PREVIEW / futures_30min / 2009-03-25

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-25.parquet
  size:    67 KB
  rows:    2,290

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
2009-03-25 00:00:00	ES	Futures	774.02	774.74	772.58	772.82	2333.0
2009-03-25 00:30:00	ES	Futures	772.58	773.06	771.62	772.58	1472.0
2009-03-25 01:00:00	ES	Futures	772.58	772.82	771.14	771.14	1289.0
2009-03-25 01:30:00	ES	Futures	771.14	773.06	770.66	772.82	1039.0
2009-03-25 02:00:00	ES	Futures	772.58	774.5	772.34	774.02	1818.0
2009-03-25 02:30:00	ES	Futures	774.02	774.26	771.86	772.34	1094.0
2009-03-25 03:00:00	ES	Futures	772.34	772.58	767.55	768.75	8488.0
2009-03-25 03:30:00	ES	Futures	768.75	770.42	768.27	768.98	3747.0
2009-03-25 04:00:00	ES	Futures	768.98	774.5	768.75	773.54	19099.0
2009-03-25 04:30:00	ES	Futures	773.78	776.17	773.06	775.22	11414.0
2009-03-25 05:00:00	ES	Futures	775.22	776.65	774.74	775.69	11326.0
2009-03-25 05:30:00	ES	Futures	775.69	775.93	773.54	774.02	5424.0
2009-03-25 06:00:00	ES	Futures	773.78	774.98	772.82	772.82	5747.0
2009-03-25 06:30:00	ES	Futures	772.82	774.5	771.86	772.1	7183.0
2009-03-25 07:00:00	ES	Futures	772.1	772.82	769.22	771.14	12011.0
2009-03-25 07:30:00	ES	Futures	770.9	772.1	770.66	772.1	7557.0
2009-03-25 08:00:00	ES	Futures	772.1	772.82	770.66	771.86	20337.0
2009-03-25 08:30:00	ES	Futures	771.86	775.45	771.38	772.82	56888.0
2009-03-25 09:00:00	ES	Futures	772.82	776.17	772.34	774.98	23871.0
2009-03-25 09:30:00	ES	Futures	774.74	781.69	774.02	780.49	235788.0
2009-03-25 10:00:00	ES	Futures	780.73	788.16	780.49	783.12	299812.0
2009-03-25 10:30:00	ES	Futures	783.12	789.35	782.4	783.36	204058.0
2009-03-25 11:00:00	ES	Futures	783.36	786.72	781.21	783.12	142144.0
2009-03-25 11:30:00	ES	Futures	783.12	785.52	781.45	783.84	112512.0
2009-03-25 12:00:00	ES	Futures	783.6	787.44	780.01	781.45	121421.0
2009-03-25 12:30:00	ES	Futures	781.69	782.4	778.33	779.77	95504.0
2009-03-25 13:00:00	ES	Futures	780.01	781.69	771.62	773.06	160899.0
2009-03-25 13:30:00	ES	Futures	772.82	773.78	768.98	770.42	181893.0
2009-03-25 14:00:00	ES	Futures	770.42	770.66	761.8	763.23	251373.0
2009-03-25 14:30:00	ES	Futures	763.23	763.95	755.57	756.76	298832.0
2009-03-25 15:00:00	ES	Futures	757.0	764.67	754.37	764.19	240969.0
2009-03-25 15:30:00	ES	Futures	764.19	778.33	762.28	776.41	415034.0
2009-03-25 16:00:00	ES	Futures	776.17	776.89	773.78	774.74	111850.0
2009-03-25 16:30:00	ES	Futures	774.02	777.61	773.78	776.89	6131.0
2009-03-25 17:00:00	ES	Futures	776.89	779.05	776.65	778.57	3509.0
2009-03-25 18:00:00	ES	Futures	777.85	778.33	776.89	777.85	2053.0
2009-03-25 18:30:00	ES	Futures	778.09	778.33	777.85	778.33	680.0
2009-03-25 19:00:00	ES	Futures	778.33	778.81	778.09	778.33	793.0
2009-03-25 19:30:00	ES	Futures	778.09	778.33	777.13	777.37	1768.0
2009-03-25 20:00:00	ES	Futures	777.13	778.81	776.65	778.33	2284.0
2009-03-25 20:30:00	ES	Futures	778.33	779.29	777.61	779.05	2600.0
2009-03-25 21:00:00	ES	Futures	779.05	781.93	779.05	781.93	4743.0
2009-03-25 21:30:00	ES	Futures	781.69	782.88	780.73	782.16	4895.0
2009-03-25 22:00:00	ES	Futures	781.93	782.64	780.97	781.21	2063.0
2009-03-25 22:30:00	ES	Futures	781.21	781.69	780.25	780.49	1634.0
2009-03-25 23:00:00	ES	Futures	780.25	780.73	779.29	780.49	2127.0
2009-03-25 23:30:00	ES	Futures	780.25	782.88	780.01	781.69	2121.0
2009-03-25 00:00:00	NQ	Futures	1410.19	1411.61	1408.48	1408.48	103.0
2009-03-25 00:30:00	NQ	Futures	1408.77	1409.05	1406.78	1409.05	27.0
2009-03-25 01:00:00	NQ	Futures	1409.33	1409.33	1406.21	1406.21	53.0

> showing 50 of 2,290 rows — these rows as CSV

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