PREVIEW / futures_30min / 2009-03-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-20.parquet
  size:    57 KB
  rows:    1,858

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
2009-03-20 00:00:00	ES	Futures	741.67	742.86	741.67	742.63	1844.0
2009-03-20 00:30:00	ES	Futures	742.39	743.34	741.67	741.91	1399.0
2009-03-20 01:00:00	ES	Futures	741.91	742.39	739.99	740.47	3332.0
2009-03-20 01:30:00	ES	Futures	740.71	740.95	739.99	740.47	1636.0
2009-03-20 02:00:00	ES	Futures	740.47	741.67	740.47	741.19	976.0
2009-03-20 02:30:00	ES	Futures	741.43	741.43	739.99	740.95	1472.0
2009-03-20 03:00:00	ES	Futures	740.95	742.63	740.71	741.91	3139.0
2009-03-20 03:30:00	ES	Futures	741.91	742.86	740.95	741.67	4045.0
2009-03-20 04:00:00	ES	Futures	741.43	742.86	740.95	742.63	12747.0
2009-03-20 04:30:00	ES	Futures	742.63	743.34	741.91	742.63	11873.0
2009-03-20 05:00:00	ES	Futures	742.86	742.86	741.19	741.91	5509.0
2009-03-20 05:30:00	ES	Futures	741.67	742.15	739.75	741.43	8216.0
2009-03-20 06:00:00	ES	Futures	741.43	741.67	739.03	740.95	9305.0
2009-03-20 06:30:00	ES	Futures	740.95	745.02	740.23	745.02	13968.0
2009-03-20 07:00:00	ES	Futures	745.02	748.14	744.3	747.9	15136.0
2009-03-20 07:30:00	ES	Futures	747.9	750.29	745.98	749.81	25997.0
2009-03-20 08:00:00	ES	Futures	749.81	751.01	747.9	750.05	24053.0
2009-03-20 08:30:00	ES	Futures	750.29	752.45	749.81	751.25	37277.0
2009-03-20 09:00:00	ES	Futures	751.49	752.93	749.57	751.73	43747.0
2009-03-20 09:30:00	ES	Futures	751.49	752.69	746.22	747.42	277821.0
2009-03-20 10:00:00	ES	Futures	747.66	749.57	744.3	749.57	192828.0
2009-03-20 10:30:00	ES	Futures	749.33	749.81	746.46	748.86	105390.0
2009-03-20 11:00:00	ES	Futures	748.62	748.86	743.1	744.3	141162.0
2009-03-20 11:30:00	ES	Futures	744.3	747.18	743.34	745.26	115116.0
2009-03-20 12:00:00	ES	Futures	745.26	747.66	743.58	745.98	80029.0
2009-03-20 12:30:00	ES	Futures	745.98	747.9	739.03	740.71	123777.0
2009-03-20 13:00:00	ES	Futures	740.71	741.67	736.39	736.87	98604.0
2009-03-20 13:30:00	ES	Futures	736.87	738.55	732.32	732.56	159511.0
2009-03-20 14:00:00	ES	Futures	732.56	733.76	729.92	733.52	148474.0
2009-03-20 14:30:00	ES	Futures	733.52	734.48	729.92	733.52	126642.0
2009-03-20 15:00:00	ES	Futures	733.76	738.07	733.52	736.16	153035.0
2009-03-20 15:30:00	ES	Futures	736.16	739.99	731.36	731.36	259913.0
2009-03-20 16:00:00	ES	Futures	731.36	733.04	730.64	732.08	118186.0
2009-03-20 00:00:00	NQ	Futures	1359.61	1361.6	1359.04	1360.18	40.0
2009-03-20 00:30:00	NQ	Futures	1361.31	1361.88	1359.33	1359.33	13.0
2009-03-20 01:00:00	NQ	Futures	1359.33	1359.33	1356.2	1356.48	145.0
2009-03-20 01:30:00	NQ	Futures	1357.05	1357.9	1355.92	1357.9	33.0
2009-03-20 02:00:00	NQ	Futures	1356.2	1359.04	1356.2	1359.04	22.0
2009-03-20 02:30:00	NQ	Futures	1359.33	1359.61	1357.62	1359.61	121.0
2009-03-20 03:00:00	NQ	Futures	1359.33	1363.02	1359.04	1363.02	249.0
2009-03-20 03:30:00	NQ	Futures	1363.02	1363.87	1360.75	1361.6	228.0
2009-03-20 04:00:00	NQ	Futures	1361.31	1363.87	1360.75	1363.3	624.0
2009-03-20 04:30:00	NQ	Futures	1363.02	1365.01	1361.6	1364.16	534.0
2009-03-20 05:00:00	NQ	Futures	1364.72	1364.72	1360.18	1361.88	408.0
2009-03-20 05:30:00	NQ	Futures	1362.17	1363.87	1359.04	1362.45	438.0
2009-03-20 06:00:00	NQ	Futures	1362.45	1362.45	1358.76	1360.46	368.0
2009-03-20 06:30:00	NQ	Futures	1359.89	1368.13	1359.61	1367.0	840.0
2009-03-20 07:00:00	NQ	Futures	1367.0	1371.54	1365.86	1371.26	1371.0
2009-03-20 07:30:00	NQ	Futures	1371.54	1372.4	1366.71	1370.69	2034.0
2009-03-20 08:00:00	NQ	Futures	1370.69	1371.83	1367.28	1370.41	2773.0

> showing 50 of 1,858 rows — these rows as CSV

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