PREVIEW / futures_30min / 2009-01-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-13.parquet
  size:    70 KB
  rows:    2,406

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
2009-01-13 00:00:00	ES	Futures	828.73	828.96	828.01	828.49	1438.0
2009-01-13 00:30:00	ES	Futures	828.49	828.96	827.3	827.54	1629.0
2009-01-13 01:00:00	ES	Futures	827.54	827.54	825.64	826.35	1416.0
2009-01-13 01:30:00	ES	Futures	826.35	826.35	825.4	825.4	1002.0
2009-01-13 02:00:00	ES	Futures	825.4	826.12	824.93	825.4	3153.0
2009-01-13 02:30:00	ES	Futures	825.17	826.59	824.69	825.4	3351.0
2009-01-13 03:00:00	ES	Futures	825.17	825.88	821.85	823.03	13398.0
2009-01-13 03:30:00	ES	Futures	822.8	822.8	821.14	821.61	6367.0
2009-01-13 04:00:00	ES	Futures	821.37	821.61	816.87	817.34	12353.0
2009-01-13 04:30:00	ES	Futures	817.34	820.19	817.34	817.34	6475.0
2009-01-13 05:00:00	ES	Futures	817.58	819.0	816.39	817.82	9676.0
2009-01-13 05:30:00	ES	Futures	818.05	818.05	813.07	814.49	14530.0
2009-01-13 06:00:00	ES	Futures	814.26	816.87	813.31	816.39	6760.0
2009-01-13 06:30:00	ES	Futures	816.39	817.1	814.97	815.68	5378.0
2009-01-13 07:00:00	ES	Futures	815.68	819.71	815.68	819.24	9671.0
2009-01-13 07:30:00	ES	Futures	819.24	820.19	817.82	818.05	9413.0
2009-01-13 08:00:00	ES	Futures	818.29	818.76	815.68	818.29	19080.0
2009-01-13 08:30:00	ES	Futures	818.29	821.85	818.29	821.14	27763.0
2009-01-13 09:00:00	ES	Futures	820.9	822.08	819.0	819.48	21167.0
2009-01-13 09:30:00	ES	Futures	819.24	827.3	817.34	825.17	243062.0
2009-01-13 10:00:00	ES	Futures	825.4	828.96	822.32	823.51	180367.0
2009-01-13 10:30:00	ES	Futures	823.27	827.3	820.42	825.88	145969.0
2009-01-13 11:00:00	ES	Futures	825.88	827.78	821.61	825.64	121786.0
2009-01-13 11:30:00	ES	Futures	825.64	829.2	824.22	827.78	144478.0
2009-01-13 12:00:00	ES	Futures	827.78	828.49	823.74	824.69	99055.0
2009-01-13 12:30:00	ES	Futures	824.46	827.07	822.56	822.56	70024.0
2009-01-13 13:00:00	ES	Futures	822.8	823.74	819.0	820.19	85588.0
2009-01-13 13:30:00	ES	Futures	820.19	821.14	814.97	815.92	123119.0
2009-01-13 14:00:00	ES	Futures	815.68	819.71	814.02	815.68	125444.0
2009-01-13 14:30:00	ES	Futures	815.44	826.12	815.44	821.37	196262.0
2009-01-13 15:00:00	ES	Futures	821.61	822.8	815.68	821.37	217778.0
2009-01-13 15:30:00	ES	Futures	821.61	826.35	816.63	822.56	254347.0
2009-01-13 16:00:00	ES	Futures	822.56	824.69	821.61	823.98	73112.0
2009-01-13 16:30:00	ES	Futures	824.22	824.22	822.8	822.8	2578.0
2009-01-13 17:00:00	ES	Futures	822.8	824.22	822.32	823.98	1465.0
2009-01-13 18:00:00	ES	Futures	824.22	824.93	823.51	824.22	1122.0
2009-01-13 18:30:00	ES	Futures	824.22	824.93	823.98	824.93	580.0
2009-01-13 19:00:00	ES	Futures	824.93	828.01	824.93	827.54	2363.0
2009-01-13 19:30:00	ES	Futures	827.54	828.73	827.07	827.54	2223.0
2009-01-13 20:00:00	ES	Futures	827.78	830.15	827.78	828.96	2091.0
2009-01-13 20:30:00	ES	Futures	829.2	830.15	828.73	828.96	1611.0
2009-01-13 21:00:00	ES	Futures	828.73	828.96	827.78	828.01	1194.0
2009-01-13 21:30:00	ES	Futures	827.78	829.2	827.78	828.96	706.0
2009-01-13 22:00:00	ES	Futures	828.96	829.67	828.73	829.67	1147.0
2009-01-13 22:30:00	ES	Futures	829.67	830.15	828.25	828.25	1720.0
2009-01-13 23:00:00	ES	Futures	828.25	829.91	828.25	828.25	1078.0
2009-01-13 23:30:00	ES	Futures	828.25	828.73	827.54	828.25	824.0
2009-01-13 00:00:00	NQ	Futures	1368.98	1371.52	1368.98	1369.83	240.0
2009-01-13 00:30:00	NQ	Futures	1369.26	1369.55	1367.85	1368.42	5.0
2009-01-13 01:00:00	NQ	Futures	1367.85	1367.85	1365.03	1367.0	41.0

> showing 50 of 2,406 rows — these rows as CSV

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