PREVIEW / futures_30min / 2009-04-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-06.parquet
  size:    68 KB
  rows:    2,317

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
2009-04-06 00:00:00	ES	Futures	811.4	812.12	810.68	811.88	1259.0
2009-04-06 00:30:00	ES	Futures	811.88	812.6	810.92	810.92	1027.0
2009-04-06 01:00:00	ES	Futures	811.16	812.12	809.0	809.48	2835.0
2009-04-06 01:30:00	ES	Futures	809.72	809.72	807.09	807.33	2109.0
2009-04-06 02:00:00	ES	Futures	807.33	809.24	805.65	808.76	5956.0
2009-04-06 02:30:00	ES	Futures	808.52	810.44	805.41	805.65	5867.0
2009-04-06 03:00:00	ES	Futures	805.65	808.28	804.21	807.33	13574.0
2009-04-06 03:30:00	ES	Futures	807.33	809.72	806.13	808.52	8561.0
2009-04-06 04:00:00	ES	Futures	808.52	811.64	808.28	809.24	8039.0
2009-04-06 04:30:00	ES	Futures	809.24	811.16	809.0	810.2	4619.0
2009-04-06 05:00:00	ES	Futures	809.96	810.44	807.57	808.76	7905.0
2009-04-06 05:30:00	ES	Futures	809.0	811.16	807.57	807.81	6569.0
2009-04-06 06:00:00	ES	Futures	807.81	809.24	807.33	809.0	5319.0
2009-04-06 06:30:00	ES	Futures	809.0	809.24	807.81	807.81	5472.0
2009-04-06 07:00:00	ES	Futures	808.05	808.05	804.45	804.93	8825.0
2009-04-06 07:30:00	ES	Futures	804.93	804.93	800.86	801.34	18461.0
2009-04-06 08:00:00	ES	Futures	801.34	802.29	797.26	797.5	26232.0
2009-04-06 08:30:00	ES	Futures	797.74	798.22	795.82	797.02	28410.0
2009-04-06 09:00:00	ES	Futures	797.26	797.26	793.43	795.1	31570.0
2009-04-06 09:30:00	ES	Futures	794.87	796.3	790.79	793.43	198782.0
2009-04-06 10:00:00	ES	Futures	793.19	797.02	789.83	790.07	185088.0
2009-04-06 10:30:00	ES	Futures	790.07	792.71	789.35	791.27	127842.0
2009-04-06 11:00:00	ES	Futures	791.27	791.51	787.92	790.31	103638.0
2009-04-06 11:30:00	ES	Futures	790.31	791.51	786.24	787.2	118443.0
2009-04-06 12:00:00	ES	Futures	786.96	788.4	785.04	786.0	66553.0
2009-04-06 12:30:00	ES	Futures	786.0	789.11	784.8	789.11	62760.0
2009-04-06 13:00:00	ES	Futures	788.87	790.31	787.68	787.68	71891.0
2009-04-06 13:30:00	ES	Futures	787.68	791.51	786.0	790.55	84268.0
2009-04-06 14:00:00	ES	Futures	790.55	792.47	788.87	791.51	101118.0
2009-04-06 14:30:00	ES	Futures	791.27	793.67	787.68	791.51	153133.0
2009-04-06 15:00:00	ES	Futures	791.51	795.1	789.59	792.47	159878.0
2009-04-06 15:30:00	ES	Futures	792.47	799.42	791.27	796.3	245951.0
2009-04-06 16:00:00	ES	Futures	796.3	797.5	795.58	796.54	86786.0
2009-04-06 16:30:00	ES	Futures	796.54	798.7	796.54	797.5	3990.0
2009-04-06 17:00:00	ES	Futures	797.74	799.18	797.5	798.22	2999.0
2009-04-06 18:00:00	ES	Futures	797.98	798.94	797.74	798.46	1920.0
2009-04-06 18:30:00	ES	Futures	798.46	798.46	797.26	797.26	703.0
2009-04-06 19:00:00	ES	Futures	797.26	797.98	797.02	797.02	469.0
2009-04-06 19:30:00	ES	Futures	797.02	797.26	794.87	796.78	3653.0
2009-04-06 20:00:00	ES	Futures	796.78	797.26	795.1	796.06	2363.0
2009-04-06 20:30:00	ES	Futures	795.82	796.3	794.87	794.87	1464.0
2009-04-06 21:00:00	ES	Futures	795.1	795.58	794.87	795.1	1330.0
2009-04-06 21:30:00	ES	Futures	795.1	796.54	794.87	796.3	1097.0
2009-04-06 22:00:00	ES	Futures	796.3	796.3	794.15	794.87	1732.0
2009-04-06 22:30:00	ES	Futures	795.1	795.58	793.67	793.67	1599.0
2009-04-06 23:00:00	ES	Futures	793.91	794.15	792.95	793.43	1669.0
2009-04-06 23:30:00	ES	Futures	793.67	795.1	793.67	795.1	1381.0
2009-04-06 00:00:00	NQ	Futures	1505.66	1507.08	1504.52	1506.51	72.0
2009-04-06 00:30:00	NQ	Futures	1505.94	1507.36	1505.09	1505.37	56.0
2009-04-06 01:00:00	NQ	Futures	1505.09	1507.65	1501.96	1503.38	204.0

> showing 50 of 2,317 rows — these rows as CSV

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