PREVIEW / futures_30min / 2009-03-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-09.parquet
  size:    66 KB
  rows:    2,235

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
2009-03-09 00:00:00	ES	Futures	651.07	652.26	650.84	652.02	2184.0
2009-03-09 00:30:00	ES	Futures	651.79	652.26	651.31	652.02	1027.0
2009-03-09 01:00:00	ES	Futures	652.02	653.92	651.79	652.73	1168.0
2009-03-09 01:30:00	ES	Futures	652.73	653.45	652.26	652.5	586.0
2009-03-09 02:00:00	ES	Futures	652.5	652.5	649.89	650.6	860.0
2009-03-09 02:30:00	ES	Futures	650.6	650.84	649.18	649.18	1290.0
2009-03-09 03:00:00	ES	Futures	649.41	649.65	647.75	648.94	3248.0
2009-03-09 03:30:00	ES	Futures	648.7	653.21	648.7	652.26	5240.0
2009-03-09 04:00:00	ES	Futures	652.02	652.02	640.64	642.77	26232.0
2009-03-09 04:30:00	ES	Futures	642.77	646.57	641.82	643.25	16585.0
2009-03-09 05:00:00	ES	Futures	643.25	643.48	636.37	638.74	20966.0
2009-03-09 05:30:00	ES	Futures	638.5	643.01	636.61	642.3	18205.0
2009-03-09 06:00:00	ES	Futures	642.3	645.86	641.35	642.77	16903.0
2009-03-09 06:30:00	ES	Futures	642.54	644.2	641.35	641.82	10723.0
2009-03-09 07:00:00	ES	Futures	641.82	644.91	638.98	644.43	19550.0
2009-03-09 07:30:00	ES	Futures	644.43	646.33	642.3	643.25	12390.0
2009-03-09 08:00:00	ES	Futures	643.25	644.2	640.87	641.59	21220.0
2009-03-09 08:30:00	ES	Futures	641.59	643.25	640.4	642.54	19628.0
2009-03-09 09:00:00	ES	Futures	642.54	643.01	639.21	639.93	28553.0
2009-03-09 09:30:00	ES	Futures	639.69	653.92	639.69	648.94	317387.0
2009-03-09 10:00:00	ES	Futures	648.94	659.14	648.46	654.39	247516.0
2009-03-09 10:30:00	ES	Futures	654.16	656.05	647.99	648.7	214932.0
2009-03-09 11:00:00	ES	Futures	648.7	651.79	645.86	649.41	166195.0
2009-03-09 11:30:00	ES	Futures	649.41	652.02	646.8	648.94	137079.0
2009-03-09 12:00:00	ES	Futures	649.18	653.92	647.99	650.84	137084.0
2009-03-09 12:30:00	ES	Futures	650.84	651.55	646.33	647.52	119523.0
2009-03-09 13:00:00	ES	Futures	647.52	647.52	641.35	643.48	127710.0
2009-03-09 13:30:00	ES	Futures	643.25	646.8	642.3	644.67	113076.0
2009-03-09 14:00:00	ES	Futures	644.43	649.41	643.25	645.38	176231.0
2009-03-09 14:30:00	ES	Futures	645.38	647.28	641.35	644.43	146188.0
2009-03-09 15:00:00	ES	Futures	644.2	646.57	637.55	640.4	178936.0
2009-03-09 15:30:00	ES	Futures	640.4	643.01	638.03	640.64	242500.0
2009-03-09 16:00:00	ES	Futures	640.87	641.59	638.98	640.87	84821.0
2009-03-09 16:30:00	ES	Futures	640.16	640.64	638.74	639.93	6208.0
2009-03-09 17:00:00	ES	Futures	639.93	640.16	639.21	639.69	1060.0
2009-03-09 18:00:00	ES	Futures	639.69	640.4	638.98	639.45	1492.0
2009-03-09 18:30:00	ES	Futures	639.45	640.4	639.45	640.16	529.0
2009-03-09 19:00:00	ES	Futures	640.4	641.11	639.93	640.64	801.0
2009-03-09 19:30:00	ES	Futures	640.64	641.35	640.4	641.11	1877.0
2009-03-09 20:00:00	ES	Futures	641.35	642.3	641.11	642.3	2024.0
2009-03-09 20:30:00	ES	Futures	642.06	643.25	642.06	643.01	1808.0
2009-03-09 21:00:00	ES	Futures	642.77	644.91	642.54	644.67	2516.0
2009-03-09 21:30:00	ES	Futures	644.67	644.91	643.72	644.43	2094.0
2009-03-09 22:00:00	ES	Futures	644.67	644.91	642.54	642.77	1781.0
2009-03-09 22:30:00	ES	Futures	642.77	644.43	639.69	644.2	3980.0
2009-03-09 23:00:00	ES	Futures	644.2	647.52	643.96	647.28	3587.0
2009-03-09 23:30:00	ES	Futures	647.28	648.23	645.62	647.28	2590.0
2009-03-09 00:00:00	NQ	Futures	1213.67	1215.37	1213.67	1214.24	54.0
2009-03-09 00:30:00	NQ	Futures	1214.52	1214.8	1213.95	1214.8	11.0
2009-03-09 01:00:00	NQ	Futures	1215.08	1217.34	1215.08	1216.21	77.0

> showing 50 of 2,235 rows — these rows as CSV

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