PREVIEW / futures_30min / 2009-04-14

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-14.parquet
  size:    66 KB
  rows:    2,312

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
2009-04-14 00:00:00	ES	Futures	810.68	812.12	810.68	811.88	1021.0
2009-04-14 00:30:00	ES	Futures	811.88	812.36	810.44	811.16	1472.0
2009-04-14 01:00:00	ES	Futures	811.16	811.64	809.96	809.96	1125.0
2009-04-14 01:30:00	ES	Futures	809.96	812.6	809.96	811.64	1136.0
2009-04-14 02:00:00	ES	Futures	811.64	813.08	809.72	810.2	4166.0
2009-04-14 02:30:00	ES	Futures	810.2	810.44	807.81	810.2	7304.0
2009-04-14 03:00:00	ES	Futures	810.44	813.08	808.52	812.36	12124.0
2009-04-14 03:30:00	ES	Futures	812.36	815.23	812.12	813.56	9072.0
2009-04-14 04:00:00	ES	Futures	813.32	814.75	812.6	813.56	7172.0
2009-04-14 04:30:00	ES	Futures	813.56	816.43	813.32	815.71	8044.0
2009-04-14 05:00:00	ES	Futures	815.71	816.67	814.52	816.19	6530.0
2009-04-14 05:30:00	ES	Futures	816.43	819.07	816.19	817.87	11393.0
2009-04-14 06:00:00	ES	Futures	817.87	819.31	815.95	816.43	10169.0
2009-04-14 06:30:00	ES	Futures	816.43	817.15	814.99	816.19	8577.0
2009-04-14 07:00:00	ES	Futures	816.19	818.59	815.71	815.95	10310.0
2009-04-14 07:30:00	ES	Futures	816.19	816.67	814.99	815.95	8553.0
2009-04-14 08:00:00	ES	Futures	815.95	821.94	815.95	820.75	27257.0
2009-04-14 08:30:00	ES	Futures	820.51	820.51	810.2	811.4	54818.0
2009-04-14 09:00:00	ES	Futures	811.4	812.12	809.72	810.68	25597.0
2009-04-14 09:30:00	ES	Futures	810.92	812.36	805.65	810.68	264425.0
2009-04-14 10:00:00	ES	Futures	810.68	814.04	809.24	814.04	199957.0
2009-04-14 10:30:00	ES	Futures	813.8	817.87	813.56	815.23	173286.0
2009-04-14 11:00:00	ES	Futures	815.47	816.43	810.68	810.92	126672.0
2009-04-14 11:30:00	ES	Futures	810.92	814.28	810.68	811.4	108910.0
2009-04-14 12:00:00	ES	Futures	811.64	811.64	807.57	809.96	90176.0
2009-04-14 12:30:00	ES	Futures	809.96	810.92	802.05	803.25	149997.0
2009-04-14 13:00:00	ES	Futures	803.49	804.93	801.58	804.21	101046.0
2009-04-14 13:30:00	ES	Futures	804.21	805.65	802.29	804.93	103122.0
2009-04-14 14:00:00	ES	Futures	804.69	807.33	801.81	807.09	128177.0
2009-04-14 14:30:00	ES	Futures	806.85	807.81	803.73	807.81	104829.0
2009-04-14 15:00:00	ES	Futures	807.81	809.96	805.65	806.85	159656.0
2009-04-14 15:30:00	ES	Futures	806.85	808.28	802.29	803.97	283468.0
2009-04-14 16:00:00	ES	Futures	803.97	805.89	802.77	805.65	100066.0
2009-04-14 16:30:00	ES	Futures	803.01	803.49	799.42	799.9	16917.0
2009-04-14 17:00:00	ES	Futures	799.9	802.05	799.66	800.86	3203.0
2009-04-14 18:00:00	ES	Futures	800.62	800.86	798.46	800.14	4175.0
2009-04-14 18:30:00	ES	Futures	799.9	800.86	799.9	800.14	1027.0
2009-04-14 19:00:00	ES	Futures	800.38	800.38	799.18	799.66	1077.0
2009-04-14 19:30:00	ES	Futures	799.66	800.14	799.42	799.9	802.0
2009-04-14 20:00:00	ES	Futures	800.14	801.34	799.42	799.42	2412.0
2009-04-14 20:30:00	ES	Futures	799.42	801.1	798.94	800.62	2741.0
2009-04-14 21:00:00	ES	Futures	800.62	801.1	799.66	799.9	1417.0
2009-04-14 21:30:00	ES	Futures	799.9	801.81	799.66	801.1	2428.0
2009-04-14 22:00:00	ES	Futures	801.1	801.34	799.9	801.1	2070.0
2009-04-14 22:30:00	ES	Futures	801.1	801.1	799.42	800.14	1266.0
2009-04-14 23:00:00	ES	Futures	800.14	800.62	799.9	799.9	1550.0
2009-04-14 23:30:00	ES	Futures	800.14	800.86	799.18	799.18	1632.0
2009-04-14 00:00:00	NQ	Futures	1501.96	1503.38	1501.39	1503.38	85.0
2009-04-14 00:30:00	NQ	Futures	1503.38	1504.8	1500.26	1501.96	130.0
2009-04-14 01:00:00	NQ	Futures	1502.25	1503.67	1500.83	1501.11	139.0

> showing 50 of 2,312 rows — these rows as CSV

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