PREVIEW / futures_30min / 2009-02-25

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-25.parquet
  size:    68 KB
  rows:    2,280

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
2009-02-25 00:00:00	ES	Futures	725.08	726.97	724.84	726.5	2205.0
2009-02-25 00:30:00	ES	Futures	726.74	727.45	726.26	726.74	1274.0
2009-02-25 01:00:00	ES	Futures	726.74	728.63	726.74	728.4	1058.0
2009-02-25 01:30:00	ES	Futures	728.4	728.4	726.26	726.5	1412.0
2009-02-25 02:00:00	ES	Futures	726.26	730.06	726.02	730.06	4651.0
2009-02-25 02:30:00	ES	Futures	730.06	731.24	729.82	730.77	5145.0
2009-02-25 03:00:00	ES	Futures	730.77	731.01	727.21	729.11	10099.0
2009-02-25 03:30:00	ES	Futures	729.11	729.82	726.5	727.92	8823.0
2009-02-25 04:00:00	ES	Futures	727.92	727.92	725.31	726.74	7266.0
2009-02-25 04:30:00	ES	Futures	726.97	730.53	726.97	730.53	6733.0
2009-02-25 05:00:00	ES	Futures	730.53	731.48	729.11	729.34	6436.0
2009-02-25 05:30:00	ES	Futures	729.34	731.72	729.34	729.82	5105.0
2009-02-25 06:00:00	ES	Futures	729.82	732.43	729.34	729.58	6446.0
2009-02-25 06:30:00	ES	Futures	729.58	729.82	723.89	725.08	17913.0
2009-02-25 07:00:00	ES	Futures	725.08	727.21	723.65	725.79	13226.0
2009-02-25 07:30:00	ES	Futures	725.79	728.63	725.79	727.92	13805.0
2009-02-25 08:00:00	ES	Futures	727.68	730.29	726.97	727.45	20969.0
2009-02-25 08:30:00	ES	Futures	727.45	728.63	724.13	726.02	20948.0
2009-02-25 09:00:00	ES	Futures	725.79	728.63	724.84	727.21	23694.0
2009-02-25 09:30:00	ES	Futures	727.21	729.34	721.76	722.47	259413.0
2009-02-25 10:00:00	ES	Futures	722.47	722.47	714.17	719.62	302924.0
2009-02-25 10:30:00	ES	Futures	719.62	720.33	712.74	714.88	204943.0
2009-02-25 11:00:00	ES	Futures	714.88	721.52	714.64	720.57	155141.0
2009-02-25 11:30:00	ES	Futures	720.57	726.02	718.43	719.62	205254.0
2009-02-25 12:00:00	ES	Futures	719.38	721.28	716.06	716.77	133157.0
2009-02-25 12:30:00	ES	Futures	716.54	718.67	713.93	717.25	130824.0
2009-02-25 13:00:00	ES	Futures	717.25	721.52	716.54	718.2	123679.0
2009-02-25 13:30:00	ES	Futures	717.96	731.24	717.96	729.58	201235.0
2009-02-25 14:00:00	ES	Futures	729.58	731.01	718.43	725.08	341526.0
2009-02-25 14:30:00	ES	Futures	725.31	731.01	722.23	727.92	199006.0
2009-02-25 15:00:00	ES	Futures	728.16	739.54	726.97	737.41	280314.0
2009-02-25 15:30:00	ES	Futures	737.17	738.83	723.89	724.6	301777.0
2009-02-25 16:00:00	ES	Futures	724.6	726.26	721.28	722.94	115258.0
2009-02-25 16:30:00	ES	Futures	721.99	723.42	721.76	721.99	6663.0
2009-02-25 17:00:00	ES	Futures	721.99	726.02	721.99	724.84	5504.0
2009-02-25 18:00:00	ES	Futures	725.08	725.55	723.65	723.89	2158.0
2009-02-25 18:30:00	ES	Futures	723.89	724.84	723.65	724.36	886.0
2009-02-25 19:00:00	ES	Futures	724.36	728.4	723.89	727.92	5094.0
2009-02-25 19:30:00	ES	Futures	727.92	729.82	727.68	729.34	3438.0
2009-02-25 20:00:00	ES	Futures	729.11	729.82	728.4	728.63	1726.0
2009-02-25 20:30:00	ES	Futures	728.63	729.58	726.97	729.11	1764.0
2009-02-25 21:00:00	ES	Futures	729.11	729.11	726.02	727.92	1550.0
2009-02-25 21:30:00	ES	Futures	727.68	727.68	726.26	726.26	706.0
2009-02-25 22:00:00	ES	Futures	726.74	727.45	723.89	724.13	2115.0
2009-02-25 22:30:00	ES	Futures	724.13	724.6	721.52	724.6	3750.0
2009-02-25 23:00:00	ES	Futures	724.6	726.02	723.89	725.55	1484.0
2009-02-25 23:30:00	ES	Futures	725.31	725.79	724.6	725.08	625.0
2009-02-25 00:00:00	NQ	Futures	1308.55	1310.81	1307.14	1309.96	122.0
2009-02-25 00:30:00	NQ	Futures	1310.25	1312.79	1310.25	1310.53	66.0
2009-02-25 01:00:00	NQ	Futures	1311.94	1313.35	1311.66	1313.07	16.0

> showing 50 of 2,280 rows — these rows as CSV

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