PREVIEW / futures_30min / 2009-03-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-23.parquet
  size:    68 KB
  rows:    2,294

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
2009-03-23 00:00:00	ES	Futures	744.78	745.98	743.34	743.58	2234.0
2009-03-23 00:30:00	ES	Futures	743.34	744.54	742.86	743.58	1777.0
2009-03-23 01:00:00	ES	Futures	743.34	745.5	742.86	745.26	1823.0
2009-03-23 01:30:00	ES	Futures	745.02	746.7	745.02	745.98	2669.0
2009-03-23 02:00:00	ES	Futures	746.22	746.7	745.5	745.74	1750.0
2009-03-23 02:30:00	ES	Futures	745.98	747.9	745.74	746.94	3801.0
2009-03-23 03:00:00	ES	Futures	746.94	750.05	746.94	750.05	10656.0
2009-03-23 03:30:00	ES	Futures	749.81	755.81	749.81	753.41	12975.0
2009-03-23 04:00:00	ES	Futures	753.41	753.89	751.01	751.49	16048.0
2009-03-23 04:30:00	ES	Futures	751.49	752.69	750.77	751.73	7894.0
2009-03-23 05:00:00	ES	Futures	751.97	754.37	751.73	752.69	7787.0
2009-03-23 05:30:00	ES	Futures	752.93	753.89	751.73	753.89	8261.0
2009-03-23 06:00:00	ES	Futures	753.89	754.61	751.97	753.89	8779.0
2009-03-23 06:30:00	ES	Futures	754.13	755.57	753.17	753.89	12746.0
2009-03-23 07:00:00	ES	Futures	753.65	754.13	751.97	753.41	11133.0
2009-03-23 07:30:00	ES	Futures	753.41	757.48	753.17	757.24	25348.0
2009-03-23 08:00:00	ES	Futures	757.48	757.96	750.05	750.77	47816.0
2009-03-23 08:30:00	ES	Futures	750.77	751.25	747.42	748.62	50491.0
2009-03-23 09:00:00	ES	Futures	748.86	751.25	746.22	751.01	38606.0
2009-03-23 09:30:00	ES	Futures	751.01	753.89	748.14	751.97	238292.0
2009-03-23 10:00:00	ES	Futures	751.73	761.56	751.73	759.16	296130.0
2009-03-23 10:30:00	ES	Futures	759.16	763.71	758.44	762.99	194261.0
2009-03-23 11:00:00	ES	Futures	762.99	764.43	760.12	760.84	127257.0
2009-03-23 11:30:00	ES	Futures	761.08	767.79	760.6	766.59	144872.0
2009-03-23 12:00:00	ES	Futures	766.59	767.55	764.91	766.35	96731.0
2009-03-23 12:30:00	ES	Futures	766.59	767.07	764.19	764.19	75867.0
2009-03-23 13:00:00	ES	Futures	764.43	768.98	761.32	761.8	155320.0
2009-03-23 13:30:00	ES	Futures	761.8	762.75	759.64	761.32	120523.0
2009-03-23 14:00:00	ES	Futures	761.32	764.67	759.88	764.43	98819.0
2009-03-23 14:30:00	ES	Futures	764.43	772.82	763.95	772.1	221152.0
2009-03-23 15:00:00	ES	Futures	772.34	775.22	770.18	774.74	193370.0
2009-03-23 15:30:00	ES	Futures	774.74	785.52	773.54	785.28	426180.0
2009-03-23 16:00:00	ES	Futures	785.52	786.96	783.36	784.08	207023.0
2009-03-23 16:30:00	ES	Futures	784.08	784.56	783.12	784.08	7131.0
2009-03-23 17:00:00	ES	Futures	784.32	785.28	783.6	784.8	4645.0
2009-03-23 18:00:00	ES	Futures	784.8	785.28	783.84	784.08	2146.0
2009-03-23 18:30:00	ES	Futures	784.08	784.08	782.64	782.64	2326.0
2009-03-23 19:00:00	ES	Futures	782.88	782.88	782.16	782.16	1613.0
2009-03-23 19:30:00	ES	Futures	782.16	782.88	781.93	782.4	2143.0
2009-03-23 20:00:00	ES	Futures	782.4	782.88	781.21	781.93	3132.0
2009-03-23 20:30:00	ES	Futures	781.93	783.12	781.45	781.93	2214.0
2009-03-23 21:00:00	ES	Futures	781.93	782.64	781.21	781.45	1974.0
2009-03-23 21:30:00	ES	Futures	781.45	781.93	780.01	780.01	2830.0
2009-03-23 22:00:00	ES	Futures	780.01	780.49	779.77	780.25	2230.0
2009-03-23 22:30:00	ES	Futures	780.25	780.97	779.77	780.73	1133.0
2009-03-23 23:00:00	ES	Futures	780.73	780.97	779.53	780.01	2009.0
2009-03-23 23:30:00	ES	Futures	780.01	780.01	778.57	778.81	3037.0
2009-03-23 00:00:00	NQ	Futures	1370.41	1371.26	1368.99	1368.99	104.0
2009-03-23 00:30:00	NQ	Futures	1368.7	1370.41	1367.85	1369.55	69.0
2009-03-23 01:00:00	NQ	Futures	1368.99	1371.54	1367.57	1371.26	137.0

> showing 50 of 2,294 rows — these rows as CSV

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