PREVIEW / futures_30min / 2009-01-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-22.parquet
  size:    71 KB
  rows:    2,372

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
2009-01-22 00:00:00	ES	Futures	798.37	800.26	798.37	799.55	2675.0
2009-01-22 00:30:00	ES	Futures	799.31	800.5	799.08	800.03	1176.0
2009-01-22 01:00:00	ES	Futures	800.03	800.74	798.84	799.31	1630.0
2009-01-22 01:30:00	ES	Futures	799.31	800.03	796.47	796.94	1472.0
2009-01-22 02:00:00	ES	Futures	796.94	797.18	795.05	795.52	5819.0
2009-01-22 02:30:00	ES	Futures	795.52	795.99	793.38	793.62	4834.0
2009-01-22 03:00:00	ES	Futures	793.62	794.33	790.54	792.91	16971.0
2009-01-22 03:30:00	ES	Futures	792.67	795.52	792.44	793.15	6034.0
2009-01-22 04:00:00	ES	Futures	792.91	796.71	792.67	794.81	7556.0
2009-01-22 04:30:00	ES	Futures	794.81	797.42	793.15	795.52	6892.0
2009-01-22 05:00:00	ES	Futures	795.52	795.52	791.96	792.67	6937.0
2009-01-22 05:30:00	ES	Futures	792.44	794.1	789.59	790.54	7961.0
2009-01-22 06:00:00	ES	Futures	790.3	791.49	786.03	786.74	18156.0
2009-01-22 06:30:00	ES	Futures	786.74	789.83	785.32	788.64	13086.0
2009-01-22 07:00:00	ES	Futures	788.64	791.25	788.64	790.78	11718.0
2009-01-22 07:30:00	ES	Futures	790.54	791.72	789.83	790.3	7137.0
2009-01-22 08:00:00	ES	Futures	790.3	790.78	788.17	789.59	13759.0
2009-01-22 08:30:00	ES	Futures	789.35	789.59	783.19	784.85	51407.0
2009-01-22 09:00:00	ES	Futures	784.85	785.32	776.31	777.97	78739.0
2009-01-22 09:30:00	ES	Futures	777.97	782.71	774.65	777.73	298378.0
2009-01-22 10:00:00	ES	Futures	777.73	783.19	776.54	778.68	200840.0
2009-01-22 10:30:00	ES	Futures	778.68	778.68	773.22	774.65	200132.0
2009-01-22 11:00:00	ES	Futures	774.65	777.73	771.33	773.46	174601.0
2009-01-22 11:30:00	ES	Futures	773.46	773.7	766.35	767.29	181307.0
2009-01-22 12:00:00	ES	Futures	767.06	771.56	766.11	771.33	116401.0
2009-01-22 12:30:00	ES	Futures	771.33	777.26	769.9	774.17	130776.0
2009-01-22 13:00:00	ES	Futures	774.17	777.97	771.09	774.41	141925.0
2009-01-22 13:30:00	ES	Futures	774.17	783.42	771.8	783.19	173234.0
2009-01-22 14:00:00	ES	Futures	783.42	793.62	781.29	788.64	290502.0
2009-01-22 14:30:00	ES	Futures	788.64	791.01	781.05	785.56	209713.0
2009-01-22 15:00:00	ES	Futures	785.56	785.8	773.94	779.63	231659.0
2009-01-22 15:30:00	ES	Futures	779.87	787.46	775.6	781.53	274091.0
2009-01-22 16:00:00	ES	Futures	781.29	784.37	780.34	783.19	106772.0
2009-01-22 16:30:00	ES	Futures	782.0	782.71	780.34	782.0	6297.0
2009-01-22 17:00:00	ES	Futures	782.0	783.19	781.29	782.95	1174.0
2009-01-22 18:00:00	ES	Futures	782.71	783.19	781.53	782.0	1391.0
2009-01-22 18:30:00	ES	Futures	782.0	783.9	781.53	783.66	1329.0
2009-01-22 19:00:00	ES	Futures	783.66	784.37	780.81	781.05	1678.0
2009-01-22 19:30:00	ES	Futures	780.81	781.29	780.34	780.34	1861.0
2009-01-22 20:00:00	ES	Futures	780.58	781.29	779.63	781.05	1281.0
2009-01-22 20:30:00	ES	Futures	780.81	782.24	780.34	782.24	743.0
2009-01-22 21:00:00	ES	Futures	782.24	782.24	780.34	781.53	989.0
2009-01-22 21:30:00	ES	Futures	781.53	781.76	779.63	779.63	1034.0
2009-01-22 22:00:00	ES	Futures	779.39	780.81	778.92	780.34	1241.0
2009-01-22 22:30:00	ES	Futures	780.58	781.53	779.87	781.53	572.0
2009-01-22 23:00:00	ES	Futures	781.53	781.53	779.39	779.63	392.0
2009-01-22 23:30:00	ES	Futures	779.63	780.58	778.44	779.15	1153.0
2009-01-22 00:00:00	NQ	Futures	1355.14	1357.4	1354.3	1355.43	158.0
2009-01-22 00:30:00	NQ	Futures	1355.43	1357.12	1355.14	1357.12	29.0
2009-01-22 01:00:00	NQ	Futures	1356.56	1356.84	1354.02	1354.02	18.0

> showing 50 of 2,372 rows — these rows as CSV

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