PREVIEW / futures_30min / 2009-02-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-02.parquet
  size:    70 KB
  rows:    2,355

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
2009-02-02 00:00:00	ES	Futures	776.78	777.97	776.31	777.73	859.0
2009-02-02 00:30:00	ES	Futures	777.73	778.21	776.54	777.73	988.0
2009-02-02 01:00:00	ES	Futures	777.97	779.15	777.73	778.68	1177.0
2009-02-02 01:30:00	ES	Futures	778.44	778.68	775.12	775.6	1961.0
2009-02-02 02:00:00	ES	Futures	775.83	775.83	771.09	771.56	4927.0
2009-02-02 02:30:00	ES	Futures	771.8	774.17	771.8	773.46	2651.0
2009-02-02 03:00:00	ES	Futures	773.7	775.36	771.09	773.46	14477.0
2009-02-02 03:30:00	ES	Futures	773.7	775.6	770.62	770.85	10009.0
2009-02-02 04:00:00	ES	Futures	770.85	771.09	767.29	769.19	18415.0
2009-02-02 04:30:00	ES	Futures	769.19	769.67	765.16	766.82	12494.0
2009-02-02 05:00:00	ES	Futures	766.82	769.43	766.58	767.77	6259.0
2009-02-02 05:30:00	ES	Futures	767.77	768.24	764.92	766.58	6348.0
2009-02-02 06:00:00	ES	Futures	766.35	768.95	766.35	768.48	4003.0
2009-02-02 06:30:00	ES	Futures	768.72	770.85	767.29	770.62	7227.0
2009-02-02 07:00:00	ES	Futures	770.62	772.04	769.19	769.43	9156.0
2009-02-02 07:30:00	ES	Futures	769.19	770.38	766.58	768.48	11712.0
2009-02-02 08:00:00	ES	Futures	768.48	770.38	766.58	767.06	16241.0
2009-02-02 08:30:00	ES	Futures	767.06	769.67	765.4	767.29	33718.0
2009-02-02 09:00:00	ES	Futures	767.29	770.14	765.87	769.9	25072.0
2009-02-02 09:30:00	ES	Futures	769.67	771.8	767.29	770.62	162361.0
2009-02-02 10:00:00	ES	Futures	770.62	779.63	770.38	777.02	206730.0
2009-02-02 10:30:00	ES	Futures	777.26	778.92	773.7	775.6	131476.0
2009-02-02 11:00:00	ES	Futures	775.6	775.83	772.28	774.41	90834.0
2009-02-02 11:30:00	ES	Futures	774.41	778.44	773.94	777.02	124415.0
2009-02-02 12:00:00	ES	Futures	776.78	780.81	776.78	779.63	104818.0
2009-02-02 12:30:00	ES	Futures	779.39	784.85	779.39	783.19	116500.0
2009-02-02 13:00:00	ES	Futures	783.19	783.66	776.31	777.26	100503.0
2009-02-02 13:30:00	ES	Futures	777.26	779.39	773.22	773.94	95962.0
2009-02-02 14:00:00	ES	Futures	773.94	775.83	771.56	772.99	105703.0
2009-02-02 14:30:00	ES	Futures	773.22	774.65	771.09	771.8	99176.0
2009-02-02 15:00:00	ES	Futures	771.8	778.92	771.09	778.68	122873.0
2009-02-02 15:30:00	ES	Futures	778.92	785.08	778.92	779.63	224958.0
2009-02-02 16:00:00	ES	Futures	779.15	779.87	777.97	779.63	61724.0
2009-02-02 16:30:00	ES	Futures	779.63	779.87	778.68	778.92	2233.0
2009-02-02 17:00:00	ES	Futures	778.92	779.63	778.68	779.15	1673.0
2009-02-02 18:00:00	ES	Futures	778.92	779.15	777.02	777.02	2290.0
2009-02-02 18:30:00	ES	Futures	777.02	778.92	776.31	778.68	1960.0
2009-02-02 19:00:00	ES	Futures	778.92	780.58	778.68	780.34	1740.0
2009-02-02 19:30:00	ES	Futures	780.34	780.81	780.1	780.81	846.0
2009-02-02 20:00:00	ES	Futures	780.81	782.24	780.58	781.76	2147.0
2009-02-02 20:30:00	ES	Futures	781.76	782.71	781.76	782.0	1424.0
2009-02-02 21:00:00	ES	Futures	782.0	784.85	781.29	784.13	4614.0
2009-02-02 21:30:00	ES	Futures	784.13	784.85	782.95	783.42	2311.0
2009-02-02 22:00:00	ES	Futures	783.42	785.32	783.19	784.13	1699.0
2009-02-02 22:30:00	ES	Futures	784.13	787.22	783.9	786.27	3458.0
2009-02-02 23:00:00	ES	Futures	786.51	786.98	783.66	784.37	2331.0
2009-02-02 23:30:00	ES	Futures	784.61	784.85	782.24	782.71	1429.0
2009-02-02 00:00:00	NQ	Futures	1326.34	1328.04	1326.06	1328.04	34.0
2009-02-02 00:30:00	NQ	Futures	1327.47	1328.88	1325.78	1328.88	45.0
2009-02-02 01:00:00	NQ	Futures	1327.47	1330.58	1327.47	1329.73	21.0

> showing 50 of 2,355 rows — these rows as CSV

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