PREVIEW / futures_30min / 2009-03-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-06.parquet
  size:    59 KB
  rows:    1,901

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
2009-03-06 00:00:00	ES	Futures	649.89	650.13	648.7	649.65	1411.0
2009-03-06 00:30:00	ES	Futures	649.65	650.84	649.41	650.6	759.0
2009-03-06 01:00:00	ES	Futures	650.6	652.97	650.36	652.5	1516.0
2009-03-06 01:30:00	ES	Futures	652.73	652.73	649.65	650.6	1688.0
2009-03-06 02:00:00	ES	Futures	650.6	651.79	648.7	650.36	3367.0
2009-03-06 02:30:00	ES	Futures	650.36	653.21	650.13	650.6	4901.0
2009-03-06 03:00:00	ES	Futures	650.6	654.63	649.41	650.6	17856.0
2009-03-06 03:30:00	ES	Futures	650.84	654.39	650.6	653.21	9283.0
2009-03-06 04:00:00	ES	Futures	652.97	655.34	652.97	654.39	9576.0
2009-03-06 04:30:00	ES	Futures	654.39	654.87	652.5	653.68	9077.0
2009-03-06 05:00:00	ES	Futures	653.68	653.92	647.99	647.99	13962.0
2009-03-06 05:30:00	ES	Futures	647.99	650.13	647.28	648.7	12309.0
2009-03-06 06:00:00	ES	Futures	648.7	649.18	643.25	645.62	19514.0
2009-03-06 06:30:00	ES	Futures	645.62	649.18	645.14	648.7	10995.0
2009-03-06 07:00:00	ES	Futures	648.46	649.89	646.33	646.57	9692.0
2009-03-06 07:30:00	ES	Futures	646.57	647.99	645.86	647.52	10294.0
2009-03-06 08:00:00	ES	Futures	647.52	651.55	647.28	650.6	28334.0
2009-03-06 08:30:00	ES	Futures	650.6	658.66	649.89	656.29	118384.0
2009-03-06 09:00:00	ES	Futures	656.29	657.48	652.73	653.45	38614.0
2009-03-06 09:30:00	ES	Futures	653.45	663.41	650.36	654.87	344952.0
2009-03-06 10:00:00	ES	Futures	654.87	656.77	647.28	650.36	292753.0
2009-03-06 10:30:00	ES	Futures	650.36	651.55	639.93	641.11	307535.0
2009-03-06 11:00:00	ES	Futures	641.11	644.43	639.21	642.06	196493.0
2009-03-06 11:30:00	ES	Futures	642.3	646.09	640.4	643.25	148641.0
2009-03-06 12:00:00	ES	Futures	643.25	647.75	642.54	643.25	126516.0
2009-03-06 12:30:00	ES	Futures	643.25	643.96	637.32	640.87	143039.0
2009-03-06 13:00:00	ES	Futures	640.64	641.11	636.13	637.79	105703.0
2009-03-06 13:30:00	ES	Futures	637.79	638.27	634.23	637.08	142730.0
2009-03-06 14:00:00	ES	Futures	637.08	640.4	634.95	638.98	174968.0
2009-03-06 14:30:00	ES	Futures	638.98	639.69	632.34	633.05	178673.0
2009-03-06 15:00:00	ES	Futures	633.05	636.37	631.62	632.81	190508.0
2009-03-06 15:30:00	ES	Futures	632.57	649.89	632.57	648.23	424535.0
2009-03-06 16:00:00	ES	Futures	648.46	653.45	647.28	653.21	118959.0
2009-03-06 00:00:00	NQ	Futures	1219.88	1221.86	1219.88	1221.3	95.0
2009-03-06 00:30:00	NQ	Futures	1221.58	1222.71	1221.3	1222.71	75.0
2009-03-06 01:00:00	NQ	Futures	1222.71	1224.97	1222.43	1224.4	158.0
2009-03-06 01:30:00	NQ	Futures	1224.12	1224.68	1221.3	1221.58	64.0
2009-03-06 02:00:00	NQ	Futures	1222.71	1223.56	1218.75	1222.14	79.0
2009-03-06 02:30:00	NQ	Futures	1221.86	1224.97	1221.86	1222.43	324.0
2009-03-06 03:00:00	NQ	Futures	1222.71	1227.51	1219.04	1220.73	661.0
2009-03-06 03:30:00	NQ	Futures	1221.01	1226.94	1221.01	1224.68	493.0
2009-03-06 04:00:00	NQ	Futures	1224.68	1227.51	1224.4	1226.38	514.0
2009-03-06 04:30:00	NQ	Futures	1225.53	1226.66	1222.99	1223.56	477.0
2009-03-06 05:00:00	NQ	Futures	1223.84	1223.84	1214.24	1215.08	803.0
2009-03-06 05:30:00	NQ	Futures	1214.52	1217.34	1213.11	1216.21	661.0
2009-03-06 06:00:00	NQ	Futures	1216.5	1217.63	1210.85	1213.95	1086.0
2009-03-06 06:30:00	NQ	Futures	1213.95	1222.43	1213.39	1221.01	1044.0
2009-03-06 07:00:00	NQ	Futures	1220.73	1223.84	1214.52	1215.65	1604.0
2009-03-06 07:30:00	NQ	Futures	1215.65	1217.34	1211.98	1216.21	1690.0
2009-03-06 08:00:00	NQ	Futures	1215.93	1220.45	1215.37	1216.78	3244.0

> showing 50 of 1,901 rows — these rows as CSV

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