PREVIEW / futures_30min / 2009-03-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-03.parquet
  size:    67 KB
  rows:    2,318

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
2009-03-03 00:00:00	ES	Futures	677.64	678.59	675.98	675.98	3445.0
2009-03-03 00:30:00	ES	Futures	675.98	677.16	675.74	676.45	2764.0
2009-03-03 01:00:00	ES	Futures	676.45	677.16	674.79	677.16	3963.0
2009-03-03 01:30:00	ES	Futures	676.93	677.4	675.74	676.69	3667.0
2009-03-03 02:00:00	ES	Futures	676.45	677.16	675.5	676.22	6098.0
2009-03-03 02:30:00	ES	Futures	675.98	677.88	674.08	676.93	6657.0
2009-03-03 03:00:00	ES	Futures	676.93	677.88	675.98	676.93	13978.0
2009-03-03 03:30:00	ES	Futures	676.69	678.59	675.74	677.64	11272.0
2009-03-03 04:00:00	ES	Futures	677.4	678.35	676.22	676.22	6692.0
2009-03-03 04:30:00	ES	Futures	676.45	676.45	670.76	671.47	16506.0
2009-03-03 05:00:00	ES	Futures	671.23	672.18	669.34	669.81	12574.0
2009-03-03 05:30:00	ES	Futures	669.57	672.89	669.57	671.71	8538.0
2009-03-03 06:00:00	ES	Futures	671.71	673.13	670.52	670.76	4821.0
2009-03-03 06:30:00	ES	Futures	670.76	670.76	667.2	669.81	15159.0
2009-03-03 07:00:00	ES	Futures	669.81	674.79	669.81	673.13	14515.0
2009-03-03 07:30:00	ES	Futures	673.13	674.56	671.23	671.23	19932.0
2009-03-03 08:00:00	ES	Futures	671.23	676.93	670.52	675.98	39995.0
2009-03-03 08:30:00	ES	Futures	675.98	677.88	674.32	675.74	38753.0
2009-03-03 09:00:00	ES	Futures	675.98	677.4	673.61	674.56	41125.0
2009-03-03 09:30:00	ES	Futures	674.56	675.5	668.63	670.76	249382.0
2009-03-03 10:00:00	ES	Futures	670.76	672.89	665.78	669.34	253826.0
2009-03-03 10:30:00	ES	Futures	669.34	671.95	664.59	665.54	197619.0
2009-03-03 11:00:00	ES	Futures	665.54	667.2	657.0	661.04	281630.0
2009-03-03 11:30:00	ES	Futures	661.04	661.51	655.82	657.0	149358.0
2009-03-03 12:00:00	ES	Futures	657.0	666.97	656.77	665.78	158524.0
2009-03-03 12:30:00	ES	Futures	665.78	666.02	660.32	661.27	138580.0
2009-03-03 13:00:00	ES	Futures	661.27	664.12	658.66	659.85	103541.0
2009-03-03 13:30:00	ES	Futures	659.85	664.59	657.0	662.93	181616.0
2009-03-03 14:00:00	ES	Futures	662.93	669.1	662.46	667.2	200247.0
2009-03-03 14:30:00	ES	Futures	667.2	673.13	666.49	671.47	245743.0
2009-03-03 15:00:00	ES	Futures	671.47	671.47	660.56	661.51	219399.0
2009-03-03 15:30:00	ES	Futures	661.51	663.88	657.71	659.61	268914.0
2009-03-03 16:00:00	ES	Futures	659.61	660.09	653.45	654.16	129527.0
2009-03-03 16:30:00	ES	Futures	655.11	655.34	646.57	650.6	24112.0
2009-03-03 17:00:00	ES	Futures	650.6	651.31	649.65	650.6	1952.0
2009-03-03 18:00:00	ES	Futures	650.84	653.21	650.36	652.97	3294.0
2009-03-03 18:30:00	ES	Futures	652.97	654.87	652.26	654.39	1954.0
2009-03-03 19:00:00	ES	Futures	654.39	655.58	654.16	654.87	2971.0
2009-03-03 19:30:00	ES	Futures	654.87	655.11	652.26	653.21	3100.0
2009-03-03 20:00:00	ES	Futures	653.21	653.68	651.31	651.55	2264.0
2009-03-03 20:30:00	ES	Futures	651.79	656.05	651.79	655.82	2764.0
2009-03-03 21:00:00	ES	Futures	655.82	657.0	654.63	656.77	3748.0
2009-03-03 21:30:00	ES	Futures	656.77	657.48	656.53	657.0	1563.0
2009-03-03 22:00:00	ES	Futures	657.0	657.48	656.53	657.24	1314.0
2009-03-03 22:30:00	ES	Futures	657.24	660.32	657.24	659.38	6792.0
2009-03-03 23:00:00	ES	Futures	659.61	660.32	658.43	660.32	2040.0
2009-03-03 23:30:00	ES	Futures	660.32	660.56	658.9	659.61	1704.0
2009-03-03 00:00:00	NQ	Futures	1238.24	1238.52	1234.29	1235.13	262.0
2009-03-03 00:30:00	NQ	Futures	1235.13	1237.67	1235.13	1236.54	46.0
2009-03-03 01:00:00	NQ	Futures	1235.98	1237.39	1234.29	1237.11	54.0

> showing 50 of 2,318 rows — these rows as CSV

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