PREVIEW / futures_30min / 2009-04-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-09.parquet
  size:    57 KB
  rows:    1,857

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
2009-04-09 00:00:00	ES	Futures	794.15	795.34	793.67	793.91	2722.0
2009-04-09 00:30:00	ES	Futures	793.91	797.74	793.91	796.54	5606.0
2009-04-09 01:00:00	ES	Futures	796.54	796.78	796.06	796.54	1517.0
2009-04-09 01:30:00	ES	Futures	796.54	797.74	796.06	796.78	2721.0
2009-04-09 02:00:00	ES	Futures	796.78	797.74	795.82	796.54	3725.0
2009-04-09 02:30:00	ES	Futures	796.54	797.74	795.82	796.06	2747.0
2009-04-09 03:00:00	ES	Futures	796.3	796.3	792.95	793.67	11066.0
2009-04-09 03:30:00	ES	Futures	793.91	795.58	792.71	794.87	9691.0
2009-04-09 04:00:00	ES	Futures	794.87	795.34	790.79	791.75	12138.0
2009-04-09 04:30:00	ES	Futures	791.75	793.91	791.75	793.67	5029.0
2009-04-09 05:00:00	ES	Futures	793.43	795.1	792.95	794.63	4995.0
2009-04-09 05:30:00	ES	Futures	794.63	797.26	794.39	796.06	7400.0
2009-04-09 06:00:00	ES	Futures	796.06	796.3	794.15	794.63	4821.0
2009-04-09 06:30:00	ES	Futures	794.63	795.1	793.67	794.15	7340.0
2009-04-09 07:00:00	ES	Futures	794.39	794.87	792.23	793.19	7112.0
2009-04-09 07:30:00	ES	Futures	793.19	793.91	791.27	792.23	7485.0
2009-04-09 08:00:00	ES	Futures	792.47	804.93	792.23	803.97	77763.0
2009-04-09 08:30:00	ES	Futures	804.21	809.24	803.01	807.09	72463.0
2009-04-09 09:00:00	ES	Futures	806.85	808.28	805.89	807.57	28925.0
2009-04-09 09:30:00	ES	Futures	807.57	811.64	804.21	810.92	255719.0
2009-04-09 10:00:00	ES	Futures	810.92	812.6	809.48	810.68	171997.0
2009-04-09 10:30:00	ES	Futures	810.68	811.64	807.81	808.76	124406.0
2009-04-09 11:00:00	ES	Futures	809.0	810.44	806.85	807.09	88106.0
2009-04-09 11:30:00	ES	Futures	806.85	808.28	805.17	808.05	82632.0
2009-04-09 12:00:00	ES	Futures	808.05	809.24	806.13	809.0	86544.0
2009-04-09 12:30:00	ES	Futures	809.0	809.96	808.28	808.52	61806.0
2009-04-09 13:00:00	ES	Futures	808.76	811.64	808.28	809.48	75894.0
2009-04-09 13:30:00	ES	Futures	809.48	811.64	808.76	811.64	59675.0
2009-04-09 14:00:00	ES	Futures	811.4	812.12	808.05	810.2	102167.0
2009-04-09 14:30:00	ES	Futures	810.2	815.71	810.2	813.8	173017.0
2009-04-09 15:00:00	ES	Futures	813.8	815.47	812.36	814.04	89713.0
2009-04-09 15:30:00	ES	Futures	814.04	818.83	812.6	818.59	277632.0
2009-04-09 16:00:00	ES	Futures	818.59	819.07	816.91	817.39	125053.0
2009-04-09 00:00:00	NQ	Futures	1484.91	1487.19	1484.63	1485.48	40.0
2009-04-09 00:30:00	NQ	Futures	1485.48	1490.88	1485.2	1489.46	272.0
2009-04-09 01:00:00	NQ	Futures	1489.46	1490.31	1488.89	1490.03	84.0
2009-04-09 01:30:00	NQ	Futures	1489.75	1491.45	1489.46	1489.46	205.0
2009-04-09 02:00:00	NQ	Futures	1489.46	1491.73	1488.89	1488.89	195.0
2009-04-09 02:30:00	NQ	Futures	1490.03	1492.3	1488.61	1488.61	206.0
2009-04-09 03:00:00	NQ	Futures	1488.89	1488.89	1483.78	1484.91	607.0
2009-04-09 03:30:00	NQ	Futures	1484.91	1488.04	1482.64	1487.19	517.0
2009-04-09 04:00:00	NQ	Futures	1486.9	1488.32	1480.65	1482.36	739.0
2009-04-09 04:30:00	NQ	Futures	1482.64	1485.48	1480.94	1485.48	473.0
2009-04-09 05:00:00	NQ	Futures	1485.48	1488.04	1484.35	1487.76	498.0
2009-04-09 05:30:00	NQ	Futures	1487.76	1490.88	1487.47	1489.75	716.0
2009-04-09 06:00:00	NQ	Futures	1489.75	1489.75	1486.62	1486.62	362.0
2009-04-09 06:30:00	NQ	Futures	1486.62	1487.19	1484.91	1486.05	517.0
2009-04-09 07:00:00	NQ	Futures	1486.34	1487.76	1478.38	1483.21	1251.0
2009-04-09 07:30:00	NQ	Futures	1483.21	1485.2	1480.08	1482.64	834.0
2009-04-09 08:00:00	NQ	Futures	1482.36	1499.69	1482.36	1497.42	6721.0

> showing 50 of 1,857 rows — these rows as CSV

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