PREVIEW / futures_30min / 2009-02-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-16.parquet
  size:    46 KB
  rows:    1,538

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
2009-02-16 00:00:00	ES	Futures	770.85	772.75	770.38	772.51	869.0
2009-02-16 00:30:00	ES	Futures	772.75	772.99	772.04	772.51	576.0
2009-02-16 01:00:00	ES	Futures	772.51	772.75	771.8	772.51	341.0
2009-02-16 01:30:00	ES	Futures	772.51	773.22	771.8	772.99	795.0
2009-02-16 02:00:00	ES	Futures	773.22	774.65	772.75	774.17	2858.0
2009-02-16 02:30:00	ES	Futures	773.94	775.6	773.7	774.65	3389.0
2009-02-16 03:00:00	ES	Futures	774.88	776.54	773.7	775.12	11305.0
2009-02-16 03:30:00	ES	Futures	775.12	776.54	774.17	775.36	6852.0
2009-02-16 04:00:00	ES	Futures	775.6	776.78	774.41	775.36	3357.0
2009-02-16 04:30:00	ES	Futures	775.12	776.07	774.17	774.41	1999.0
2009-02-16 05:00:00	ES	Futures	774.17	774.88	772.28	772.75	4018.0
2009-02-16 05:30:00	ES	Futures	772.51	774.41	772.51	774.17	2315.0
2009-02-16 06:00:00	ES	Futures	774.41	774.88	773.94	774.41	1739.0
2009-02-16 06:30:00	ES	Futures	774.41	775.83	774.17	775.36	3041.0
2009-02-16 07:00:00	ES	Futures	775.12	775.36	773.7	774.17	1023.0
2009-02-16 07:30:00	ES	Futures	773.94	775.12	773.94	774.17	1087.0
2009-02-16 08:00:00	ES	Futures	774.17	776.07	774.17	775.83	6678.0
2009-02-16 08:30:00	ES	Futures	775.83	776.07	773.46	774.41	7455.0
2009-02-16 09:00:00	ES	Futures	774.65	775.6	773.94	774.41	3517.0
2009-02-16 09:30:00	ES	Futures	774.17	775.12	772.28	772.75	5679.0
2009-02-16 10:00:00	ES	Futures	772.99	772.99	770.62	770.85	9122.0
2009-02-16 10:30:00	ES	Futures	770.85	772.04	769.43	770.14	5149.0
2009-02-16 11:00:00	ES	Futures	769.9	770.38	766.82	767.29	10801.0
2009-02-16 18:00:00	ES	Futures	767.77	769.43	767.77	768.95	3836.0
2009-02-16 18:30:00	ES	Futures	768.95	769.19	768.48	768.95	996.0
2009-02-16 19:00:00	ES	Futures	769.19	770.14	768.24	768.48	1846.0
2009-02-16 19:30:00	ES	Futures	768.48	770.38	768.48	770.14	910.0
2009-02-16 20:00:00	ES	Futures	770.14	770.62	766.58	767.77	3121.0
2009-02-16 20:30:00	ES	Futures	767.77	768.01	764.69	765.16	3878.0
2009-02-16 21:00:00	ES	Futures	765.16	765.87	764.69	765.4	1249.0
2009-02-16 21:30:00	ES	Futures	765.4	766.11	765.16	765.4	781.0
2009-02-16 22:00:00	ES	Futures	765.4	766.11	764.21	765.87	1977.0
2009-02-16 22:30:00	ES	Futures	765.87	765.87	764.45	765.16	1028.0
2009-02-16 23:00:00	ES	Futures	764.92	766.11	764.92	765.4	833.0
2009-02-16 23:30:00	ES	Futures	765.4	765.87	764.69	765.4	758.0
2009-02-16 00:00:00	NQ	Futures	1376.04	1378.3	1376.04	1378.02	79.0
2009-02-16 00:30:00	NQ	Futures	1378.3	1379.43	1377.74	1379.43	140.0
2009-02-16 01:00:00	NQ	Futures	1378.86	1379.43	1378.58	1379.43	16.0
2009-02-16 01:30:00	NQ	Futures	1379.43	1380.84	1378.58	1380.28	83.0
2009-02-16 02:00:00	NQ	Futures	1380.84	1383.1	1380.56	1381.41	75.0
2009-02-16 02:30:00	NQ	Futures	1382.25	1383.67	1381.97	1382.54	103.0
2009-02-16 03:00:00	NQ	Futures	1382.54	1384.79	1379.43	1380.28	838.0
2009-02-16 03:30:00	NQ	Futures	1380.28	1382.54	1378.58	1380.84	600.0
2009-02-16 04:00:00	NQ	Futures	1381.12	1382.25	1378.86	1381.69	165.0
2009-02-16 04:30:00	NQ	Futures	1381.41	1382.54	1380.56	1381.97	320.0
2009-02-16 05:00:00	NQ	Futures	1382.25	1382.82	1379.99	1380.28	532.0
2009-02-16 05:30:00	NQ	Futures	1380.56	1383.1	1380.56	1382.54	147.0
2009-02-16 06:00:00	NQ	Futures	1382.54	1383.95	1382.54	1382.82	159.0
2009-02-16 06:30:00	NQ	Futures	1383.1	1384.51	1381.69	1383.38	189.0
2009-02-16 07:00:00	NQ	Futures	1383.1	1383.1	1380.84	1381.41	96.0

> showing 50 of 1,538 rows — these rows as CSV

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