PREVIEW / futures_30min / 2009-02-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-13.parquet
  size:    55 KB
  rows:    1,839

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
2009-02-13 00:00:00	ES	Futures	795.28	795.76	794.1	794.57	867.0
2009-02-13 00:30:00	ES	Futures	794.33	794.33	793.15	793.86	703.0
2009-02-13 01:00:00	ES	Futures	793.62	794.1	792.67	793.62	783.0
2009-02-13 01:30:00	ES	Futures	793.62	795.05	793.38	793.38	1083.0
2009-02-13 02:00:00	ES	Futures	793.38	794.1	791.49	791.72	3088.0
2009-02-13 02:30:00	ES	Futures	791.72	793.62	790.3	792.67	3022.0
2009-02-13 03:00:00	ES	Futures	792.44	792.67	790.06	791.49	5934.0
2009-02-13 03:30:00	ES	Futures	791.25	795.99	791.25	794.33	10249.0
2009-02-13 04:00:00	ES	Futures	794.33	794.57	792.2	792.91	5766.0
2009-02-13 04:30:00	ES	Futures	792.91	797.42	792.67	795.52	9562.0
2009-02-13 05:00:00	ES	Futures	795.52	795.76	794.1	795.28	3649.0
2009-02-13 05:30:00	ES	Futures	795.52	795.52	792.44	793.15	4486.0
2009-02-13 06:00:00	ES	Futures	792.91	794.33	791.96	793.86	5169.0
2009-02-13 06:30:00	ES	Futures	793.86	793.86	790.06	791.96	5488.0
2009-02-13 07:00:00	ES	Futures	791.96	796.71	791.49	795.52	9731.0
2009-02-13 07:30:00	ES	Futures	795.52	795.76	793.86	794.33	5747.0
2009-02-13 08:00:00	ES	Futures	794.1	794.81	790.3	791.49	13985.0
2009-02-13 08:30:00	ES	Futures	791.49	791.96	786.98	786.98	26259.0
2009-02-13 09:00:00	ES	Futures	787.22	789.59	785.8	788.64	33596.0
2009-02-13 09:30:00	ES	Futures	788.4	791.01	783.66	788.17	218526.0
2009-02-13 10:00:00	ES	Futures	788.17	791.72	785.8	791.25	193377.0
2009-02-13 10:30:00	ES	Futures	791.25	794.81	791.01	792.67	159496.0
2009-02-13 11:00:00	ES	Futures	792.44	792.91	786.03	787.22	119436.0
2009-02-13 11:30:00	ES	Futures	787.22	789.59	783.66	783.66	110370.0
2009-02-13 12:00:00	ES	Futures	783.66	786.51	782.71	786.27	120335.0
2009-02-13 12:30:00	ES	Futures	786.03	786.98	780.58	782.0	84693.0
2009-02-13 13:00:00	ES	Futures	782.0	786.51	781.29	786.27	77766.0
2009-02-13 13:30:00	ES	Futures	786.27	792.67	784.85	790.78	122085.0
2009-02-13 14:00:00	ES	Futures	790.78	792.44	787.22	788.88	115503.0
2009-02-13 14:30:00	ES	Futures	788.88	790.3	786.51	788.4	95561.0
2009-02-13 15:00:00	ES	Futures	788.17	789.59	782.71	786.74	131945.0
2009-02-13 15:30:00	ES	Futures	786.51	789.59	780.81	781.05	194374.0
2009-02-13 16:00:00	ES	Futures	780.81	782.0	776.78	777.97	106598.0
2009-02-13 00:00:00	NQ	Futures	1412.75	1413.6	1409.93	1409.93	86.0
2009-02-13 00:30:00	NQ	Futures	1410.21	1410.21	1408.23	1408.51	114.0
2009-02-13 01:00:00	NQ	Futures	1408.51	1408.51	1404.56	1405.41	144.0
2009-02-13 01:30:00	NQ	Futures	1406.54	1407.95	1405.97	1406.82	96.0
2009-02-13 02:00:00	NQ	Futures	1406.54	1407.95	1404.0	1406.82	347.0
2009-02-13 02:30:00	NQ	Futures	1406.82	1409.93	1405.41	1409.08	138.0
2009-02-13 03:00:00	NQ	Futures	1409.08	1409.08	1405.69	1407.67	446.0
2009-02-13 03:30:00	NQ	Futures	1407.1	1413.6	1406.82	1411.9	783.0
2009-02-13 04:00:00	NQ	Futures	1411.9	1412.75	1409.08	1410.49	621.0
2009-02-13 04:30:00	NQ	Futures	1410.77	1416.42	1410.49	1413.88	829.0
2009-02-13 05:00:00	NQ	Futures	1413.88	1415.86	1412.47	1415.01	423.0
2009-02-13 05:30:00	NQ	Futures	1414.73	1414.73	1411.9	1412.47	523.0
2009-02-13 06:00:00	NQ	Futures	1412.47	1414.73	1409.64	1414.73	746.0
2009-02-13 06:30:00	NQ	Futures	1414.16	1414.16	1407.95	1411.06	600.0
2009-02-13 07:00:00	NQ	Futures	1411.9	1417.55	1411.06	1414.44	668.0
2009-02-13 07:30:00	NQ	Futures	1414.44	1414.73	1409.36	1410.21	815.0
2009-02-13 08:00:00	NQ	Futures	1409.93	1411.06	1403.15	1405.97	1462.0

> showing 50 of 1,839 rows — these rows as CSV

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