PREVIEW / futures_30min / 2009-03-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-12.parquet
  size:    67 KB
  rows:    2,191

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
2009-03-12 00:00:00	ES	Futures	678.11	678.82	677.88	678.82	1592.0
2009-03-12 00:30:00	ES	Futures	678.82	679.3	678.35	678.82	776.0
2009-03-12 01:00:00	ES	Futures	678.82	679.06	678.11	678.59	1268.0
2009-03-12 01:30:00	ES	Futures	678.59	679.3	678.11	678.35	488.0
2009-03-12 02:00:00	ES	Futures	678.35	678.35	676.93	677.16	1937.0
2009-03-12 02:30:00	ES	Futures	677.4	679.77	677.16	679.77	1702.0
2009-03-12 03:00:00	ES	Futures	679.77	680.25	677.64	679.77	3698.0
2009-03-12 03:30:00	ES	Futures	679.54	680.96	679.06	680.48	2259.0
2009-03-12 04:00:00	ES	Futures	680.48	682.86	679.54	679.77	11664.0
2009-03-12 04:30:00	ES	Futures	679.54	679.77	676.93	678.59	12350.0
2009-03-12 05:00:00	ES	Futures	678.82	678.82	676.93	678.59	4198.0
2009-03-12 05:30:00	ES	Futures	678.35	679.06	677.64	677.88	5027.0
2009-03-12 06:00:00	ES	Futures	677.88	677.88	674.79	676.22	16366.0
2009-03-12 06:30:00	ES	Futures	676.22	677.4	675.27	675.98	8867.0
2009-03-12 07:00:00	ES	Futures	675.98	677.88	675.5	677.64	8003.0
2009-03-12 07:30:00	ES	Futures	677.64	679.06	677.16	678.82	10695.0
2009-03-12 08:00:00	ES	Futures	678.82	682.15	678.59	680.48	24345.0
2009-03-12 08:30:00	ES	Futures	680.48	684.52	679.77	682.86	54660.0
2009-03-12 09:00:00	ES	Futures	682.86	685.7	678.35	683.81	57945.0
2009-03-12 09:30:00	ES	Futures	684.04	685.7	677.88	683.09	114417.0
2009-03-12 10:00:00	ES	Futures	683.09	693.29	682.62	691.16	131983.0
2009-03-12 10:30:00	ES	Futures	691.4	697.56	689.5	694.48	96099.0
2009-03-12 11:00:00	ES	Futures	694.48	695.9	691.16	691.63	78856.0
2009-03-12 11:30:00	ES	Futures	691.63	696.61	690.68	694.24	50464.0
2009-03-12 12:00:00	ES	Futures	694.48	698.27	694.24	695.66	60367.0
2009-03-12 12:30:00	ES	Futures	695.9	701.12	694.95	700.65	49811.0
2009-03-12 13:00:00	ES	Futures	700.65	701.83	698.04	698.99	59268.0
2009-03-12 13:30:00	ES	Futures	698.99	702.78	698.27	701.12	44625.0
2009-03-12 14:00:00	ES	Futures	701.36	706.81	699.7	705.15	64657.0
2009-03-12 14:30:00	ES	Futures	704.91	709.42	703.97	707.05	59120.0
2009-03-12 15:00:00	ES	Futures	707.05	709.66	705.63	708.47	55408.0
2009-03-12 15:30:00	ES	Futures	708.24	713.93	707.52	711.32	129315.0
2009-03-12 16:00:00	ES	Futures	711.56	714.4	711.08	712.74	38465.0
2009-03-12 16:30:00	ES	Futures	712.27	712.74	711.08	711.32	3067.0
2009-03-12 17:00:00	ES	Futures	711.56	711.79	711.08	711.08	1179.0
2009-03-12 18:00:00	ES	Futures	710.84	711.56	710.37	710.37	1576.0
2009-03-12 18:30:00	ES	Futures	710.37	711.08	710.13	710.37	898.0
2009-03-12 19:00:00	ES	Futures	710.37	711.32	710.13	711.08	630.0
2009-03-12 19:30:00	ES	Futures	710.84	711.32	710.13	711.32	834.0
2009-03-12 20:00:00	ES	Futures	711.08	711.32	710.13	710.84	1204.0
2009-03-12 20:30:00	ES	Futures	710.84	711.56	710.84	711.56	765.0
2009-03-12 21:00:00	ES	Futures	711.32	712.03	711.08	711.08	490.0
2009-03-12 21:30:00	ES	Futures	710.84	711.08	709.66	709.9	981.0
2009-03-12 22:00:00	ES	Futures	709.9	710.37	709.66	709.9	648.0
2009-03-12 22:30:00	ES	Futures	709.9	710.13	709.42	709.9	736.0
2009-03-12 23:00:00	ES	Futures	709.9	711.56	709.9	711.56	543.0
2009-03-12 23:30:00	ES	Futures	711.32	713.22	711.32	712.5	780.0
2009-03-12 00:00:00	NQ	Futures	1261.39	1262.24	1260.55	1261.68	90.0
2009-03-12 00:30:00	NQ	Futures	1262.81	1263.65	1261.96	1262.81	51.0
2009-03-12 01:00:00	NQ	Futures	1261.96	1263.09	1261.39	1262.81	56.0

> showing 50 of 2,191 rows — these rows as CSV

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