PREVIEW / futures_30min / 2009-01-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-09.parquet
  size:    61 KB
  rows:    1,915

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
2009-01-09 00:00:00	ES	Futures	862.41	862.64	861.22	861.46	811.0
2009-01-09 00:30:00	ES	Futures	861.22	862.17	860.51	861.22	859.0
2009-01-09 01:00:00	ES	Futures	861.22	861.93	860.27	860.51	356.0
2009-01-09 01:30:00	ES	Futures	860.51	860.75	859.32	859.32	496.0
2009-01-09 02:00:00	ES	Futures	859.32	859.8	858.14	858.61	2481.0
2009-01-09 02:30:00	ES	Futures	858.61	859.56	858.37	858.85	1465.0
2009-01-09 03:00:00	ES	Futures	858.85	859.32	855.76	856.48	9837.0
2009-01-09 03:30:00	ES	Futures	856.24	858.61	854.1	855.05	5603.0
2009-01-09 04:00:00	ES	Futures	855.05	857.66	853.87	856.95	4545.0
2009-01-09 04:30:00	ES	Futures	856.95	857.19	854.58	855.53	3474.0
2009-01-09 05:00:00	ES	Futures	855.76	857.66	855.76	857.43	3106.0
2009-01-09 05:30:00	ES	Futures	857.19	858.85	856.71	858.61	3458.0
2009-01-09 06:00:00	ES	Futures	858.61	859.8	856.48	856.71	3733.0
2009-01-09 06:30:00	ES	Futures	856.71	857.9	856.0	857.66	2605.0
2009-01-09 07:00:00	ES	Futures	857.9	859.32	857.43	858.85	3109.0
2009-01-09 07:30:00	ES	Futures	858.85	859.56	857.19	858.85	7072.0
2009-01-09 08:00:00	ES	Futures	858.85	860.51	856.95	857.66	20208.0
2009-01-09 08:30:00	ES	Futures	857.66	867.86	857.43	864.54	129640.0
2009-01-09 09:00:00	ES	Futures	864.54	864.78	861.22	861.93	28364.0
2009-01-09 09:30:00	ES	Futures	861.93	863.12	842.25	844.85	367400.0
2009-01-09 10:00:00	ES	Futures	844.85	848.41	843.91	844.85	187350.0
2009-01-09 10:30:00	ES	Futures	844.62	846.99	841.3	845.33	139880.0
2009-01-09 11:00:00	ES	Futures	845.57	850.07	844.14	848.17	114487.0
2009-01-09 11:30:00	ES	Futures	848.41	848.65	843.91	846.28	80969.0
2009-01-09 12:00:00	ES	Futures	846.28	849.84	845.57	845.57	73839.0
2009-01-09 12:30:00	ES	Futures	845.57	847.7	844.62	845.8	50162.0
2009-01-09 13:00:00	ES	Futures	845.57	848.65	842.72	845.09	87818.0
2009-01-09 13:30:00	ES	Futures	845.09	847.46	843.43	845.09	59068.0
2009-01-09 14:00:00	ES	Futures	845.09	850.07	844.85	848.41	77887.0
2009-01-09 14:30:00	ES	Futures	848.17	852.21	847.94	850.07	98102.0
2009-01-09 15:00:00	ES	Futures	850.07	851.73	842.96	846.75	117503.0
2009-01-09 15:30:00	ES	Futures	846.51	849.12	838.92	841.53	231138.0
2009-01-09 16:00:00	ES	Futures	841.06	842.48	837.5	839.87	114449.0
2009-01-09 00:00:00	NQ	Futures	1415.57	1415.57	1414.44	1414.44	20.0
2009-01-09 00:30:00	NQ	Futures	1414.16	1415.01	1413.32	1415.01	43.0
2009-01-09 01:00:00	NQ	Futures	1414.16	1414.16	1413.88	1413.88	3.0
2009-01-09 01:30:00	NQ	Futures	1413.32	1413.6	1410.77	1410.77	28.0
2009-01-09 02:00:00	NQ	Futures	1410.77	1411.9	1408.51	1409.64	61.0
2009-01-09 02:30:00	NQ	Futures	1409.36	1411.06	1408.8	1409.36	37.0
2009-01-09 03:00:00	NQ	Futures	1409.08	1409.93	1403.43	1403.71	685.0
2009-01-09 03:30:00	NQ	Futures	1403.71	1406.54	1399.76	1400.89	698.0
2009-01-09 04:00:00	NQ	Futures	1400.61	1405.97	1400.04	1404.56	280.0
2009-01-09 04:30:00	NQ	Futures	1404.0	1404.84	1398.63	1401.17	331.0
2009-01-09 05:00:00	NQ	Futures	1401.74	1404.28	1401.17	1404.0	152.0
2009-01-09 05:30:00	NQ	Futures	1404.28	1407.39	1403.15	1407.1	163.0
2009-01-09 06:00:00	NQ	Futures	1407.1	1408.51	1402.02	1403.43	201.0
2009-01-09 06:30:00	NQ	Futures	1402.3	1404.84	1401.17	1404.84	148.0
2009-01-09 07:00:00	NQ	Futures	1405.13	1408.51	1404.56	1408.51	259.0
2009-01-09 07:30:00	NQ	Futures	1408.23	1410.21	1405.97	1408.51	394.0
2009-01-09 08:00:00	NQ	Futures	1408.23	1409.64	1402.58	1405.13	1784.0

> showing 50 of 1,915 rows — these rows as CSV

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