PREVIEW / futures_30min / 2009-03-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-19.parquet
  size:    68 KB
  rows:    2,292

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
2009-03-19 00:00:00	ES	Futures	754.61	754.85	753.41	753.89	1179.0
2009-03-19 00:30:00	ES	Futures	753.65	754.37	753.17	754.37	898.0
2009-03-19 01:00:00	ES	Futures	754.37	754.37	752.69	752.69	1035.0
2009-03-19 01:30:00	ES	Futures	752.69	752.69	751.73	752.21	1504.0
2009-03-19 02:00:00	ES	Futures	752.21	752.93	751.73	752.69	714.0
2009-03-19 02:30:00	ES	Futures	752.93	754.61	751.97	754.37	3036.0
2009-03-19 03:00:00	ES	Futures	754.37	755.09	752.69	753.89	4198.0
2009-03-19 03:30:00	ES	Futures	753.65	756.52	753.17	753.41	6755.0
2009-03-19 04:00:00	ES	Futures	753.65	757.24	751.01	751.97	21265.0
2009-03-19 04:30:00	ES	Futures	752.21	754.85	751.97	753.65	9250.0
2009-03-19 05:00:00	ES	Futures	753.89	756.52	752.93	754.37	11844.0
2009-03-19 05:30:00	ES	Futures	754.37	756.04	753.89	754.37	10079.0
2009-03-19 06:00:00	ES	Futures	754.61	755.81	753.89	754.13	6535.0
2009-03-19 06:30:00	ES	Futures	753.89	757.0	753.65	756.04	8901.0
2009-03-19 07:00:00	ES	Futures	755.81	760.84	755.33	758.68	15770.0
2009-03-19 07:30:00	ES	Futures	758.68	762.51	758.44	762.04	33447.0
2009-03-19 08:00:00	ES	Futures	762.28	762.28	759.16	761.32	21423.0
2009-03-19 08:30:00	ES	Futures	761.56	764.91	761.08	764.19	34459.0
2009-03-19 09:00:00	ES	Futures	764.43	768.27	763.47	767.31	65518.0
2009-03-19 09:30:00	ES	Futures	767.31	767.79	753.89	753.89	298924.0
2009-03-19 10:00:00	ES	Futures	753.89	758.92	751.73	755.57	249059.0
2009-03-19 10:30:00	ES	Futures	755.81	760.84	754.61	756.28	164305.0
2009-03-19 11:00:00	ES	Futures	756.28	758.92	750.77	750.77	153011.0
2009-03-19 11:30:00	ES	Futures	751.01	752.69	745.74	750.53	205364.0
2009-03-19 12:00:00	ES	Futures	750.53	751.25	747.18	750.29	104093.0
2009-03-19 12:30:00	ES	Futures	750.53	752.93	749.1	749.1	101907.0
2009-03-19 13:00:00	ES	Futures	749.1	753.17	747.66	751.97	92093.0
2009-03-19 13:30:00	ES	Futures	751.97	755.09	748.86	753.17	118142.0
2009-03-19 14:00:00	ES	Futures	753.41	756.52	749.81	750.77	110933.0
2009-03-19 14:30:00	ES	Futures	751.01	751.73	746.22	748.14	146508.0
2009-03-19 15:00:00	ES	Futures	748.38	751.49	747.42	749.33	137223.0
2009-03-19 15:30:00	ES	Futures	749.1	752.45	745.02	746.94	228481.0
2009-03-19 16:00:00	ES	Futures	746.94	749.1	746.7	748.14	112105.0
2009-03-19 16:30:00	ES	Futures	747.66	747.9	745.74	746.46	7363.0
2009-03-19 17:00:00	ES	Futures	746.7	746.7	744.3	744.78	5031.0
2009-03-19 17:30:00	ES	Futures	745.26	745.26	745.26	745.26	21.0
2009-03-19 18:00:00	ES	Futures	744.78	745.5	743.34	744.78	3797.0
2009-03-19 18:30:00	ES	Futures	744.78	745.26	743.82	744.78	2210.0
2009-03-19 19:00:00	ES	Futures	744.78	745.02	744.06	744.54	1039.0
2009-03-19 19:30:00	ES	Futures	744.78	745.02	744.06	744.3	1151.0
2009-03-19 20:00:00	ES	Futures	744.54	746.7	744.54	745.74	1890.0
2009-03-19 20:30:00	ES	Futures	745.74	745.74	743.82	745.02	2509.0
2009-03-19 21:00:00	ES	Futures	745.02	746.22	744.06	744.3	982.0
2009-03-19 21:30:00	ES	Futures	744.3	745.02	744.06	744.54	947.0
2009-03-19 22:00:00	ES	Futures	744.3	744.54	743.58	743.58	1623.0
2009-03-19 22:30:00	ES	Futures	743.58	743.82	741.91	742.15	5617.0
2009-03-19 23:00:00	ES	Futures	742.15	742.86	741.91	742.15	1886.0
2009-03-19 23:30:00	ES	Futures	742.15	742.39	741.67	741.67	1484.0
2009-03-19 00:00:00	NQ	Futures	1370.41	1370.69	1368.7	1368.7	28.0
2009-03-19 00:30:00	NQ	Futures	1368.99	1370.41	1368.13	1369.84	56.0

> showing 50 of 2,292 rows — these rows as CSV

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