PREVIEW / futures_30min / 2009-01-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-05.parquet
  size:    69 KB
  rows:    2,315

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
2009-01-05 00:00:00	ES	Futures	874.27	874.74	873.55	874.5	379.0
2009-01-05 00:30:00	ES	Futures	874.5	875.45	874.27	874.98	586.0
2009-01-05 01:00:00	ES	Futures	874.98	875.45	874.74	874.98	319.0
2009-01-05 01:30:00	ES	Futures	874.98	876.64	874.98	875.69	592.0
2009-01-05 02:00:00	ES	Futures	875.69	875.69	873.55	874.74	1647.0
2009-01-05 02:30:00	ES	Futures	874.98	878.06	874.74	877.82	4018.0
2009-01-05 03:00:00	ES	Futures	877.82	879.72	875.45	876.87	13502.0
2009-01-05 03:30:00	ES	Futures	877.11	878.53	874.98	878.3	5292.0
2009-01-05 04:00:00	ES	Futures	878.3	879.25	876.87	878.3	4881.0
2009-01-05 04:30:00	ES	Futures	878.06	879.25	876.87	877.11	4278.0
2009-01-05 05:00:00	ES	Futures	877.11	877.35	874.03	874.5	5084.0
2009-01-05 05:30:00	ES	Futures	874.5	876.4	873.32	876.4	3535.0
2009-01-05 06:00:00	ES	Futures	876.4	879.72	875.45	879.25	5766.0
2009-01-05 06:30:00	ES	Futures	879.01	879.25	875.69	876.87	5355.0
2009-01-05 07:00:00	ES	Futures	876.87	878.53	876.4	877.82	2715.0
2009-01-05 07:30:00	ES	Futures	878.06	878.06	873.55	874.27	7247.0
2009-01-05 08:00:00	ES	Futures	874.27	875.21	870.0	871.89	17883.0
2009-01-05 08:30:00	ES	Futures	871.89	873.55	870.47	872.13	13944.0
2009-01-05 09:00:00	ES	Futures	872.37	876.87	872.13	876.87	15417.0
2009-01-05 09:30:00	ES	Futures	876.87	876.87	869.52	870.94	153493.0
2009-01-05 10:00:00	ES	Futures	870.94	878.06	870.47	877.59	134720.0
2009-01-05 10:30:00	ES	Futures	877.82	883.75	877.11	881.38	133610.0
2009-01-05 11:00:00	ES	Futures	881.38	882.33	877.11	877.82	90562.0
2009-01-05 11:30:00	ES	Futures	877.82	880.67	876.87	876.87	76155.0
2009-01-05 12:00:00	ES	Futures	876.87	883.04	876.64	881.38	85828.0
2009-01-05 12:30:00	ES	Futures	881.14	881.38	877.11	879.72	62003.0
2009-01-05 13:00:00	ES	Futures	879.72	882.8	879.01	880.67	57764.0
2009-01-05 13:30:00	ES	Futures	880.67	885.65	878.53	884.23	94425.0
2009-01-05 14:00:00	ES	Futures	884.23	886.36	878.06	878.3	106382.0
2009-01-05 14:30:00	ES	Futures	878.3	880.67	874.27	875.93	106419.0
2009-01-05 15:00:00	ES	Futures	875.93	879.25	871.42	872.6	120749.0
2009-01-05 15:30:00	ES	Futures	872.6	878.53	871.42	878.06	180665.0
2009-01-05 16:00:00	ES	Futures	878.06	880.19	877.82	879.72	67159.0
2009-01-05 16:30:00	ES	Futures	879.72	880.43	877.82	878.06	5319.0
2009-01-05 17:00:00	ES	Futures	878.3	878.77	878.06	878.77	1498.0
2009-01-05 18:00:00	ES	Futures	878.77	880.19	878.53	879.48	1190.0
2009-01-05 18:30:00	ES	Futures	879.72	879.72	878.3	879.72	587.0
2009-01-05 19:00:00	ES	Futures	879.72	879.72	877.11	877.35	1688.0
2009-01-05 19:30:00	ES	Futures	877.35	877.35	876.16	877.11	1517.0
2009-01-05 20:00:00	ES	Futures	876.87	879.01	876.87	878.77	1261.0
2009-01-05 20:30:00	ES	Futures	878.77	880.19	878.53	879.96	1145.0
2009-01-05 21:00:00	ES	Futures	879.96	880.19	878.77	879.72	1139.0
2009-01-05 21:30:00	ES	Futures	879.72	881.86	879.01	880.91	1507.0
2009-01-05 22:00:00	ES	Futures	880.91	881.86	880.91	881.14	915.0
2009-01-05 22:30:00	ES	Futures	881.14	881.86	880.91	881.38	1169.0
2009-01-05 23:00:00	ES	Futures	881.38	881.62	878.53	879.96	2807.0
2009-01-05 23:30:00	ES	Futures	880.19	882.33	879.25	882.09	1863.0
2009-01-05 00:00:00	NQ	Futures	1409.36	1410.49	1408.23	1409.93	8.0
2009-01-05 00:30:00	NQ	Futures	1409.93	1411.9	1409.93	1411.9	49.0
2009-01-05 01:00:00	NQ	Futures	1411.06	1411.06	1411.06	1411.06	1.0

> showing 50 of 2,315 rows — these rows as CSV

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