PREVIEW / futures_30min / 2009-03-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-02.parquet
  size:    68 KB
  rows:    2,288

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
2009-03-02 00:00:00	ES	Futures	685.7	685.7	683.57	684.75	2732.0
2009-03-02 00:30:00	ES	Futures	684.52	686.18	684.52	685.94	1742.0
2009-03-02 01:00:00	ES	Futures	685.94	687.36	685.7	686.65	1069.0
2009-03-02 01:30:00	ES	Futures	686.41	687.36	685.23	686.18	1354.0
2009-03-02 02:00:00	ES	Futures	686.18	687.36	684.04	684.99	7613.0
2009-03-02 02:30:00	ES	Futures	684.99	686.18	684.99	685.23	3662.0
2009-03-02 03:00:00	ES	Futures	685.23	686.89	682.86	683.09	16906.0
2009-03-02 03:30:00	ES	Futures	683.33	684.04	681.43	683.33	11901.0
2009-03-02 04:00:00	ES	Futures	683.09	685.23	681.67	683.09	9286.0
2009-03-02 04:30:00	ES	Futures	683.09	686.89	683.09	686.41	8772.0
2009-03-02 05:00:00	ES	Futures	686.41	686.41	682.15	684.04	6905.0
2009-03-02 05:30:00	ES	Futures	684.04	684.52	680.96	680.96	9647.0
2009-03-02 06:00:00	ES	Futures	681.2	682.86	678.35	679.54	17937.0
2009-03-02 06:30:00	ES	Futures	679.3	680.48	674.79	679.54	23679.0
2009-03-02 07:00:00	ES	Futures	679.3	680.01	677.16	679.06	15152.0
2009-03-02 07:30:00	ES	Futures	678.82	681.67	677.16	681.2	17830.0
2009-03-02 08:00:00	ES	Futures	680.96	681.91	679.3	680.72	23468.0
2009-03-02 08:30:00	ES	Futures	680.72	684.99	680.01	681.67	51202.0
2009-03-02 09:00:00	ES	Futures	681.67	683.57	680.72	683.09	37138.0
2009-03-02 09:30:00	ES	Futures	683.09	687.13	680.25	683.81	243430.0
2009-03-02 10:00:00	ES	Futures	683.81	686.89	679.06	680.72	222817.0
2009-03-02 10:30:00	ES	Futures	680.48	681.67	676.93	678.11	160031.0
2009-03-02 11:00:00	ES	Futures	677.88	679.54	674.08	674.56	174125.0
2009-03-02 11:30:00	ES	Futures	674.56	675.03	669.34	671.23	188964.0
2009-03-02 12:00:00	ES	Futures	671.0	673.61	669.34	672.42	149979.0
2009-03-02 12:30:00	ES	Futures	672.66	673.84	668.39	669.1	128647.0
2009-03-02 13:00:00	ES	Futures	669.1	672.18	667.44	669.1	144606.0
2009-03-02 13:30:00	ES	Futures	669.1	672.89	666.97	672.66	96438.0
2009-03-02 14:00:00	ES	Futures	672.66	674.32	669.1	670.29	116863.0
2009-03-02 14:30:00	ES	Futures	670.29	675.98	668.86	669.81	179247.0
2009-03-02 15:00:00	ES	Futures	669.81	670.52	664.83	668.15	243507.0
2009-03-02 15:30:00	ES	Futures	667.91	670.52	662.93	664.83	356803.0
2009-03-02 16:00:00	ES	Futures	665.07	669.81	663.64	669.34	151633.0
2009-03-02 16:30:00	ES	Futures	668.86	669.57	667.44	669.34	6324.0
2009-03-02 17:00:00	ES	Futures	669.1	669.81	668.39	669.34	2484.0
2009-03-02 18:00:00	ES	Futures	668.86	670.05	668.39	669.81	2212.0
2009-03-02 18:30:00	ES	Futures	669.57	670.76	669.34	669.81	1109.0
2009-03-02 19:00:00	ES	Futures	670.05	672.42	669.57	671.23	4662.0
2009-03-02 19:30:00	ES	Futures	671.47	671.47	670.76	671.23	1740.0
2009-03-02 20:00:00	ES	Futures	671.23	672.89	671.0	672.18	2384.0
2009-03-02 20:30:00	ES	Futures	672.42	675.03	671.95	674.79	5712.0
2009-03-02 21:00:00	ES	Futures	674.79	675.98	674.56	675.74	4240.0
2009-03-02 21:30:00	ES	Futures	675.5	677.16	675.03	675.74	3550.0
2009-03-02 22:00:00	ES	Futures	675.5	676.93	675.03	676.45	1845.0
2009-03-02 22:30:00	ES	Futures	676.45	678.59	675.98	678.35	4611.0
2009-03-02 23:00:00	ES	Futures	678.11	678.35	677.16	677.64	3048.0
2009-03-02 23:30:00	ES	Futures	677.88	678.35	677.16	677.64	2477.0
2009-03-02 00:00:00	NQ	Futures	1241.63	1241.63	1237.96	1239.93	182.0
2009-03-02 00:30:00	NQ	Futures	1239.37	1242.19	1239.37	1242.19	33.0
2009-03-02 01:00:00	NQ	Futures	1242.19	1243.89	1241.06	1243.89	70.0

> showing 50 of 2,288 rows — these rows as CSV

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