PREVIEW / futures_30min / 2009-01-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-29.parquet
  size:    70 KB
  rows:    2,375

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
2009-01-29 00:00:00	ES	Futures	821.61	823.51	821.61	823.27	1134.0
2009-01-29 00:30:00	ES	Futures	823.51	824.46	822.8	823.51	1220.0
2009-01-29 01:00:00	ES	Futures	823.51	823.98	822.32	822.56	862.0
2009-01-29 01:30:00	ES	Futures	822.8	824.46	822.56	824.22	1191.0
2009-01-29 02:00:00	ES	Futures	824.22	824.46	820.66	820.9	4043.0
2009-01-29 02:30:00	ES	Futures	820.9	821.14	818.53	818.53	6541.0
2009-01-29 03:00:00	ES	Futures	818.53	820.66	815.68	819.48	16234.0
2009-01-29 03:30:00	ES	Futures	819.71	820.19	816.15	816.87	9247.0
2009-01-29 04:00:00	ES	Futures	817.1	818.29	812.6	813.31	14634.0
2009-01-29 04:30:00	ES	Futures	813.55	814.73	812.12	813.78	9470.0
2009-01-29 05:00:00	ES	Futures	813.78	817.82	813.78	815.68	9195.0
2009-01-29 05:30:00	ES	Futures	815.92	819.24	815.44	817.82	6173.0
2009-01-29 06:00:00	ES	Futures	817.82	818.76	815.21	815.68	7198.0
2009-01-29 06:30:00	ES	Futures	815.68	818.29	814.49	818.05	7897.0
2009-01-29 07:00:00	ES	Futures	818.05	820.66	818.05	819.71	11557.0
2009-01-29 07:30:00	ES	Futures	819.71	822.08	817.82	818.05	14740.0
2009-01-29 08:00:00	ES	Futures	818.05	818.76	815.21	816.63	15153.0
2009-01-29 08:30:00	ES	Futures	816.15	818.29	814.26	816.63	38397.0
2009-01-29 09:00:00	ES	Futures	816.63	816.87	812.6	813.31	23335.0
2009-01-29 09:30:00	ES	Futures	813.07	815.44	808.8	810.46	213050.0
2009-01-29 10:00:00	ES	Futures	810.23	812.36	806.9	811.65	180649.0
2009-01-29 10:30:00	ES	Futures	811.65	815.21	808.8	814.49	139174.0
2009-01-29 11:00:00	ES	Futures	814.26	814.97	810.46	810.46	100739.0
2009-01-29 11:30:00	ES	Futures	810.46	811.17	807.62	809.04	91127.0
2009-01-29 12:00:00	ES	Futures	808.8	809.04	805.48	808.56	103903.0
2009-01-29 12:30:00	ES	Futures	808.56	809.28	801.69	802.64	108706.0
2009-01-29 13:00:00	ES	Futures	802.4	804.77	800.74	804.06	121685.0
2009-01-29 13:30:00	ES	Futures	804.06	804.53	799.55	801.45	106157.0
2009-01-29 14:00:00	ES	Futures	801.45	805.72	800.74	805.01	110686.0
2009-01-29 14:30:00	ES	Futures	805.01	806.9	802.16	803.11	100660.0
2009-01-29 15:00:00	ES	Futures	803.11	806.43	801.21	802.4	114069.0
2009-01-29 15:30:00	ES	Futures	802.64	802.64	797.18	798.13	230742.0
2009-01-29 16:00:00	ES	Futures	798.13	800.03	797.18	799.79	99149.0
2009-01-29 16:30:00	ES	Futures	799.79	801.21	798.84	800.03	5770.0
2009-01-29 17:00:00	ES	Futures	800.03	800.74	798.84	799.31	1259.0
2009-01-29 18:00:00	ES	Futures	799.55	802.4	799.31	800.74	2057.0
2009-01-29 18:30:00	ES	Futures	800.5	802.16	800.26	801.69	919.0
2009-01-29 19:00:00	ES	Futures	801.69	801.92	797.65	798.37	3387.0
2009-01-29 19:30:00	ES	Futures	798.13	800.74	797.89	800.5	1540.0
2009-01-29 20:00:00	ES	Futures	800.5	800.97	799.79	800.03	1025.0
2009-01-29 20:30:00	ES	Futures	800.26	801.92	800.03	801.45	1748.0
2009-01-29 21:00:00	ES	Futures	801.69	802.87	800.5	800.74	1841.0
2009-01-29 21:30:00	ES	Futures	800.74	802.4	800.74	801.45	1028.0
2009-01-29 22:00:00	ES	Futures	801.69	802.4	800.97	802.16	878.0
2009-01-29 22:30:00	ES	Futures	802.16	802.4	800.74	801.69	1512.0
2009-01-29 23:00:00	ES	Futures	801.92	803.82	801.69	803.58	2151.0
2009-01-29 23:30:00	ES	Futures	803.58	804.53	803.35	804.06	1512.0
2009-01-29 00:00:00	NQ	Futures	1381.69	1384.23	1381.69	1384.23	64.0
2009-01-29 00:30:00	NQ	Futures	1384.51	1385.64	1383.38	1383.95	40.0
2009-01-29 01:00:00	NQ	Futures	1383.67	1385.64	1383.1	1383.67	32.0

> showing 50 of 2,375 rows — these rows as CSV

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