PREVIEW / futures_30min / 2009-01-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-02.parquet
  size:    50 KB
  rows:    1,531

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
2009-01-02 06:00:00	ES	Futures	853.87	860.27	851.97	858.37	15799.0
2009-01-02 06:30:00	ES	Futures	858.37	861.22	857.43	859.56	4561.0
2009-01-02 07:00:00	ES	Futures	859.32	860.75	858.14	858.37	3449.0
2009-01-02 07:30:00	ES	Futures	858.37	858.61	856.95	858.37	6015.0
2009-01-02 08:00:00	ES	Futures	858.37	859.09	851.02	851.73	13170.0
2009-01-02 08:30:00	ES	Futures	851.97	854.58	851.02	853.87	8611.0
2009-01-02 09:00:00	ES	Futures	853.63	856.48	852.92	856.0	13112.0
2009-01-02 09:30:00	ES	Futures	856.0	857.9	850.55	852.44	100808.0
2009-01-02 10:00:00	ES	Futures	852.44	859.32	850.78	858.61	83873.0
2009-01-02 10:30:00	ES	Futures	858.85	866.91	858.37	866.44	89702.0
2009-01-02 11:00:00	ES	Futures	866.44	867.86	864.54	867.62	67103.0
2009-01-02 11:30:00	ES	Futures	867.86	869.76	866.68	867.39	68296.0
2009-01-02 12:00:00	ES	Futures	867.39	869.28	866.91	868.57	31002.0
2009-01-02 12:30:00	ES	Futures	868.57	872.37	868.34	870.47	60440.0
2009-01-02 13:00:00	ES	Futures	870.23	874.74	869.52	874.5	48669.0
2009-01-02 13:30:00	ES	Futures	874.5	876.64	873.32	874.74	51318.0
2009-01-02 14:00:00	ES	Futures	874.74	877.35	872.37	877.35	60387.0
2009-01-02 14:30:00	ES	Futures	877.11	879.96	876.4	878.77	76890.0
2009-01-02 15:00:00	ES	Futures	878.77	882.09	878.53	881.62	83043.0
2009-01-02 15:30:00	ES	Futures	881.86	884.94	879.48	880.19	154347.0
2009-01-02 16:00:00	ES	Futures	879.96	881.14	877.59	878.53	66884.0
2009-01-02 06:00:00	NQ	Futures	1367.85	1376.61	1362.77	1374.91	1074.0
2009-01-02 06:30:00	NQ	Futures	1374.91	1378.58	1373.78	1376.32	495.0
2009-01-02 07:00:00	NQ	Futures	1376.32	1378.02	1374.06	1374.35	383.0
2009-01-02 07:30:00	NQ	Futures	1374.63	1375.48	1372.93	1374.63	140.0
2009-01-02 08:00:00	NQ	Futures	1374.63	1374.91	1360.23	1361.07	1897.0
2009-01-02 08:30:00	NQ	Futures	1361.07	1365.03	1359.95	1363.05	1351.0
2009-01-02 09:00:00	NQ	Futures	1363.05	1369.55	1361.92	1368.42	2369.0
2009-01-02 09:30:00	NQ	Futures	1368.42	1375.19	1364.75	1370.11	17271.0
2009-01-02 10:00:00	NQ	Futures	1370.11	1380.28	1367.85	1379.71	13880.0
2009-01-02 10:30:00	NQ	Futures	1379.71	1396.94	1379.43	1395.53	22460.0
2009-01-02 11:00:00	NQ	Futures	1395.81	1396.65	1391.57	1395.81	9298.0
2009-01-02 11:30:00	NQ	Futures	1396.09	1401.17	1394.68	1398.91	14464.0
2009-01-02 12:00:00	NQ	Futures	1398.91	1402.87	1397.5	1402.58	6934.0
2009-01-02 12:30:00	NQ	Futures	1402.58	1409.93	1402.02	1407.1	11853.0
2009-01-02 13:00:00	NQ	Futures	1407.1	1414.16	1405.13	1412.19	9555.0
2009-01-02 13:30:00	NQ	Futures	1412.19	1416.7	1411.06	1413.03	10328.0
2009-01-02 14:00:00	NQ	Futures	1412.75	1419.53	1409.64	1417.83	9471.0
2009-01-02 14:30:00	NQ	Futures	1418.12	1422.92	1416.99	1420.09	9659.0
2009-01-02 15:00:00	NQ	Futures	1420.09	1424.61	1419.81	1423.76	10234.0
2009-01-02 15:30:00	NQ	Futures	1423.48	1432.52	1422.07	1426.59	27272.0
2009-01-02 16:00:00	NQ	Futures	1426.3	1428.85	1414.44	1416.14	11991.0
2009-01-02 06:00:00	YM	Futures	7944.5	8010.1	7942.7	7993.7	840.0
2009-01-02 06:30:00	YM	Futures	7990.0	8015.6	7990.0	8001.9	313.0
2009-01-02 07:00:00	YM	Futures	8004.6	8011.9	7991.0	7991.0	224.0
2009-01-02 07:30:00	YM	Futures	7991.0	7999.2	7982.8	7993.7	253.0
2009-01-02 08:00:00	YM	Futures	7992.8	8001.0	7943.6	7950.0	1177.0
2009-01-02 08:30:00	YM	Futures	7951.8	7970.0	7944.5	7965.4	653.0
2009-01-02 09:00:00	YM	Futures	7964.5	7981.8	7959.1	7979.1	727.0
2009-01-02 09:30:00	YM	Futures	7979.1	7995.5	7941.8	7962.7	9154.0

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