PREVIEW / futures_30min / 2009-04-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-15.parquet
  size:    65 KB
  rows:    2,292

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
2009-04-15 00:00:00	ES	Futures	799.42	800.62	798.94	800.38	2424.0
2009-04-15 00:30:00	ES	Futures	800.38	801.1	799.66	799.9	1342.0
2009-04-15 01:00:00	ES	Futures	799.9	800.14	798.94	799.9	1612.0
2009-04-15 01:30:00	ES	Futures	799.9	800.38	799.18	799.66	1267.0
2009-04-15 02:00:00	ES	Futures	799.66	800.62	799.18	799.18	2239.0
2009-04-15 02:30:00	ES	Futures	799.42	800.86	798.94	800.62	4154.0
2009-04-15 03:00:00	ES	Futures	800.62	803.01	798.22	801.58	21074.0
2009-04-15 03:30:00	ES	Futures	801.34	804.69	800.38	804.21	11733.0
2009-04-15 04:00:00	ES	Futures	804.21	805.89	803.73	805.17	9695.0
2009-04-15 04:30:00	ES	Futures	805.17	808.28	804.69	807.57	10487.0
2009-04-15 05:00:00	ES	Futures	807.81	808.28	805.65	806.37	7557.0
2009-04-15 05:30:00	ES	Futures	806.37	806.85	803.97	804.45	5782.0
2009-04-15 06:00:00	ES	Futures	804.45	806.13	804.21	805.89	4879.0
2009-04-15 06:30:00	ES	Futures	805.65	807.09	804.21	806.61	6232.0
2009-04-15 07:00:00	ES	Futures	806.61	808.52	805.41	806.13	11448.0
2009-04-15 07:30:00	ES	Futures	805.89	806.37	802.53	802.77	12273.0
2009-04-15 08:00:00	ES	Futures	803.01	803.73	800.38	803.49	18417.0
2009-04-15 08:30:00	ES	Futures	803.49	804.93	800.14	801.34	25268.0
2009-04-15 09:00:00	ES	Futures	801.34	802.05	798.22	799.42	31934.0
2009-04-15 09:30:00	ES	Futures	799.18	803.97	797.02	803.73	207075.0
2009-04-15 10:00:00	ES	Futures	803.49	806.85	802.77	804.93	167898.0
2009-04-15 10:30:00	ES	Futures	804.69	804.93	800.38	800.86	151350.0
2009-04-15 11:00:00	ES	Futures	800.62	802.77	798.94	801.58	125838.0
2009-04-15 11:30:00	ES	Futures	801.58	805.89	801.34	804.93	104266.0
2009-04-15 12:00:00	ES	Futures	805.17	806.85	804.21	804.93	83209.0
2009-04-15 12:30:00	ES	Futures	804.93	808.52	804.21	808.28	59234.0
2009-04-15 13:00:00	ES	Futures	808.28	809.48	804.93	805.89	93036.0
2009-04-15 13:30:00	ES	Futures	805.65	807.09	802.53	804.45	100034.0
2009-04-15 14:00:00	ES	Futures	804.45	807.33	800.62	800.86	163319.0
2009-04-15 14:30:00	ES	Futures	801.1	802.77	799.66	800.86	148159.0
2009-04-15 15:00:00	ES	Futures	800.86	807.09	800.86	805.89	163171.0
2009-04-15 15:30:00	ES	Futures	805.65	814.75	804.93	813.32	277053.0
2009-04-15 16:00:00	ES	Futures	813.32	815.23	812.36	814.04	99084.0
2009-04-15 16:30:00	ES	Futures	813.32	814.52	812.84	814.04	7095.0
2009-04-15 17:00:00	ES	Futures	814.04	814.28	813.32	814.04	2102.0
2009-04-15 18:00:00	ES	Futures	814.28	814.52	813.08	813.32	1896.0
2009-04-15 18:30:00	ES	Futures	813.32	813.8	813.08	813.56	512.0
2009-04-15 19:00:00	ES	Futures	813.56	813.8	812.84	813.8	607.0
2009-04-15 19:30:00	ES	Futures	813.8	813.8	813.08	813.56	933.0
2009-04-15 20:00:00	ES	Futures	813.56	820.27	813.32	818.35	7322.0
2009-04-15 20:30:00	ES	Futures	818.35	819.79	817.15	818.35	3904.0
2009-04-15 21:00:00	ES	Futures	818.59	819.31	817.63	818.83	2009.0
2009-04-15 21:30:00	ES	Futures	818.83	820.03	818.83	819.07	2584.0
2009-04-15 22:00:00	ES	Futures	819.07	819.07	810.92	812.12	13749.0
2009-04-15 22:30:00	ES	Futures	812.12	813.56	810.44	811.16	5029.0
2009-04-15 23:00:00	ES	Futures	811.16	813.8	810.2	813.32	2683.0
2009-04-15 23:30:00	ES	Futures	813.56	815.95	811.88	812.84	4227.0
2009-04-15 00:00:00	NQ	Futures	1484.63	1485.77	1483.49	1485.2	131.0
2009-04-15 00:30:00	NQ	Futures	1486.05	1486.62	1484.35	1485.2	89.0
2009-04-15 01:00:00	NQ	Futures	1484.91	1484.91	1483.49	1484.63	61.0

> showing 50 of 2,292 rows — these rows as CSV

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