PREVIEW / futures_30min / 2009-04-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-03.parquet
  size:    58 KB
  rows:    1,897

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
2009-04-03 00:00:00	ES	Futures	800.38	801.1	797.98	799.9	2083.0
2009-04-03 00:30:00	ES	Futures	799.9	801.1	798.7	798.94	2098.0
2009-04-03 01:00:00	ES	Futures	798.94	799.18	797.74	797.98	1996.0
2009-04-03 01:30:00	ES	Futures	797.74	799.66	797.5	799.42	2325.0
2009-04-03 02:00:00	ES	Futures	799.18	799.9	796.78	797.02	3514.0
2009-04-03 02:30:00	ES	Futures	796.78	797.26	796.06	796.54	4081.0
2009-04-03 03:00:00	ES	Futures	796.54	799.18	795.82	796.3	11619.0
2009-04-03 03:30:00	ES	Futures	796.3	797.74	795.58	797.26	10912.0
2009-04-03 04:00:00	ES	Futures	797.26	798.94	795.82	798.46	9070.0
2009-04-03 04:30:00	ES	Futures	798.46	801.1	797.5	800.38	8459.0
2009-04-03 05:00:00	ES	Futures	800.38	804.21	800.38	802.77	14539.0
2009-04-03 05:30:00	ES	Futures	802.53	803.49	801.1	803.01	9847.0
2009-04-03 06:00:00	ES	Futures	803.01	803.97	800.38	802.53	9065.0
2009-04-03 06:30:00	ES	Futures	802.53	803.97	802.29	803.49	5216.0
2009-04-03 07:00:00	ES	Futures	803.49	803.73	800.62	802.05	7435.0
2009-04-03 07:30:00	ES	Futures	802.05	803.97	802.05	803.25	5757.0
2009-04-03 08:00:00	ES	Futures	803.25	806.85	801.34	806.85	22249.0
2009-04-03 08:30:00	ES	Futures	806.85	809.48	796.06	797.5	117559.0
2009-04-03 09:00:00	ES	Futures	797.74	797.74	794.87	796.54	39703.0
2009-04-03 09:30:00	ES	Futures	796.3	798.46	792.71	795.1	240228.0
2009-04-03 10:00:00	ES	Futures	795.34	795.58	790.31	792.47	189326.0
2009-04-03 10:30:00	ES	Futures	792.47	793.43	788.63	791.27	150225.0
2009-04-03 11:00:00	ES	Futures	791.03	792.71	788.87	791.51	104304.0
2009-04-03 11:30:00	ES	Futures	791.51	795.34	791.03	794.87	102825.0
2009-04-03 12:00:00	ES	Futures	794.87	798.22	794.63	797.74	117027.0
2009-04-03 12:30:00	ES	Futures	797.74	798.94	794.87	795.82	86369.0
2009-04-03 13:00:00	ES	Futures	795.82	797.5	794.15	797.02	74893.0
2009-04-03 13:30:00	ES	Futures	797.02	799.18	794.15	798.94	81858.0
2009-04-03 14:00:00	ES	Futures	798.94	802.77	797.26	802.53	107741.0
2009-04-03 14:30:00	ES	Futures	802.77	803.25	798.94	801.34	111418.0
2009-04-03 15:00:00	ES	Futures	801.34	801.58	796.06	796.78	121862.0
2009-04-03 15:30:00	ES	Futures	796.78	803.97	794.87	803.49	246524.0
2009-04-03 16:00:00	ES	Futures	803.73	807.57	803.25	805.89	113362.0
2009-04-03 00:00:00	NQ	Futures	1478.1	1480.37	1474.97	1477.53	99.0
2009-04-03 00:30:00	NQ	Futures	1477.81	1479.8	1474.97	1475.25	91.0
2009-04-03 01:00:00	NQ	Futures	1475.25	1476.11	1474.4	1474.69	183.0
2009-04-03 01:30:00	NQ	Futures	1474.69	1477.24	1474.4	1476.11	185.0
2009-04-03 02:00:00	NQ	Futures	1476.39	1476.39	1471.56	1471.84	221.0
2009-04-03 02:30:00	NQ	Futures	1472.13	1472.41	1470.99	1471.28	108.0
2009-04-03 03:00:00	NQ	Futures	1471.28	1475.82	1470.14	1473.27	918.0
2009-04-03 03:30:00	NQ	Futures	1473.55	1474.69	1470.71	1474.12	429.0
2009-04-03 04:00:00	NQ	Futures	1474.4	1478.1	1472.98	1476.96	610.0
2009-04-03 04:30:00	NQ	Futures	1476.67	1480.94	1475.54	1479.8	460.0
2009-04-03 05:00:00	NQ	Futures	1480.37	1486.62	1480.37	1483.78	1113.0
2009-04-03 05:30:00	NQ	Futures	1483.78	1488.04	1482.64	1488.04	1155.0
2009-04-03 06:00:00	NQ	Futures	1488.04	1490.03	1482.07	1487.76	1464.0
2009-04-03 06:30:00	NQ	Futures	1487.76	1490.88	1487.47	1488.89	864.0
2009-04-03 07:00:00	NQ	Futures	1488.61	1488.89	1483.49	1484.91	720.0
2009-04-03 07:30:00	NQ	Futures	1485.2	1490.88	1485.2	1487.76	1093.0
2009-04-03 08:00:00	NQ	Futures	1487.76	1494.58	1483.21	1492.59	3066.0

> showing 50 of 1,897 rows — these rows as CSV

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