PREVIEW / futures_30min / 2009-02-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-17.parquet
  size:    68 KB
  rows:    2,292

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
2009-02-17 00:00:00	ES	Futures	765.16	766.35	764.92	765.63	997.0
2009-02-17 00:30:00	ES	Futures	765.87	766.35	765.87	766.11	580.0
2009-02-17 01:00:00	ES	Futures	766.11	766.35	765.63	765.87	505.0
2009-02-17 01:30:00	ES	Futures	765.87	766.35	765.16	765.63	1465.0
2009-02-17 02:00:00	ES	Futures	765.63	765.87	763.26	763.97	7471.0
2009-02-17 02:30:00	ES	Futures	763.97	764.45	761.84	762.79	8053.0
2009-02-17 03:00:00	ES	Futures	762.79	763.97	761.13	762.55	16504.0
2009-02-17 03:30:00	ES	Futures	762.55	764.45	762.08	763.26	7502.0
2009-02-17 04:00:00	ES	Futures	763.03	763.26	760.42	761.13	14365.0
2009-02-17 04:30:00	ES	Futures	761.13	764.21	760.65	763.74	6592.0
2009-02-17 05:00:00	ES	Futures	763.74	765.4	763.74	764.45	6203.0
2009-02-17 05:30:00	ES	Futures	764.45	764.69	763.5	764.45	4720.0
2009-02-17 06:00:00	ES	Futures	764.45	764.92	763.03	763.03	5918.0
2009-02-17 06:30:00	ES	Futures	763.03	764.21	760.18	760.65	22919.0
2009-02-17 07:00:00	ES	Futures	760.89	763.5	760.65	761.84	11768.0
2009-02-17 07:30:00	ES	Futures	761.84	764.21	761.36	763.97	13161.0
2009-02-17 08:00:00	ES	Futures	763.74	765.16	762.08	762.08	20511.0
2009-02-17 08:30:00	ES	Futures	762.08	763.03	751.88	752.35	94584.0
2009-02-17 09:00:00	ES	Futures	752.35	756.62	752.11	755.91	48950.0
2009-02-17 09:30:00	ES	Futures	755.91	760.42	746.42	751.17	415281.0
2009-02-17 10:00:00	ES	Futures	751.17	754.96	749.74	752.11	210406.0
2009-02-17 10:30:00	ES	Futures	752.35	756.62	750.93	754.72	207402.0
2009-02-17 11:00:00	ES	Futures	754.96	755.44	751.88	752.83	119683.0
2009-02-17 11:30:00	ES	Futures	752.83	753.06	748.56	749.98	126021.0
2009-02-17 12:00:00	ES	Futures	749.98	752.35	747.61	750.22	112430.0
2009-02-17 12:30:00	ES	Futures	749.98	752.59	749.98	752.11	94770.0
2009-02-17 13:00:00	ES	Futures	752.11	752.59	747.13	748.79	122100.0
2009-02-17 13:30:00	ES	Futures	748.56	754.96	747.13	750.93	153919.0
2009-02-17 14:00:00	ES	Futures	750.93	754.25	749.51	750.45	119954.0
2009-02-17 14:30:00	ES	Futures	750.45	755.91	749.51	751.4	150195.0
2009-02-17 15:00:00	ES	Futures	751.17	753.78	747.61	749.03	180140.0
2009-02-17 15:30:00	ES	Futures	749.27	758.76	746.42	746.9	419586.0
2009-02-17 16:00:00	ES	Futures	746.66	747.85	745.24	745.47	132467.0
2009-02-17 16:30:00	ES	Futures	746.42	746.66	745.47	745.95	5258.0
2009-02-17 17:00:00	ES	Futures	745.95	746.9	745.24	746.42	3186.0
2009-02-17 18:00:00	ES	Futures	746.66	747.13	745.71	746.42	3553.0
2009-02-17 18:30:00	ES	Futures	746.19	746.19	745.47	746.19	934.0
2009-02-17 19:00:00	ES	Futures	746.19	747.61	746.19	746.9	1995.0
2009-02-17 19:30:00	ES	Futures	747.13	748.56	747.13	748.32	2389.0
2009-02-17 20:00:00	ES	Futures	748.32	749.27	747.85	749.27	2502.0
2009-02-17 20:30:00	ES	Futures	749.27	749.74	748.56	749.51	1668.0
2009-02-17 21:00:00	ES	Futures	749.74	750.45	748.79	749.51	2280.0
2009-02-17 21:30:00	ES	Futures	749.51	749.51	747.13	747.61	1671.0
2009-02-17 22:00:00	ES	Futures	747.61	748.79	746.9	748.08	1211.0
2009-02-17 22:30:00	ES	Futures	748.08	750.45	747.85	749.27	1545.0
2009-02-17 23:00:00	ES	Futures	749.51	749.98	748.08	748.56	902.0
2009-02-17 23:30:00	ES	Futures	748.56	748.56	747.37	748.08	876.0
2009-02-17 00:00:00	NQ	Futures	1362.49	1362.77	1362.49	1362.77	7.0
2009-02-17 00:30:00	NQ	Futures	1363.62	1363.62	1363.05	1363.05	5.0
2009-02-17 01:00:00	NQ	Futures	1363.33	1364.18	1363.33	1364.18	8.0

> showing 50 of 2,292 rows — these rows as CSV

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