PREVIEW / futures_30min / 2009-02-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-19.parquet
  size:    68 KB
  rows:    2,296

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
2009-02-19 00:00:00	ES	Futures	743.58	743.81	741.68	741.92	1356.0
2009-02-19 00:30:00	ES	Futures	741.68	742.15	741.2	742.15	752.0
2009-02-19 01:00:00	ES	Futures	741.92	742.86	741.68	741.92	725.0
2009-02-19 01:30:00	ES	Futures	741.92	742.63	741.44	742.15	496.0
2009-02-19 02:00:00	ES	Futures	742.15	744.52	742.15	744.29	3849.0
2009-02-19 02:30:00	ES	Futures	744.05	747.13	743.81	746.66	7201.0
2009-02-19 03:00:00	ES	Futures	746.66	748.08	745.24	746.66	8883.0
2009-02-19 03:30:00	ES	Futures	746.66	747.85	743.81	745.95	9852.0
2009-02-19 04:00:00	ES	Futures	745.95	748.79	744.76	748.56	11796.0
2009-02-19 04:30:00	ES	Futures	748.56	749.51	747.61	748.32	6254.0
2009-02-19 05:00:00	ES	Futures	748.32	748.79	747.13	747.85	3891.0
2009-02-19 05:30:00	ES	Futures	748.08	749.27	747.37	747.37	4898.0
2009-02-19 06:00:00	ES	Futures	747.37	748.08	745.95	746.42	6772.0
2009-02-19 06:30:00	ES	Futures	746.19	748.32	746.19	747.13	5490.0
2009-02-19 07:00:00	ES	Futures	747.13	748.32	746.42	748.08	7140.0
2009-02-19 07:30:00	ES	Futures	748.08	751.4	747.13	751.17	16851.0
2009-02-19 08:00:00	ES	Futures	751.17	751.64	748.08	749.74	22669.0
2009-02-19 08:30:00	ES	Futures	749.98	753.54	746.19	751.4	57645.0
2009-02-19 09:00:00	ES	Futures	751.64	755.44	750.93	752.83	46876.0
2009-02-19 09:30:00	ES	Futures	753.06	755.91	751.64	754.49	249557.0
2009-02-19 10:00:00	ES	Futures	754.72	754.96	748.08	749.98	207620.0
2009-02-19 10:30:00	ES	Futures	749.98	750.22	746.66	746.9	147354.0
2009-02-19 11:00:00	ES	Futures	746.9	752.11	746.19	749.03	145444.0
2009-02-19 11:30:00	ES	Futures	749.27	749.51	742.86	743.34	141569.0
2009-02-19 12:00:00	ES	Futures	743.58	744.05	740.26	742.39	128726.0
2009-02-19 12:30:00	ES	Futures	742.39	745.0	741.44	744.05	73324.0
2009-02-19 13:00:00	ES	Futures	743.81	749.27	742.39	748.56	122192.0
2009-02-19 13:30:00	ES	Futures	748.56	749.03	743.1	744.52	89947.0
2009-02-19 14:00:00	ES	Futures	744.29	746.9	741.68	743.81	100141.0
2009-02-19 14:30:00	ES	Futures	744.05	744.76	739.78	742.63	139784.0
2009-02-19 15:00:00	ES	Futures	742.39	744.29	737.17	741.2	180462.0
2009-02-19 15:30:00	ES	Futures	741.44	743.34	735.51	738.36	308999.0
2009-02-19 16:00:00	ES	Futures	738.36	739.78	735.27	739.07	107783.0
2009-02-19 16:30:00	ES	Futures	738.6	739.54	737.17	737.65	6726.0
2009-02-19 17:00:00	ES	Futures	737.65	738.83	737.41	738.6	2101.0
2009-02-19 18:00:00	ES	Futures	737.88	739.54	736.7	739.07	3959.0
2009-02-19 18:30:00	ES	Futures	738.83	739.07	737.88	738.36	801.0
2009-02-19 19:00:00	ES	Futures	738.6	739.07	737.41	737.41	1157.0
2009-02-19 19:30:00	ES	Futures	737.65	737.88	735.75	736.46	2373.0
2009-02-19 20:00:00	ES	Futures	736.46	737.17	735.99	736.46	761.0
2009-02-19 20:30:00	ES	Futures	736.7	736.7	732.67	733.38	3835.0
2009-02-19 21:00:00	ES	Futures	733.38	733.85	732.9	733.38	1191.0
2009-02-19 21:30:00	ES	Futures	733.38	733.85	732.9	733.85	1240.0
2009-02-19 22:00:00	ES	Futures	733.85	735.27	733.61	733.61	1624.0
2009-02-19 22:30:00	ES	Futures	733.61	734.8	733.38	734.56	1006.0
2009-02-19 23:00:00	ES	Futures	734.33	734.33	732.43	733.14	1660.0
2009-02-19 23:30:00	ES	Futures	733.14	734.09	732.9	733.14	1165.0
2009-02-19 00:00:00	NQ	Futures	1334.81	1334.81	1332.27	1332.84	40.0
2009-02-19 00:30:00	NQ	Futures	1332.27	1332.55	1331.14	1331.71	79.0
2009-02-19 01:00:00	NQ	Futures	1331.71	1332.84	1331.71	1332.27	8.0

> showing 50 of 2,296 rows — these rows as CSV

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