PREVIEW / futures_30min / 2009-02-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-09.parquet
  size:    68 KB
  rows:    2,311

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
2009-02-09 00:00:00	ES	Futures	812.36	812.83	810.23	810.94	2246.0
2009-02-09 00:30:00	ES	Futures	810.7	810.94	809.28	809.51	2872.0
2009-02-09 01:00:00	ES	Futures	809.28	811.65	809.04	810.94	3319.0
2009-02-09 01:30:00	ES	Futures	810.94	811.89	810.94	811.65	1300.0
2009-02-09 02:00:00	ES	Futures	811.41	814.26	809.75	813.55	4005.0
2009-02-09 02:30:00	ES	Futures	813.31	814.26	812.83	813.31	3365.0
2009-02-09 03:00:00	ES	Futures	813.07	814.49	810.94	814.26	8429.0
2009-02-09 03:30:00	ES	Futures	814.26	814.49	811.17	812.12	6500.0
2009-02-09 04:00:00	ES	Futures	812.12	813.55	809.75	813.07	6179.0
2009-02-09 04:30:00	ES	Futures	812.83	815.68	811.65	815.21	6479.0
2009-02-09 05:00:00	ES	Futures	815.44	815.92	813.78	814.26	4625.0
2009-02-09 05:30:00	ES	Futures	814.26	815.68	812.83	814.97	3759.0
2009-02-09 06:00:00	ES	Futures	814.97	816.63	814.73	816.63	5113.0
2009-02-09 06:30:00	ES	Futures	816.39	816.87	816.15	816.39	4043.0
2009-02-09 07:00:00	ES	Futures	816.39	817.82	816.15	816.63	7603.0
2009-02-09 07:30:00	ES	Futures	816.63	817.1	813.55	814.49	10730.0
2009-02-09 08:00:00	ES	Futures	814.49	818.53	814.02	816.63	25700.0
2009-02-09 08:30:00	ES	Futures	816.63	818.76	815.92	818.53	24101.0
2009-02-09 09:00:00	ES	Futures	818.53	821.61	818.29	820.9	26867.0
2009-02-09 09:30:00	ES	Futures	820.66	822.08	817.34	820.42	197517.0
2009-02-09 10:00:00	ES	Futures	820.42	820.66	814.97	817.82	156603.0
2009-02-09 10:30:00	ES	Futures	817.82	828.25	817.1	827.78	189309.0
2009-02-09 11:00:00	ES	Futures	827.54	827.78	823.03	823.74	113402.0
2009-02-09 11:30:00	ES	Futures	823.98	824.46	820.19	822.32	92255.0
2009-02-09 12:00:00	ES	Futures	822.08	824.69	820.66	824.46	64285.0
2009-02-09 12:30:00	ES	Futures	824.46	826.12	821.85	825.4	66065.0
2009-02-09 13:00:00	ES	Futures	825.17	826.59	823.51	823.51	72162.0
2009-02-09 13:30:00	ES	Futures	823.74	823.74	819.24	822.56	108288.0
2009-02-09 14:00:00	ES	Futures	822.56	823.03	816.87	817.82	82250.0
2009-02-09 14:30:00	ES	Futures	817.82	819.71	816.39	819.0	83860.0
2009-02-09 15:00:00	ES	Futures	819.0	824.93	817.34	824.46	126898.0
2009-02-09 15:30:00	ES	Futures	824.46	825.88	820.9	822.8	162662.0
2009-02-09 16:00:00	ES	Futures	822.8	823.03	820.19	820.66	55203.0
2009-02-09 16:30:00	ES	Futures	819.95	820.42	818.05	818.53	4505.0
2009-02-09 17:00:00	ES	Futures	818.29	818.76	817.1	818.29	2193.0
2009-02-09 18:00:00	ES	Futures	818.05	818.76	815.92	816.63	3427.0
2009-02-09 18:30:00	ES	Futures	816.63	818.29	816.39	817.1	1251.0
2009-02-09 19:00:00	ES	Futures	817.1	817.58	812.6	812.83	5916.0
2009-02-09 19:30:00	ES	Futures	812.83	812.83	809.51	810.94	7943.0
2009-02-09 20:00:00	ES	Futures	811.17	811.17	808.09	810.23	5937.0
2009-02-09 20:30:00	ES	Futures	809.99	811.89	808.56	811.89	4295.0
2009-02-09 21:00:00	ES	Futures	811.89	812.6	810.94	812.36	2988.0
2009-02-09 21:30:00	ES	Futures	812.36	815.44	811.65	815.44	3144.0
2009-02-09 22:00:00	ES	Futures	815.21	815.21	812.6	813.55	1978.0
2009-02-09 22:30:00	ES	Futures	813.55	813.55	810.94	812.6	1810.0
2009-02-09 23:00:00	ES	Futures	812.36	812.6	809.04	809.04	2897.0
2009-02-09 23:30:00	ES	Futures	809.28	811.41	808.8	809.28	1899.0
2009-02-09 00:00:00	NQ	Futures	1424.89	1425.46	1422.92	1422.92	192.0
2009-02-09 00:30:00	NQ	Futures	1423.76	1424.05	1421.5	1421.5	84.0
2009-02-09 01:00:00	NQ	Futures	1421.5	1424.33	1420.94	1424.05	193.0

> showing 50 of 2,311 rows — these rows as CSV

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