PREVIEW / futures_30min / 2009-01-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-16.parquet
  size:    60 KB
  rows:    1,892

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
2009-01-16 00:00:00	ES	Futures	801.92	804.06	801.45	804.06	1925.0
2009-01-16 00:30:00	ES	Futures	804.06	804.53	803.58	804.3	1784.0
2009-01-16 01:00:00	ES	Futures	804.3	806.43	804.06	805.96	3692.0
2009-01-16 01:30:00	ES	Futures	805.96	805.96	803.35	803.35	1731.0
2009-01-16 02:00:00	ES	Futures	803.35	804.06	800.03	802.87	4484.0
2009-01-16 02:30:00	ES	Futures	803.11	804.53	802.87	803.11	3538.0
2009-01-16 03:00:00	ES	Futures	803.11	804.53	800.26	802.87	9849.0
2009-01-16 03:30:00	ES	Futures	802.64	806.43	801.21	805.72	12942.0
2009-01-16 04:00:00	ES	Futures	805.72	806.43	802.87	806.19	7771.0
2009-01-16 04:30:00	ES	Futures	806.19	810.23	805.48	809.04	16140.0
2009-01-16 05:00:00	ES	Futures	809.04	810.23	808.09	809.75	9925.0
2009-01-16 05:30:00	ES	Futures	809.99	810.7	805.72	806.43	13644.0
2009-01-16 06:00:00	ES	Futures	806.43	807.14	803.58	806.19	15720.0
2009-01-16 06:30:00	ES	Futures	806.43	813.78	806.43	812.12	19049.0
2009-01-16 07:00:00	ES	Futures	812.36	813.07	809.75	810.23	11748.0
2009-01-16 07:30:00	ES	Futures	810.23	812.6	808.56	811.17	14054.0
2009-01-16 08:00:00	ES	Futures	810.94	811.17	805.72	808.33	27397.0
2009-01-16 08:30:00	ES	Futures	808.33	809.51	804.77	807.62	31190.0
2009-01-16 09:00:00	ES	Futures	807.62	811.17	807.62	810.94	43970.0
2009-01-16 09:30:00	ES	Futures	810.94	812.12	804.06	805.24	295153.0
2009-01-16 10:00:00	ES	Futures	805.01	809.51	801.69	805.01	199869.0
2009-01-16 10:30:00	ES	Futures	805.01	808.33	801.69	802.87	172970.0
2009-01-16 11:00:00	ES	Futures	802.87	803.58	799.08	802.4	149387.0
2009-01-16 11:30:00	ES	Futures	802.16	803.11	791.72	793.38	211465.0
2009-01-16 12:00:00	ES	Futures	793.38	794.57	783.9	785.8	213680.0
2009-01-16 12:30:00	ES	Futures	786.03	792.44	785.56	791.49	149366.0
2009-01-16 13:00:00	ES	Futures	791.72	794.1	787.93	791.01	108429.0
2009-01-16 13:30:00	ES	Futures	791.01	797.18	790.3	796.71	121941.0
2009-01-16 14:00:00	ES	Futures	796.71	801.45	793.62	798.13	174546.0
2009-01-16 14:30:00	ES	Futures	798.37	802.87	795.05	802.4	158932.0
2009-01-16 15:00:00	ES	Futures	802.4	807.85	798.84	800.5	210903.0
2009-01-16 15:30:00	ES	Futures	800.5	805.48	799.31	802.4	257935.0
2009-01-16 16:00:00	ES	Futures	802.4	805.96	801.92	805.72	102333.0
2009-01-16 00:00:00	NQ	Futures	1340.18	1343.28	1340.18	1343.28	45.0
2009-01-16 00:30:00	NQ	Futures	1343.57	1343.85	1343.0	1343.85	86.0
2009-01-16 01:00:00	NQ	Futures	1343.85	1346.39	1343.0	1346.39	133.0
2009-01-16 01:30:00	NQ	Futures	1345.54	1345.54	1342.44	1342.72	54.0
2009-01-16 02:00:00	NQ	Futures	1342.16	1342.44	1336.51	1341.03	205.0
2009-01-16 02:30:00	NQ	Futures	1341.31	1343.0	1341.31	1342.16	27.0
2009-01-16 03:00:00	NQ	Futures	1343.0	1343.0	1336.79	1341.03	359.0
2009-01-16 03:30:00	NQ	Futures	1340.46	1345.26	1337.92	1344.41	592.0
2009-01-16 04:00:00	NQ	Futures	1344.7	1345.26	1339.61	1345.26	312.0
2009-01-16 04:30:00	NQ	Futures	1345.26	1350.63	1343.85	1349.21	602.0
2009-01-16 05:00:00	NQ	Futures	1348.93	1351.76	1348.37	1351.47	665.0
2009-01-16 05:30:00	NQ	Futures	1351.76	1353.45	1344.7	1346.11	939.0
2009-01-16 06:00:00	NQ	Futures	1346.11	1346.39	1341.59	1345.83	647.0
2009-01-16 06:30:00	NQ	Futures	1345.83	1356.56	1345.83	1354.3	1193.0
2009-01-16 07:00:00	NQ	Futures	1354.3	1355.14	1350.06	1350.91	911.0
2009-01-16 07:30:00	NQ	Futures	1350.63	1354.58	1348.65	1352.04	972.0
2009-01-16 08:00:00	NQ	Futures	1352.32	1352.6	1344.13	1348.65	2193.0

> showing 50 of 1,892 rows — these rows as CSV

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