PREVIEW / futures_30min / 2009-04-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-16.parquet
  size:    66 KB
  rows:    2,296

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
2009-04-16 00:00:00	ES	Futures	812.84	813.8	810.68	810.92	2164.0
2009-04-16 00:30:00	ES	Futures	810.68	811.16	809.48	810.2	2846.0
2009-04-16 01:00:00	ES	Futures	810.2	811.64	810.2	810.68	1801.0
2009-04-16 01:30:00	ES	Futures	810.68	811.64	809.72	810.44	2067.0
2009-04-16 02:00:00	ES	Futures	810.44	813.32	809.72	812.36	4092.0
2009-04-16 02:30:00	ES	Futures	812.12	812.84	810.2	810.68	3174.0
2009-04-16 03:00:00	ES	Futures	810.44	811.16	807.57	808.52	11593.0
2009-04-16 03:30:00	ES	Futures	808.52	808.76	806.13	806.37	8941.0
2009-04-16 04:00:00	ES	Futures	806.13	807.57	805.41	807.09	7120.0
2009-04-16 04:30:00	ES	Futures	807.33	809.72	806.85	809.72	6249.0
2009-04-16 05:00:00	ES	Futures	809.72	811.16	808.28	808.76	7970.0
2009-04-16 05:30:00	ES	Futures	808.76	809.72	808.28	808.76	4452.0
2009-04-16 06:00:00	ES	Futures	808.52	814.75	807.57	814.04	17016.0
2009-04-16 06:30:00	ES	Futures	814.04	816.67	808.52	809.24	27956.0
2009-04-16 07:00:00	ES	Futures	809.24	811.16	807.57	809.72	16909.0
2009-04-16 07:30:00	ES	Futures	809.72	811.4	809.48	811.16	8893.0
2009-04-16 08:00:00	ES	Futures	811.16	816.43	809.72	815.95	25521.0
2009-04-16 08:30:00	ES	Futures	815.95	819.55	814.28	818.83	57463.0
2009-04-16 09:00:00	ES	Futures	818.83	819.55	818.35	819.31	22655.0
2009-04-16 09:30:00	ES	Futures	819.07	819.55	811.16	814.52	255562.0
2009-04-16 10:00:00	ES	Futures	814.75	815.95	810.68	813.8	216730.0
2009-04-16 10:30:00	ES	Futures	814.04	815.71	808.28	810.2	171917.0
2009-04-16 11:00:00	ES	Futures	810.2	812.6	809.48	812.6	126689.0
2009-04-16 11:30:00	ES	Futures	812.6	816.19	812.12	815.23	100609.0
2009-04-16 12:00:00	ES	Futures	815.23	816.91	814.04	814.52	68521.0
2009-04-16 12:30:00	ES	Futures	814.28	819.07	814.04	817.39	87349.0
2009-04-16 13:00:00	ES	Futures	817.63	819.31	816.19	818.11	84517.0
2009-04-16 13:30:00	ES	Futures	818.11	818.59	813.8	816.67	97412.0
2009-04-16 14:00:00	ES	Futures	816.67	821.23	816.43	820.99	159194.0
2009-04-16 14:30:00	ES	Futures	820.99	827.46	820.75	826.5	245754.0
2009-04-16 15:00:00	ES	Futures	826.5	830.81	825.3	828.17	217842.0
2009-04-16 15:30:00	ES	Futures	828.17	831.05	824.58	825.06	313552.0
2009-04-16 16:00:00	ES	Futures	825.3	827.46	822.9	825.54	145891.0
2009-04-16 16:30:00	ES	Futures	825.78	826.26	822.66	822.66	7309.0
2009-04-16 17:00:00	ES	Futures	822.9	823.14	820.99	822.18	6108.0
2009-04-16 18:00:00	ES	Futures	822.42	823.62	822.18	823.14	2002.0
2009-04-16 18:30:00	ES	Futures	823.14	823.86	822.66	823.86	678.0
2009-04-16 19:00:00	ES	Futures	823.86	823.86	823.14	823.62	645.0
2009-04-16 19:30:00	ES	Futures	823.38	823.62	822.9	823.62	782.0
2009-04-16 20:00:00	ES	Futures	823.38	824.58	823.14	824.58	1470.0
2009-04-16 20:30:00	ES	Futures	824.34	824.82	821.7	822.42	1769.0
2009-04-16 21:00:00	ES	Futures	822.42	823.86	821.7	823.38	1901.0
2009-04-16 21:30:00	ES	Futures	823.62	824.34	822.42	823.14	1098.0
2009-04-16 22:00:00	ES	Futures	823.14	823.38	822.18	822.18	1202.0
2009-04-16 22:30:00	ES	Futures	822.18	822.66	821.7	822.18	996.0
2009-04-16 23:00:00	ES	Futures	822.18	822.66	821.7	822.18	874.0
2009-04-16 23:30:00	ES	Futures	822.42	822.9	821.7	822.42	1150.0
2009-04-16 00:00:00	NQ	Futures	1498.27	1501.11	1495.14	1495.14	63.0
2009-04-16 00:30:00	NQ	Futures	1494.58	1495.43	1492.87	1493.72	153.0
2009-04-16 01:00:00	NQ	Futures	1494.58	1497.13	1494.29	1496.28	60.0

> showing 50 of 2,296 rows — these rows as CSV

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