PREVIEW / futures_30min / 2009-03-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-11.parquet
  size:    63 KB
  rows:    2,145

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
2009-03-11 00:00:00	ES	Futures	680.96	683.57	680.72	683.57	2292.0
2009-03-11 00:30:00	ES	Futures	683.33	685.7	683.09	684.28	2529.0
2009-03-11 01:00:00	ES	Futures	684.28	685.7	684.04	684.04	1608.0
2009-03-11 01:30:00	ES	Futures	684.04	684.99	683.57	684.28	1314.0
2009-03-11 02:00:00	ES	Futures	684.28	684.99	682.15	682.38	2106.0
2009-03-11 02:30:00	ES	Futures	682.15	683.09	681.67	681.91	2394.0
2009-03-11 03:00:00	ES	Futures	681.91	682.38	679.54	680.48	7198.0
2009-03-11 03:30:00	ES	Futures	680.25	681.43	679.77	680.96	3800.0
2009-03-11 04:00:00	ES	Futures	680.96	681.2	677.64	677.88	17480.0
2009-03-11 04:30:00	ES	Futures	677.64	678.35	675.98	676.22	13633.0
2009-03-11 05:00:00	ES	Futures	676.22	682.86	675.5	680.96	17082.0
2009-03-11 05:30:00	ES	Futures	680.72	687.13	679.77	686.65	19314.0
2009-03-11 06:00:00	ES	Futures	686.65	692.58	685.7	690.21	40795.0
2009-03-11 06:30:00	ES	Futures	690.21	690.68	687.36	688.07	17024.0
2009-03-11 07:00:00	ES	Futures	688.07	690.45	686.65	689.5	13908.0
2009-03-11 07:30:00	ES	Futures	689.5	689.97	685.7	686.18	17702.0
2009-03-11 08:00:00	ES	Futures	685.94	689.97	684.52	689.5	29872.0
2009-03-11 08:30:00	ES	Futures	689.5	689.97	687.13	687.84	29044.0
2009-03-11 09:00:00	ES	Futures	687.6	688.31	687.13	687.6	19817.0
2009-03-11 09:30:00	ES	Futures	687.84	694.95	680.96	692.58	399761.0
2009-03-11 10:00:00	ES	Futures	692.58	693.77	688.31	692.82	221883.0
2009-03-11 10:30:00	ES	Futures	692.58	693.53	687.36	689.73	195864.0
2009-03-11 11:00:00	ES	Futures	689.73	691.87	685.94	687.13	159878.0
2009-03-11 11:30:00	ES	Futures	687.36	687.84	683.81	687.36	166292.0
2009-03-11 12:00:00	ES	Futures	687.36	688.31	683.81	684.99	100358.0
2009-03-11 12:30:00	ES	Futures	684.99	685.94	680.01	680.25	125625.0
2009-03-11 13:00:00	ES	Futures	680.01	684.28	680.01	680.96	142799.0
2009-03-11 13:30:00	ES	Futures	680.96	686.41	680.48	684.28	141692.0
2009-03-11 14:00:00	ES	Futures	684.28	686.18	676.69	678.82	195464.0
2009-03-11 14:30:00	ES	Futures	678.82	684.99	678.35	681.67	163451.0
2009-03-11 15:00:00	ES	Futures	681.91	689.5	681.67	687.36	190799.0
2009-03-11 15:30:00	ES	Futures	687.36	690.68	683.33	683.81	261432.0
2009-03-11 16:00:00	ES	Futures	683.81	684.75	682.62	683.81	87748.0
2009-03-11 16:30:00	ES	Futures	684.28	684.28	683.33	683.81	4402.0
2009-03-11 17:00:00	ES	Futures	683.57	684.52	683.57	684.28	2030.0
2009-03-11 18:00:00	ES	Futures	683.81	684.75	683.57	684.28	725.0
2009-03-11 18:30:00	ES	Futures	684.52	684.52	684.04	684.04	342.0
2009-03-11 19:00:00	ES	Futures	684.04	684.28	682.86	683.09	1063.0
2009-03-11 19:30:00	ES	Futures	683.09	683.09	679.77	680.25	2192.0
2009-03-11 20:00:00	ES	Futures	680.01	680.48	678.82	680.48	2978.0
2009-03-11 20:30:00	ES	Futures	680.25	681.2	680.25	681.2	1218.0
2009-03-11 21:00:00	ES	Futures	681.2	681.2	679.77	680.25	561.0
2009-03-11 21:30:00	ES	Futures	680.25	680.96	678.59	679.06	1534.0
2009-03-11 22:00:00	ES	Futures	679.06	680.01	678.82	679.77	1240.0
2009-03-11 22:30:00	ES	Futures	679.77	680.48	679.3	679.3	469.0
2009-03-11 23:00:00	ES	Futures	679.3	680.01	678.82	679.06	1394.0
2009-03-11 23:30:00	ES	Futures	679.06	679.3	678.11	678.11	1840.0
2009-03-11 00:00:00	NQ	Futures	1254.9	1257.44	1253.77	1257.16	85.0
2009-03-11 00:30:00	NQ	Futures	1257.72	1260.55	1256.88	1258.01	126.0
2009-03-11 01:00:00	NQ	Futures	1258.57	1260.83	1258.29	1258.29	87.0

> showing 50 of 2,145 rows — these rows as CSV

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