PREVIEW / futures_30min / 2009-03-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-30.parquet
  size:    61 KB
  rows:    2,100

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
2009-03-30 00:00:00	ES	Futures	773.3	773.54	768.98	769.22	9209.0
2009-03-30 00:30:00	ES	Futures	769.22	770.18	768.75	769.46	2962.0
2009-03-30 01:00:00	ES	Futures	769.7	769.94	767.55	768.27	2353.0
2009-03-30 01:30:00	ES	Futures	768.03	768.27	767.07	767.55	3454.0
2009-03-30 02:00:00	ES	Futures	767.55	768.03	764.19	764.91	8016.0
2009-03-30 02:30:00	ES	Futures	765.15	766.83	764.67	766.83	4906.0
2009-03-30 03:00:00	ES	Futures	766.83	768.27	758.2	761.56	30788.0
2009-03-30 03:30:00	ES	Futures	761.56	761.8	756.76	760.36	20792.0
2009-03-30 04:00:00	ES	Futures	760.36	762.04	758.68	761.8	12311.0
2009-03-30 04:30:00	ES	Futures	761.56	762.75	760.12	761.08	9365.0
2009-03-30 05:00:00	ES	Futures	761.08	763.23	760.36	761.8	7043.0
2009-03-30 05:30:00	ES	Futures	762.04	763.47	761.08	762.99	5871.0
2009-03-30 06:00:00	ES	Futures	762.99	763.71	761.8	762.04	6777.0
2009-03-30 06:30:00	ES	Futures	761.8	764.19	761.8	763.95	5985.0
2009-03-30 07:00:00	ES	Futures	763.95	765.39	763.47	764.43	11755.0
2009-03-30 07:30:00	ES	Futures	764.43	765.39	763.23	763.47	10337.0
2009-03-30 08:00:00	ES	Futures	763.47	765.87	763.23	764.91	13305.0
2009-03-30 08:30:00	ES	Futures	764.91	765.15	762.99	762.99	12267.0
2009-03-30 09:00:00	ES	Futures	762.99	763.47	760.36	761.08	29526.0
2009-03-30 09:30:00	ES	Futures	761.32	762.04	753.89	756.52	290358.0
2009-03-30 10:00:00	ES	Futures	756.28	757.96	753.89	755.57	165195.0
2009-03-30 10:30:00	ES	Futures	755.57	755.57	749.81	751.73	151282.0
2009-03-30 11:00:00	ES	Futures	751.73	754.37	748.86	749.57	140509.0
2009-03-30 11:30:00	ES	Futures	749.57	751.49	747.9	751.01	97705.0
2009-03-30 12:00:00	ES	Futures	751.01	753.89	749.81	753.41	89511.0
2009-03-30 12:30:00	ES	Futures	753.41	753.65	749.81	750.29	72241.0
2009-03-30 13:00:00	ES	Futures	750.05	752.45	748.86	751.25	69737.0
2009-03-30 13:30:00	ES	Futures	751.25	752.21	746.22	746.7	104282.0
2009-03-30 14:00:00	ES	Futures	746.94	751.01	745.74	747.9	122258.0
2009-03-30 14:30:00	ES	Futures	748.14	748.86	743.34	743.58	135445.0
2009-03-30 15:00:00	ES	Futures	743.82	750.77	743.34	748.14	167798.0
2009-03-30 15:30:00	ES	Futures	747.9	752.93	746.46	751.73	303452.0
2009-03-30 16:00:00	ES	Futures	751.73	752.69	750.29	751.73	118434.0
2009-03-30 16:30:00	ES	Futures	751.97	754.37	751.49	753.65	4993.0
2009-03-30 17:00:00	ES	Futures	753.65	753.89	751.97	752.45	2604.0
2009-03-30 18:00:00	ES	Futures	752.45	753.89	752.21	753.89	1751.0
2009-03-30 18:30:00	ES	Futures	753.65	755.09	753.41	754.85	2062.0
2009-03-30 19:00:00	ES	Futures	754.61	755.09	754.13	755.09	1307.0
2009-03-30 19:30:00	ES	Futures	754.85	755.81	754.61	755.81	2520.0
2009-03-30 20:00:00	ES	Futures	755.57	756.04	753.89	753.89	3362.0
2009-03-30 20:30:00	ES	Futures	753.89	757.0	753.41	756.76	4969.0
2009-03-30 21:00:00	ES	Futures	757.0	757.24	755.09	755.33	2735.0
2009-03-30 21:30:00	ES	Futures	755.57	756.52	755.09	756.04	1532.0
2009-03-30 22:00:00	ES	Futures	756.28	756.76	755.09	756.52	2149.0
2009-03-30 22:30:00	ES	Futures	756.52	757.48	756.28	757.0	3227.0
2009-03-30 23:00:00	ES	Futures	757.24	757.96	757.0	757.96	3024.0
2009-03-30 23:30:00	ES	Futures	757.96	758.44	756.28	756.52	2620.0
2009-03-30 00:00:00	NQ	Futures	1411.04	1411.61	1404.79	1405.36	301.0
2009-03-30 00:30:00	NQ	Futures	1405.36	1407.34	1404.5	1405.64	324.0
2009-03-30 01:00:00	NQ	Futures	1406.21	1406.49	1402.8	1402.8	103.0

> showing 50 of 2,100 rows — these rows as CSV

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