PREVIEW / futures_30min / 2009-01-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-19.parquet
  size:    54 KB
  rows:    1,694

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
2009-01-19 00:00:00	ES	Futures	814.49	815.21	813.78	814.73	450.0
2009-01-19 00:30:00	ES	Futures	814.49	814.49	813.31	814.26	256.0
2009-01-19 01:00:00	ES	Futures	814.49	814.97	813.55	813.78	436.0
2009-01-19 01:30:00	ES	Futures	813.55	814.26	813.07	813.55	756.0
2009-01-19 02:00:00	ES	Futures	813.31	813.78	812.12	812.36	1859.0
2009-01-19 02:30:00	ES	Futures	812.36	815.44	812.12	814.97	2411.0
2009-01-19 03:00:00	ES	Futures	815.21	816.87	811.41	815.68	7713.0
2009-01-19 03:30:00	ES	Futures	815.68	815.68	809.51	811.89	7983.0
2009-01-19 04:00:00	ES	Futures	811.89	814.26	808.8	809.99	7942.0
2009-01-19 04:30:00	ES	Futures	809.75	811.89	808.8	811.17	4089.0
2009-01-19 05:00:00	ES	Futures	811.17	812.83	810.23	811.89	2262.0
2009-01-19 05:30:00	ES	Futures	811.89	812.6	810.46	811.89	2285.0
2009-01-19 06:00:00	ES	Futures	812.12	813.07	811.17	812.6	2689.0
2009-01-19 06:30:00	ES	Futures	812.6	812.83	809.99	810.23	2659.0
2009-01-19 07:00:00	ES	Futures	810.23	811.17	808.8	809.75	4099.0
2009-01-19 07:30:00	ES	Futures	809.75	810.46	805.48	805.96	7489.0
2009-01-19 08:00:00	ES	Futures	805.96	806.19	798.6	799.79	16224.0
2009-01-19 08:30:00	ES	Futures	800.03	803.11	797.18	801.92	12119.0
2009-01-19 09:00:00	ES	Futures	801.92	802.4	799.55	800.26	4662.0
2009-01-19 09:30:00	ES	Futures	800.26	800.26	794.33	796.71	12935.0
2009-01-19 10:00:00	ES	Futures	796.47	799.08	792.67	793.15	15960.0
2009-01-19 10:30:00	ES	Futures	793.15	795.52	791.72	794.81	14639.0
2009-01-19 11:00:00	ES	Futures	794.81	797.42	793.15	796.94	11626.0
2009-01-19 11:30:00	ES	Futures	796.94	796.94	796.94	796.94	1.0
2009-01-19 18:00:00	ES	Futures	796.94	800.5	795.52	799.08	3558.0
2009-01-19 18:30:00	ES	Futures	799.08	799.55	797.42	798.13	1308.0
2009-01-19 19:00:00	ES	Futures	798.13	798.13	794.33	795.05	3332.0
2009-01-19 19:30:00	ES	Futures	794.81	794.81	789.83	791.25	5895.0
2009-01-19 20:00:00	ES	Futures	791.25	792.91	790.78	791.72	2761.0
2009-01-19 20:30:00	ES	Futures	791.72	792.67	791.25	792.67	1198.0
2009-01-19 21:00:00	ES	Futures	792.67	793.62	791.49	793.15	1649.0
2009-01-19 21:30:00	ES	Futures	793.15	794.33	792.44	794.33	837.0
2009-01-19 22:00:00	ES	Futures	794.33	794.33	792.67	793.15	1210.0
2009-01-19 22:30:00	ES	Futures	793.15	794.1	792.44	794.1	1023.0
2009-01-19 23:00:00	ES	Futures	793.86	794.81	792.67	793.15	1233.0
2009-01-19 23:30:00	ES	Futures	792.91	793.62	791.25	791.72	1078.0
2009-01-19 00:00:00	NQ	Futures	1368.98	1369.26	1367.0	1369.26	36.0
2009-01-19 00:30:00	NQ	Futures	1368.98	1368.98	1368.98	1368.98	1.0
2009-01-19 01:00:00	NQ	Futures	1368.42	1369.55	1367.85	1367.85	97.0
2009-01-19 01:30:00	NQ	Futures	1368.98	1368.98	1367.57	1367.85	114.0
2009-01-19 02:00:00	NQ	Futures	1368.42	1368.42	1365.31	1365.31	105.0
2009-01-19 02:30:00	NQ	Futures	1366.44	1368.98	1364.46	1368.98	86.0
2009-01-19 03:00:00	NQ	Futures	1368.98	1371.81	1363.05	1371.24	486.0
2009-01-19 03:30:00	NQ	Futures	1371.24	1371.52	1361.36	1365.31	550.0
2009-01-19 04:00:00	NQ	Futures	1364.75	1368.42	1359.38	1359.95	402.0
2009-01-19 04:30:00	NQ	Futures	1360.79	1364.75	1359.1	1364.18	153.0
2009-01-19 05:00:00	NQ	Futures	1363.62	1366.16	1361.64	1364.18	67.0
2009-01-19 05:30:00	NQ	Futures	1363.62	1365.88	1362.49	1364.75	86.0
2009-01-19 06:00:00	NQ	Futures	1364.75	1365.59	1363.33	1364.75	197.0
2009-01-19 06:30:00	NQ	Futures	1365.03	1365.31	1360.79	1361.36	227.0

> showing 50 of 1,694 rows — these rows as CSV

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