PREVIEW / futures_30min / 2009-01-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-30.parquet
  size:    59 KB
  rows:    1,931

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
2009-01-30 00:00:00	ES	Futures	804.06	804.53	803.82	804.06	1142.0
2009-01-30 00:30:00	ES	Futures	803.82	804.77	803.82	804.77	1455.0
2009-01-30 01:00:00	ES	Futures	804.77	804.77	804.06	804.53	945.0
2009-01-30 01:30:00	ES	Futures	804.77	805.48	804.53	804.77	2305.0
2009-01-30 02:00:00	ES	Futures	804.77	805.24	801.92	802.87	4589.0
2009-01-30 02:30:00	ES	Futures	802.87	804.53	802.16	803.11	5862.0
2009-01-30 03:00:00	ES	Futures	803.35	804.53	798.6	799.79	16452.0
2009-01-30 03:30:00	ES	Futures	799.79	804.53	798.84	804.06	9285.0
2009-01-30 04:00:00	ES	Futures	804.06	805.01	802.87	803.35	6438.0
2009-01-30 04:30:00	ES	Futures	803.35	804.53	801.69	802.16	3647.0
2009-01-30 05:00:00	ES	Futures	802.4	802.64	798.84	802.16	7408.0
2009-01-30 05:30:00	ES	Futures	802.16	803.35	801.69	802.64	3043.0
2009-01-30 06:00:00	ES	Futures	802.87	803.11	800.26	800.5	2657.0
2009-01-30 06:30:00	ES	Futures	800.5	800.97	797.89	798.37	7380.0
2009-01-30 07:00:00	ES	Futures	798.37	798.37	795.28	796.94	10340.0
2009-01-30 07:30:00	ES	Futures	796.94	797.18	790.3	791.01	26853.0
2009-01-30 08:00:00	ES	Futures	791.25	795.76	791.01	793.86	26617.0
2009-01-30 08:30:00	ES	Futures	793.86	803.11	793.86	801.45	104503.0
2009-01-30 09:00:00	ES	Futures	801.45	802.4	797.42	802.16	39575.0
2009-01-30 09:30:00	ES	Futures	802.16	804.77	795.05	795.28	175973.0
2009-01-30 10:00:00	ES	Futures	795.05	796.23	788.64	789.12	187410.0
2009-01-30 10:30:00	ES	Futures	788.88	789.83	786.03	788.88	176660.0
2009-01-30 11:00:00	ES	Futures	788.88	791.49	782.95	783.9	169036.0
2009-01-30 11:30:00	ES	Futures	783.9	788.17	783.66	786.98	104495.0
2009-01-30 12:00:00	ES	Futures	787.22	790.06	784.85	789.12	83569.0
2009-01-30 12:30:00	ES	Futures	789.35	791.49	787.46	791.01	74738.0
2009-01-30 13:00:00	ES	Futures	790.78	794.81	785.8	787.93	143653.0
2009-01-30 13:30:00	ES	Futures	788.17	788.17	781.05	785.8	167797.0
2009-01-30 14:00:00	ES	Futures	786.03	789.35	783.9	787.93	112546.0
2009-01-30 14:30:00	ES	Futures	787.93	789.83	782.47	784.61	103715.0
2009-01-30 15:00:00	ES	Futures	784.37	786.98	778.44	778.68	159933.0
2009-01-30 15:30:00	ES	Futures	778.44	782.47	775.6	780.34	357583.0
2009-01-30 16:00:00	ES	Futures	780.34	784.37	779.63	783.42	136191.0
2009-01-30 00:00:00	NQ	Futures	1365.31	1365.88	1365.03	1365.03	35.0
2009-01-30 00:30:00	NQ	Futures	1364.75	1366.16	1364.75	1366.16	31.0
2009-01-30 01:00:00	NQ	Futures	1366.16	1366.16	1365.59	1365.59	21.0
2009-01-30 01:30:00	NQ	Futures	1366.44	1367.0	1365.88	1365.88	48.0
2009-01-30 02:00:00	NQ	Futures	1366.72	1367.29	1364.46	1364.46	272.0
2009-01-30 02:30:00	NQ	Futures	1364.75	1367.57	1364.75	1366.16	136.0
2009-01-30 03:00:00	NQ	Futures	1366.72	1368.13	1358.82	1359.66	857.0
2009-01-30 03:30:00	NQ	Futures	1359.38	1367.0	1358.25	1367.0	807.0
2009-01-30 04:00:00	NQ	Futures	1367.29	1370.96	1365.31	1369.26	1090.0
2009-01-30 04:30:00	NQ	Futures	1369.55	1371.24	1366.44	1367.0	430.0
2009-01-30 05:00:00	NQ	Futures	1367.0	1367.0	1361.36	1366.44	462.0
2009-01-30 05:30:00	NQ	Futures	1366.16	1368.13	1365.31	1367.0	177.0
2009-01-30 06:00:00	NQ	Futures	1366.16	1367.29	1362.49	1362.49	70.0
2009-01-30 06:30:00	NQ	Futures	1363.05	1365.31	1359.95	1360.23	374.0
2009-01-30 07:00:00	NQ	Futures	1360.51	1360.51	1353.73	1357.12	712.0
2009-01-30 07:30:00	NQ	Futures	1357.4	1357.4	1348.09	1349.5	1476.0
2009-01-30 08:00:00	NQ	Futures	1349.78	1355.14	1349.78	1352.6	2135.0

> showing 50 of 1,931 rows — these rows as CSV

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