PREVIEW / futures_30min / 2009-02-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-26.parquet
  size:    67 KB
  rows:    2,297

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
2009-02-26 00:00:00	ES	Futures	724.84	725.08	721.76	722.7	2665.0
2009-02-26 00:30:00	ES	Futures	722.7	725.31	722.7	724.6	2186.0
2009-02-26 01:00:00	ES	Futures	724.36	725.79	724.13	724.6	833.0
2009-02-26 01:30:00	ES	Futures	724.36	724.6	722.23	722.94	1868.0
2009-02-26 02:00:00	ES	Futures	722.94	726.97	722.7	726.26	4329.0
2009-02-26 02:30:00	ES	Futures	726.26	728.87	726.02	728.16	5245.0
2009-02-26 03:00:00	ES	Futures	728.16	730.77	727.45	730.29	17728.0
2009-02-26 03:30:00	ES	Futures	730.29	734.8	728.87	733.85	18869.0
2009-02-26 04:00:00	ES	Futures	734.09	734.09	730.53	731.01	7071.0
2009-02-26 04:30:00	ES	Futures	731.24	731.48	727.21	729.58	12019.0
2009-02-26 05:00:00	ES	Futures	729.58	730.29	726.5	727.68	7119.0
2009-02-26 05:30:00	ES	Futures	727.68	728.63	724.84	726.02	10284.0
2009-02-26 06:00:00	ES	Futures	726.02	730.53	725.79	730.29	11248.0
2009-02-26 06:30:00	ES	Futures	730.29	733.85	730.06	731.01	14770.0
2009-02-26 07:00:00	ES	Futures	731.24	734.33	730.06	732.67	10252.0
2009-02-26 07:30:00	ES	Futures	732.67	737.88	731.72	736.22	25179.0
2009-02-26 08:00:00	ES	Futures	736.46	736.7	732.43	734.33	25032.0
2009-02-26 08:30:00	ES	Futures	733.61	734.33	730.06	733.61	44565.0
2009-02-26 09:00:00	ES	Futures	733.85	735.75	732.67	733.85	30731.0
2009-02-26 09:30:00	ES	Futures	733.85	735.75	728.87	733.38	199678.0
2009-02-26 10:00:00	ES	Futures	733.38	737.17	730.53	736.22	208358.0
2009-02-26 10:30:00	ES	Futures	736.22	739.07	733.14	737.41	186347.0
2009-02-26 11:00:00	ES	Futures	737.41	738.12	731.72	732.43	156492.0
2009-02-26 11:30:00	ES	Futures	732.43	733.14	728.16	731.01	105790.0
2009-02-26 12:00:00	ES	Futures	731.01	732.67	725.08	726.26	92942.0
2009-02-26 12:30:00	ES	Futures	726.02	729.58	725.31	727.21	72506.0
2009-02-26 13:00:00	ES	Futures	727.21	727.68	721.28	725.08	134682.0
2009-02-26 13:30:00	ES	Futures	725.08	728.87	723.65	726.97	101799.0
2009-02-26 14:00:00	ES	Futures	727.21	728.16	722.94	726.74	89939.0
2009-02-26 14:30:00	ES	Futures	726.74	726.97	716.3	718.2	194700.0
2009-02-26 15:00:00	ES	Futures	717.96	718.2	711.79	714.4	283073.0
2009-02-26 15:30:00	ES	Futures	714.17	719.62	712.27	713.22	260700.0
2009-02-26 16:00:00	ES	Futures	713.22	714.64	712.03	713.45	105360.0
2009-02-26 16:30:00	ES	Futures	713.69	714.64	712.5	713.45	4831.0
2009-02-26 17:00:00	ES	Futures	713.45	714.17	712.5	712.74	2465.0
2009-02-26 18:00:00	ES	Futures	712.98	713.45	712.27	712.5	2214.0
2009-02-26 18:30:00	ES	Futures	712.74	713.93	712.03	713.69	1867.0
2009-02-26 19:00:00	ES	Futures	713.93	713.93	711.56	712.5	3649.0
2009-02-26 19:30:00	ES	Futures	712.27	713.69	711.79	713.45	2434.0
2009-02-26 20:00:00	ES	Futures	713.69	715.35	713.22	714.4	2422.0
2009-02-26 20:30:00	ES	Futures	714.64	715.59	714.4	714.88	1920.0
2009-02-26 21:00:00	ES	Futures	715.11	715.83	713.69	715.59	1427.0
2009-02-26 21:30:00	ES	Futures	715.35	716.06	714.64	715.35	866.0
2009-02-26 22:00:00	ES	Futures	715.11	715.35	712.98	713.69	983.0
2009-02-26 22:30:00	ES	Futures	713.69	716.3	712.5	714.64	4206.0
2009-02-26 23:00:00	ES	Futures	714.64	716.3	714.64	715.35	2682.0
2009-02-26 23:30:00	ES	Futures	715.11	716.3	714.64	714.88	2043.0
2009-02-26 00:00:00	NQ	Futures	1307.42	1307.42	1301.77	1303.47	67.0
2009-02-26 00:30:00	NQ	Futures	1304.03	1307.99	1303.75	1306.29	48.0
2009-02-26 01:00:00	NQ	Futures	1306.86	1309.4	1306.01	1307.14	90.0

> showing 50 of 2,297 rows — these rows as CSV

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