PREVIEW / futures_30min / 2009-02-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-05.parquet
  size:    70 KB
  rows:    2,395

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
2009-02-05 00:00:00	ES	Futures	783.42	783.66	781.29	781.76	1467.0
2009-02-05 00:30:00	ES	Futures	781.76	782.71	781.05	781.53	2053.0
2009-02-05 01:00:00	ES	Futures	781.53	782.24	780.81	781.29	1229.0
2009-02-05 01:30:00	ES	Futures	781.29	782.71	780.81	782.47	1012.0
2009-02-05 02:00:00	ES	Futures	782.71	784.13	782.24	784.13	1939.0
2009-02-05 02:30:00	ES	Futures	784.13	784.61	781.76	781.76	3199.0
2009-02-05 03:00:00	ES	Futures	782.0	783.9	780.81	783.9	9689.0
2009-02-05 03:30:00	ES	Futures	783.66	786.03	783.19	785.32	6772.0
2009-02-05 04:00:00	ES	Futures	785.32	786.51	782.95	784.13	4549.0
2009-02-05 04:30:00	ES	Futures	784.37	786.74	783.42	784.61	5413.0
2009-02-05 05:00:00	ES	Futures	784.37	786.03	784.37	786.03	3185.0
2009-02-05 05:30:00	ES	Futures	785.8	787.93	785.8	786.27	6874.0
2009-02-05 06:00:00	ES	Futures	786.27	787.46	784.85	785.8	5231.0
2009-02-05 06:30:00	ES	Futures	785.8	787.69	784.61	786.03	5416.0
2009-02-05 07:00:00	ES	Futures	786.03	786.98	783.42	783.42	8320.0
2009-02-05 07:30:00	ES	Futures	783.42	783.9	780.34	782.24	18857.0
2009-02-05 08:00:00	ES	Futures	782.24	786.03	780.81	785.08	19586.0
2009-02-05 08:30:00	ES	Futures	784.61	786.03	778.44	780.58	47709.0
2009-02-05 09:00:00	ES	Futures	780.58	781.53	778.92	780.34	16426.0
2009-02-05 09:30:00	ES	Futures	780.34	783.19	775.12	775.6	227614.0
2009-02-05 10:00:00	ES	Futures	775.36	780.81	774.88	778.44	165570.0
2009-02-05 10:30:00	ES	Futures	778.21	793.62	777.02	791.01	291971.0
2009-02-05 11:00:00	ES	Futures	790.78	794.81	790.06	791.49	199674.0
2009-02-05 11:30:00	ES	Futures	791.49	796.71	791.25	796.71	151577.0
2009-02-05 12:00:00	ES	Futures	796.47	804.3	796.47	798.37	230305.0
2009-02-05 12:30:00	ES	Futures	798.37	801.21	796.23	800.26	132950.0
2009-02-05 13:00:00	ES	Futures	800.5	803.11	795.76	796.23	133266.0
2009-02-05 13:30:00	ES	Futures	796.23	800.74	795.99	797.18	130206.0
2009-02-05 14:00:00	ES	Futures	797.18	804.53	796.94	804.3	144978.0
2009-02-05 14:30:00	ES	Futures	804.3	805.48	796.47	797.42	161967.0
2009-02-05 15:00:00	ES	Futures	797.65	801.69	793.86	801.45	182889.0
2009-02-05 15:30:00	ES	Futures	801.45	802.4	798.13	798.84	170968.0
2009-02-05 16:00:00	ES	Futures	798.84	799.55	795.76	797.18	91853.0
2009-02-05 16:30:00	ES	Futures	798.13	798.37	796.47	798.13	4794.0
2009-02-05 17:00:00	ES	Futures	798.13	798.37	796.23	797.18	3556.0
2009-02-05 18:00:00	ES	Futures	797.42	797.65	796.23	796.71	1288.0
2009-02-05 18:30:00	ES	Futures	796.47	797.89	796.23	797.89	1126.0
2009-02-05 19:00:00	ES	Futures	797.89	799.79	796.47	796.71	3726.0
2009-02-05 19:30:00	ES	Futures	796.94	798.84	796.94	797.65	1264.0
2009-02-05 20:00:00	ES	Futures	797.65	798.13	796.94	797.42	1140.0
2009-02-05 20:30:00	ES	Futures	797.42	798.37	796.94	797.65	794.0
2009-02-05 21:00:00	ES	Futures	797.42	801.21	797.42	800.97	3143.0
2009-02-05 21:30:00	ES	Futures	800.97	801.21	799.31	799.55	1231.0
2009-02-05 22:00:00	ES	Futures	799.55	800.03	799.08	799.55	531.0
2009-02-05 22:30:00	ES	Futures	799.55	799.55	798.13	798.37	683.0
2009-02-05 23:00:00	ES	Futures	798.13	798.37	795.99	796.94	1570.0
2009-02-05 23:30:00	ES	Futures	796.94	797.65	796.47	796.94	510.0
2009-02-05 00:00:00	NQ	Futures	1345.26	1345.26	1340.74	1341.31	361.0
2009-02-05 00:30:00	NQ	Futures	1341.03	1341.59	1338.77	1339.05	463.0
2009-02-05 01:00:00	NQ	Futures	1340.18	1340.18	1338.48	1339.61	340.0

> showing 50 of 2,395 rows — these rows as CSV

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