PREVIEW / futures_30min / 2009-04-07

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-07.parquet
  size:    67 KB
  rows:    2,339

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
2009-04-07 00:00:00	ES	Futures	795.34	796.54	794.63	795.82	1398.0
2009-04-07 00:30:00	ES	Futures	795.82	798.7	795.82	798.22	3206.0
2009-04-07 01:00:00	ES	Futures	798.46	798.94	795.1	795.34	1768.0
2009-04-07 01:30:00	ES	Futures	795.34	796.06	794.87	795.1	1502.0
2009-04-07 02:00:00	ES	Futures	795.1	796.06	794.15	795.82	2563.0
2009-04-07 02:30:00	ES	Futures	795.82	797.98	795.34	796.78	3063.0
2009-04-07 03:00:00	ES	Futures	796.54	798.46	792.71	793.43	10359.0
2009-04-07 03:30:00	ES	Futures	793.43	794.87	792.95	794.15	6018.0
2009-04-07 04:00:00	ES	Futures	794.15	794.39	791.27	791.75	8461.0
2009-04-07 04:30:00	ES	Futures	791.75	792.23	785.04	786.0	24779.0
2009-04-07 05:00:00	ES	Futures	786.0	788.16	785.52	786.96	11255.0
2009-04-07 05:30:00	ES	Futures	787.2	788.4	786.96	787.44	5910.0
2009-04-07 06:00:00	ES	Futures	787.44	788.4	786.0	786.48	9509.0
2009-04-07 06:30:00	ES	Futures	786.48	787.2	781.93	782.64	20090.0
2009-04-07 07:00:00	ES	Futures	782.4	784.56	782.4	783.84	8853.0
2009-04-07 07:30:00	ES	Futures	783.84	784.8	779.77	781.69	20417.0
2009-04-07 08:00:00	ES	Futures	781.69	784.08	781.45	782.4	16497.0
2009-04-07 08:30:00	ES	Futures	782.4	784.8	782.4	783.12	14179.0
2009-04-07 09:00:00	ES	Futures	783.36	784.56	781.93	784.32	23474.0
2009-04-07 09:30:00	ES	Futures	784.32	784.56	778.57	781.45	229846.0
2009-04-07 10:00:00	ES	Futures	781.45	784.32	779.29	784.32	173209.0
2009-04-07 10:30:00	ES	Futures	784.32	788.16	783.6	785.76	199506.0
2009-04-07 11:00:00	ES	Futures	786.0	787.44	784.08	784.8	109045.0
2009-04-07 11:30:00	ES	Futures	784.8	787.2	782.4	783.12	110595.0
2009-04-07 12:00:00	ES	Futures	783.12	786.48	782.4	783.12	104254.0
2009-04-07 12:30:00	ES	Futures	783.12	785.52	782.16	785.04	92914.0
2009-04-07 13:00:00	ES	Futures	784.8	785.28	779.29	779.77	110897.0
2009-04-07 13:30:00	ES	Futures	779.77	780.49	777.61	779.29	97279.0
2009-04-07 14:00:00	ES	Futures	779.29	780.73	777.13	779.53	94916.0
2009-04-07 14:30:00	ES	Futures	779.53	780.73	777.13	780.49	89841.0
2009-04-07 15:00:00	ES	Futures	780.25	783.84	778.09	780.49	116774.0
2009-04-07 15:30:00	ES	Futures	780.49	785.52	777.61	778.09	240220.0
2009-04-07 16:00:00	ES	Futures	777.85	781.45	777.61	780.49	112492.0
2009-04-07 16:30:00	ES	Futures	781.21	782.16	779.29	779.29	7499.0
2009-04-07 17:00:00	ES	Futures	779.53	780.73	779.05	780.73	3850.0
2009-04-07 18:00:00	ES	Futures	780.49	780.73	779.77	780.25	1595.0
2009-04-07 18:30:00	ES	Futures	780.25	780.73	780.01	780.73	704.0
2009-04-07 19:00:00	ES	Futures	780.49	780.97	780.25	780.49	430.0
2009-04-07 19:30:00	ES	Futures	780.73	782.16	780.73	781.45	1770.0
2009-04-07 20:00:00	ES	Futures	781.45	782.16	779.05	779.05	3697.0
2009-04-07 20:30:00	ES	Futures	779.05	779.29	777.61	777.85	3794.0
2009-04-07 21:00:00	ES	Futures	777.85	778.81	777.61	778.81	1520.0
2009-04-07 21:30:00	ES	Futures	778.81	779.05	776.41	776.65	5430.0
2009-04-07 22:00:00	ES	Futures	776.65	776.89	769.7	773.06	14790.0
2009-04-07 22:30:00	ES	Futures	773.06	773.06	771.14	772.1	2616.0
2009-04-07 23:00:00	ES	Futures	772.1	772.82	770.18	770.66	2313.0
2009-04-07 23:30:00	ES	Futures	770.9	771.14	769.22	770.18	2784.0
2009-04-07 00:00:00	NQ	Futures	1491.17	1492.87	1490.03	1490.88	76.0
2009-04-07 00:30:00	NQ	Futures	1492.02	1497.13	1492.02	1496.85	171.0
2009-04-07 01:00:00	NQ	Futures	1496.85	1497.13	1491.73	1491.73	153.0

> showing 50 of 2,339 rows — these rows as CSV

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