PREVIEW / futures_30min / 2009-01-07

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-07.parquet
  size:    71 KB
  rows:    2,350

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
2009-01-07 00:00:00	ES	Futures	880.19	880.91	879.48	879.72	528.0
2009-01-07 00:30:00	ES	Futures	879.96	880.43	879.25	879.25	608.0
2009-01-07 01:00:00	ES	Futures	879.25	880.19	879.01	879.25	660.0
2009-01-07 01:30:00	ES	Futures	879.01	879.72	878.3	878.3	1472.0
2009-01-07 02:00:00	ES	Futures	878.53	878.77	878.06	878.3	1789.0
2009-01-07 02:30:00	ES	Futures	878.06	879.25	877.82	878.06	2547.0
2009-01-07 03:00:00	ES	Futures	878.3	878.53	875.21	876.4	10760.0
2009-01-07 03:30:00	ES	Futures	876.16	876.64	874.98	875.45	5663.0
2009-01-07 04:00:00	ES	Futures	875.45	875.93	873.79	875.21	5446.0
2009-01-07 04:30:00	ES	Futures	875.21	877.11	874.98	876.16	3011.0
2009-01-07 05:00:00	ES	Futures	876.16	878.77	875.45	877.59	3109.0
2009-01-07 05:30:00	ES	Futures	877.59	878.3	876.4	877.82	2464.0
2009-01-07 06:00:00	ES	Futures	877.35	878.77	876.64	878.06	3631.0
2009-01-07 06:30:00	ES	Futures	878.06	878.53	876.64	876.87	4614.0
2009-01-07 07:00:00	ES	Futures	876.87	877.35	875.93	876.87	5167.0
2009-01-07 07:30:00	ES	Futures	876.87	877.11	874.5	875.21	7740.0
2009-01-07 08:00:00	ES	Futures	874.98	877.11	869.76	870.23	38669.0
2009-01-07 08:30:00	ES	Futures	870.47	873.79	869.05	872.13	32400.0
2009-01-07 09:00:00	ES	Futures	871.89	871.89	866.44	870.0	42354.0
2009-01-07 09:30:00	ES	Futures	870.23	872.84	866.91	870.94	213827.0
2009-01-07 10:00:00	ES	Futures	871.18	872.6	864.3	865.96	179240.0
2009-01-07 10:30:00	ES	Futures	866.2	866.91	862.88	865.25	145399.0
2009-01-07 11:00:00	ES	Futures	865.49	868.1	864.07	866.68	114555.0
2009-01-07 11:30:00	ES	Futures	866.68	871.42	866.44	870.23	101695.0
2009-01-07 12:00:00	ES	Futures	870.47	870.47	865.73	866.68	81819.0
2009-01-07 12:30:00	ES	Futures	866.44	867.86	863.83	864.3	69568.0
2009-01-07 13:00:00	ES	Futures	864.3	867.15	863.59	866.2	66665.0
2009-01-07 13:30:00	ES	Futures	865.96	867.62	859.8	860.03	118578.0
2009-01-07 14:00:00	ES	Futures	860.03	861.22	857.19	858.37	118277.0
2009-01-07 14:30:00	ES	Futures	858.37	859.56	856.0	856.71	113458.0
2009-01-07 15:00:00	ES	Futures	856.71	857.43	852.68	856.95	148040.0
2009-01-07 15:30:00	ES	Futures	856.95	858.85	853.16	857.9	217619.0
2009-01-07 16:00:00	ES	Futures	857.66	859.09	856.71	858.61	79043.0
2009-01-07 16:30:00	ES	Futures	858.61	860.98	858.14	860.51	4788.0
2009-01-07 17:00:00	ES	Futures	860.51	860.98	859.8	859.8	2184.0
2009-01-07 18:00:00	ES	Futures	859.56	860.51	858.61	858.61	2066.0
2009-01-07 18:30:00	ES	Futures	858.61	859.8	858.61	859.32	1056.0
2009-01-07 19:00:00	ES	Futures	859.32	860.51	858.61	859.8	1163.0
2009-01-07 19:30:00	ES	Futures	859.8	860.03	858.61	858.61	595.0
2009-01-07 20:00:00	ES	Futures	858.85	860.03	858.61	860.03	398.0
2009-01-07 20:30:00	ES	Futures	860.03	860.98	859.32	860.03	898.0
2009-01-07 21:00:00	ES	Futures	860.03	860.27	858.85	859.09	561.0
2009-01-07 21:30:00	ES	Futures	859.09	860.03	858.14	860.03	881.0
2009-01-07 22:00:00	ES	Futures	859.8	859.8	858.37	859.32	757.0
2009-01-07 22:30:00	ES	Futures	859.32	859.8	859.09	859.56	455.0
2009-01-07 23:00:00	ES	Futures	859.8	859.8	857.9	858.14	973.0
2009-01-07 23:30:00	ES	Futures	858.37	858.85	857.43	857.66	945.0
2009-01-07 00:00:00	NQ	Futures	1432.8	1433.36	1432.23	1432.8	10.0
2009-01-07 00:30:00	NQ	Futures	1430.82	1431.95	1430.82	1431.95	4.0
2009-01-07 01:00:00	NQ	Futures	1431.67	1433.08	1429.69	1429.69	44.0

> showing 50 of 2,350 rows — these rows as CSV

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