PREVIEW / futures_30min / 2009-02-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-03.parquet
  size:    69 KB
  rows:    2,368

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
2009-02-03 00:00:00	ES	Futures	782.71	784.37	779.63	781.05	2151.0
2009-02-03 00:30:00	ES	Futures	781.05	781.76	778.68	779.87	2154.0
2009-02-03 01:00:00	ES	Futures	779.87	780.58	778.68	779.63	946.0
2009-02-03 01:30:00	ES	Futures	779.63	782.95	779.15	781.05	1588.0
2009-02-03 02:00:00	ES	Futures	781.05	782.71	778.44	782.47	3062.0
2009-02-03 02:30:00	ES	Futures	782.47	783.19	779.63	782.0	2934.0
2009-02-03 03:00:00	ES	Futures	782.0	782.95	779.15	781.05	8101.0
2009-02-03 03:30:00	ES	Futures	780.81	784.37	780.34	782.47	5261.0
2009-02-03 04:00:00	ES	Futures	782.24	782.71	778.21	779.87	5569.0
2009-02-03 04:30:00	ES	Futures	779.87	780.81	778.21	778.68	4575.0
2009-02-03 05:00:00	ES	Futures	778.44	778.92	774.41	775.83	9624.0
2009-02-03 05:30:00	ES	Futures	775.6	776.31	774.17	774.88	6126.0
2009-02-03 06:00:00	ES	Futures	774.88	779.15	774.88	778.44	5767.0
2009-02-03 06:30:00	ES	Futures	778.44	778.44	775.36	777.26	5787.0
2009-02-03 07:00:00	ES	Futures	777.02	781.05	776.31	780.34	8148.0
2009-02-03 07:30:00	ES	Futures	780.34	783.19	778.44	780.58	12122.0
2009-02-03 08:00:00	ES	Futures	780.58	781.53	778.21	778.44	7670.0
2009-02-03 08:30:00	ES	Futures	778.44	781.76	778.21	781.29	12698.0
2009-02-03 09:00:00	ES	Futures	781.05	785.08	781.05	784.13	23473.0
2009-02-03 09:30:00	ES	Futures	784.13	785.56	776.07	778.21	224507.0
2009-02-03 10:00:00	ES	Futures	778.44	783.42	776.54	779.39	234158.0
2009-02-03 10:30:00	ES	Futures	779.39	785.08	778.44	782.24	152927.0
2009-02-03 11:00:00	ES	Futures	782.47	787.22	782.24	784.85	134700.0
2009-02-03 11:30:00	ES	Futures	785.08	785.56	781.05	781.76	84352.0
2009-02-03 12:00:00	ES	Futures	781.76	783.42	779.87	781.29	105972.0
2009-02-03 12:30:00	ES	Futures	781.29	783.9	780.1	780.1	73338.0
2009-02-03 13:00:00	ES	Futures	780.1	783.19	779.39	780.81	65732.0
2009-02-03 13:30:00	ES	Futures	780.81	784.85	780.1	782.95	84851.0
2009-02-03 14:00:00	ES	Futures	782.95	790.06	781.76	787.22	157330.0
2009-02-03 14:30:00	ES	Futures	787.46	791.72	786.98	789.59	129615.0
2009-02-03 15:00:00	ES	Futures	789.35	796.71	787.93	795.05	194085.0
2009-02-03 15:30:00	ES	Futures	795.05	795.99	790.78	791.25	206645.0
2009-02-03 16:00:00	ES	Futures	791.25	791.72	788.64	789.12	84666.0
2009-02-03 16:30:00	ES	Futures	789.12	789.83	787.46	788.88	6292.0
2009-02-03 17:00:00	ES	Futures	788.88	791.25	788.4	791.25	2475.0
2009-02-03 18:00:00	ES	Futures	790.3	791.49	790.06	790.3	1986.0
2009-02-03 18:30:00	ES	Futures	790.3	791.25	789.12	789.59	1236.0
2009-02-03 19:00:00	ES	Futures	789.35	790.78	788.88	790.3	1288.0
2009-02-03 19:30:00	ES	Futures	790.3	791.72	790.06	791.01	1075.0
2009-02-03 20:00:00	ES	Futures	791.01	791.72	790.78	791.01	996.0
2009-02-03 20:30:00	ES	Futures	790.78	791.49	790.78	791.25	428.0
2009-02-03 21:00:00	ES	Futures	791.49	792.2	790.78	791.01	1483.0
2009-02-03 21:30:00	ES	Futures	791.01	791.49	790.78	791.25	615.0
2009-02-03 22:00:00	ES	Futures	791.01	791.49	789.83	790.06	679.0
2009-02-03 22:30:00	ES	Futures	789.83	791.49	789.59	791.01	999.0
2009-02-03 23:00:00	ES	Futures	791.25	791.25	790.06	790.78	497.0
2009-02-03 23:30:00	ES	Futures	791.01	793.15	790.78	792.67	1410.0
2009-02-03 00:00:00	NQ	Futures	1348.37	1350.06	1344.7	1344.98	86.0
2009-02-03 00:30:00	NQ	Futures	1344.98	1347.8	1341.87	1343.0	154.0
2009-02-03 01:00:00	NQ	Futures	1342.72	1343.57	1340.18	1341.59	34.0

> showing 50 of 2,368 rows — these rows as CSV

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