PREVIEW / futures_30min / 2009-03-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-13.parquet
  size:    55 KB
  rows:    1,830

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
2009-03-13 00:00:00	ES	Futures	712.5	712.5	711.79	712.27	508.0
2009-03-13 00:30:00	ES	Futures	712.27	712.98	712.27	712.74	495.0
2009-03-13 01:00:00	ES	Futures	712.74	713.45	712.74	713.22	681.0
2009-03-13 01:30:00	ES	Futures	713.22	713.45	711.56	711.56	705.0
2009-03-13 02:00:00	ES	Futures	711.56	712.03	711.32	711.79	532.0
2009-03-13 02:30:00	ES	Futures	711.56	712.5	711.56	712.03	856.0
2009-03-13 03:00:00	ES	Futures	712.27	713.93	712.03	713.22	3098.0
2009-03-13 03:30:00	ES	Futures	713.22	713.93	712.5	713.69	3424.0
2009-03-13 04:00:00	ES	Futures	713.69	719.38	713.69	717.96	18173.0
2009-03-13 04:30:00	ES	Futures	718.2	719.38	717.01	718.91	7797.0
2009-03-13 05:00:00	ES	Futures	718.91	719.62	716.77	717.49	4932.0
2009-03-13 05:30:00	ES	Futures	717.49	718.2	716.3	717.25	5563.0
2009-03-13 06:00:00	ES	Futures	717.25	718.2	716.77	717.25	3948.0
2009-03-13 06:30:00	ES	Futures	717.01	720.33	716.77	720.33	4202.0
2009-03-13 07:00:00	ES	Futures	720.09	722.23	718.67	719.15	12834.0
2009-03-13 07:30:00	ES	Futures	719.15	720.33	717.96	719.15	5458.0
2009-03-13 08:00:00	ES	Futures	719.15	720.33	717.96	719.86	4088.0
2009-03-13 08:30:00	ES	Futures	720.09	721.28	715.35	715.59	13331.0
2009-03-13 09:00:00	ES	Futures	715.59	716.77	715.35	716.3	8306.0
2009-03-13 09:30:00	ES	Futures	716.06	717.01	710.61	716.06	73756.0
2009-03-13 10:00:00	ES	Futures	716.3	719.86	712.74	713.22	61637.0
2009-03-13 10:30:00	ES	Futures	712.98	718.43	711.32	712.27	53869.0
2009-03-13 11:00:00	ES	Futures	712.27	714.4	708.24	711.32	43074.0
2009-03-13 11:30:00	ES	Futures	711.32	711.32	705.86	707.76	39820.0
2009-03-13 12:00:00	ES	Futures	708.0	709.42	704.2	706.1	43903.0
2009-03-13 12:30:00	ES	Futures	706.34	711.08	706.1	710.37	33225.0
2009-03-13 13:00:00	ES	Futures	710.61	714.88	709.66	714.17	21266.0
2009-03-13 13:30:00	ES	Futures	713.93	714.4	711.08	713.69	22717.0
2009-03-13 14:00:00	ES	Futures	713.69	716.3	711.32	712.98	23774.0
2009-03-13 14:30:00	ES	Futures	712.98	717.96	712.27	714.4	26250.0
2009-03-13 15:00:00	ES	Futures	714.17	719.38	713.69	718.2	16953.0
2009-03-13 15:30:00	ES	Futures	718.2	718.67	714.88	717.01	42767.0
2009-03-13 16:00:00	ES	Futures	717.01	720.09	716.54	719.62	21138.0
2009-03-13 00:00:00	NQ	Futures	1315.33	1315.33	1313.92	1315.33	5.0
2009-03-13 00:30:00	NQ	Futures	1314.48	1315.89	1314.2	1315.33	16.0
2009-03-13 01:00:00	NQ	Futures	1316.18	1316.18	1316.18	1316.18	1.0
2009-03-13 01:30:00	NQ	Futures	1315.89	1315.89	1312.79	1312.79	22.0
2009-03-13 02:00:00	NQ	Futures	1313.63	1313.63	1312.22	1312.79	21.0
2009-03-13 02:30:00	NQ	Futures	1313.07	1313.07	1312.79	1313.07	12.0
2009-03-13 03:00:00	NQ	Futures	1313.07	1316.18	1312.79	1316.18	57.0
2009-03-13 03:30:00	NQ	Futures	1315.05	1315.89	1314.48	1315.61	76.0
2009-03-13 04:00:00	NQ	Futures	1315.89	1324.37	1315.89	1320.98	937.0
2009-03-13 04:30:00	NQ	Futures	1320.98	1323.24	1320.69	1322.95	258.0
2009-03-13 05:00:00	NQ	Futures	1323.52	1323.8	1319.56	1320.13	302.0
2009-03-13 05:30:00	NQ	Futures	1320.13	1320.69	1318.72	1319.0	145.0
2009-03-13 06:00:00	NQ	Futures	1319.0	1321.26	1318.15	1319.56	76.0
2009-03-13 06:30:00	NQ	Futures	1319.56	1325.78	1319.56	1325.49	239.0
2009-03-13 07:00:00	NQ	Futures	1325.49	1328.32	1322.67	1322.67	535.0
2009-03-13 07:30:00	NQ	Futures	1322.67	1324.08	1320.41	1322.39	180.0
2009-03-13 08:00:00	NQ	Futures	1322.39	1324.65	1319.56	1321.54	286.0

> showing 50 of 1,830 rows — these rows as CSV

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