PREVIEW / futures_30min / 2009-01-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-26.parquet
  size:    70 KB
  rows:    2,320

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
2009-01-26 00:00:00	ES	Futures	778.44	778.92	776.78	777.02	549.0
2009-01-26 00:30:00	ES	Futures	777.02	777.02	774.17	774.41	1283.0
2009-01-26 01:00:00	ES	Futures	774.41	774.65	769.19	771.09	4199.0
2009-01-26 01:30:00	ES	Futures	770.85	772.99	770.85	772.28	1050.0
2009-01-26 02:00:00	ES	Futures	772.51	774.41	772.28	773.7	1659.0
2009-01-26 02:30:00	ES	Futures	773.46	774.17	771.09	773.7	3549.0
2009-01-26 03:00:00	ES	Futures	773.7	778.21	773.7	777.73	10539.0
2009-01-26 03:30:00	ES	Futures	777.49	782.24	776.78	781.05	11206.0
2009-01-26 04:00:00	ES	Futures	781.05	782.47	779.39	779.39	6768.0
2009-01-26 04:30:00	ES	Futures	779.39	781.05	778.21	779.15	4194.0
2009-01-26 05:00:00	ES	Futures	779.15	783.66	778.92	783.42	7633.0
2009-01-26 05:30:00	ES	Futures	783.42	786.98	783.42	786.27	9531.0
2009-01-26 06:00:00	ES	Futures	786.27	786.27	783.19	786.03	6481.0
2009-01-26 06:30:00	ES	Futures	785.8	786.27	783.66	786.03	5081.0
2009-01-26 07:00:00	ES	Futures	786.03	787.46	784.61	786.03	7772.0
2009-01-26 07:30:00	ES	Futures	786.03	786.51	779.15	782.71	26894.0
2009-01-26 08:00:00	ES	Futures	782.71	783.42	781.29	782.71	9800.0
2009-01-26 08:30:00	ES	Futures	782.71	790.06	782.71	787.46	31665.0
2009-01-26 09:00:00	ES	Futures	787.46	791.25	786.03	789.12	27716.0
2009-01-26 09:30:00	ES	Futures	789.35	799.08	787.93	796.23	240370.0
2009-01-26 10:00:00	ES	Futures	796.47	805.96	796.23	803.58	235512.0
2009-01-26 10:30:00	ES	Futures	803.35	804.53	800.03	802.16	116199.0
2009-01-26 11:00:00	ES	Futures	802.16	804.06	797.42	799.79	125908.0
2009-01-26 11:30:00	ES	Futures	799.79	801.21	795.76	798.13	86986.0
2009-01-26 12:00:00	ES	Futures	797.89	801.45	796.71	800.26	83619.0
2009-01-26 12:30:00	ES	Futures	800.26	801.45	795.99	797.89	116205.0
2009-01-26 13:00:00	ES	Futures	798.13	800.26	793.86	796.47	120759.0
2009-01-26 13:30:00	ES	Futures	796.71	796.71	788.17	789.83	144479.0
2009-01-26 14:00:00	ES	Futures	789.83	790.3	781.53	785.08	194878.0
2009-01-26 14:30:00	ES	Futures	785.08	791.72	783.9	790.78	140510.0
2009-01-26 15:00:00	ES	Futures	790.78	797.65	790.54	794.81	173159.0
2009-01-26 15:30:00	ES	Futures	794.81	796.47	787.22	790.3	202946.0
2009-01-26 16:00:00	ES	Futures	790.3	790.54	787.69	788.88	72314.0
2009-01-26 16:30:00	ES	Futures	790.78	791.49	789.83	791.49	3696.0
2009-01-26 17:00:00	ES	Futures	791.49	791.49	790.06	790.54	732.0
2009-01-26 18:00:00	ES	Futures	791.01	793.62	790.78	792.44	2438.0
2009-01-26 18:30:00	ES	Futures	792.2	792.67	791.01	792.2	834.0
2009-01-26 19:00:00	ES	Futures	791.96	792.91	791.49	792.67	646.0
2009-01-26 19:30:00	ES	Futures	792.67	792.91	791.72	792.67	942.0
2009-01-26 20:00:00	ES	Futures	792.67	793.62	792.67	793.15	448.0
2009-01-26 20:30:00	ES	Futures	793.15	794.1	793.15	793.86	1170.0
2009-01-26 21:00:00	ES	Futures	793.86	794.1	792.67	793.15	590.0
2009-01-26 21:30:00	ES	Futures	793.15	795.76	793.15	795.52	1368.0
2009-01-26 22:00:00	ES	Futures	795.52	797.42	795.05	797.18	2982.0
2009-01-26 22:30:00	ES	Futures	796.94	797.65	796.71	797.42	1527.0
2009-01-26 23:00:00	ES	Futures	797.42	797.65	796.94	797.42	660.0
2009-01-26 23:30:00	ES	Futures	797.65	799.08	796.47	796.94	2050.0
2009-01-26 00:00:00	NQ	Futures	1311.94	1311.94	1308.27	1308.27	47.0
2009-01-26 00:30:00	NQ	Futures	1307.99	1307.99	1303.47	1305.16	106.0
2009-01-26 01:00:00	NQ	Futures	1304.32	1304.88	1295.28	1297.54	237.0

> showing 50 of 2,320 rows — these rows as CSV

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