PREVIEW / futures_30min / 2009-02-18

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-18.parquet
  size:    67 KB
  rows:    2,289

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
2009-02-18 00:00:00	ES	Futures	747.85	749.27	747.61	748.79	1105.0
2009-02-18 00:30:00	ES	Futures	749.03	749.51	748.08	749.03	627.0
2009-02-18 01:00:00	ES	Futures	749.03	751.88	749.03	751.17	2836.0
2009-02-18 01:30:00	ES	Futures	750.93	753.06	750.45	752.11	3300.0
2009-02-18 02:00:00	ES	Futures	751.88	752.35	750.93	751.64	3676.0
2009-02-18 02:30:00	ES	Futures	751.64	754.01	751.4	754.01	6948.0
2009-02-18 03:00:00	ES	Futures	754.01	754.25	750.45	752.83	11678.0
2009-02-18 03:30:00	ES	Futures	753.06	753.78	750.69	751.17	7349.0
2009-02-18 04:00:00	ES	Futures	750.93	751.64	747.13	748.56	12434.0
2009-02-18 04:30:00	ES	Futures	748.79	748.79	746.42	747.37	13831.0
2009-02-18 05:00:00	ES	Futures	747.13	748.32	744.52	747.85	12330.0
2009-02-18 05:30:00	ES	Futures	747.85	749.27	747.37	748.32	6697.0
2009-02-18 06:00:00	ES	Futures	748.32	749.27	746.9	748.79	5998.0
2009-02-18 06:30:00	ES	Futures	748.79	751.64	748.79	750.69	7633.0
2009-02-18 07:00:00	ES	Futures	750.69	750.69	748.56	749.98	7680.0
2009-02-18 07:30:00	ES	Futures	749.98	750.22	748.08	748.32	8354.0
2009-02-18 08:00:00	ES	Futures	748.56	750.69	748.32	749.98	12915.0
2009-02-18 08:30:00	ES	Futures	749.74	752.59	748.79	752.35	20663.0
2009-02-18 09:00:00	ES	Futures	752.35	755.44	751.17	752.35	44498.0
2009-02-18 09:30:00	ES	Futures	752.35	752.83	744.76	745.24	276574.0
2009-02-18 10:00:00	ES	Futures	745.24	746.66	738.12	742.63	324353.0
2009-02-18 10:30:00	ES	Futures	742.63	747.61	742.39	743.81	213614.0
2009-02-18 11:00:00	ES	Futures	743.58	751.4	741.68	749.74	196885.0
2009-02-18 11:30:00	ES	Futures	749.74	752.35	748.32	749.74	119827.0
2009-02-18 12:00:00	ES	Futures	749.74	754.01	748.56	749.74	134648.0
2009-02-18 12:30:00	ES	Futures	749.74	750.93	745.47	749.27	126801.0
2009-02-18 13:00:00	ES	Futures	749.03	751.4	744.05	746.42	128770.0
2009-02-18 13:30:00	ES	Futures	746.42	746.66	742.15	743.81	126572.0
2009-02-18 14:00:00	ES	Futures	743.58	746.66	740.49	744.76	158300.0
2009-02-18 14:30:00	ES	Futures	744.76	747.61	740.97	747.61	154001.0
2009-02-18 15:00:00	ES	Futures	747.61	749.27	743.58	744.76	224115.0
2009-02-18 15:30:00	ES	Futures	744.52	747.85	743.81	745.24	192053.0
2009-02-18 16:00:00	ES	Futures	745.24	745.95	736.7	739.31	124053.0
2009-02-18 16:30:00	ES	Futures	740.26	740.73	738.12	738.36	10026.0
2009-02-18 17:00:00	ES	Futures	738.12	738.6	736.7	738.36	3458.0
2009-02-18 18:00:00	ES	Futures	737.88	738.83	737.17	738.36	2351.0
2009-02-18 18:30:00	ES	Futures	738.6	740.73	738.36	740.73	2276.0
2009-02-18 19:00:00	ES	Futures	740.73	741.68	739.78	741.44	2345.0
2009-02-18 19:30:00	ES	Futures	741.44	741.68	739.78	740.26	2232.0
2009-02-18 20:00:00	ES	Futures	740.26	741.92	739.07	741.68	1960.0
2009-02-18 20:30:00	ES	Futures	741.68	742.39	740.02	740.26	1451.0
2009-02-18 21:00:00	ES	Futures	740.26	740.73	739.78	740.49	1168.0
2009-02-18 21:30:00	ES	Futures	740.26	741.44	740.02	740.97	1308.0
2009-02-18 22:00:00	ES	Futures	740.97	743.1	740.97	742.15	1755.0
2009-02-18 22:30:00	ES	Futures	742.39	743.58	741.68	743.34	1141.0
2009-02-18 23:00:00	ES	Futures	743.1	743.81	742.86	743.34	1052.0
2009-02-18 23:30:00	ES	Futures	743.58	743.81	742.63	743.34	834.0
2009-02-18 00:00:00	NQ	Futures	1340.18	1342.16	1339.61	1340.74	72.0
2009-02-18 00:30:00	NQ	Futures	1341.59	1342.16	1340.46	1341.59	43.0
2009-02-18 01:00:00	NQ	Futures	1341.59	1345.26	1341.59	1344.41	296.0

> showing 50 of 2,289 rows — these rows as CSV

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