PREVIEW / futures_30min / 2009-01-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-15.parquet
  size:    73 KB
  rows:    2,401

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
2009-01-15 00:00:00	ES	Futures	789.59	790.3	789.35	790.3	952.0
2009-01-15 00:30:00	ES	Futures	790.3	790.3	788.88	789.83	1176.0
2009-01-15 01:00:00	ES	Futures	789.59	791.25	789.35	789.83	1138.0
2009-01-15 01:30:00	ES	Futures	789.59	791.01	788.64	790.78	1588.0
2009-01-15 02:00:00	ES	Futures	790.78	792.67	789.35	792.2	4120.0
2009-01-15 02:30:00	ES	Futures	791.96	795.05	791.72	795.05	6059.0
2009-01-15 03:00:00	ES	Futures	795.05	798.37	792.2	792.67	16134.0
2009-01-15 03:30:00	ES	Futures	792.44	792.91	785.8	788.17	19553.0
2009-01-15 04:00:00	ES	Futures	788.17	790.78	786.74	789.83	6442.0
2009-01-15 04:30:00	ES	Futures	789.83	794.57	789.83	793.86	8445.0
2009-01-15 05:00:00	ES	Futures	793.86	794.1	791.49	792.44	5512.0
2009-01-15 05:30:00	ES	Futures	792.44	796.47	791.49	795.52	7772.0
2009-01-15 06:00:00	ES	Futures	795.52	796.23	790.78	791.72	10433.0
2009-01-15 06:30:00	ES	Futures	791.72	798.84	791.72	795.28	19624.0
2009-01-15 07:00:00	ES	Futures	795.28	796.47	787.69	790.3	15174.0
2009-01-15 07:30:00	ES	Futures	790.3	791.72	786.98	789.35	23544.0
2009-01-15 08:00:00	ES	Futures	789.12	791.96	788.17	791.25	19218.0
2009-01-15 08:30:00	ES	Futures	791.25	797.65	789.83	795.05	35825.0
2009-01-15 09:00:00	ES	Futures	795.28	795.99	792.2	794.1	29198.0
2009-01-15 09:30:00	ES	Futures	793.86	795.76	782.47	786.27	327512.0
2009-01-15 10:00:00	ES	Futures	786.03	788.17	775.12	777.02	358177.0
2009-01-15 10:30:00	ES	Futures	776.54	780.1	773.94	777.26	227868.0
2009-01-15 11:00:00	ES	Futures	777.49	781.76	777.02	780.58	143328.0
2009-01-15 11:30:00	ES	Futures	780.81	782.0	776.54	778.44	124199.0
2009-01-15 12:00:00	ES	Futures	778.44	779.87	773.7	774.65	130357.0
2009-01-15 12:30:00	ES	Futures	774.65	775.36	771.09	775.12	111060.0
2009-01-15 13:00:00	ES	Futures	774.88	779.63	774.65	779.15	120260.0
2009-01-15 13:30:00	ES	Futures	779.15	791.49	778.68	789.83	244208.0
2009-01-15 14:00:00	ES	Futures	789.83	797.42	788.64	795.76	308113.0
2009-01-15 14:30:00	ES	Futures	795.76	805.01	793.86	798.6	333064.0
2009-01-15 15:00:00	ES	Futures	798.6	802.87	793.38	794.81	225148.0
2009-01-15 15:30:00	ES	Futures	795.05	798.13	786.51	797.89	389873.0
2009-01-15 16:00:00	ES	Futures	797.65	798.6	794.81	797.42	97471.0
2009-01-15 16:30:00	ES	Futures	798.6	800.26	796.71	797.89	8640.0
2009-01-15 17:00:00	ES	Futures	797.89	799.31	797.42	798.13	2755.0
2009-01-15 18:00:00	ES	Futures	799.55	802.4	799.55	801.69	3686.0
2009-01-15 18:30:00	ES	Futures	801.92	802.4	801.21	801.45	1401.0
2009-01-15 19:00:00	ES	Futures	801.45	802.4	800.97	801.92	1784.0
2009-01-15 19:30:00	ES	Futures	801.92	801.92	800.5	801.92	1374.0
2009-01-15 20:00:00	ES	Futures	801.92	804.06	801.69	803.58	2444.0
2009-01-15 20:30:00	ES	Futures	803.58	804.06	802.4	803.11	1590.0
2009-01-15 21:00:00	ES	Futures	803.11	803.82	800.97	801.21	1634.0
2009-01-15 21:30:00	ES	Futures	801.45	801.69	800.5	800.97	1490.0
2009-01-15 22:00:00	ES	Futures	801.21	802.87	801.21	801.92	1610.0
2009-01-15 22:30:00	ES	Futures	801.92	802.16	800.74	801.69	1034.0
2009-01-15 23:00:00	ES	Futures	801.45	801.45	800.74	800.97	1033.0
2009-01-15 23:30:00	ES	Futures	801.21	802.16	801.21	802.16	768.0
2009-01-15 00:00:00	NQ	Futures	1296.97	1297.26	1294.72	1295.56	70.0
2009-01-15 00:30:00	NQ	Futures	1296.41	1297.26	1295.28	1296.97	26.0
2009-01-15 01:00:00	NQ	Futures	1296.97	1297.82	1296.41	1297.54	28.0

> showing 50 of 2,401 rows — these rows as CSV

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