PREVIEW / futures_30min / 2009-01-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-12.parquet
  size:    68 KB
  rows:    2,293

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
2009-01-12 00:00:00	ES	Futures	835.13	837.74	835.13	836.79	1543.0
2009-01-12 00:30:00	ES	Futures	837.03	837.5	836.32	837.03	476.0
2009-01-12 01:00:00	ES	Futures	837.26	837.5	837.03	837.26	303.0
2009-01-12 01:30:00	ES	Futures	837.03	837.26	834.89	836.32	717.0
2009-01-12 02:00:00	ES	Futures	836.32	838.45	836.08	836.55	1990.0
2009-01-12 02:30:00	ES	Futures	836.32	838.92	836.32	838.69	2668.0
2009-01-12 03:00:00	ES	Futures	838.69	839.16	836.55	836.79	6607.0
2009-01-12 03:30:00	ES	Futures	837.03	839.16	836.08	838.69	5031.0
2009-01-12 04:00:00	ES	Futures	838.69	839.87	837.5	839.16	5775.0
2009-01-12 04:30:00	ES	Futures	839.16	839.4	837.26	837.74	3358.0
2009-01-12 05:00:00	ES	Futures	837.5	839.16	837.03	838.92	3332.0
2009-01-12 05:30:00	ES	Futures	838.69	840.11	837.26	839.16	3292.0
2009-01-12 06:00:00	ES	Futures	839.16	839.87	837.5	837.74	4378.0
2009-01-12 06:30:00	ES	Futures	837.74	839.16	837.26	838.92	3217.0
2009-01-12 07:00:00	ES	Futures	839.16	840.11	838.92	839.4	3402.0
2009-01-12 07:30:00	ES	Futures	839.4	839.64	837.5	837.74	4821.0
2009-01-12 08:00:00	ES	Futures	837.98	838.21	836.79	837.98	7345.0
2009-01-12 08:30:00	ES	Futures	837.98	839.64	837.5	838.45	9797.0
2009-01-12 09:00:00	ES	Futures	838.45	839.64	837.26	839.4	16239.0
2009-01-12 09:30:00	ES	Futures	839.16	840.11	832.05	835.13	172534.0
2009-01-12 10:00:00	ES	Futures	835.13	835.37	829.2	831.81	159297.0
2009-01-12 10:30:00	ES	Futures	832.05	834.18	831.33	831.57	87915.0
2009-01-12 11:00:00	ES	Futures	831.33	832.28	828.96	829.44	87987.0
2009-01-12 11:30:00	ES	Futures	829.44	830.15	826.12	826.12	103116.0
2009-01-12 12:00:00	ES	Futures	826.12	828.25	825.17	827.3	64807.0
2009-01-12 12:30:00	ES	Futures	827.07	828.96	825.88	826.35	49987.0
2009-01-12 13:00:00	ES	Futures	826.59	828.96	825.88	827.07	59153.0
2009-01-12 13:30:00	ES	Futures	827.07	829.44	825.4	826.59	69850.0
2009-01-12 14:00:00	ES	Futures	826.59	826.83	822.08	822.8	103996.0
2009-01-12 14:30:00	ES	Futures	822.8	823.03	818.76	820.42	117089.0
2009-01-12 15:00:00	ES	Futures	820.42	822.56	817.82	819.95	134586.0
2009-01-12 15:30:00	ES	Futures	819.95	823.98	816.15	821.37	239047.0
2009-01-12 16:00:00	ES	Futures	821.37	824.46	820.9	823.98	101685.0
2009-01-12 16:30:00	ES	Futures	823.98	825.64	823.51	825.4	6811.0
2009-01-12 17:00:00	ES	Futures	825.4	825.88	825.17	825.64	1777.0
2009-01-12 18:00:00	ES	Futures	825.64	827.3	825.4	826.35	2759.0
2009-01-12 18:30:00	ES	Futures	826.35	826.59	825.4	826.35	713.0
2009-01-12 19:00:00	ES	Futures	826.35	827.07	825.4	826.35	1614.0
2009-01-12 19:30:00	ES	Futures	826.35	826.35	825.4	826.12	2028.0
2009-01-12 20:00:00	ES	Futures	825.88	827.3	825.4	827.07	781.0
2009-01-12 20:30:00	ES	Futures	827.07	828.25	826.83	828.01	1586.0
2009-01-12 21:00:00	ES	Futures	828.01	828.25	827.3	827.54	1861.0
2009-01-12 21:30:00	ES	Futures	827.3	828.25	827.07	827.78	1121.0
2009-01-12 22:00:00	ES	Futures	827.78	828.25	827.07	827.3	1087.0
2009-01-12 22:30:00	ES	Futures	827.3	828.25	827.07	828.01	1958.0
2009-01-12 23:00:00	ES	Futures	828.25	828.25	827.78	827.78	1162.0
2009-01-12 23:30:00	ES	Futures	827.78	828.73	827.3	828.49	1212.0
2009-01-12 00:00:00	NQ	Futures	1372.37	1376.04	1372.37	1376.04	32.0
2009-01-12 00:30:00	NQ	Futures	1375.76	1376.61	1374.06	1374.91	27.0
2009-01-12 01:00:00	NQ	Futures	1375.19	1376.32	1374.35	1375.48	11.0

> showing 50 of 2,293 rows — these rows as CSV

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