PREVIEW / futures_30min / 2009-03-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-24.parquet
  size:    67 KB
  rows:    2,276

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
2009-03-24 00:00:00	ES	Futures	778.57	779.77	778.33	779.53	2027.0
2009-03-24 00:30:00	ES	Futures	779.77	780.49	778.81	779.29	1986.0
2009-03-24 01:00:00	ES	Futures	779.29	782.64	779.29	781.69	3170.0
2009-03-24 01:30:00	ES	Futures	781.69	784.08	781.45	783.12	2924.0
2009-03-24 02:00:00	ES	Futures	783.12	783.6	781.93	783.12	1332.0
2009-03-24 02:30:00	ES	Futures	782.88	783.36	780.97	781.93	1701.0
2009-03-24 03:00:00	ES	Futures	781.69	782.64	781.45	782.64	2714.0
2009-03-24 03:30:00	ES	Futures	782.4	783.12	782.16	782.4	5421.0
2009-03-24 04:00:00	ES	Futures	782.4	782.64	778.09	779.29	21754.0
2009-03-24 04:30:00	ES	Futures	779.29	780.01	777.61	778.57	14171.0
2009-03-24 05:00:00	ES	Futures	778.57	778.57	775.45	776.41	23227.0
2009-03-24 05:30:00	ES	Futures	776.41	778.57	774.5	774.98	20132.0
2009-03-24 06:00:00	ES	Futures	774.98	776.89	774.26	776.41	12815.0
2009-03-24 06:30:00	ES	Futures	776.41	777.85	774.02	777.37	12470.0
2009-03-24 07:00:00	ES	Futures	777.37	778.09	776.17	777.37	9166.0
2009-03-24 07:30:00	ES	Futures	777.13	778.09	776.41	776.65	12133.0
2009-03-24 08:00:00	ES	Futures	776.65	777.37	774.5	775.93	19515.0
2009-03-24 08:30:00	ES	Futures	776.17	777.85	774.98	776.17	15379.0
2009-03-24 09:00:00	ES	Futures	775.93	776.17	774.02	775.45	24285.0
2009-03-24 09:30:00	ES	Futures	775.45	777.37	771.86	777.13	232255.0
2009-03-24 10:00:00	ES	Futures	777.37	781.21	774.02	774.5	270014.0
2009-03-24 10:30:00	ES	Futures	774.74	775.45	771.86	774.5	157747.0
2009-03-24 11:00:00	ES	Futures	774.26	779.77	773.06	778.57	146864.0
2009-03-24 11:30:00	ES	Futures	778.81	780.25	776.17	776.41	112690.0
2009-03-24 12:00:00	ES	Futures	776.17	779.05	774.5	778.57	86153.0
2009-03-24 12:30:00	ES	Futures	778.57	783.12	777.61	782.16	117900.0
2009-03-24 13:00:00	ES	Futures	782.16	786.0	780.73	784.8	129808.0
2009-03-24 13:30:00	ES	Futures	785.04	785.04	779.29	780.73	120795.0
2009-03-24 14:00:00	ES	Futures	780.73	785.04	779.77	780.97	117185.0
2009-03-24 14:30:00	ES	Futures	780.97	782.4	777.37	779.05	146683.0
2009-03-24 15:00:00	ES	Futures	779.05	780.25	774.02	776.17	138507.0
2009-03-24 15:30:00	ES	Futures	776.41	778.57	768.03	768.98	291042.0
2009-03-24 16:00:00	ES	Futures	768.98	770.66	768.27	769.94	103099.0
2009-03-24 16:30:00	ES	Futures	769.94	770.66	768.75	768.98	12242.0
2009-03-24 17:00:00	ES	Futures	769.22	769.94	768.27	769.22	4578.0
2009-03-24 18:00:00	ES	Futures	769.22	769.46	768.03	769.22	4609.0
2009-03-24 18:30:00	ES	Futures	769.22	770.66	769.22	770.66	2093.0
2009-03-24 19:00:00	ES	Futures	770.66	770.9	770.18	770.66	1171.0
2009-03-24 19:30:00	ES	Futures	770.9	772.34	770.42	772.1	2194.0
2009-03-24 20:00:00	ES	Futures	772.1	772.82	770.9	771.38	2244.0
2009-03-24 20:30:00	ES	Futures	771.38	772.34	770.9	771.38	1152.0
2009-03-24 21:00:00	ES	Futures	771.38	772.1	769.7	769.94	2043.0
2009-03-24 21:30:00	ES	Futures	769.7	772.1	769.7	770.9	1675.0
2009-03-24 22:00:00	ES	Futures	770.9	771.86	770.42	771.62	1093.0
2009-03-24 22:30:00	ES	Futures	771.38	772.58	771.38	772.34	1344.0
2009-03-24 23:00:00	ES	Futures	772.1	773.54	771.86	773.06	1755.0
2009-03-24 23:30:00	ES	Futures	773.06	774.02	772.58	774.02	1621.0
2009-03-24 00:00:00	NQ	Futures	1413.88	1415.3	1413.88	1415.3	88.0
2009-03-24 00:30:00	NQ	Futures	1415.3	1417.29	1413.6	1414.73	126.0
2009-03-24 01:00:00	NQ	Futures	1414.73	1420.13	1414.73	1419.28	108.0

> showing 50 of 2,276 rows — these rows as CSV

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