PREVIEW / futures_30min / 2009-02-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-20.parquet
  size:    59 KB
  rows:    1,886

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
2009-02-20 00:00:00	ES	Futures	733.38	733.38	731.48	732.19	3682.0
2009-02-20 00:30:00	ES	Futures	732.19	733.61	731.48	733.14	1099.0
2009-02-20 01:00:00	ES	Futures	733.14	733.14	731.48	731.95	1052.0
2009-02-20 01:30:00	ES	Futures	731.95	733.61	731.48	732.19	1556.0
2009-02-20 02:00:00	ES	Futures	732.43	733.61	731.48	732.9	3743.0
2009-02-20 02:30:00	ES	Futures	733.14	734.09	731.72	732.43	2856.0
2009-02-20 03:00:00	ES	Futures	732.43	734.33	728.63	730.53	24698.0
2009-02-20 03:30:00	ES	Futures	730.53	730.53	726.97	730.06	16173.0
2009-02-20 04:00:00	ES	Futures	730.06	730.29	728.16	729.58	7260.0
2009-02-20 04:30:00	ES	Futures	729.58	730.29	725.08	727.21	17556.0
2009-02-20 05:00:00	ES	Futures	727.21	727.68	725.79	727.45	6357.0
2009-02-20 05:30:00	ES	Futures	727.45	729.58	726.26	727.21	7344.0
2009-02-20 06:00:00	ES	Futures	727.21	729.58	727.21	728.87	5498.0
2009-02-20 06:30:00	ES	Futures	728.87	730.06	727.92	728.16	5934.0
2009-02-20 07:00:00	ES	Futures	728.16	728.87	726.26	726.97	10517.0
2009-02-20 07:30:00	ES	Futures	726.74	727.21	724.13	726.74	14928.0
2009-02-20 08:00:00	ES	Futures	726.5	727.45	725.08	726.74	19548.0
2009-02-20 08:30:00	ES	Futures	726.74	729.58	725.08	725.79	28008.0
2009-02-20 09:00:00	ES	Futures	725.55	725.79	722.23	723.42	54507.0
2009-02-20 09:30:00	ES	Futures	723.42	731.01	722.94	729.82	290024.0
2009-02-20 10:00:00	ES	Futures	729.82	734.56	727.45	730.53	241391.0
2009-02-20 10:30:00	ES	Futures	730.77	732.9	725.79	726.97	169367.0
2009-02-20 11:00:00	ES	Futures	726.74	728.16	721.28	723.42	171000.0
2009-02-20 11:30:00	ES	Futures	723.18	725.55	721.04	723.42	153396.0
2009-02-20 12:00:00	ES	Futures	723.65	728.63	723.18	725.31	113554.0
2009-02-20 12:30:00	ES	Futures	725.31	726.02	717.72	719.38	150862.0
2009-02-20 13:00:00	ES	Futures	719.38	719.86	713.93	717.49	199403.0
2009-02-20 13:30:00	ES	Futures	717.49	722.47	716.54	720.81	137416.0
2009-02-20 14:00:00	ES	Futures	720.81	734.33	718.2	727.45	313031.0
2009-02-20 14:30:00	ES	Futures	727.45	738.83	726.5	732.9	324936.0
2009-02-20 15:00:00	ES	Futures	732.67	732.9	725.79	726.74	195393.0
2009-02-20 15:30:00	ES	Futures	726.74	731.24	724.13	730.06	299828.0
2009-02-20 16:00:00	ES	Futures	730.06	730.77	726.97	730.53	110800.0
2009-02-20 00:00:00	NQ	Futures	1314.2	1314.48	1310.53	1311.38	99.0
2009-02-20 00:30:00	NQ	Futures	1311.38	1314.48	1310.53	1313.35	79.0
2009-02-20 01:00:00	NQ	Futures	1311.66	1311.94	1311.09	1311.94	52.0
2009-02-20 01:30:00	NQ	Futures	1311.94	1312.79	1311.38	1312.51	62.0
2009-02-20 02:00:00	NQ	Futures	1311.94	1313.63	1311.09	1312.51	78.0
2009-02-20 02:30:00	NQ	Futures	1312.22	1315.05	1311.94	1312.22	113.0
2009-02-20 03:00:00	NQ	Futures	1313.07	1315.05	1306.01	1308.55	1278.0
2009-02-20 03:30:00	NQ	Futures	1308.55	1309.4	1304.03	1308.83	1088.0
2009-02-20 04:00:00	NQ	Futures	1308.83	1308.83	1304.03	1305.73	655.0
2009-02-20 04:30:00	NQ	Futures	1305.45	1306.86	1299.23	1302.06	876.0
2009-02-20 05:00:00	NQ	Futures	1302.06	1303.47	1299.23	1301.49	772.0
2009-02-20 05:30:00	NQ	Futures	1301.21	1307.14	1301.21	1303.19	722.0
2009-02-20 06:00:00	NQ	Futures	1303.47	1306.58	1302.9	1304.32	617.0
2009-02-20 06:30:00	NQ	Futures	1304.03	1306.29	1303.75	1303.75	390.0
2009-02-20 07:00:00	NQ	Futures	1303.75	1305.73	1301.49	1303.75	909.0
2009-02-20 07:30:00	NQ	Futures	1303.47	1304.88	1300.08	1304.03	1348.0
2009-02-20 08:00:00	NQ	Futures	1304.03	1306.01	1301.21	1305.16	1752.0

> showing 50 of 1,886 rows — these rows as CSV

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