PREVIEW / futures_30min / 2009-02-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-23.parquet
  size:    69 KB
  rows:    2,271

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
2009-02-23 00:00:00	ES	Futures	738.6	739.07	736.93	738.83	1002.0
2009-02-23 00:30:00	ES	Futures	739.07	739.31	738.36	739.31	916.0
2009-02-23 01:00:00	ES	Futures	739.31	739.78	738.6	739.54	684.0
2009-02-23 01:30:00	ES	Futures	739.31	739.54	737.65	737.65	1050.0
2009-02-23 02:00:00	ES	Futures	737.88	743.1	737.65	742.15	7500.0
2009-02-23 02:30:00	ES	Futures	742.15	746.19	741.92	744.05	8990.0
2009-02-23 03:00:00	ES	Futures	743.81	745.24	742.15	744.29	13481.0
2009-02-23 03:30:00	ES	Futures	744.52	745.0	741.2	741.44	9160.0
2009-02-23 04:00:00	ES	Futures	741.44	743.1	740.49	740.97	5752.0
2009-02-23 04:30:00	ES	Futures	740.97	744.05	740.97	743.34	5656.0
2009-02-23 05:00:00	ES	Futures	743.34	744.76	743.1	743.58	5132.0
2009-02-23 05:30:00	ES	Futures	743.58	743.58	739.31	739.78	7980.0
2009-02-23 06:00:00	ES	Futures	740.02	740.73	738.12	738.6	6197.0
2009-02-23 06:30:00	ES	Futures	738.6	740.49	737.17	739.07	6771.0
2009-02-23 07:00:00	ES	Futures	738.83	739.07	735.27	735.51	14010.0
2009-02-23 07:30:00	ES	Futures	735.27	736.93	732.67	735.99	17638.0
2009-02-23 08:00:00	ES	Futures	735.99	739.54	735.51	737.17	22817.0
2009-02-23 08:30:00	ES	Futures	737.17	740.97	737.17	740.26	19044.0
2009-02-23 09:00:00	ES	Futures	740.26	740.49	737.17	737.88	28839.0
2009-02-23 09:30:00	ES	Futures	737.88	738.12	729.82	731.24	254212.0
2009-02-23 10:00:00	ES	Futures	731.24	731.95	725.08	726.5	204455.0
2009-02-23 10:30:00	ES	Futures	726.5	726.74	719.62	719.86	202014.0
2009-02-23 11:00:00	ES	Futures	719.86	723.18	719.62	721.76	146434.0
2009-02-23 11:30:00	ES	Futures	721.76	721.76	717.01	718.43	124960.0
2009-02-23 12:00:00	ES	Futures	718.2	718.67	716.3	717.25	98158.0
2009-02-23 12:30:00	ES	Futures	717.01	717.25	709.9	710.37	134933.0
2009-02-23 13:00:00	ES	Futures	710.13	715.11	709.9	713.22	141522.0
2009-02-23 13:30:00	ES	Futures	713.22	715.83	711.56	712.5	140300.0
2009-02-23 14:00:00	ES	Futures	712.5	718.2	710.61	717.96	168857.0
2009-02-23 14:30:00	ES	Futures	717.96	718.43	707.05	707.05	183342.0
2009-02-23 15:00:00	ES	Futures	707.05	711.32	703.49	706.34	224444.0
2009-02-23 15:30:00	ES	Futures	706.34	710.37	703.02	704.68	325943.0
2009-02-23 16:00:00	ES	Futures	704.68	707.29	701.83	706.81	145737.0
2009-02-23 16:30:00	ES	Futures	706.81	707.05	705.15	706.1	8673.0
2009-02-23 17:00:00	ES	Futures	706.1	708.0	705.86	707.52	2835.0
2009-02-23 18:00:00	ES	Futures	707.76	708.95	706.81	708.24	3862.0
2009-02-23 18:30:00	ES	Futures	708.0	708.47	706.58	706.58	1949.0
2009-02-23 19:00:00	ES	Futures	706.34	709.18	706.34	708.24	3039.0
2009-02-23 19:30:00	ES	Futures	708.24	710.13	708.0	708.71	2602.0
2009-02-23 20:00:00	ES	Futures	708.95	710.61	708.24	710.37	1959.0
2009-02-23 20:30:00	ES	Futures	710.37	711.32	708.47	708.71	2513.0
2009-02-23 21:00:00	ES	Futures	708.71	710.13	707.76	709.66	1736.0
2009-02-23 21:30:00	ES	Futures	709.9	710.37	706.1	707.05	2459.0
2009-02-23 22:00:00	ES	Futures	707.29	708.24	706.81	708.0	1041.0
2009-02-23 22:30:00	ES	Futures	708.0	709.18	707.52	708.47	1030.0
2009-02-23 23:00:00	ES	Futures	708.71	710.13	708.71	710.13	1700.0
2009-02-23 23:30:00	ES	Futures	710.37	710.61	708.24	708.47	1669.0
2009-02-23 00:00:00	NQ	Futures	1339.61	1339.61	1335.94	1339.05	27.0
2009-02-23 00:30:00	NQ	Futures	1339.05	1340.46	1338.48	1339.33	39.0
2009-02-23 01:00:00	NQ	Futures	1339.33	1340.46	1339.33	1340.46	33.0

> showing 50 of 2,271 rows — these rows as CSV

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