PREVIEW / futures_30min / 2009-01-14

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-14.parquet
  size:    72 KB
  rows:    2,395

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
2009-01-14 00:00:00	ES	Futures	828.25	829.44	828.01	828.96	475.0
2009-01-14 00:30:00	ES	Futures	828.96	829.67	828.73	828.96	513.0
2009-01-14 01:00:00	ES	Futures	828.73	829.2	827.54	829.2	952.0
2009-01-14 01:30:00	ES	Futures	829.2	829.44	828.73	828.73	781.0
2009-01-14 02:00:00	ES	Futures	828.73	829.2	826.59	826.83	2184.0
2009-01-14 02:30:00	ES	Futures	826.59	828.25	826.12	828.25	2503.0
2009-01-14 03:00:00	ES	Futures	828.25	828.49	824.93	827.54	6872.0
2009-01-14 03:30:00	ES	Futures	827.54	827.54	821.14	822.32	10014.0
2009-01-14 04:00:00	ES	Futures	822.08	823.27	820.42	822.8	8423.0
2009-01-14 04:30:00	ES	Futures	822.8	822.8	817.34	818.53	10438.0
2009-01-14 05:00:00	ES	Futures	818.53	819.0	816.39	818.53	12093.0
2009-01-14 05:30:00	ES	Futures	818.53	821.14	818.53	820.66	7705.0
2009-01-14 06:00:00	ES	Futures	820.66	821.14	817.34	818.29	6830.0
2009-01-14 06:30:00	ES	Futures	818.05	818.29	814.26	817.1	10839.0
2009-01-14 07:00:00	ES	Futures	817.1	818.05	816.39	816.87	8533.0
2009-01-14 07:30:00	ES	Futures	816.87	817.82	815.44	815.44	7218.0
2009-01-14 08:00:00	ES	Futures	815.68	816.15	810.23	813.31	37576.0
2009-01-14 08:30:00	ES	Futures	813.07	813.07	806.67	808.33	73414.0
2009-01-14 09:00:00	ES	Futures	808.33	808.56	803.82	807.85	67696.0
2009-01-14 09:30:00	ES	Futures	807.85	809.51	800.5	802.16	260395.0
2009-01-14 10:00:00	ES	Futures	802.16	804.3	797.42	799.08	268728.0
2009-01-14 10:30:00	ES	Futures	799.08	799.08	790.78	793.62	297181.0
2009-01-14 11:00:00	ES	Futures	793.62	795.76	789.83	794.81	171887.0
2009-01-14 11:30:00	ES	Futures	794.81	797.89	793.86	796.71	131598.0
2009-01-14 12:00:00	ES	Futures	796.47	797.65	793.86	795.52	100128.0
2009-01-14 12:30:00	ES	Futures	795.76	798.84	792.67	798.13	112271.0
2009-01-14 13:00:00	ES	Futures	798.13	799.31	793.62	793.86	79153.0
2009-01-14 13:30:00	ES	Futures	793.86	796.71	793.15	795.28	69510.0
2009-01-14 14:00:00	ES	Futures	795.05	799.55	793.15	797.65	142091.0
2009-01-14 14:30:00	ES	Futures	797.65	802.87	797.65	798.37	166712.0
2009-01-14 15:00:00	ES	Futures	798.37	798.6	790.78	793.62	209471.0
2009-01-14 15:30:00	ES	Futures	793.62	798.6	790.06	796.23	313708.0
2009-01-14 16:00:00	ES	Futures	796.23	797.18	793.15	796.47	119264.0
2009-01-14 16:30:00	ES	Futures	796.47	797.89	790.06	793.62	16310.0
2009-01-14 17:00:00	ES	Futures	793.86	795.52	790.3	790.54	10832.0
2009-01-14 18:00:00	ES	Futures	790.54	791.25	788.4	789.83	8313.0
2009-01-14 18:30:00	ES	Futures	789.83	793.15	789.59	792.2	2976.0
2009-01-14 19:00:00	ES	Futures	792.2	793.38	791.25	791.49	2910.0
2009-01-14 19:30:00	ES	Futures	791.49	791.96	790.78	791.25	2260.0
2009-01-14 20:00:00	ES	Futures	791.49	792.91	790.3	791.96	1984.0
2009-01-14 20:30:00	ES	Futures	792.2	792.44	789.12	789.83	3304.0
2009-01-14 21:00:00	ES	Futures	790.06	791.72	789.83	790.78	1989.0
2009-01-14 21:30:00	ES	Futures	790.78	791.49	790.3	790.54	1089.0
2009-01-14 22:00:00	ES	Futures	790.54	791.25	789.12	789.59	1570.0
2009-01-14 22:30:00	ES	Futures	789.35	790.54	788.88	788.88	2451.0
2009-01-14 23:00:00	ES	Futures	789.12	789.83	788.4	789.12	1744.0
2009-01-14 23:30:00	ES	Futures	788.88	790.06	788.64	789.59	916.0
2009-01-14 00:00:00	NQ	Futures	1364.18	1365.59	1364.18	1365.59	6.0
2009-01-14 00:30:00	NQ	Futures	1365.59	1366.44	1364.46	1366.16	25.0
2009-01-14 01:00:00	NQ	Futures	1364.46	1365.88	1363.05	1365.88	25.0

> showing 50 of 2,395 rows — these rows as CSV

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