092.48	1092.96	28027.0
2009-12-29 15:00:00	ES	Futures	1092.96	1094.66	1092.72	1094.18	49398.0
2009-12-29 15:30:00	ES	Futures	1094.42	1094.42	1091.26	1091.75	68509.0
2009-12-29 16:00:00	ES	Futures	1091.99	1092.48	1090.29	1091.5	49477.0
2009-12-29 16:30:00	ES	Futures	1091.02	1091.99	1091.02	1091.75	1786.0
2009-12-29 17:00:00	ES	Futures	1091.5	1091.99	1091.26	1091.26	476.0
2009-12-29 18:00:00	ES	Futures	1091.75	1091.75	1091.26	1091.5	870.0
2009-12-29 18:30:00	ES	Futures	1091.5	1092.23	1091.26	1091.5	632.0
2009-12-29 19:00:00	ES	Futures	1091.26	1091.75	1089.8	1090.04	2218.0
2009-12-29 19:30:00	ES	Futures	1090.04	1090.04	1089.07	1089.8	2248.0
2009-12-29 20:00:00	ES	Futures	1089.56	1089.8	1089.31	1089.31	1027.0
2009-12-29 20:30:00	ES	Futures	1089.31	1089.56	1089.07	1089.31	915.0
2009-12-29 21:00:00	ES	Futures	1089.31	1089.8	1089.07	1089.31	438.0
2009-12-29 21:30:00	ES	Futures	1089.31	1089.31	1088.83	1089.07	944.0
2009-12-29 22:00:00	ES	Futures	1088.83	1089.31	1088.83	1089.31	266.0
2009-12-29 22:30:00	ES	Futures	1089.07	1089.56	1088.83	1089.56	573.0
2009-12-29 23:00:00	ES	Futures	1089.31	1089.8	1088.58	1089.56	1632.0
2009-12-29 23:30:00	ES	Futures	1089.56	1089.8	1089.07	1089.07	678.0
2009-12-29 00:00:00	NQ	Futures	2141.93	2143.36	2141.93	2143.36	31.0
2009-12-29 00:30:00	NQ	Futures	2143.36	2143.93	2142.22	2142.22	61.0
2009-12-29 01:00:00	NQ	Futures	2142.22	2143.65	2141.93	2143.08	40.0

> showing 50 of 2,430 rows — these rows as CSV

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