PREVIEW / futures_30min / 2009-04-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-02.parquet
  size:    71 KB
  rows:    2,401

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
2009-04-02 00:00:00	ES	Futures	786.96	787.68	785.76	786.96	1934.0
2009-04-02 00:30:00	ES	Futures	786.96	788.16	786.24	787.44	2301.0
2009-04-02 01:00:00	ES	Futures	787.68	788.63	786.0	788.16	2608.0
2009-04-02 01:30:00	ES	Futures	787.92	788.16	785.52	786.0	2014.0
2009-04-02 02:00:00	ES	Futures	785.76	788.4	785.52	788.16	4489.0
2009-04-02 02:30:00	ES	Futures	788.16	788.4	784.56	784.8	7808.0
2009-04-02 03:00:00	ES	Futures	785.04	787.92	784.32	787.68	15603.0
2009-04-02 03:30:00	ES	Futures	787.44	790.55	786.48	790.31	13097.0
2009-04-02 04:00:00	ES	Futures	790.31	791.51	789.59	790.31	16869.0
2009-04-02 04:30:00	ES	Futures	790.31	790.31	788.87	789.59	6659.0
2009-04-02 05:00:00	ES	Futures	789.59	793.67	789.35	793.19	14870.0
2009-04-02 05:30:00	ES	Futures	793.43	794.15	791.51	793.67	9447.0
2009-04-02 06:00:00	ES	Futures	793.67	795.34	792.47	792.71	13311.0
2009-04-02 06:30:00	ES	Futures	792.71	793.43	791.03	791.51	7875.0
2009-04-02 07:00:00	ES	Futures	791.51	792.23	789.11	791.03	15580.0
2009-04-02 07:30:00	ES	Futures	791.27	791.27	786.24	790.07	30754.0
2009-04-02 08:00:00	ES	Futures	790.07	792.95	789.11	789.83	26162.0
2009-04-02 08:30:00	ES	Futures	790.31	792.47	786.72	788.87	66297.0
2009-04-02 09:00:00	ES	Futures	788.87	792.71	788.4	792.71	29009.0
2009-04-02 09:30:00	ES	Futures	792.23	795.34	789.11	795.1	243602.0
2009-04-02 10:00:00	ES	Futures	795.1	798.22	791.75	792.47	274399.0
2009-04-02 10:30:00	ES	Futures	792.23	798.46	791.75	797.98	213953.0
2009-04-02 11:00:00	ES	Futures	797.74	803.97	797.5	802.77	238497.0
2009-04-02 11:30:00	ES	Futures	803.01	803.01	799.66	801.81	141173.0
2009-04-02 12:00:00	ES	Futures	801.81	807.09	800.14	805.65	156348.0
2009-04-02 12:30:00	ES	Futures	805.89	807.33	803.01	803.01	138111.0
2009-04-02 13:00:00	ES	Futures	803.25	803.97	798.7	800.14	130829.0
2009-04-02 13:30:00	ES	Futures	800.14	801.58	796.78	798.46	148925.0
2009-04-02 14:00:00	ES	Futures	798.46	802.53	797.26	801.81	124771.0
2009-04-02 14:30:00	ES	Futures	801.81	805.89	800.62	801.81	153906.0
2009-04-02 15:00:00	ES	Futures	801.58	803.73	797.5	800.38	184054.0
2009-04-02 15:30:00	ES	Futures	800.38	802.29	791.99	795.58	353657.0
2009-04-02 16:00:00	ES	Futures	795.34	802.05	795.34	801.1	144462.0
2009-04-02 16:30:00	ES	Futures	800.62	802.53	799.66	801.1	8170.0
2009-04-02 17:00:00	ES	Futures	801.1	802.29	800.86	802.05	2230.0
2009-04-02 18:00:00	ES	Futures	801.58	801.58	799.9	800.14	2353.0
2009-04-02 18:30:00	ES	Futures	800.14	801.1	800.14	800.62	1397.0
2009-04-02 19:00:00	ES	Futures	800.86	800.86	799.66	799.66	1745.0
2009-04-02 19:30:00	ES	Futures	799.66	801.34	799.42	800.38	1789.0
2009-04-02 20:00:00	ES	Futures	800.38	800.86	799.42	800.38	2433.0
2009-04-02 20:30:00	ES	Futures	800.14	800.62	798.94	799.18	3222.0
2009-04-02 21:00:00	ES	Futures	799.18	799.42	798.7	799.18	2388.0
2009-04-02 21:30:00	ES	Futures	799.18	799.42	798.22	798.22	2039.0
2009-04-02 22:00:00	ES	Futures	798.22	798.94	797.74	798.22	2228.0
2009-04-02 22:30:00	ES	Futures	797.98	800.38	797.74	800.14	2056.0
2009-04-02 23:00:00	ES	Futures	800.14	800.62	798.22	799.42	1413.0
2009-04-02 23:30:00	ES	Futures	799.18	800.62	797.74	800.38	1570.0
2009-04-02 00:00:00	NQ	Futures	1441.16	1441.44	1438.88	1441.44	74.0
2009-04-02 00:30:00	NQ	Futures	1441.16	1442.29	1440.02	1441.73	134.0
2009-04-02 01:00:00	NQ	Futures	1441.73	1442.29	1439.17	1441.44	195.0

> showing 50 of 2,401 rows — these rows as CSV

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