PREVIEW / futures_30min / 2009-04-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-17.parquet
  size:    57 KB
  rows:    1,875

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
2009-04-17 00:00:00	ES	Futures	822.42	822.42	820.75	821.23	2490.0
2009-04-17 00:30:00	ES	Futures	821.23	821.46	820.75	821.23	1855.0
2009-04-17 01:00:00	ES	Futures	821.23	821.46	820.75	821.23	1148.0
2009-04-17 01:30:00	ES	Futures	820.99	822.42	820.51	822.18	2120.0
2009-04-17 02:00:00	ES	Futures	822.18	822.42	820.99	822.18	2422.0
2009-04-17 02:30:00	ES	Futures	822.18	822.42	820.51	821.23	2162.0
2009-04-17 03:00:00	ES	Futures	821.46	823.14	820.75	820.75	7270.0
2009-04-17 03:30:00	ES	Futures	820.51	820.75	819.55	820.27	7831.0
2009-04-17 04:00:00	ES	Futures	820.51	821.7	820.03	821.46	5140.0
2009-04-17 04:30:00	ES	Futures	821.46	822.18	819.79	820.27	5042.0
2009-04-17 05:00:00	ES	Futures	820.27	820.75	818.35	820.03	11604.0
2009-04-17 05:30:00	ES	Futures	820.03	824.82	819.79	823.86	12175.0
2009-04-17 06:00:00	ES	Futures	823.62	827.22	822.42	826.26	12024.0
2009-04-17 06:30:00	ES	Futures	826.26	828.17	823.62	827.46	27102.0
2009-04-17 07:00:00	ES	Futures	827.46	829.61	824.82	826.02	18628.0
2009-04-17 07:30:00	ES	Futures	826.02	828.41	825.3	828.17	10252.0
2009-04-17 08:00:00	ES	Futures	828.17	829.13	827.7	828.65	15837.0
2009-04-17 08:30:00	ES	Futures	828.65	828.65	823.38	823.62	34108.0
2009-04-17 09:00:00	ES	Futures	823.86	829.13	823.38	827.93	45961.0
2009-04-17 09:30:00	ES	Futures	827.93	828.41	823.14	825.78	240680.0
2009-04-17 10:00:00	ES	Futures	825.78	828.41	824.58	825.06	139540.0
2009-04-17 10:30:00	ES	Futures	825.3	825.3	821.23	823.62	116117.0
2009-04-17 11:00:00	ES	Futures	823.86	825.3	821.7	824.82	96003.0
2009-04-17 11:30:00	ES	Futures	824.82	828.65	824.1	826.98	108637.0
2009-04-17 12:00:00	ES	Futures	826.98	828.65	825.78	828.41	61623.0
2009-04-17 12:30:00	ES	Futures	828.41	829.13	825.3	828.65	82990.0
2009-04-17 13:00:00	ES	Futures	828.65	831.77	828.17	831.05	83573.0
2009-04-17 13:30:00	ES	Futures	831.05	833.93	829.85	832.97	78651.0
2009-04-17 14:00:00	ES	Futures	832.97	833.69	831.05	832.97	67213.0
2009-04-17 14:30:00	ES	Futures	832.97	835.6	830.09	830.57	114830.0
2009-04-17 15:00:00	ES	Futures	830.57	835.12	830.33	833.93	97456.0
2009-04-17 15:30:00	ES	Futures	833.93	835.84	828.89	830.33	237502.0
2009-04-17 16:00:00	ES	Futures	830.33	831.29	829.13	831.05	89113.0
2009-04-17 00:00:00	NQ	Futures	1523.56	1524.13	1521.85	1521.85	98.0
2009-04-17 00:30:00	NQ	Futures	1522.14	1522.99	1521.85	1522.71	78.0
2009-04-17 01:00:00	NQ	Futures	1522.99	1523.27	1521.85	1522.71	62.0
2009-04-17 01:30:00	NQ	Futures	1522.71	1528.39	1522.42	1528.1	130.0
2009-04-17 02:00:00	NQ	Futures	1526.4	1528.67	1524.98	1526.12	248.0
2009-04-17 02:30:00	NQ	Futures	1526.4	1526.68	1524.13	1524.69	95.0
2009-04-17 03:00:00	NQ	Futures	1524.98	1527.82	1522.14	1522.14	562.0
2009-04-17 03:30:00	NQ	Futures	1522.42	1522.71	1519.3	1521.57	1465.0
2009-04-17 04:00:00	NQ	Futures	1521.85	1523.27	1521.28	1522.42	670.0
2009-04-17 04:30:00	NQ	Futures	1522.99	1525.26	1521.28	1521.85	473.0
2009-04-17 05:00:00	NQ	Futures	1521.85	1523.27	1520.15	1522.71	538.0
2009-04-17 05:30:00	NQ	Futures	1522.99	1529.81	1522.99	1528.1	865.0
2009-04-17 06:00:00	NQ	Futures	1527.82	1532.93	1526.12	1531.51	689.0
2009-04-17 06:30:00	NQ	Futures	1531.51	1534.07	1525.26	1532.65	1438.0
2009-04-17 07:00:00	NQ	Futures	1532.65	1534.92	1527.25	1529.52	1467.0
2009-04-17 07:30:00	NQ	Futures	1529.24	1534.64	1528.67	1534.07	979.0
2009-04-17 08:00:00	NQ	Futures	1533.79	1536.06	1532.93	1534.64	1376.0

> showing 50 of 1,875 rows — these rows as CSV

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