PREVIEW / futures_30min / 2009-02-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-04.parquet
  size:    68 KB
  rows:    2,302

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
2009-02-04 00:00:00	ES	Futures	792.67	793.15	791.49	791.72	748.0
2009-02-04 00:30:00	ES	Futures	791.49	792.2	790.78	791.49	717.0
2009-02-04 01:00:00	ES	Futures	791.49	791.49	790.06	791.01	655.0
2009-02-04 01:30:00	ES	Futures	790.78	792.44	790.54	790.78	863.0
2009-02-04 02:00:00	ES	Futures	791.01	792.2	790.3	791.01	2721.0
2009-02-04 02:30:00	ES	Futures	790.78	790.78	788.4	789.59	3564.0
2009-02-04 03:00:00	ES	Futures	789.59	789.59	786.51	788.64	11440.0
2009-02-04 03:30:00	ES	Futures	788.88	791.25	788.4	789.12	7161.0
2009-02-04 04:00:00	ES	Futures	789.12	791.49	788.64	790.54	6296.0
2009-02-04 04:30:00	ES	Futures	790.54	793.62	790.06	792.91	6600.0
2009-02-04 05:00:00	ES	Futures	792.67	795.05	792.44	794.57	8576.0
2009-02-04 05:30:00	ES	Futures	794.57	794.57	791.96	792.2	4843.0
2009-02-04 06:00:00	ES	Futures	792.2	792.2	788.88	790.54	7061.0
2009-02-04 06:30:00	ES	Futures	790.54	790.78	788.88	790.3	5996.0
2009-02-04 07:00:00	ES	Futures	790.06	790.78	789.12	789.35	4941.0
2009-02-04 07:30:00	ES	Futures	789.35	792.44	789.35	791.49	8609.0
2009-02-04 08:00:00	ES	Futures	791.25	794.1	790.3	792.44	17397.0
2009-02-04 08:30:00	ES	Futures	792.44	797.65	792.44	793.62	31256.0
2009-02-04 09:00:00	ES	Futures	793.86	796.47	791.72	795.76	33905.0
2009-02-04 09:30:00	ES	Futures	795.76	800.97	791.96	800.26	195233.0
2009-02-04 10:00:00	ES	Futures	800.26	805.24	800.03	803.35	189879.0
2009-02-04 10:30:00	ES	Futures	803.11	805.96	801.21	803.35	149223.0
2009-02-04 11:00:00	ES	Futures	803.58	804.06	800.03	800.97	121442.0
2009-02-04 11:30:00	ES	Futures	800.97	802.16	799.08	799.79	79494.0
2009-02-04 12:00:00	ES	Futures	799.79	801.45	797.42	798.13	78740.0
2009-02-04 12:30:00	ES	Futures	797.89	800.74	796.71	797.42	68965.0
2009-02-04 13:00:00	ES	Futures	797.42	798.13	794.81	797.89	98692.0
2009-02-04 13:30:00	ES	Futures	797.89	798.37	785.08	788.88	268372.0
2009-02-04 14:00:00	ES	Futures	788.64	789.12	783.66	786.03	187803.0
2009-02-04 14:30:00	ES	Futures	785.8	791.25	784.37	790.06	172359.0
2009-02-04 15:00:00	ES	Futures	790.06	791.01	785.56	787.69	167281.0
2009-02-04 15:30:00	ES	Futures	787.69	789.59	786.03	786.03	162432.0
2009-02-04 16:00:00	ES	Futures	786.03	789.12	785.8	786.98	77690.0
2009-02-04 16:30:00	ES	Futures	787.93	787.93	783.66	784.13	5218.0
2009-02-04 17:00:00	ES	Futures	783.9	784.85	781.76	783.19	6717.0
2009-02-04 18:00:00	ES	Futures	782.71	783.66	782.24	783.19	2126.0
2009-02-04 18:30:00	ES	Futures	783.42	784.13	782.95	783.9	1342.0
2009-02-04 19:00:00	ES	Futures	783.9	784.13	781.05	781.53	2302.0
2009-02-04 19:30:00	ES	Futures	781.53	782.24	781.29	781.76	1505.0
2009-02-04 20:00:00	ES	Futures	782.0	782.24	781.05	781.53	892.0
2009-02-04 20:30:00	ES	Futures	781.53	782.95	781.53	782.71	1278.0
2009-02-04 21:00:00	ES	Futures	782.71	783.42	782.24	782.47	1123.0
2009-02-04 21:30:00	ES	Futures	782.24	783.42	782.24	782.71	742.0
2009-02-04 22:00:00	ES	Futures	782.71	784.37	782.71	784.13	1811.0
2009-02-04 22:30:00	ES	Futures	783.9	785.56	783.9	785.32	1770.0
2009-02-04 23:00:00	ES	Futures	785.08	786.51	784.61	785.56	2362.0
2009-02-04 23:30:00	ES	Futures	785.56	786.03	782.95	783.42	960.0
2009-02-04 00:00:00	NQ	Futures	1369.55	1370.39	1367.29	1367.29	65.0
2009-02-04 00:30:00	NQ	Futures	1367.0	1367.85	1365.31	1366.16	97.0
2009-02-04 01:00:00	NQ	Futures	1366.16	1366.16	1364.46	1365.03	47.0

> showing 50 of 2,302 rows — these rows as CSV

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