PREVIEW / futures_30min / 2009-12-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-30.parquet
  size:    63 KB
  rows:    2,357

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
2009-12-30 00:00:00	ES	Futures	1089.07	1089.56	1088.83	1089.07	728.0
2009-12-30 00:30:00	ES	Futures	1088.83	1089.07	1088.83	1089.07	490.0
2009-12-30 01:00:00	ES	Futures	1088.83	1089.8	1088.58	1089.8	1087.0
2009-12-30 01:30:00	ES	Futures	1089.56	1089.8	1089.31	1089.31	366.0
2009-12-30 02:00:00	ES	Futures	1089.56	1090.53	1089.31	1090.53	1245.0
2009-12-30 02:30:00	ES	Futures	1090.29	1090.53	1089.8	1090.04	605.0
2009-12-30 03:00:00	ES	Futures	1090.04	1090.53	1089.31	1090.04	3745.0
2009-12-30 03:30:00	ES	Futures	1090.04	1091.26	1089.56	1089.56	5529.0
2009-12-30 04:00:00	ES	Futures	1089.56	1089.8	1088.34	1088.34	3578.0
2009-12-30 04:30:00	ES	Futures	1088.58	1088.58	1082.99	1085.91	18069.0
2009-12-30 05:00:00	ES	Futures	1085.91	1086.15	1083.96	1084.2	3906.0
2009-12-30 05:30:00	ES	Futures	1084.2	1086.15	1083.96	1085.42	3919.0
2009-12-30 06:00:00	ES	Futures	1085.66	1085.66	1083.72	1084.93	3078.0
2009-12-30 06:30:00	ES	Futures	1085.18	1086.15	1084.45	1084.69	2605.0
2009-12-30 07:00:00	ES	Futures	1084.93	1086.15	1084.69	1085.91	2655.0
2009-12-30 07:30:00	ES	Futures	1085.91	1087.61	1085.66	1086.64	4702.0
2009-12-30 08:00:00	ES	Futures	1086.88	1087.61	1086.39	1087.37	3159.0
2009-12-30 08:30:00	ES	Futures	1087.37	1088.1	1086.88	1087.85	5746.0
2009-12-30 09:00:00	ES	Futures	1088.1	1088.34	1086.88	1088.34	10756.0
2009-12-30 09:30:00	ES	Futures	1088.34	1092.23	1087.61	1091.26	110028.0
2009-12-30 10:00:00	ES	Futures	1091.26	1092.23	1090.04	1090.77	47647.0
2009-12-30 10:30:00	ES	Futures	1090.77	1091.26	1088.34	1089.07	53045.0
2009-12-30 11:00:00	ES	Futures	1089.07	1090.29	1088.1	1088.34	38268.0
2009-12-30 11:30:00	ES	Futures	1088.34	1091.02	1087.85	1090.53	31751.0
2009-12-30 12:00:00	ES	Futures	1090.77	1091.5	1090.53	1090.77	18945.0
2009-12-30 12:30:00	ES	Futures	1091.02	1091.02	1089.07	1089.8	23707.0
2009-12-30 13:00:00	ES	Futures	1089.56	1090.77	1088.58	1088.83	18226.0
2009-12-30 13:30:00	ES	Futures	1089.07	1089.56	1088.34	1089.56	10584.0
2009-12-30 14:00:00	ES	Futures	1089.56	1089.8	1089.31	1089.56	8516.0
2009-12-30 14:30:00	ES	Futures	1089.31	1091.26	1089.31	1090.77	16261.0
2009-12-30 15:00:00	ES	Futures	1091.02	1091.02	1089.56	1090.29	25900.0
2009-12-30 15:30:00	ES	Futures	1090.04	1091.99	1090.04	1091.02	62275.0
2009-12-30 16:00:00	ES	Futures	1091.02	1092.23	1090.29	1091.75	40494.0
2009-12-30 16:30:00	ES	Futures	1091.5	1092.72	1091.26	1092.48	2982.0
2009-12-30 17:00:00	ES	Futures	1092.48	1092.72	1091.75	1092.23	870.0
2009-12-30 18:00:00	ES	Futures	1092.23	1092.48	1091.99	1092.48	768.0
2009-12-30 18:30:00	ES	Futures	1092.48	1092.48	1091.75	1091.99	357.0
2009-12-30 19:00:00	ES	Futures	1091.99	1092.72	1091.99	1092.48	419.0
2009-12-30 19:30:00	ES	Futures	1092.48	1092.72	1091.99	1092.23	354.0
2009-12-30 20:00:00	ES	Futures	1092.48	1092.48	1091.99	1092.23	262.0
2009-12-30 20:30:00	ES	Futures	1092.23	1093.2	1091.99	1092.96	847.0
2009-12-30 21:00:00	ES	Futures	1092.96	1093.2	1092.48	1092.96	224.0
2009-12-30 21:30:00	ES	Futures	1093.2	1093.2	1092.72	1092.72	358.0
2009-12-30 22:00:00	ES	Futures	1092.48	1093.2	1092.48	1092.96	764.0
2009-12-30 22:30:00	ES	Futures	1092.96	1093.45	1092.96	1093.2	882.0
2009-12-30 23:00:00	ES	Futures	1093.45	1093.45	1092.48	1092.72	574.0
2009-12-30 23:30:00	ES	Futures	1092.48	1093.2	1092.48	1092.96	409.0
2009-12-30 00:00:00	NQ	Futures	2135.65	2135.65	2134.79	2135.08	37.0
2009-12-30 00:30:00	NQ	Futures	2135.08	2135.08	2134.51	2134.79	23.0
2009-12-30 01:00:00	NQ	Futures	2134.79	2135.65	2134.51	2135.65	34.0

> showing 50 of 2,357 rows — these rows as CSV

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