PREVIEW / futures_30min / 2009-03-18

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-18.parquet
  size:    69 KB
  rows:    2,308

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
2009-03-18 00:00:00	ES	Futures	741.19	741.19	740.23	740.95	1171.0
2009-03-18 00:30:00	ES	Futures	740.95	741.19	740.23	740.71	1524.0
2009-03-18 01:00:00	ES	Futures	740.71	741.91	740.71	741.43	993.0
2009-03-18 01:30:00	ES	Futures	741.43	742.39	741.43	741.67	845.0
2009-03-18 02:00:00	ES	Futures	741.43	742.63	741.43	742.63	496.0
2009-03-18 02:30:00	ES	Futures	742.39	742.39	740.95	742.15	735.0
2009-03-18 03:00:00	ES	Futures	741.91	742.86	740.95	741.43	2898.0
2009-03-18 03:30:00	ES	Futures	741.19	741.43	740.23	740.23	4396.0
2009-03-18 04:00:00	ES	Futures	740.23	742.63	739.99	742.63	12340.0
2009-03-18 04:30:00	ES	Futures	742.63	743.1	739.51	739.99	9122.0
2009-03-18 05:00:00	ES	Futures	740.23	740.23	738.07	738.55	10521.0
2009-03-18 05:30:00	ES	Futures	738.55	739.51	736.87	738.07	10183.0
2009-03-18 06:00:00	ES	Futures	738.31	740.23	738.07	739.03	4912.0
2009-03-18 06:30:00	ES	Futures	739.03	740.23	738.31	738.79	8438.0
2009-03-18 07:00:00	ES	Futures	738.79	741.67	738.79	740.95	8096.0
2009-03-18 07:30:00	ES	Futures	740.95	741.19	737.83	738.31	12713.0
2009-03-18 08:00:00	ES	Futures	738.31	739.99	737.11	739.03	27619.0
2009-03-18 08:30:00	ES	Futures	739.03	739.75	736.63	737.83	24877.0
2009-03-18 09:00:00	ES	Futures	737.83	738.07	734.96	737.59	29926.0
2009-03-18 09:30:00	ES	Futures	737.35	738.79	733.76	736.39	188851.0
2009-03-18 10:00:00	ES	Futures	736.39	737.59	732.32	733.04	185913.0
2009-03-18 10:30:00	ES	Futures	733.04	736.87	730.16	736.63	187423.0
2009-03-18 11:00:00	ES	Futures	736.87	738.07	733.52	734.48	125978.0
2009-03-18 11:30:00	ES	Futures	734.48	737.59	733.04	737.35	76557.0
2009-03-18 12:00:00	ES	Futures	737.35	741.91	737.35	739.75	110861.0
2009-03-18 12:30:00	ES	Futures	739.99	742.39	737.11	741.67	141707.0
2009-03-18 13:00:00	ES	Futures	741.67	742.15	739.03	741.19	99337.0
2009-03-18 13:30:00	ES	Futures	740.95	745.26	740.95	742.63	99627.0
2009-03-18 14:00:00	ES	Futures	742.63	762.28	740.95	755.81	370354.0
2009-03-18 14:30:00	ES	Futures	756.04	767.31	752.45	764.19	400324.0
2009-03-18 15:00:00	ES	Futures	764.19	764.43	747.9	753.65	365405.0
2009-03-18 15:30:00	ES	Futures	753.65	758.68	749.1	757.24	364655.0
2009-03-18 16:00:00	ES	Futures	757.24	759.4	756.04	758.44	127722.0
2009-03-18 16:30:00	ES	Futures	757.96	759.16	757.0	758.92	7659.0
2009-03-18 17:00:00	ES	Futures	758.92	759.4	758.2	758.44	1968.0
2009-03-18 18:00:00	ES	Futures	758.2	758.2	756.52	756.76	3081.0
2009-03-18 18:30:00	ES	Futures	756.52	756.76	755.09	755.57	2633.0
2009-03-18 19:00:00	ES	Futures	755.57	756.76	755.33	756.52	1121.0
2009-03-18 19:30:00	ES	Futures	756.52	756.76	755.09	755.57	1383.0
2009-03-18 20:00:00	ES	Futures	755.57	755.57	753.65	754.13	2067.0
2009-03-18 20:30:00	ES	Futures	753.89	754.13	753.17	753.89	2497.0
2009-03-18 21:00:00	ES	Futures	754.13	754.85	753.41	753.65	1252.0
2009-03-18 21:30:00	ES	Futures	753.65	753.89	752.69	752.93	1612.0
2009-03-18 22:00:00	ES	Futures	752.93	753.17	751.73	752.69	1861.0
2009-03-18 22:30:00	ES	Futures	752.45	753.89	751.73	753.89	1271.0
2009-03-18 23:00:00	ES	Futures	753.65	754.37	753.17	753.89	1214.0
2009-03-18 23:30:00	ES	Futures	753.89	755.09	753.17	754.61	1712.0
2009-03-18 00:00:00	NQ	Futures	1349.1	1349.66	1347.68	1349.1	42.0
2009-03-18 00:30:00	NQ	Futures	1349.1	1349.1	1347.39	1348.81	47.0
2009-03-18 01:00:00	NQ	Futures	1348.53	1349.95	1348.53	1348.81	31.0

> showing 50 of 2,308 rows — these rows as CSV

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