PREVIEW / futures_30min / 2009-01-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-20.parquet
  size:    73 KB
  rows:    2,397

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
2009-01-20 00:00:00	ES	Futures	791.72	792.91	790.54	792.67	1405.0
2009-01-20 00:30:00	ES	Futures	792.44	795.05	792.44	794.33	2041.0
2009-01-20 01:00:00	ES	Futures	794.1	796.94	793.86	796.71	1433.0
2009-01-20 01:30:00	ES	Futures	796.71	798.84	796.71	798.6	1239.0
2009-01-20 02:00:00	ES	Futures	798.37	798.84	794.81	795.52	4237.0
2009-01-20 02:30:00	ES	Futures	795.52	796.23	793.62	794.81	3427.0
2009-01-20 03:00:00	ES	Futures	794.57	801.45	794.57	798.37	15476.0
2009-01-20 03:30:00	ES	Futures	798.13	800.03	796.47	798.84	5350.0
2009-01-20 04:00:00	ES	Futures	798.84	803.58	798.37	803.11	8093.0
2009-01-20 04:30:00	ES	Futures	803.11	803.82	800.74	801.21	5414.0
2009-01-20 05:00:00	ES	Futures	801.21	802.87	796.71	797.89	6890.0
2009-01-20 05:30:00	ES	Futures	798.13	799.08	794.81	795.76	7343.0
2009-01-20 06:00:00	ES	Futures	795.76	797.42	795.05	795.76	6383.0
2009-01-20 06:30:00	ES	Futures	795.76	796.71	792.44	795.52	10030.0
2009-01-20 07:00:00	ES	Futures	795.76	800.97	795.28	797.42	12469.0
2009-01-20 07:30:00	ES	Futures	797.18	798.13	794.81	795.28	11110.0
2009-01-20 08:00:00	ES	Futures	795.52	795.52	791.25	792.2	17429.0
2009-01-20 08:30:00	ES	Futures	792.2	796.47	791.96	795.05	20518.0
2009-01-20 09:00:00	ES	Futures	795.05	796.71	793.86	795.52	23654.0
2009-01-20 09:30:00	ES	Futures	795.52	797.65	779.87	782.0	290971.0
2009-01-20 10:00:00	ES	Futures	782.24	787.93	778.21	787.46	201103.0
2009-01-20 10:30:00	ES	Futures	787.46	787.93	780.81	781.53	163387.0
2009-01-20 11:00:00	ES	Futures	781.76	783.66	778.44	779.39	151043.0
2009-01-20 11:30:00	ES	Futures	779.39	786.51	779.39	781.05	126050.0
2009-01-20 12:00:00	ES	Futures	781.05	786.03	774.88	776.54	157439.0
2009-01-20 12:30:00	ES	Futures	776.54	783.19	775.6	778.68	168954.0
2009-01-20 13:00:00	ES	Futures	778.44	782.47	775.83	780.34	120909.0
2009-01-20 13:30:00	ES	Futures	780.1	780.34	773.7	774.17	145117.0
2009-01-20 14:00:00	ES	Futures	774.17	776.78	768.48	772.75	169697.0
2009-01-20 14:30:00	ES	Futures	772.51	774.65	767.53	768.95	134237.0
2009-01-20 15:00:00	ES	Futures	769.19	769.67	761.13	765.87	200154.0
2009-01-20 15:30:00	ES	Futures	765.63	770.38	759.23	760.89	287507.0
2009-01-20 16:00:00	ES	Futures	760.89	766.35	756.62	765.4	151095.0
2009-01-20 16:30:00	ES	Futures	765.4	765.63	762.08	763.26	9660.0
2009-01-20 17:00:00	ES	Futures	763.26	764.45	762.55	763.26	2523.0
2009-01-20 18:00:00	ES	Futures	763.5	766.11	762.31	762.55	3630.0
2009-01-20 18:30:00	ES	Futures	762.79	763.74	761.36	762.55	1925.0
2009-01-20 19:00:00	ES	Futures	762.79	764.45	762.55	763.26	2172.0
2009-01-20 19:30:00	ES	Futures	763.03	765.63	763.03	764.69	2069.0
2009-01-20 20:00:00	ES	Futures	764.92	767.53	763.97	766.35	3214.0
2009-01-20 20:30:00	ES	Futures	766.58	768.01	765.87	767.53	1757.0
2009-01-20 21:00:00	ES	Futures	767.53	768.95	767.53	768.72	2948.0
2009-01-20 21:30:00	ES	Futures	768.72	771.8	768.48	770.85	4691.0
2009-01-20 22:00:00	ES	Futures	770.85	772.75	770.14	771.8	4536.0
2009-01-20 22:30:00	ES	Futures	771.8	773.22	770.62	771.09	3570.0
2009-01-20 23:00:00	ES	Futures	770.85	772.28	770.85	771.8	1792.0
2009-01-20 23:30:00	ES	Futures	771.8	772.51	770.62	771.09	1066.0
2009-01-20 00:00:00	NQ	Futures	1333.97	1335.94	1333.4	1335.94	109.0
2009-01-20 00:30:00	NQ	Futures	1335.66	1337.07	1335.38	1336.23	413.0
2009-01-20 01:00:00	NQ	Futures	1336.79	1340.18	1335.94	1340.18	95.0

> showing 50 of 2,397 rows — these rows as CSV

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