PREVIEW / futures_30min / 2009-02-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-10.parquet
  size:    70 KB
  rows:    2,323

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
2009-02-10 00:00:00	ES	Futures	809.28	809.99	808.09	809.04	3220.0
2009-02-10 00:30:00	ES	Futures	808.8	810.94	808.8	810.94	1774.0
2009-02-10 01:00:00	ES	Futures	810.7	812.12	809.99	811.41	1786.0
2009-02-10 01:30:00	ES	Futures	811.41	814.02	811.17	814.02	1458.0
2009-02-10 02:00:00	ES	Futures	813.55	814.49	813.07	814.49	2213.0
2009-02-10 02:30:00	ES	Futures	814.26	814.49	811.65	813.55	3167.0
2009-02-10 03:00:00	ES	Futures	813.55	814.97	812.36	812.83	9068.0
2009-02-10 03:30:00	ES	Futures	813.07	813.07	808.09	809.28	14583.0
2009-02-10 04:00:00	ES	Futures	809.04	810.7	808.09	810.23	6212.0
2009-02-10 04:30:00	ES	Futures	810.23	811.41	809.04	809.75	5319.0
2009-02-10 05:00:00	ES	Futures	809.75	810.94	808.8	810.23	4777.0
2009-02-10 05:30:00	ES	Futures	810.23	812.6	810.23	811.17	4325.0
2009-02-10 06:00:00	ES	Futures	811.41	811.89	810.7	811.17	2007.0
2009-02-10 06:30:00	ES	Futures	811.17	813.78	810.94	812.83	5152.0
2009-02-10 07:00:00	ES	Futures	812.6	818.76	812.36	815.92	19290.0
2009-02-10 07:30:00	ES	Futures	815.68	819.24	815.44	818.29	9983.0
2009-02-10 08:00:00	ES	Futures	818.53	818.53	816.39	816.87	11464.0
2009-02-10 08:30:00	ES	Futures	816.87	818.76	812.12	812.6	30408.0
2009-02-10 09:00:00	ES	Futures	812.6	815.68	811.89	814.26	37679.0
2009-02-10 09:30:00	ES	Futures	814.26	821.61	813.31	817.34	206179.0
2009-02-10 10:00:00	ES	Futures	817.58	819.48	809.51	810.23	217843.0
2009-02-10 10:30:00	ES	Futures	810.23	813.78	809.75	813.07	151736.0
2009-02-10 11:00:00	ES	Futures	813.07	818.29	799.55	803.58	447624.0
2009-02-10 11:30:00	ES	Futures	803.58	803.82	789.12	794.1	391882.0
2009-02-10 12:00:00	ES	Futures	794.1	796.23	791.96	793.38	133698.0
2009-02-10 12:30:00	ES	Futures	793.38	797.18	791.25	795.52	94843.0
2009-02-10 13:00:00	ES	Futures	795.28	795.76	784.13	786.51	191411.0
2009-02-10 13:30:00	ES	Futures	786.51	789.83	785.32	786.74	103394.0
2009-02-10 14:00:00	ES	Futures	786.74	789.59	782.95	783.19	133738.0
2009-02-10 14:30:00	ES	Futures	783.19	786.27	780.81	781.53	187757.0
2009-02-10 15:00:00	ES	Futures	781.53	785.8	778.68	781.53	209818.0
2009-02-10 15:30:00	ES	Futures	781.29	786.98	777.49	782.71	376784.0
2009-02-10 16:00:00	ES	Futures	782.71	785.56	782.71	784.37	116626.0
2009-02-10 16:30:00	ES	Futures	784.13	785.32	783.66	784.61	4794.0
2009-02-10 17:00:00	ES	Futures	784.61	785.32	783.9	784.13	1303.0
2009-02-10 18:00:00	ES	Futures	785.08	787.46	784.61	786.27	2757.0
2009-02-10 18:30:00	ES	Futures	786.27	786.98	786.03	786.51	823.0
2009-02-10 19:00:00	ES	Futures	786.51	788.64	786.03	788.4	3188.0
2009-02-10 19:30:00	ES	Futures	788.4	789.12	786.74	787.22	2776.0
2009-02-10 20:00:00	ES	Futures	787.46	788.17	785.56	785.56	2263.0
2009-02-10 20:30:00	ES	Futures	785.8	788.4	785.08	788.4	2403.0
2009-02-10 21:00:00	ES	Futures	788.17	788.4	785.8	786.03	1329.0
2009-02-10 21:30:00	ES	Futures	786.27	786.74	785.56	786.03	1058.0
2009-02-10 22:00:00	ES	Futures	786.03	786.98	785.08	785.8	917.0
2009-02-10 22:30:00	ES	Futures	785.8	786.98	785.32	786.27	624.0
2009-02-10 23:00:00	ES	Futures	786.51	787.22	786.03	786.51	891.0
2009-02-10 23:30:00	ES	Futures	786.51	787.46	785.8	787.22	521.0
2009-02-10 00:00:00	NQ	Futures	1428.85	1430.26	1426.87	1427.72	119.0
2009-02-10 00:30:00	NQ	Futures	1427.72	1431.95	1427.15	1430.54	79.0
2009-02-10 01:00:00	NQ	Futures	1429.98	1431.67	1429.41	1429.98	39.0

> showing 50 of 2,323 rows — these rows as CSV

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