PREVIEW / futures_30min / 2009-04-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-13.parquet
  size:    54 KB
  rows:    1,833

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
2009-04-13 00:00:00	ES	Futures	813.8	813.8	812.36	812.84	880.0
2009-04-13 00:30:00	ES	Futures	812.6	813.08	812.36	812.84	408.0
2009-04-13 01:00:00	ES	Futures	812.84	813.08	811.4	812.36	769.0
2009-04-13 01:30:00	ES	Futures	812.36	812.6	811.4	811.4	395.0
2009-04-13 02:00:00	ES	Futures	811.4	811.64	810.44	810.92	837.0
2009-04-13 02:30:00	ES	Futures	810.92	811.4	810.44	811.16	531.0
2009-04-13 03:00:00	ES	Futures	811.4	811.4	810.68	811.16	310.0
2009-04-13 03:30:00	ES	Futures	810.92	812.12	810.68	811.64	872.0
2009-04-13 04:00:00	ES	Futures	811.4	811.88	811.16	811.4	343.0
2009-04-13 04:30:00	ES	Futures	811.4	811.64	810.68	810.68	293.0
2009-04-13 05:00:00	ES	Futures	810.92	811.16	809.96	810.68	729.0
2009-04-13 05:30:00	ES	Futures	810.92	810.92	809.48	809.72	811.0
2009-04-13 06:00:00	ES	Futures	809.72	810.44	809.48	809.96	557.0
2009-04-13 06:30:00	ES	Futures	810.2	811.4	809.96	810.92	1028.0
2009-04-13 07:00:00	ES	Futures	810.92	812.6	810.68	811.4	2184.0
2009-04-13 07:30:00	ES	Futures	811.16	811.4	809.72	810.2	2248.0
2009-04-13 08:00:00	ES	Futures	810.2	812.36	810.2	812.36	3484.0
2009-04-13 08:30:00	ES	Futures	812.12	813.08	811.88	812.12	6030.0
2009-04-13 09:00:00	ES	Futures	812.36	812.36	809.48	809.72	11788.0
2009-04-13 09:30:00	ES	Futures	809.72	811.16	806.61	807.57	166949.0
2009-04-13 10:00:00	ES	Futures	807.57	815.47	807.33	813.56	146737.0
2009-04-13 10:30:00	ES	Futures	813.8	813.8	810.2	811.4	142737.0
2009-04-13 11:00:00	ES	Futures	811.4	812.84	808.52	811.88	88716.0
2009-04-13 11:30:00	ES	Futures	812.12	812.36	808.28	810.2	70824.0
2009-04-13 12:00:00	ES	Futures	810.2	813.32	809.96	812.12	50350.0
2009-04-13 12:30:00	ES	Futures	812.12	814.99	812.12	814.52	36030.0
2009-04-13 13:00:00	ES	Futures	814.52	817.63	812.12	816.19	72758.0
2009-04-13 13:30:00	ES	Futures	816.43	818.59	816.19	818.59	72480.0
2009-04-13 14:00:00	ES	Futures	818.35	819.31	814.99	816.43	113482.0
2009-04-13 14:30:00	ES	Futures	816.19	818.59	815.47	815.71	83091.0
2009-04-13 15:00:00	ES	Futures	815.95	823.14	814.28	821.94	173504.0
2009-04-13 15:30:00	ES	Futures	822.18	825.54	818.35	818.59	235649.0
2009-04-13 16:00:00	ES	Futures	818.35	821.46	817.39	818.59	128818.0
2009-04-13 16:30:00	ES	Futures	817.63	820.51	817.15	819.55	8980.0
2009-04-13 17:00:00	ES	Futures	819.55	819.55	818.35	818.83	1271.0
2009-04-13 18:00:00	ES	Futures	818.11	818.59	817.15	817.39	1959.0
2009-04-13 18:30:00	ES	Futures	817.39	817.39	816.91	816.91	868.0
2009-04-13 19:00:00	ES	Futures	816.91	817.39	816.67	817.15	1280.0
2009-04-13 19:30:00	ES	Futures	817.15	818.35	816.19	817.87	1218.0
2009-04-13 20:00:00	ES	Futures	817.87	818.11	815.23	815.71	2980.0
2009-04-13 20:30:00	ES	Futures	815.47	815.71	813.8	814.04	2801.0
2009-04-13 21:00:00	ES	Futures	813.8	814.28	813.56	814.04	2138.0
2009-04-13 21:30:00	ES	Futures	814.04	814.52	812.84	813.56	2484.0
2009-04-13 22:00:00	ES	Futures	813.56	814.75	811.88	812.84	5015.0
2009-04-13 22:30:00	ES	Futures	812.84	812.84	809.0	811.16	6463.0
2009-04-13 23:00:00	ES	Futures	811.16	811.88	810.68	810.92	1808.0
2009-04-13 23:30:00	ES	Futures	810.68	812.84	810.2	810.68	2035.0
2009-04-13 00:00:00	NQ	Futures	1515.89	1516.74	1514.18	1514.18	185.0
2009-04-13 00:30:00	NQ	Futures	1514.18	1514.47	1512.76	1513.33	118.0
2009-04-13 01:00:00	NQ	Futures	1513.9	1513.9	1511.34	1512.48	132.0

> showing 50 of 1,833 rows — these rows as CSV

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