PREVIEW / futures_30min / 2009-03-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-17.parquet
  size:    65 KB
  rows:    2,234

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
2009-03-17 00:00:00	ES	Futures	723.21	725.13	722.74	722.98	1939.0
2009-03-17 00:30:00	ES	Futures	722.74	725.61	722.5	725.13	2702.0
2009-03-17 01:00:00	ES	Futures	724.89	727.29	724.65	727.29	2199.0
2009-03-17 01:30:00	ES	Futures	727.05	727.29	726.57	726.57	982.0
2009-03-17 02:00:00	ES	Futures	726.81	727.77	725.85	726.81	2043.0
2009-03-17 02:30:00	ES	Futures	726.33	727.53	726.09	726.81	1020.0
2009-03-17 03:00:00	ES	Futures	726.81	727.05	725.13	726.33	3386.0
2009-03-17 03:30:00	ES	Futures	726.57	727.29	722.74	723.45	5701.0
2009-03-17 04:00:00	ES	Futures	723.21	723.93	721.06	721.54	14180.0
2009-03-17 04:30:00	ES	Futures	721.78	725.13	721.54	724.89	7425.0
2009-03-17 05:00:00	ES	Futures	724.89	724.89	722.74	723.45	4746.0
2009-03-17 05:30:00	ES	Futures	723.45	723.69	722.5	723.45	2911.0
2009-03-17 06:00:00	ES	Futures	723.69	727.29	723.69	725.37	7998.0
2009-03-17 06:30:00	ES	Futures	725.37	727.77	724.17	724.65	7288.0
2009-03-17 07:00:00	ES	Futures	724.65	724.65	721.78	722.74	8655.0
2009-03-17 07:30:00	ES	Futures	722.74	723.45	720.82	721.54	10916.0
2009-03-17 08:00:00	ES	Futures	721.54	721.78	718.42	719.62	21601.0
2009-03-17 08:30:00	ES	Futures	719.62	725.37	719.62	723.69	36539.0
2009-03-17 09:00:00	ES	Futures	723.93	723.93	719.38	720.82	28762.0
2009-03-17 09:30:00	ES	Futures	721.06	722.74	715.07	719.14	244160.0
2009-03-17 10:00:00	ES	Futures	719.14	724.17	719.14	720.1	228786.0
2009-03-17 10:30:00	ES	Futures	719.86	726.81	718.9	725.13	174487.0
2009-03-17 11:00:00	ES	Futures	724.89	725.13	721.06	722.02	115902.0
2009-03-17 11:30:00	ES	Futures	721.78	724.89	720.34	724.41	90798.0
2009-03-17 12:00:00	ES	Futures	724.41	728.01	723.21	727.29	89924.0
2009-03-17 12:30:00	ES	Futures	727.29	732.8	726.09	730.64	168849.0
2009-03-17 13:00:00	ES	Futures	730.64	733.76	729.68	731.84	78775.0
2009-03-17 13:30:00	ES	Futures	731.84	734.96	728.97	729.45	103311.0
2009-03-17 14:00:00	ES	Futures	729.45	731.12	727.05	727.29	131923.0
2009-03-17 14:30:00	ES	Futures	727.29	734.24	727.05	731.84	136182.0
2009-03-17 15:00:00	ES	Futures	732.08	737.83	731.12	734.48	184116.0
2009-03-17 15:30:00	ES	Futures	734.48	742.39	732.56	741.91	292195.0
2009-03-17 16:00:00	ES	Futures	741.91	744.78	740.95	743.58	153019.0
2009-03-17 16:30:00	ES	Futures	743.82	744.06	743.1	743.82	5610.0
2009-03-17 17:00:00	ES	Futures	743.58	744.3	743.1	743.82	1772.0
2009-03-17 18:00:00	ES	Futures	743.34	743.82	742.86	742.86	1579.0
2009-03-17 18:30:00	ES	Futures	742.86	743.1	742.15	742.39	1109.0
2009-03-17 19:00:00	ES	Futures	742.39	742.63	741.19	741.19	2332.0
2009-03-17 19:30:00	ES	Futures	741.43	742.63	741.19	741.67	1728.0
2009-03-17 20:00:00	ES	Futures	741.91	742.15	741.19	741.43	1608.0
2009-03-17 20:30:00	ES	Futures	741.43	741.91	740.47	740.71	2277.0
2009-03-17 21:00:00	ES	Futures	740.71	740.95	739.27	739.27	3173.0
2009-03-17 21:30:00	ES	Futures	739.51	740.23	739.27	739.51	1566.0
2009-03-17 22:00:00	ES	Futures	739.27	740.95	739.27	740.95	1781.0
2009-03-17 22:30:00	ES	Futures	740.71	741.43	740.23	740.47	1067.0
2009-03-17 23:00:00	ES	Futures	740.47	741.43	740.47	741.19	1018.0
2009-03-17 23:30:00	ES	Futures	741.19	742.39	740.71	741.43	1252.0
2009-03-17 00:00:00	NQ	Futures	1311.59	1314.43	1311.02	1311.31	92.0
2009-03-17 00:30:00	NQ	Futures	1310.74	1316.14	1310.45	1315.57	30.0
2009-03-17 01:00:00	NQ	Futures	1314.72	1318.41	1314.72	1317.27	98.0

> showing 50 of 2,234 rows — these rows as CSV

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