PREVIEW / futures_30min / 2009-01-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-23.parquet
  size:    62 KB
  rows:    1,942

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
2009-01-23 00:00:00	ES	Futures	778.92	781.05	778.92	780.34	886.0
2009-01-23 00:30:00	ES	Futures	780.34	780.34	776.54	777.02	1345.0
2009-01-23 01:00:00	ES	Futures	777.02	777.49	776.07	777.26	1515.0
2009-01-23 01:30:00	ES	Futures	777.49	778.44	776.78	778.21	719.0
2009-01-23 02:00:00	ES	Futures	778.21	778.92	777.02	777.26	1902.0
2009-01-23 02:30:00	ES	Futures	777.26	778.68	774.17	774.41	3033.0
2009-01-23 03:00:00	ES	Futures	774.41	777.26	771.33	773.46	12858.0
2009-01-23 03:30:00	ES	Futures	773.46	773.94	767.53	770.85	15170.0
2009-01-23 04:00:00	ES	Futures	770.62	772.04	766.11	766.11	12050.0
2009-01-23 04:30:00	ES	Futures	766.11	767.29	760.18	761.84	23495.0
2009-01-23 05:00:00	ES	Futures	761.84	765.4	760.42	763.5	13403.0
2009-01-23 05:30:00	ES	Futures	763.5	766.35	762.31	764.69	11330.0
2009-01-23 06:00:00	ES	Futures	764.69	768.24	763.26	766.11	17172.0
2009-01-23 06:30:00	ES	Futures	766.11	770.14	765.16	767.53	21789.0
2009-01-23 07:00:00	ES	Futures	767.29	770.14	766.35	769.67	12061.0
2009-01-23 07:30:00	ES	Futures	769.67	770.62	765.4	766.11	17662.0
2009-01-23 08:00:00	ES	Futures	766.11	767.53	760.65	760.89	30782.0
2009-01-23 08:30:00	ES	Futures	760.89	763.03	758.52	758.76	46716.0
2009-01-23 09:00:00	ES	Futures	758.76	763.74	758.76	763.5	41996.0
2009-01-23 09:30:00	ES	Futures	763.5	771.56	760.42	768.72	281816.0
2009-01-23 10:00:00	ES	Futures	768.72	775.36	768.24	773.7	190351.0
2009-01-23 10:30:00	ES	Futures	773.7	773.94	766.58	769.67	141109.0
2009-01-23 11:00:00	ES	Futures	769.43	782.71	769.43	778.92	203406.0
2009-01-23 11:30:00	ES	Futures	778.92	781.05	772.28	773.94	146745.0
2009-01-23 12:00:00	ES	Futures	773.7	782.24	773.22	781.05	123311.0
2009-01-23 12:30:00	ES	Futures	780.81	782.47	774.41	778.21	156300.0
2009-01-23 13:00:00	ES	Futures	778.21	788.4	776.31	784.61	191734.0
2009-01-23 13:30:00	ES	Futures	784.37	791.72	784.13	791.49	156956.0
2009-01-23 14:00:00	ES	Futures	791.49	793.15	784.85	789.12	144066.0
2009-01-23 14:30:00	ES	Futures	789.35	790.06	779.15	781.29	147639.0
2009-01-23 15:00:00	ES	Futures	781.29	786.74	778.68	782.24	139144.0
2009-01-23 15:30:00	ES	Futures	782.24	788.88	780.81	784.61	171010.0
2009-01-23 16:00:00	ES	Futures	784.61	785.08	780.81	781.29	93521.0
2009-01-23 00:00:00	NQ	Futures	1320.13	1320.98	1319.28	1320.98	52.0
2009-01-23 00:30:00	NQ	Futures	1319.85	1319.85	1315.33	1316.46	71.0
2009-01-23 01:00:00	NQ	Futures	1315.33	1315.33	1313.07	1314.48	58.0
2009-01-23 01:30:00	NQ	Futures	1315.61	1317.87	1315.61	1317.87	80.0
2009-01-23 02:00:00	NQ	Futures	1317.59	1319.0	1315.89	1316.46	125.0
2009-01-23 02:30:00	NQ	Futures	1316.46	1317.59	1311.94	1311.94	80.0
2009-01-23 03:00:00	NQ	Futures	1312.22	1316.18	1306.86	1309.68	956.0
2009-01-23 03:30:00	NQ	Futures	1309.68	1310.25	1300.36	1305.16	1202.0
2009-01-23 04:00:00	NQ	Futures	1304.88	1307.14	1296.13	1296.97	976.0
2009-01-23 04:30:00	NQ	Futures	1297.26	1300.65	1289.35	1291.04	1289.0
2009-01-23 05:00:00	NQ	Futures	1291.33	1297.54	1289.91	1294.72	534.0
2009-01-23 05:30:00	NQ	Futures	1294.72	1298.95	1293.59	1296.13	319.0
2009-01-23 06:00:00	NQ	Futures	1295.84	1303.19	1293.02	1298.95	767.0
2009-01-23 06:30:00	NQ	Futures	1298.67	1306.01	1296.97	1300.93	646.0
2009-01-23 07:00:00	NQ	Futures	1300.36	1304.88	1298.1	1302.34	646.0
2009-01-23 07:30:00	NQ	Futures	1302.06	1303.19	1296.69	1298.39	822.0
2009-01-23 08:00:00	NQ	Futures	1298.39	1302.06	1292.74	1293.02	1547.0

> showing 50 of 1,942 rows — these rows as CSV

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