PREVIEW / futures_30min / 2009-01-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-08.parquet
  size:    70 KB
  rows:    2,333

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
2009-01-08 00:00:00	ES	Futures	857.66	857.9	856.48	857.19	1290.0
2009-01-08 00:30:00	ES	Futures	857.19	857.43	856.71	856.95	403.0
2009-01-08 01:00:00	ES	Futures	856.95	857.19	856.24	856.24	903.0
2009-01-08 01:30:00	ES	Futures	856.24	856.24	853.63	854.58	3706.0
2009-01-08 02:00:00	ES	Futures	854.34	855.29	853.39	854.1	4307.0
2009-01-08 02:30:00	ES	Futures	854.34	855.29	853.63	854.34	2707.0
2009-01-08 03:00:00	ES	Futures	854.58	856.71	853.39	854.58	7895.0
2009-01-08 03:30:00	ES	Futures	854.34	858.37	854.1	857.9	4880.0
2009-01-08 04:00:00	ES	Futures	858.14	860.51	856.71	859.32	7590.0
2009-01-08 04:30:00	ES	Futures	859.32	860.03	856.71	857.43	3865.0
2009-01-08 05:00:00	ES	Futures	857.43	857.9	852.21	853.63	7422.0
2009-01-08 05:30:00	ES	Futures	853.63	855.53	852.92	854.82	4849.0
2009-01-08 06:00:00	ES	Futures	855.05	856.71	854.1	856.24	3466.0
2009-01-08 06:30:00	ES	Futures	856.24	858.14	856.0	856.24	4782.0
2009-01-08 07:00:00	ES	Futures	856.0	859.56	855.29	856.24	9309.0
2009-01-08 07:30:00	ES	Futures	856.0	856.24	847.7	849.12	31612.0
2009-01-08 08:00:00	ES	Futures	849.12	850.55	845.8	846.99	28992.0
2009-01-08 08:30:00	ES	Futures	847.23	852.44	847.23	851.5	37401.0
2009-01-08 09:00:00	ES	Futures	851.5	853.39	850.78	852.68	20128.0
2009-01-08 09:30:00	ES	Futures	852.44	854.58	847.94	849.84	195798.0
2009-01-08 10:00:00	ES	Futures	849.6	852.44	847.7	851.73	154992.0
2009-01-08 10:30:00	ES	Futures	851.73	857.43	850.07	855.76	159982.0
2009-01-08 11:00:00	ES	Futures	855.76	858.37	851.97	851.97	131109.0
2009-01-08 11:30:00	ES	Futures	852.21	853.16	849.84	851.02	92375.0
2009-01-08 12:00:00	ES	Futures	851.02	855.29	850.55	853.16	56596.0
2009-01-08 12:30:00	ES	Futures	853.16	856.0	851.73	852.68	65846.0
2009-01-08 13:00:00	ES	Futures	852.68	852.92	848.65	849.36	81621.0
2009-01-08 13:30:00	ES	Futures	849.36	852.68	848.41	851.5	56937.0
2009-01-08 14:00:00	ES	Futures	851.5	856.48	850.55	852.92	100316.0
2009-01-08 14:30:00	ES	Futures	852.92	859.09	850.78	857.66	117352.0
2009-01-08 15:00:00	ES	Futures	857.66	860.03	853.39	855.29	121393.0
2009-01-08 15:30:00	ES	Futures	855.29	861.22	852.92	860.98	180375.0
2009-01-08 16:00:00	ES	Futures	860.98	860.98	859.09	860.51	53004.0
2009-01-08 16:30:00	ES	Futures	860.27	860.75	859.56	860.03	3087.0
2009-01-08 17:00:00	ES	Futures	859.8	860.75	859.32	860.51	996.0
2009-01-08 18:00:00	ES	Futures	860.51	863.35	859.56	862.88	2737.0
2009-01-08 18:30:00	ES	Futures	862.88	863.12	860.98	861.46	775.0
2009-01-08 19:00:00	ES	Futures	861.46	862.64	861.22	861.93	716.0
2009-01-08 19:30:00	ES	Futures	861.93	862.88	861.22	861.22	1527.0
2009-01-08 20:00:00	ES	Futures	861.46	861.69	858.85	859.56	1717.0
2009-01-08 20:30:00	ES	Futures	859.8	860.98	859.32	860.51	1005.0
2009-01-08 21:00:00	ES	Futures	860.51	862.41	860.03	861.93	1730.0
2009-01-08 21:30:00	ES	Futures	861.93	862.17	860.51	860.75	753.0
2009-01-08 22:00:00	ES	Futures	860.75	861.22	860.27	860.51	568.0
2009-01-08 22:30:00	ES	Futures	860.51	861.93	860.51	861.69	644.0
2009-01-08 23:00:00	ES	Futures	861.93	862.88	861.69	862.64	1356.0
2009-01-08 23:30:00	ES	Futures	862.41	862.88	861.93	862.41	488.0
2009-01-08 00:00:00	NQ	Futures	1397.22	1397.22	1395.81	1396.37	19.0
2009-01-08 00:30:00	NQ	Futures	1396.65	1397.22	1396.09	1396.09	11.0
2009-01-08 01:00:00	NQ	Futures	1396.09	1396.65	1395.81	1396.09	32.0

> showing 50 of 2,333 rows — these rows as CSV

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