PREVIEW / futures_30min / 2009-01-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-21.parquet
  size:    72 KB
  rows:    2,396

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
2009-01-21 00:00:00	ES	Futures	770.85	771.56	770.38	771.09	1428.0
2009-01-21 00:30:00	ES	Futures	771.33	771.8	770.85	771.56	1255.0
2009-01-21 01:00:00	ES	Futures	771.56	771.56	768.95	769.9	2105.0
2009-01-21 01:30:00	ES	Futures	769.67	771.09	768.95	769.43	1035.0
2009-01-21 02:00:00	ES	Futures	769.43	769.67	766.35	767.77	4808.0
2009-01-21 02:30:00	ES	Futures	767.53	768.95	763.74	767.06	7951.0
2009-01-21 03:00:00	ES	Futures	767.06	772.04	766.82	770.14	17043.0
2009-01-21 03:30:00	ES	Futures	769.9	770.62	764.92	769.67	19639.0
2009-01-21 04:00:00	ES	Futures	769.67	771.09	764.45	767.06	13205.0
2009-01-21 04:30:00	ES	Futures	767.06	768.24	763.97	764.45	11310.0
2009-01-21 05:00:00	ES	Futures	764.69	769.9	763.5	769.43	10201.0
2009-01-21 05:30:00	ES	Futures	769.43	773.22	767.77	772.51	13319.0
2009-01-21 06:00:00	ES	Futures	772.28	776.07	765.87	773.94	25829.0
2009-01-21 06:30:00	ES	Futures	773.94	773.94	770.14	770.85	9958.0
2009-01-21 07:00:00	ES	Futures	771.09	772.28	768.24	770.62	13008.0
2009-01-21 07:30:00	ES	Futures	770.62	771.09	767.06	767.77	10369.0
2009-01-21 08:00:00	ES	Futures	767.77	771.8	767.06	770.85	24113.0
2009-01-21 08:30:00	ES	Futures	770.85	773.7	770.14	772.51	37608.0
2009-01-21 09:00:00	ES	Futures	772.51	774.88	771.33	773.7	30794.0
2009-01-21 09:30:00	ES	Futures	773.46	777.97	769.67	776.54	258428.0
2009-01-21 10:00:00	ES	Futures	776.78	778.44	770.62	770.85	235760.0
2009-01-21 10:30:00	ES	Futures	771.09	772.04	759.47	760.18	264422.0
2009-01-21 11:00:00	ES	Futures	760.18	766.35	760.18	766.35	173065.0
2009-01-21 11:30:00	ES	Futures	766.35	771.33	765.63	767.53	151484.0
2009-01-21 12:00:00	ES	Futures	767.53	772.51	765.87	768.24	121064.0
2009-01-21 12:30:00	ES	Futures	768.24	770.85	766.11	770.62	90355.0
2009-01-21 13:00:00	ES	Futures	770.38	772.99	766.35	767.29	110937.0
2009-01-21 13:30:00	ES	Futures	767.06	775.36	766.58	775.12	134573.0
2009-01-21 14:00:00	ES	Futures	775.36	777.97	772.28	776.54	118945.0
2009-01-21 14:30:00	ES	Futures	776.54	784.13	776.54	782.95	195611.0
2009-01-21 15:00:00	ES	Futures	783.19	787.93	781.29	784.13	209302.0
2009-01-21 15:30:00	ES	Futures	784.13	795.52	782.71	793.86	363038.0
2009-01-21 16:00:00	ES	Futures	793.62	795.05	793.15	794.33	118345.0
2009-01-21 16:30:00	ES	Futures	794.1	799.55	792.67	795.76	24181.0
2009-01-21 17:00:00	ES	Futures	795.99	797.89	795.76	797.89	2917.0
2009-01-21 18:00:00	ES	Futures	797.18	798.6	796.47	796.94	3534.0
2009-01-21 18:30:00	ES	Futures	796.94	797.65	796.47	796.47	1192.0
2009-01-21 19:00:00	ES	Futures	796.47	796.71	794.81	795.05	3535.0
2009-01-21 19:30:00	ES	Futures	795.05	795.28	793.62	794.1	3611.0
2009-01-21 20:00:00	ES	Futures	794.33	794.81	793.15	794.57	3000.0
2009-01-21 20:30:00	ES	Futures	794.57	796.47	794.1	795.99	1595.0
2009-01-21 21:00:00	ES	Futures	795.99	796.94	794.57	795.05	1652.0
2009-01-21 21:30:00	ES	Futures	795.05	796.23	794.57	796.23	1845.0
2009-01-21 22:00:00	ES	Futures	796.23	796.71	795.05	795.76	1450.0
2009-01-21 22:30:00	ES	Futures	795.99	797.89	795.99	797.18	1804.0
2009-01-21 23:00:00	ES	Futures	796.94	798.13	796.23	798.13	1804.0
2009-01-21 23:30:00	ES	Futures	797.89	798.6	797.18	798.37	2516.0
2009-01-21 00:00:00	NQ	Futures	1300.65	1300.65	1298.39	1300.36	42.0
2009-01-21 00:30:00	NQ	Futures	1300.08	1300.93	1299.23	1299.8	30.0
2009-01-21 01:00:00	NQ	Futures	1299.8	1300.08	1296.69	1297.82	67.0

> showing 50 of 2,396 rows — these rows as CSV

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