PREVIEW / futures_30min / 2009-03-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-05.parquet
  size:    67 KB
  rows:    2,264

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
2009-03-05 00:00:00	ES	Futures	668.39	668.86	666.73	667.91	1755.0
2009-03-05 00:30:00	ES	Futures	667.68	668.39	666.97	667.44	907.0
2009-03-05 01:00:00	ES	Futures	666.97	667.44	665.78	666.73	1793.0
2009-03-05 01:30:00	ES	Futures	666.73	668.39	666.49	668.15	1477.0
2009-03-05 02:00:00	ES	Futures	668.39	670.29	667.68	668.39	3062.0
2009-03-05 02:30:00	ES	Futures	668.39	670.76	668.39	670.52	4527.0
2009-03-05 03:00:00	ES	Futures	670.52	670.52	667.44	668.63	10769.0
2009-03-05 03:30:00	ES	Futures	668.39	669.34	666.97	666.97	10340.0
2009-03-05 04:00:00	ES	Futures	666.97	667.2	665.07	665.54	14873.0
2009-03-05 04:30:00	ES	Futures	665.3	667.2	664.36	666.25	10463.0
2009-03-05 05:00:00	ES	Futures	666.25	667.91	665.54	666.25	5899.0
2009-03-05 05:30:00	ES	Futures	666.02	666.97	662.46	662.93	13525.0
2009-03-05 06:00:00	ES	Futures	663.17	664.36	657.95	659.85	21801.0
2009-03-05 06:30:00	ES	Futures	659.85	661.98	659.14	661.75	20388.0
2009-03-05 07:00:00	ES	Futures	661.75	662.46	657.71	658.43	23725.0
2009-03-05 07:30:00	ES	Futures	658.19	661.75	657.95	659.85	14902.0
2009-03-05 08:00:00	ES	Futures	659.85	662.46	659.14	659.85	23324.0
2009-03-05 08:30:00	ES	Futures	660.09	662.7	656.05	657.0	62882.0
2009-03-05 09:00:00	ES	Futures	657.24	660.56	657.0	659.85	38219.0
2009-03-05 09:30:00	ES	Futures	659.85	666.25	658.9	663.64	277801.0
2009-03-05 10:00:00	ES	Futures	663.64	667.44	658.66	661.04	229738.0
2009-03-05 10:30:00	ES	Futures	661.04	663.88	656.53	657.0	207631.0
2009-03-05 11:00:00	ES	Futures	657.0	658.9	650.36	651.31	263121.0
2009-03-05 11:30:00	ES	Futures	651.07	654.39	649.65	651.31	182687.0
2009-03-05 12:00:00	ES	Futures	651.55	653.45	647.75	653.45	163793.0
2009-03-05 12:30:00	ES	Futures	653.21	654.39	648.94	650.36	117111.0
2009-03-05 13:00:00	ES	Futures	650.13	657.0	649.65	653.68	159327.0
2009-03-05 13:30:00	ES	Futures	653.68	653.68	648.46	651.31	147802.0
2009-03-05 14:00:00	ES	Futures	651.07	651.55	646.09	647.28	198540.0
2009-03-05 14:30:00	ES	Futures	647.28	650.6	645.62	646.8	182349.0
2009-03-05 15:00:00	ES	Futures	646.57	653.45	646.33	648.23	234430.0
2009-03-05 15:30:00	ES	Futures	647.99	648.94	641.59	647.52	437220.0
2009-03-05 16:00:00	ES	Futures	647.52	651.55	647.04	651.31	142322.0
2009-03-05 16:30:00	ES	Futures	651.07	651.79	650.36	651.55	9056.0
2009-03-05 17:00:00	ES	Futures	651.31	652.5	651.31	652.5	3183.0
2009-03-05 18:00:00	ES	Futures	652.26	652.97	650.84	651.07	3799.0
2009-03-05 18:30:00	ES	Futures	651.07	651.55	649.89	650.13	2630.0
2009-03-05 19:00:00	ES	Futures	650.13	650.84	649.41	650.6	2918.0
2009-03-05 19:30:00	ES	Futures	650.6	651.31	649.89	650.13	1848.0
2009-03-05 20:00:00	ES	Futures	649.89	649.89	648.46	648.94	2798.0
2009-03-05 20:30:00	ES	Futures	648.94	649.89	648.46	649.18	1764.0
2009-03-05 21:00:00	ES	Futures	649.18	650.13	648.46	649.65	1878.0
2009-03-05 21:30:00	ES	Futures	649.65	650.36	649.18	650.13	1211.0
2009-03-05 22:00:00	ES	Futures	650.13	650.13	648.94	649.18	1591.0
2009-03-05 22:30:00	ES	Futures	648.94	650.36	648.7	650.13	1838.0
2009-03-05 23:00:00	ES	Futures	650.13	650.36	649.18	649.41	723.0
2009-03-05 23:30:00	ES	Futures	649.41	650.13	649.18	650.13	441.0
2009-03-05 00:00:00	NQ	Futures	1240.5	1241.63	1239.09	1239.93	34.0
2009-03-05 00:30:00	NQ	Futures	1239.09	1239.65	1239.09	1239.65	9.0
2009-03-05 01:00:00	NQ	Futures	1238.52	1239.09	1237.39	1238.24	54.0

> showing 50 of 2,264 rows — these rows as CSV

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