PREVIEW / futures_30min / 2009-03-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-16.parquet
  size:    64 KB
  rows:    2,231

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
2009-03-16 00:00:00	ES	Futures	719.14	719.14	717.22	717.94	1084.0
2009-03-16 00:30:00	ES	Futures	718.18	718.9	717.94	718.66	532.0
2009-03-16 01:00:00	ES	Futures	718.66	718.9	718.18	718.66	541.0
2009-03-16 01:30:00	ES	Futures	718.66	718.9	717.46	717.46	1091.0
2009-03-16 02:00:00	ES	Futures	717.7	717.94	717.46	717.94	1341.0
2009-03-16 02:30:00	ES	Futures	717.94	719.86	717.7	719.86	1158.0
2009-03-16 03:00:00	ES	Futures	719.86	721.78	719.86	721.54	3770.0
2009-03-16 03:30:00	ES	Futures	721.3	730.4	721.3	728.97	10746.0
2009-03-16 04:00:00	ES	Futures	729.21	729.68	725.85	726.33	9015.0
2009-03-16 04:30:00	ES	Futures	726.57	730.64	726.57	730.16	11960.0
2009-03-16 05:00:00	ES	Futures	730.16	730.88	727.53	729.45	8159.0
2009-03-16 05:30:00	ES	Futures	729.45	734.0	728.97	733.52	14940.0
2009-03-16 06:00:00	ES	Futures	733.52	734.0	732.08	732.32	10187.0
2009-03-16 06:30:00	ES	Futures	732.32	733.52	731.12	731.36	9060.0
2009-03-16 07:00:00	ES	Futures	731.6	732.8	729.92	732.32	8178.0
2009-03-16 07:30:00	ES	Futures	732.32	733.28	731.36	732.32	8691.0
2009-03-16 08:00:00	ES	Futures	732.32	732.32	730.16	730.16	11298.0
2009-03-16 08:30:00	ES	Futures	730.64	732.32	729.45	730.16	23709.0
2009-03-16 09:00:00	ES	Futures	729.92	731.36	728.49	729.92	23947.0
2009-03-16 09:30:00	ES	Futures	729.68	732.32	727.29	729.68	277146.0
2009-03-16 10:00:00	ES	Futures	729.92	731.12	725.85	726.81	169821.0
2009-03-16 10:30:00	ES	Futures	726.81	733.28	726.81	728.73	192314.0
2009-03-16 11:00:00	ES	Futures	728.73	736.16	728.25	734.48	166661.0
2009-03-16 11:30:00	ES	Futures	734.72	735.68	732.32	733.04	114983.0
2009-03-16 12:00:00	ES	Futures	733.04	734.24	731.36	733.76	83843.0
2009-03-16 12:30:00	ES	Futures	733.76	739.51	733.76	738.79	127152.0
2009-03-16 13:00:00	ES	Futures	739.03	739.51	735.68	736.63	102192.0
2009-03-16 13:30:00	ES	Futures	736.63	739.51	734.72	735.44	108364.0
2009-03-16 14:00:00	ES	Futures	735.44	735.68	731.6	732.32	122188.0
2009-03-16 14:30:00	ES	Futures	732.56	734.96	728.49	729.21	156097.0
2009-03-16 15:00:00	ES	Futures	729.21	730.16	722.26	724.65	217217.0
2009-03-16 15:30:00	ES	Futures	724.89	725.37	718.42	719.86	244077.0
2009-03-16 16:00:00	ES	Futures	719.86	723.21	719.38	722.5	118344.0
2009-03-16 16:30:00	ES	Futures	722.26	723.45	722.02	722.5	4101.0
2009-03-16 17:00:00	ES	Futures	722.5	722.5	721.78	722.02	1678.0
2009-03-16 18:00:00	ES	Futures	722.02	722.26	721.54	722.26	1490.0
2009-03-16 18:30:00	ES	Futures	722.26	722.74	722.26	722.26	479.0
2009-03-16 19:00:00	ES	Futures	722.26	722.5	721.78	722.5	429.0
2009-03-16 19:30:00	ES	Futures	722.5	722.98	722.26	722.74	1295.0
2009-03-16 20:00:00	ES	Futures	722.74	722.74	721.06	721.06	2566.0
2009-03-16 20:30:00	ES	Futures	721.06	723.21	721.06	722.98	1045.0
2009-03-16 21:00:00	ES	Futures	722.98	724.17	722.5	723.93	1199.0
2009-03-16 21:30:00	ES	Futures	723.93	723.93	722.74	722.74	941.0
2009-03-16 22:00:00	ES	Futures	722.74	722.74	721.54	721.54	2480.0
2009-03-16 22:30:00	ES	Futures	721.54	722.5	721.54	721.54	1080.0
2009-03-16 23:00:00	ES	Futures	721.54	721.78	720.34	720.34	3479.0
2009-03-16 23:30:00	ES	Futures	720.1	723.69	720.1	723.45	1892.0
2009-03-16 00:00:00	NQ	Futures	1317.56	1317.56	1314.72	1315.57	121.0
2009-03-16 00:30:00	NQ	Futures	1315.57	1316.7	1315.57	1316.7	67.0
2009-03-16 01:00:00	NQ	Futures	1316.7	1317.27	1316.7	1316.99	33.0

> showing 50 of 2,231 rows — these rows as CSV

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