PREVIEW / futures_30min / 2009-01-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-27.parquet
  size:    70 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
2009-01-27 00:00:00	ES	Futures	796.94	798.13	796.23	796.47	1094.0
2009-01-27 00:30:00	ES	Futures	796.71	799.08	796.23	796.71	1654.0
2009-01-27 01:00:00	ES	Futures	796.94	798.37	796.71	798.37	780.0
2009-01-27 01:30:00	ES	Futures	798.13	799.55	797.89	798.37	1098.0
2009-01-27 02:00:00	ES	Futures	798.37	799.79	798.37	799.55	2456.0
2009-01-27 02:30:00	ES	Futures	799.31	801.45	799.08	800.74	5021.0
2009-01-27 03:00:00	ES	Futures	800.74	801.21	797.65	800.5	11702.0
2009-01-27 03:30:00	ES	Futures	800.5	801.69	797.89	799.79	8196.0
2009-01-27 04:00:00	ES	Futures	799.79	801.45	798.84	801.21	8946.0
2009-01-27 04:30:00	ES	Futures	800.97	801.21	796.23	796.71	5166.0
2009-01-27 05:00:00	ES	Futures	796.94	797.18	793.62	795.05	8252.0
2009-01-27 05:30:00	ES	Futures	795.28	795.99	792.91	794.81	8949.0
2009-01-27 06:00:00	ES	Futures	795.05	795.99	791.72	791.72	7463.0
2009-01-27 06:30:00	ES	Futures	791.72	793.15	790.78	792.44	9979.0
2009-01-27 07:00:00	ES	Futures	792.2	792.91	789.83	791.72	7583.0
2009-01-27 07:30:00	ES	Futures	791.72	794.81	790.78	793.62	7988.0
2009-01-27 08:00:00	ES	Futures	793.86	798.13	793.38	797.18	14364.0
2009-01-27 08:30:00	ES	Futures	797.18	798.6	795.28	797.65	19834.0
2009-01-27 09:00:00	ES	Futures	797.89	798.37	794.1	794.57	19361.0
2009-01-27 09:30:00	ES	Futures	794.33	801.21	792.91	797.42	195196.0
2009-01-27 10:00:00	ES	Futures	797.42	798.37	788.64	792.44	236457.0
2009-01-27 10:30:00	ES	Futures	792.44	794.57	789.12	794.1	137401.0
2009-01-27 11:00:00	ES	Futures	794.33	799.79	793.15	798.84	121589.0
2009-01-27 11:30:00	ES	Futures	798.84	799.55	794.81	796.71	77324.0
2009-01-27 12:00:00	ES	Futures	796.71	804.06	795.28	803.11	121475.0
2009-01-27 12:30:00	ES	Futures	803.11	804.06	799.55	801.45	75050.0
2009-01-27 13:00:00	ES	Futures	801.21	803.58	797.42	799.79	113588.0
2009-01-27 13:30:00	ES	Futures	799.79	802.16	797.18	797.18	85629.0
2009-01-27 14:00:00	ES	Futures	797.18	798.13	793.86	794.33	120673.0
2009-01-27 14:30:00	ES	Futures	794.57	800.5	793.15	799.79	91141.0
2009-01-27 15:00:00	ES	Futures	799.79	803.58	796.23	801.92	137988.0
2009-01-27 15:30:00	ES	Futures	802.16	802.4	797.89	798.37	148965.0
2009-01-27 16:00:00	ES	Futures	798.13	799.55	795.52	796.23	90549.0
2009-01-27 16:30:00	ES	Futures	797.18	800.03	794.81	799.08	10395.0
2009-01-27 17:00:00	ES	Futures	798.84	806.9	798.84	805.24	14146.0
2009-01-27 18:00:00	ES	Futures	805.01	807.62	804.77	806.9	5840.0
2009-01-27 18:30:00	ES	Futures	806.9	808.56	805.96	806.19	5047.0
2009-01-27 19:00:00	ES	Futures	805.96	808.09	805.72	807.14	3118.0
2009-01-27 19:30:00	ES	Futures	807.14	807.62	805.24	805.72	3534.0
2009-01-27 20:00:00	ES	Futures	805.48	807.62	805.48	806.9	2774.0
2009-01-27 20:30:00	ES	Futures	807.14	807.85	806.43	807.62	1587.0
2009-01-27 21:00:00	ES	Futures	807.85	808.8	807.62	807.62	2821.0
2009-01-27 21:30:00	ES	Futures	807.85	809.28	807.62	809.04	2670.0
2009-01-27 22:00:00	ES	Futures	809.04	811.17	809.04	810.94	5342.0
2009-01-27 22:30:00	ES	Futures	811.17	812.12	810.7	811.17	3679.0
2009-01-27 23:00:00	ES	Futures	811.17	812.83	811.17	812.36	2296.0
2009-01-27 23:30:00	ES	Futures	812.36	812.83	811.89	812.36	1283.0
2009-01-27 00:00:00	NQ	Futures	1343.57	1345.54	1343.0	1344.41	49.0
2009-01-27 00:30:00	NQ	Futures	1344.13	1346.39	1343.57	1344.98	111.0
2009-01-27 01:00:00	NQ	Futures	1345.26	1345.26	1344.13	1344.13	23.0

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

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