PREVIEW / futures_30min / 2009-03-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-26.parquet
  size:    65 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
2009-03-26 00:00:00	ES	Futures	781.69	782.64	780.73	782.16	968.0
2009-03-26 00:30:00	ES	Futures	782.16	782.88	781.21	781.69	1160.0
2009-03-26 01:00:00	ES	Futures	781.45	782.88	781.45	782.16	1180.0
2009-03-26 01:30:00	ES	Futures	782.16	784.56	782.16	783.84	2447.0
2009-03-26 02:00:00	ES	Futures	783.84	786.24	783.84	785.76	3608.0
2009-03-26 02:30:00	ES	Futures	786.0	787.92	785.52	786.72	3047.0
2009-03-26 03:00:00	ES	Futures	786.48	786.72	784.56	785.28	5801.0
2009-03-26 03:30:00	ES	Futures	785.28	786.48	782.88	783.84	4576.0
2009-03-26 04:00:00	ES	Futures	784.08	785.04	781.69	782.16	10140.0
2009-03-26 04:30:00	ES	Futures	781.93	782.4	780.01	781.21	8774.0
2009-03-26 05:00:00	ES	Futures	781.21	782.88	779.77	781.21	6353.0
2009-03-26 05:30:00	ES	Futures	781.21	781.69	779.53	780.73	8323.0
2009-03-26 06:00:00	ES	Futures	780.73	784.08	780.25	783.84	9075.0
2009-03-26 06:30:00	ES	Futures	783.84	784.56	782.4	782.88	5034.0
2009-03-26 07:00:00	ES	Futures	782.64	783.84	780.73	780.97	9524.0
2009-03-26 07:30:00	ES	Futures	780.97	784.8	780.73	784.56	14746.0
2009-03-26 08:00:00	ES	Futures	784.56	786.48	784.08	785.52	24662.0
2009-03-26 08:30:00	ES	Futures	785.28	787.44	780.97	784.56	36520.0
2009-03-26 09:00:00	ES	Futures	784.56	785.04	781.93	784.56	22368.0
2009-03-26 09:30:00	ES	Futures	784.8	789.11	780.01	780.73	280456.0
2009-03-26 10:00:00	ES	Futures	780.97	784.56	777.37	778.33	208199.0
2009-03-26 10:30:00	ES	Futures	778.33	785.04	777.37	782.4	209918.0
2009-03-26 11:00:00	ES	Futures	782.64	786.24	781.45	782.4	130343.0
2009-03-26 11:30:00	ES	Futures	782.64	787.2	781.69	784.08	137335.0
2009-03-26 12:00:00	ES	Futures	784.32	788.87	783.6	788.4	138713.0
2009-03-26 12:30:00	ES	Futures	788.4	788.87	782.64	783.84	115296.0
2009-03-26 13:00:00	ES	Futures	783.84	794.63	783.36	792.23	222107.0
2009-03-26 13:30:00	ES	Futures	792.23	793.43	788.87	790.07	126294.0
2009-03-26 14:00:00	ES	Futures	790.07	794.39	788.4	788.63	134248.0
2009-03-26 14:30:00	ES	Futures	788.63	790.55	783.12	783.6	184602.0
2009-03-26 15:00:00	ES	Futures	783.36	791.75	783.12	791.03	155727.0
2009-03-26 15:30:00	ES	Futures	790.79	795.1	789.35	793.67	305333.0
2009-03-26 16:00:00	ES	Futures	793.67	796.06	792.71	792.95	127230.0
2009-03-26 16:30:00	ES	Futures	792.47	792.95	791.75	792.71	5069.0
2009-03-26 17:00:00	ES	Futures	792.47	794.87	792.47	794.87	4153.0
2009-03-26 18:00:00	ES	Futures	794.15	795.58	793.19	794.87	2289.0
2009-03-26 18:30:00	ES	Futures	794.63	794.87	792.23	792.23	1299.0
2009-03-26 19:00:00	ES	Futures	792.47	792.95	791.99	792.47	756.0
2009-03-26 19:30:00	ES	Futures	792.47	792.47	791.75	791.75	1109.0
2009-03-26 20:00:00	ES	Futures	791.75	792.23	791.51	791.99	916.0
2009-03-26 20:30:00	ES	Futures	792.23	793.67	791.99	793.43	1308.0
2009-03-26 21:00:00	ES	Futures	793.43	794.63	792.47	793.67	1902.0
2009-03-26 21:30:00	ES	Futures	793.91	794.15	790.55	790.79	2650.0
2009-03-26 22:00:00	ES	Futures	790.55	791.03	789.59	790.55	2528.0
2009-03-26 22:30:00	ES	Futures	790.55	791.03	789.35	789.35	1279.0
2009-03-26 23:00:00	ES	Futures	789.59	790.07	788.87	789.11	1965.0
2009-03-26 23:30:00	ES	Futures	789.35	790.31	788.87	790.31	1019.0
2009-03-26 00:00:00	NQ	Futures	1414.16	1417.01	1412.74	1417.01	129.0
2009-03-26 00:30:00	NQ	Futures	1416.15	1416.15	1414.73	1415.02	108.0
2009-03-26 01:00:00	NQ	Futures	1415.3	1417.01	1415.3	1416.72	49.0

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

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