PREVIEW / futures_30min / 2009-04-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-01.parquet
  size:    65 KB
  rows:    2,251

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
2009-04-01 00:00:00	ES	Futures	751.01	751.01	748.38	749.1	2950.0
2009-04-01 00:30:00	ES	Futures	749.1	751.01	748.62	749.57	1730.0
2009-04-01 01:00:00	ES	Futures	749.57	750.05	748.86	749.57	2846.0
2009-04-01 01:30:00	ES	Futures	749.33	752.45	748.62	751.73	3801.0
2009-04-01 02:00:00	ES	Futures	751.73	754.13	751.73	752.93	5006.0
2009-04-01 02:30:00	ES	Futures	752.69	756.76	752.69	756.52	5727.0
2009-04-01 03:00:00	ES	Futures	756.52	758.92	755.33	756.04	21043.0
2009-04-01 03:30:00	ES	Futures	756.28	756.28	749.81	750.77	15027.0
2009-04-01 04:00:00	ES	Futures	751.01	752.45	749.57	751.97	9612.0
2009-04-01 04:30:00	ES	Futures	752.21	753.65	751.73	752.69	5649.0
2009-04-01 05:00:00	ES	Futures	752.69	754.85	751.97	754.61	6100.0
2009-04-01 05:30:00	ES	Futures	754.61	754.85	753.41	753.65	4245.0
2009-04-01 06:00:00	ES	Futures	753.65	756.04	753.41	754.13	6772.0
2009-04-01 06:30:00	ES	Futures	754.37	754.85	752.93	754.13	5217.0
2009-04-01 07:00:00	ES	Futures	754.13	757.48	753.65	756.76	10556.0
2009-04-01 07:30:00	ES	Futures	756.76	758.68	754.61	754.85	17289.0
2009-04-01 08:00:00	ES	Futures	754.85	756.76	750.77	751.01	30322.0
2009-04-01 08:30:00	ES	Futures	750.77	753.65	750.77	751.73	17645.0
2009-04-01 09:00:00	ES	Futures	751.73	752.69	748.86	749.1	28435.0
2009-04-01 09:30:00	ES	Futures	748.86	752.45	746.7	752.45	207285.0
2009-04-01 10:00:00	ES	Futures	752.45	763.23	752.21	760.84	335632.0
2009-04-01 10:30:00	ES	Futures	761.08	766.83	759.4	764.19	240928.0
2009-04-01 11:00:00	ES	Futures	764.43	766.35	761.8	765.87	148190.0
2009-04-01 11:30:00	ES	Futures	765.87	768.75	764.91	768.03	116571.0
2009-04-01 12:00:00	ES	Futures	768.03	771.86	767.79	769.46	113509.0
2009-04-01 12:30:00	ES	Futures	769.46	770.42	765.87	766.35	64889.0
2009-04-01 13:00:00	ES	Futures	766.59	769.22	764.67	768.27	78638.0
2009-04-01 13:30:00	ES	Futures	768.51	772.82	766.35	772.34	101291.0
2009-04-01 14:00:00	ES	Futures	772.34	775.45	771.38	772.34	124419.0
2009-04-01 14:30:00	ES	Futures	772.58	774.98	770.9	773.3	115227.0
2009-04-01 15:00:00	ES	Futures	773.06	773.54	764.67	769.46	225062.0
2009-04-01 15:30:00	ES	Futures	769.46	776.65	767.31	772.82	353713.0
2009-04-01 16:00:00	ES	Futures	772.58	775.93	772.1	775.69	117267.0
2009-04-01 16:30:00	ES	Futures	775.45	775.69	774.02	775.22	4529.0
2009-04-01 17:00:00	ES	Futures	775.22	776.41	774.5	776.41	2526.0
2009-04-01 18:00:00	ES	Futures	776.41	776.65	775.22	775.45	2036.0
2009-04-01 18:30:00	ES	Futures	775.22	775.69	775.22	775.22	807.0
2009-04-01 19:00:00	ES	Futures	774.98	775.45	774.98	775.45	1008.0
2009-04-01 19:30:00	ES	Futures	775.45	775.45	774.74	774.98	1872.0
2009-04-01 20:00:00	ES	Futures	774.74	775.22	773.78	774.98	2801.0
2009-04-01 20:30:00	ES	Futures	774.98	783.6	774.98	779.53	10868.0
2009-04-01 21:00:00	ES	Futures	779.29	780.97	778.33	780.25	3454.0
2009-04-01 21:30:00	ES	Futures	780.01	787.44	780.01	784.8	7090.0
2009-04-01 22:00:00	ES	Futures	784.56	789.11	784.08	787.44	6278.0
2009-04-01 22:30:00	ES	Futures	787.2	787.68	784.32	785.76	4410.0
2009-04-01 23:00:00	ES	Futures	785.52	786.96	785.04	785.76	1450.0
2009-04-01 23:30:00	ES	Futures	785.52	787.44	785.28	786.96	1673.0
2009-04-01 00:00:00	NQ	Futures	1386.32	1386.32	1382.06	1383.76	302.0
2009-04-01 00:30:00	NQ	Futures	1383.48	1386.6	1383.19	1384.05	122.0
2009-04-01 01:00:00	NQ	Futures	1383.76	1384.9	1382.34	1384.33	82.0

> showing 50 of 2,251 rows — these rows as CSV

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