PREVIEW / futures_30min / 2009-03-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-04.parquet
  size:    69 KB
  rows:    2,361

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
2009-03-04 00:00:00	ES	Futures	659.85	661.51	659.38	661.04	3701.0
2009-03-04 00:30:00	ES	Futures	661.04	661.98	660.56	661.27	2518.0
2009-03-04 01:00:00	ES	Futures	661.27	662.22	660.8	661.75	2288.0
2009-03-04 01:30:00	ES	Futures	661.75	662.46	661.51	661.75	1996.0
2009-03-04 02:00:00	ES	Futures	661.75	663.17	661.27	663.17	6457.0
2009-03-04 02:30:00	ES	Futures	663.17	665.78	662.93	665.07	10771.0
2009-03-04 03:00:00	ES	Futures	665.07	666.02	664.12	665.3	15448.0
2009-03-04 03:30:00	ES	Futures	665.07	665.78	662.93	663.88	12491.0
2009-03-04 04:00:00	ES	Futures	663.88	667.44	663.64	666.49	14221.0
2009-03-04 04:30:00	ES	Futures	666.49	669.34	666.02	668.15	14179.0
2009-03-04 05:00:00	ES	Futures	667.91	668.63	666.49	666.73	9842.0
2009-03-04 05:30:00	ES	Futures	666.97	667.68	665.3	666.97	6564.0
2009-03-04 06:00:00	ES	Futures	666.97	667.2	664.83	665.78	6098.0
2009-03-04 06:30:00	ES	Futures	665.78	667.2	665.54	667.2	7165.0
2009-03-04 07:00:00	ES	Futures	666.97	667.2	664.12	665.54	15301.0
2009-03-04 07:30:00	ES	Futures	665.54	666.73	662.93	663.64	25192.0
2009-03-04 08:00:00	ES	Futures	663.64	665.07	661.75	663.17	43665.0
2009-03-04 08:30:00	ES	Futures	663.41	671.0	663.17	670.52	49170.0
2009-03-04 09:00:00	ES	Futures	670.52	671.95	669.1	671.0	47411.0
2009-03-04 09:30:00	ES	Futures	671.0	674.08	666.97	667.68	323799.0
2009-03-04 10:00:00	ES	Futures	667.91	671.71	663.17	667.44	270155.0
2009-03-04 10:30:00	ES	Futures	667.44	673.13	665.3	670.52	223666.0
2009-03-04 11:00:00	ES	Futures	670.76	676.93	670.52	676.45	214811.0
2009-03-04 11:30:00	ES	Futures	676.22	677.88	673.13	676.45	122221.0
2009-03-04 12:00:00	ES	Futures	676.45	677.4	671.0	672.89	143574.0
2009-03-04 12:30:00	ES	Futures	672.89	675.27	669.1	671.0	116435.0
2009-03-04 13:00:00	ES	Futures	671.0	674.08	668.15	672.18	141473.0
2009-03-04 13:30:00	ES	Futures	671.95	675.03	670.76	671.95	103088.0
2009-03-04 14:00:00	ES	Futures	671.95	678.59	670.76	675.5	179582.0
2009-03-04 14:30:00	ES	Futures	675.5	682.86	674.32	682.15	213220.0
2009-03-04 15:00:00	ES	Futures	682.15	686.41	680.72	686.41	227253.0
2009-03-04 15:30:00	ES	Futures	686.41	686.65	674.56	675.98	363735.0
2009-03-04 16:00:00	ES	Futures	675.74	675.98	671.47	671.95	147047.0
2009-03-04 16:30:00	ES	Futures	673.13	673.37	670.52	673.37	10719.0
2009-03-04 17:00:00	ES	Futures	673.37	674.08	672.89	673.61	3322.0
2009-03-04 18:00:00	ES	Futures	673.61	674.08	671.71	672.66	7554.0
2009-03-04 18:30:00	ES	Futures	672.66	673.13	671.95	672.18	1596.0
2009-03-04 19:00:00	ES	Futures	672.18	675.27	671.23	674.79	3931.0
2009-03-04 19:30:00	ES	Futures	674.79	675.03	671.95	672.66	2754.0
2009-03-04 20:00:00	ES	Futures	672.66	675.27	672.18	675.03	2580.0
2009-03-04 20:30:00	ES	Futures	674.79	675.27	672.89	673.61	2152.0
2009-03-04 21:00:00	ES	Futures	673.37	673.37	666.73	667.91	7873.0
2009-03-04 21:30:00	ES	Futures	667.91	668.39	666.49	666.97	3235.0
2009-03-04 22:00:00	ES	Futures	666.97	668.63	666.49	667.91	4416.0
2009-03-04 22:30:00	ES	Futures	667.91	668.15	666.25	666.49	3200.0
2009-03-04 23:00:00	ES	Futures	666.25	668.86	666.02	667.68	2694.0
2009-03-04 23:30:00	ES	Futures	667.68	668.86	666.25	668.39	1322.0
2009-03-04 00:00:00	NQ	Futures	1217.91	1221.01	1217.91	1220.73	118.0
2009-03-04 00:30:00	NQ	Futures	1221.01	1223.56	1219.88	1222.71	400.0
2009-03-04 01:00:00	NQ	Futures	1222.71	1224.97	1222.71	1224.97	251.0

> showing 50 of 2,361 rows — these rows as CSV

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