PREVIEW / futures_30min / 2009-03-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-10.parquet
  size:    63 KB
  rows:    2,130

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
2009-03-10 00:00:00	ES	Futures	647.04	647.52	645.14	647.28	1447.0
2009-03-10 00:30:00	ES	Futures	647.52	648.46	645.62	647.99	1268.0
2009-03-10 01:00:00	ES	Futures	647.99	648.23	646.33	646.8	986.0
2009-03-10 01:30:00	ES	Futures	646.8	648.46	646.57	647.99	651.0
2009-03-10 02:00:00	ES	Futures	648.23	649.41	647.99	648.94	2145.0
2009-03-10 02:30:00	ES	Futures	648.7	648.7	645.86	647.28	1253.0
2009-03-10 03:00:00	ES	Futures	647.04	647.99	646.09	647.99	2258.0
2009-03-10 03:30:00	ES	Futures	647.99	650.6	647.04	649.89	5491.0
2009-03-10 04:00:00	ES	Futures	649.89	652.97	647.52	651.55	19407.0
2009-03-10 04:30:00	ES	Futures	651.55	654.16	650.84	653.45	11916.0
2009-03-10 05:00:00	ES	Futures	653.45	653.68	651.31	652.02	6910.0
2009-03-10 05:30:00	ES	Futures	652.26	653.68	651.07	652.5	6510.0
2009-03-10 06:00:00	ES	Futures	652.73	656.53	651.55	655.82	13534.0
2009-03-10 06:30:00	ES	Futures	655.82	656.53	654.16	654.63	11190.0
2009-03-10 07:00:00	ES	Futures	654.63	655.11	652.5	652.73	11579.0
2009-03-10 07:30:00	ES	Futures	652.97	654.63	652.5	653.92	8128.0
2009-03-10 08:00:00	ES	Futures	653.92	656.05	653.21	654.39	22751.0
2009-03-10 08:30:00	ES	Futures	654.16	655.58	652.02	652.73	33040.0
2009-03-10 09:00:00	ES	Futures	652.73	655.34	651.55	654.63	46144.0
2009-03-10 09:30:00	ES	Futures	654.63	666.49	653.21	662.93	363438.0
2009-03-10 10:00:00	ES	Futures	663.17	671.47	662.93	667.91	311267.0
2009-03-10 10:30:00	ES	Futures	667.91	671.47	666.49	669.1	203484.0
2009-03-10 11:00:00	ES	Futures	669.1	672.18	666.73	671.71	165752.0
2009-03-10 11:30:00	ES	Futures	671.71	676.45	669.57	676.22	193399.0
2009-03-10 12:00:00	ES	Futures	676.45	678.82	675.03	677.16	217156.0
2009-03-10 12:30:00	ES	Futures	676.93	677.64	674.08	674.32	110049.0
2009-03-10 13:00:00	ES	Futures	674.56	676.22	673.13	674.32	122259.0
2009-03-10 13:30:00	ES	Futures	674.08	679.54	673.84	675.03	162673.0
2009-03-10 14:00:00	ES	Futures	675.03	676.45	671.95	674.56	149662.0
2009-03-10 14:30:00	ES	Futures	674.32	677.4	670.76	676.45	159187.0
2009-03-10 15:00:00	ES	Futures	676.69	680.48	673.84	679.06	209525.0
2009-03-10 15:30:00	ES	Futures	679.06	681.67	675.98	680.25	341098.0
2009-03-10 16:00:00	ES	Futures	680.48	684.75	678.82	679.06	193963.0
2009-03-10 16:30:00	ES	Futures	679.06	680.96	678.11	680.48	7335.0
2009-03-10 17:00:00	ES	Futures	680.48	681.43	680.01	680.25	2527.0
2009-03-10 18:00:00	ES	Futures	679.77	680.96	679.77	680.72	1865.0
2009-03-10 18:30:00	ES	Futures	680.72	681.2	680.48	680.96	1892.0
2009-03-10 19:00:00	ES	Futures	680.96	681.2	680.48	680.48	2212.0
2009-03-10 19:30:00	ES	Futures	680.48	680.96	679.77	680.96	1492.0
2009-03-10 20:00:00	ES	Futures	680.96	682.38	680.25	682.15	1807.0
2009-03-10 20:30:00	ES	Futures	682.38	683.09	681.91	682.38	2582.0
2009-03-10 21:00:00	ES	Futures	682.38	684.28	681.91	684.04	2673.0
2009-03-10 21:30:00	ES	Futures	684.04	684.28	682.15	683.33	2665.0
2009-03-10 22:00:00	ES	Futures	683.09	683.09	681.43	682.38	1878.0
2009-03-10 22:30:00	ES	Futures	682.38	682.38	680.48	680.96	2080.0
2009-03-10 23:00:00	ES	Futures	680.96	683.57	680.72	683.09	1908.0
2009-03-10 23:30:00	ES	Futures	682.86	683.57	680.25	681.2	4073.0
2009-03-10 00:00:00	NQ	Futures	1191.36	1191.65	1188.54	1191.65	20.0
2009-03-10 00:30:00	NQ	Futures	1192.78	1193.34	1189.39	1192.21	20.0
2009-03-10 01:00:00	NQ	Futures	1192.49	1194.19	1191.65	1191.65	115.0

> showing 50 of 2,130 rows — these rows as CSV

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