PREVIEW / futures_30min / 2009-02-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-11.parquet
  size:    66 KB
  rows:    2,300

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
2009-02-11 00:00:00	ES	Futures	787.46	788.17	786.51	787.69	2120.0
2009-02-11 00:30:00	ES	Futures	787.93	788.4	786.98	788.17	1710.0
2009-02-11 01:00:00	ES	Futures	788.4	788.64	787.46	787.69	1051.0
2009-02-11 01:30:00	ES	Futures	787.46	787.69	785.32	786.74	1064.0
2009-02-11 02:00:00	ES	Futures	786.74	786.74	785.08	786.03	2754.0
2009-02-11 02:30:00	ES	Futures	786.03	789.35	785.8	787.46	5771.0
2009-02-11 03:00:00	ES	Futures	787.46	788.88	785.08	788.4	12216.0
2009-02-11 03:30:00	ES	Futures	788.4	790.3	787.69	788.4	12148.0
2009-02-11 04:00:00	ES	Futures	788.64	788.64	785.56	786.98	6986.0
2009-02-11 04:30:00	ES	Futures	787.22	789.12	785.8	787.69	4149.0
2009-02-11 05:00:00	ES	Futures	787.69	788.88	785.8	788.4	4897.0
2009-02-11 05:30:00	ES	Futures	788.17	789.12	787.46	788.17	5162.0
2009-02-11 06:00:00	ES	Futures	788.17	789.12	786.98	788.88	3485.0
2009-02-11 06:30:00	ES	Futures	788.88	789.83	784.13	784.85	12097.0
2009-02-11 07:00:00	ES	Futures	784.85	785.8	782.47	784.61	14299.0
2009-02-11 07:30:00	ES	Futures	784.61	785.56	781.05	782.24	16022.0
2009-02-11 08:00:00	ES	Futures	782.24	787.46	781.76	786.74	22079.0
2009-02-11 08:30:00	ES	Futures	786.51	788.17	785.56	786.98	16742.0
2009-02-11 09:00:00	ES	Futures	786.98	788.4	786.27	787.22	20575.0
2009-02-11 09:30:00	ES	Futures	787.22	792.67	785.56	789.83	216530.0
2009-02-11 10:00:00	ES	Futures	790.06	791.49	784.13	784.37	175575.0
2009-02-11 10:30:00	ES	Futures	784.13	789.83	782.0	788.64	184288.0
2009-02-11 11:00:00	ES	Futures	788.88	791.96	786.03	791.25	153154.0
2009-02-11 11:30:00	ES	Futures	791.25	793.38	787.69	788.4	117903.0
2009-02-11 12:00:00	ES	Futures	788.4	790.06	785.8	788.17	68388.0
2009-02-11 12:30:00	ES	Futures	787.93	790.78	785.8	786.74	100637.0
2009-02-11 13:00:00	ES	Futures	786.74	788.88	784.61	786.27	110780.0
2009-02-11 13:30:00	ES	Futures	786.51	786.51	779.15	780.58	136601.0
2009-02-11 14:00:00	ES	Futures	780.58	783.42	777.49	782.47	167965.0
2009-02-11 14:30:00	ES	Futures	782.47	791.49	781.53	790.3	212955.0
2009-02-11 15:00:00	ES	Futures	790.3	792.91	787.69	788.88	174520.0
2009-02-11 15:30:00	ES	Futures	788.64	790.54	783.9	789.59	189674.0
2009-02-11 16:00:00	ES	Futures	789.35	789.59	787.69	788.4	74725.0
2009-02-11 16:30:00	ES	Futures	788.4	791.01	788.17	790.06	3837.0
2009-02-11 17:00:00	ES	Futures	790.3	790.54	789.59	790.3	1422.0
2009-02-11 18:00:00	ES	Futures	789.59	790.3	788.88	789.59	1722.0
2009-02-11 18:30:00	ES	Futures	789.59	790.06	787.46	787.69	2395.0
2009-02-11 19:00:00	ES	Futures	787.93	788.4	785.56	786.74	2862.0
2009-02-11 19:30:00	ES	Futures	786.74	789.12	786.27	788.88	2652.0
2009-02-11 20:00:00	ES	Futures	788.88	789.35	787.46	788.17	1187.0
2009-02-11 20:30:00	ES	Futures	788.17	788.4	787.22	787.93	1175.0
2009-02-11 21:00:00	ES	Futures	787.93	788.64	786.98	787.22	1336.0
2009-02-11 21:30:00	ES	Futures	787.22	787.46	786.03	786.51	848.0
2009-02-11 22:00:00	ES	Futures	786.74	787.22	786.03	786.51	1312.0
2009-02-11 22:30:00	ES	Futures	786.51	786.51	784.85	785.08	2442.0
2009-02-11 23:00:00	ES	Futures	785.32	786.98	785.32	786.51	1043.0
2009-02-11 23:30:00	ES	Futures	786.27	787.46	786.27	787.22	787.0
2009-02-11 00:00:00	NQ	Futures	1395.53	1395.81	1394.96	1395.81	121.0
2009-02-11 00:30:00	NQ	Futures	1395.81	1395.81	1394.68	1395.81	336.0
2009-02-11 01:00:00	NQ	Futures	1395.81	1395.81	1394.96	1394.96	97.0

> showing 50 of 2,300 rows — these rows as CSV

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