PREVIEW / futures_30min / 2009-02-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-12.parquet
  size:    67 KB
  rows:    2,303

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
2009-02-12 00:00:00	ES	Futures	787.22	787.46	785.08	785.32	941.0
2009-02-12 00:30:00	ES	Futures	785.56	786.03	785.08	785.32	1308.0
2009-02-12 01:00:00	ES	Futures	785.32	787.46	785.08	787.22	1822.0
2009-02-12 01:30:00	ES	Futures	786.98	787.69	786.27	786.98	535.0
2009-02-12 02:00:00	ES	Futures	786.98	787.69	786.27	787.46	1213.0
2009-02-12 02:30:00	ES	Futures	787.46	787.69	785.8	786.03	1250.0
2009-02-12 03:00:00	ES	Futures	786.03	786.74	782.24	783.19	12285.0
2009-02-12 03:30:00	ES	Futures	783.42	783.42	779.87	781.76	12298.0
2009-02-12 04:00:00	ES	Futures	781.76	782.0	779.87	781.76	7567.0
2009-02-12 04:30:00	ES	Futures	781.76	782.47	780.81	781.76	3566.0
2009-02-12 05:00:00	ES	Futures	781.76	782.0	778.44	780.1	10214.0
2009-02-12 05:30:00	ES	Futures	780.34	780.58	778.44	779.15	8373.0
2009-02-12 06:00:00	ES	Futures	779.15	781.76	778.44	781.53	7469.0
2009-02-12 06:30:00	ES	Futures	781.53	782.71	780.1	780.81	6025.0
2009-02-12 07:00:00	ES	Futures	780.81	782.47	780.1	782.0	7005.0
2009-02-12 07:30:00	ES	Futures	782.0	782.47	778.92	779.39	6608.0
2009-02-12 08:00:00	ES	Futures	779.63	780.81	777.97	779.63	22206.0
2009-02-12 08:30:00	ES	Futures	779.63	783.66	779.63	781.29	49175.0
2009-02-12 09:00:00	ES	Futures	781.29	781.29	773.22	775.12	85310.0
2009-02-12 09:30:00	ES	Futures	775.12	775.83	768.72	770.14	296426.0
2009-02-12 10:00:00	ES	Futures	770.14	773.94	766.82	772.99	240601.0
2009-02-12 10:30:00	ES	Futures	772.99	777.02	770.62	775.36	203946.0
2009-02-12 11:00:00	ES	Futures	775.6	776.78	770.38	773.94	172476.0
2009-02-12 11:30:00	ES	Futures	773.7	780.1	773.7	776.54	177027.0
2009-02-12 12:00:00	ES	Futures	776.54	782.71	776.07	782.0	134467.0
2009-02-12 12:30:00	ES	Futures	782.0	782.71	778.21	778.44	97808.0
2009-02-12 13:00:00	ES	Futures	778.68	779.39	773.46	774.88	158457.0
2009-02-12 13:30:00	ES	Futures	774.88	776.31	771.33	775.36	156771.0
2009-02-12 14:00:00	ES	Futures	775.36	777.26	771.56	772.28	144048.0
2009-02-12 14:30:00	ES	Futures	772.28	773.7	765.63	767.06	201652.0
2009-02-12 15:00:00	ES	Futures	767.29	781.53	764.21	781.05	339136.0
2009-02-12 15:30:00	ES	Futures	781.29	791.01	777.02	789.59	471849.0
2009-02-12 16:00:00	ES	Futures	789.83	793.86	788.4	792.2	123101.0
2009-02-12 16:30:00	ES	Futures	792.2	792.91	792.2	792.2	10768.0
2009-02-12 17:00:00	ES	Futures	792.44	793.15	792.2	792.2	1386.0
2009-02-12 18:00:00	ES	Futures	791.72	793.62	791.49	793.15	3203.0
2009-02-12 18:30:00	ES	Futures	793.15	793.15	790.54	790.54	2688.0
2009-02-12 19:00:00	ES	Futures	790.54	791.01	789.59	790.78	2093.0
2009-02-12 19:30:00	ES	Futures	791.01	791.01	790.06	790.06	931.0
2009-02-12 20:00:00	ES	Futures	790.3	790.78	789.83	790.3	1371.0
2009-02-12 20:30:00	ES	Futures	790.06	790.3	789.59	790.06	757.0
2009-02-12 21:00:00	ES	Futures	790.06	791.96	789.59	791.72	1472.0
2009-02-12 21:30:00	ES	Futures	791.49	792.91	791.49	791.96	862.0
2009-02-12 22:00:00	ES	Futures	791.96	792.91	791.96	792.67	584.0
2009-02-12 22:30:00	ES	Futures	792.44	795.76	792.44	795.05	2867.0
2009-02-12 23:00:00	ES	Futures	795.05	795.28	793.86	795.05	981.0
2009-02-12 23:30:00	ES	Futures	795.05	795.52	794.33	795.28	626.0
2009-02-12 00:00:00	NQ	Futures	1378.58	1380.56	1376.61	1376.61	34.0
2009-02-12 00:30:00	NQ	Futures	1376.32	1377.45	1376.32	1377.45	14.0
2009-02-12 01:00:00	NQ	Futures	1377.45	1380.56	1376.61	1380.28	125.0

> showing 50 of 2,303 rows — these rows as CSV

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