PREVIEW / futures_30min / 2009-12-31

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-31.parquet
  size:    48 KB
  rows:    1,599

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
2009-12-31 00:00:00	ES	Futures	1092.96	1093.2	1092.72	1093.2	141.0
2009-12-31 00:30:00	ES	Futures	1093.2	1093.2	1092.72	1093.2	365.0
2009-12-31 01:00:00	ES	Futures	1092.96	1093.2	1092.72	1092.96	266.0
2009-12-31 01:30:00	ES	Futures	1093.2	1093.69	1093.2	1093.69	489.0
2009-12-31 02:00:00	ES	Futures	1093.45	1093.69	1092.96	1093.45	788.0
2009-12-31 02:30:00	ES	Futures	1093.2	1093.69	1092.96	1093.45	785.0
2009-12-31 03:00:00	ES	Futures	1093.45	1094.66	1093.2	1093.45	2665.0
2009-12-31 03:30:00	ES	Futures	1093.69	1094.66	1093.45	1094.18	1284.0
2009-12-31 04:00:00	ES	Futures	1094.42	1094.42	1093.45	1093.45	671.0
2009-12-31 04:30:00	ES	Futures	1093.45	1093.93	1093.2	1093.45	1647.0
2009-12-31 05:00:00	ES	Futures	1093.45	1093.93	1092.96	1092.96	1716.0
2009-12-31 05:30:00	ES	Futures	1092.96	1094.18	1092.96	1093.45	1049.0
2009-12-31 06:00:00	ES	Futures	1093.45	1094.18	1093.2	1093.93	2009.0
2009-12-31 06:30:00	ES	Futures	1093.69	1094.66	1093.69	1094.42	1264.0
2009-12-31 07:00:00	ES	Futures	1094.18	1094.91	1093.93	1094.18	2259.0
2009-12-31 07:30:00	ES	Futures	1094.18	1094.42	1093.69	1093.93	3041.0
2009-12-31 08:00:00	ES	Futures	1093.93	1094.42	1092.72	1093.45	5602.0
2009-12-31 08:30:00	ES	Futures	1093.45	1094.66	1092.96	1094.42	13826.0
2009-12-31 09:00:00	ES	Futures	1094.18	1094.42	1093.2	1093.2	7897.0
2009-12-31 09:30:00	ES	Futures	1093.45	1093.69	1091.75	1091.75	42091.0
2009-12-31 10:00:00	ES	Futures	1091.75	1091.99	1089.8	1090.04	41454.0
2009-12-31 10:30:00	ES	Futures	1090.04	1090.29	1089.07	1089.8	37943.0
2009-12-31 11:00:00	ES	Futures	1089.56	1089.8	1087.12	1088.1	43282.0
2009-12-31 11:30:00	ES	Futures	1087.85	1089.07	1087.37	1087.85	24442.0
2009-12-31 12:00:00	ES	Futures	1087.85	1088.58	1087.85	1088.34	15479.0
2009-12-31 12:30:00	ES	Futures	1088.1	1088.83	1087.85	1088.58	13005.0
2009-12-31 13:00:00	ES	Futures	1088.58	1088.58	1087.12	1088.1	20176.0
2009-12-31 13:30:00	ES	Futures	1087.85	1088.83	1087.85	1088.34	11046.0
2009-12-31 14:00:00	ES	Futures	1088.34	1088.34	1087.61	1087.61	10607.0
2009-12-31 14:30:00	ES	Futures	1087.61	1088.83	1087.61	1088.58	12960.0
2009-12-31 15:00:00	ES	Futures	1088.58	1089.31	1087.85	1088.34	21907.0
2009-12-31 15:30:00	ES	Futures	1088.58	1088.58	1080.07	1080.07	166253.0
2009-12-31 16:00:00	ES	Futures	1080.31	1083.47	1079.83	1083.23	120239.0
2009-12-31 00:00:00	NQ	Futures	2147.65	2147.93	2147.36	2147.65	67.0
2009-12-31 00:30:00	NQ	Futures	2147.65	2147.65	2147.36	2147.65	21.0
2009-12-31 01:00:00	NQ	Futures	2147.65	2147.65	2147.36	2147.36	4.0
2009-12-31 01:30:00	NQ	Futures	2147.36	2147.93	2147.07	2147.36	55.0
2009-12-31 02:00:00	NQ	Futures	2147.07	2147.36	2144.79	2145.65	99.0
2009-12-31 02:30:00	NQ	Futures	2145.93	2146.79	2145.65	2145.93	30.0
2009-12-31 03:00:00	NQ	Futures	2145.93	2148.5	2145.36	2145.93	167.0
2009-12-31 03:30:00	NQ	Futures	2145.93	2146.79	2145.65	2146.5	63.0
2009-12-31 04:00:00	NQ	Futures	2146.79	2146.79	2145.07	2145.36	59.0
2009-12-31 04:30:00	NQ	Futures	2145.36	2145.93	2144.79	2145.36	88.0
2009-12-31 05:00:00	NQ	Futures	2145.65	2145.65	2144.79	2144.79	89.0
2009-12-31 05:30:00	NQ	Futures	2144.5	2145.07	2143.08	2144.22	235.0
2009-12-31 06:00:00	NQ	Futures	2144.5	2145.93	2144.22	2145.07	252.0
2009-12-31 06:30:00	NQ	Futures	2145.07	2147.07	2144.5	2146.22	230.0
2009-12-31 07:00:00	NQ	Futures	2146.22	2146.79	2145.65	2146.5	119.0
2009-12-31 07:30:00	NQ	Futures	2146.5	2147.07	2145.93	2146.79	152.0
2009-12-31 08:00:00	NQ	Futures	2147.07	2147.65	2145.65	2146.22	533.0

> showing 50 of 1,599 rows — these rows as CSV

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