PREVIEW / futures_30min / 2009-04-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-08.parquet
  size:    65 KB
  rows:    2,257

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
2009-04-08 00:00:00	ES	Futures	770.42	772.1	770.18	771.86	1977.0
2009-04-08 00:30:00	ES	Futures	771.86	772.1	770.18	772.1	1291.0
2009-04-08 01:00:00	ES	Futures	772.1	772.1	769.22	769.94	1694.0
2009-04-08 01:30:00	ES	Futures	769.94	771.14	769.22	770.42	1704.0
2009-04-08 02:00:00	ES	Futures	770.66	771.38	769.22	770.18	4966.0
2009-04-08 02:30:00	ES	Futures	770.18	771.14	769.22	769.94	3926.0
2009-04-08 03:00:00	ES	Futures	769.94	772.82	768.98	772.58	12690.0
2009-04-08 03:30:00	ES	Futures	772.34	773.54	771.14	772.58	10372.0
2009-04-08 04:00:00	ES	Futures	772.58	772.82	770.9	771.86	6151.0
2009-04-08 04:30:00	ES	Futures	771.86	774.5	771.62	774.26	9535.0
2009-04-08 05:00:00	ES	Futures	774.26	774.98	773.78	774.5	6505.0
2009-04-08 05:30:00	ES	Futures	774.74	775.69	770.42	771.14	11856.0
2009-04-08 06:00:00	ES	Futures	771.38	774.5	769.94	773.3	8593.0
2009-04-08 06:30:00	ES	Futures	773.3	777.13	773.3	775.69	10645.0
2009-04-08 07:00:00	ES	Futures	775.45	778.09	775.22	777.13	11109.0
2009-04-08 07:30:00	ES	Futures	777.13	777.37	774.74	774.98	11317.0
2009-04-08 08:00:00	ES	Futures	774.98	782.88	774.74	781.93	36574.0
2009-04-08 08:30:00	ES	Futures	782.16	784.32	780.97	782.88	29087.0
2009-04-08 09:00:00	ES	Futures	783.12	783.36	781.93	782.16	16801.0
2009-04-08 09:30:00	ES	Futures	782.16	787.68	781.93	784.32	216463.0
2009-04-08 10:00:00	ES	Futures	784.32	784.56	777.85	778.57	211864.0
2009-04-08 10:30:00	ES	Futures	778.57	781.21	777.37	781.21	163234.0
2009-04-08 11:00:00	ES	Futures	781.21	785.04	780.97	783.12	139633.0
2009-04-08 11:30:00	ES	Futures	783.12	787.2	782.64	785.04	128676.0
2009-04-08 12:00:00	ES	Futures	784.8	787.44	783.12	786.0	82474.0
2009-04-08 12:30:00	ES	Futures	786.0	791.03	785.04	789.59	102746.0
2009-04-08 13:00:00	ES	Futures	789.83	790.07	787.44	788.87	58365.0
2009-04-08 13:30:00	ES	Futures	788.87	789.83	786.96	787.68	63719.0
2009-04-08 14:00:00	ES	Futures	787.68	788.16	781.93	783.84	137109.0
2009-04-08 14:30:00	ES	Futures	783.6	785.04	780.25	782.16	106849.0
2009-04-08 15:00:00	ES	Futures	781.93	783.36	778.09	781.69	132921.0
2009-04-08 15:30:00	ES	Futures	781.69	787.92	781.45	787.2	212178.0
2009-04-08 16:00:00	ES	Futures	787.44	788.87	786.48	788.63	81973.0
2009-04-08 16:30:00	ES	Futures	789.11	790.55	788.16	790.31	5249.0
2009-04-08 17:00:00	ES	Futures	790.31	791.51	790.07	790.55	2930.0
2009-04-08 18:00:00	ES	Futures	790.55	791.27	789.35	789.59	1458.0
2009-04-08 18:30:00	ES	Futures	789.59	789.83	789.11	789.59	782.0
2009-04-08 19:00:00	ES	Futures	789.59	790.31	789.59	790.07	355.0
2009-04-08 19:30:00	ES	Futures	790.31	790.55	788.63	789.35	1669.0
2009-04-08 20:00:00	ES	Futures	789.35	792.95	789.11	792.95	3073.0
2009-04-08 20:30:00	ES	Futures	792.71	793.43	792.23	793.19	3008.0
2009-04-08 21:00:00	ES	Futures	793.19	794.39	792.71	792.95	3424.0
2009-04-08 21:30:00	ES	Futures	792.95	793.19	792.23	792.71	1595.0
2009-04-08 22:00:00	ES	Futures	792.47	793.19	790.07	790.79	2269.0
2009-04-08 22:30:00	ES	Futures	790.55	791.99	790.31	791.51	1412.0
2009-04-08 23:00:00	ES	Futures	791.27	792.23	790.79	791.27	834.0
2009-04-08 23:30:00	ES	Futures	791.03	794.63	791.03	794.15	3227.0
2009-04-08 00:00:00	NQ	Futures	1443.71	1444.85	1442.86	1444.28	72.0
2009-04-08 00:30:00	NQ	Futures	1444.28	1444.57	1442.29	1444.57	77.0
2009-04-08 01:00:00	NQ	Futures	1444.57	1444.57	1440.87	1442.01	153.0

> showing 50 of 2,257 rows — these rows as CSV

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