PREVIEW / futures_30min / 2009-04-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-20.parquet
  size:    68 KB
  rows:    2,298

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
2009-04-20 00:00:00	ES	Futures	824.58	825.06	823.86	824.34	623.0
2009-04-20 00:30:00	ES	Futures	824.34	824.58	823.14	824.1	982.0
2009-04-20 01:00:00	ES	Futures	824.34	825.3	824.1	825.06	1116.0
2009-04-20 01:30:00	ES	Futures	824.82	826.02	824.82	825.3	1602.0
2009-04-20 02:00:00	ES	Futures	825.06	826.5	824.82	826.26	2658.0
2009-04-20 02:30:00	ES	Futures	826.5	826.74	825.54	826.5	3072.0
2009-04-20 03:00:00	ES	Futures	826.5	827.7	824.58	826.02	8608.0
2009-04-20 03:30:00	ES	Futures	826.02	827.7	824.34	824.58	3685.0
2009-04-20 04:00:00	ES	Futures	824.82	825.06	822.9	823.38	16575.0
2009-04-20 04:30:00	ES	Futures	823.38	823.86	821.7	822.18	9762.0
2009-04-20 05:00:00	ES	Futures	822.18	822.42	819.07	819.79	16174.0
2009-04-20 05:30:00	ES	Futures	819.79	820.51	818.11	818.35	7785.0
2009-04-20 06:00:00	ES	Futures	818.59	821.7	818.11	820.75	7362.0
2009-04-20 06:30:00	ES	Futures	820.75	821.46	819.07	821.23	6660.0
2009-04-20 07:00:00	ES	Futures	820.99	822.18	818.11	818.83	19808.0
2009-04-20 07:30:00	ES	Futures	818.59	821.46	816.67	817.39	19313.0
2009-04-20 08:00:00	ES	Futures	817.39	818.83	813.56	814.28	39042.0
2009-04-20 08:30:00	ES	Futures	814.28	817.39	814.28	815.47	27402.0
2009-04-20 09:00:00	ES	Futures	815.47	817.63	814.04	815.71	30747.0
2009-04-20 09:30:00	ES	Futures	815.71	816.67	808.52	809.72	242977.0
2009-04-20 10:00:00	ES	Futures	809.72	809.96	805.65	806.13	184803.0
2009-04-20 10:30:00	ES	Futures	806.37	806.85	802.29	803.25	186641.0
2009-04-20 11:00:00	ES	Futures	803.01	804.69	801.34	803.97	132333.0
2009-04-20 11:30:00	ES	Futures	803.97	804.69	801.58	802.29	101806.0
2009-04-20 12:00:00	ES	Futures	802.05	802.53	800.38	801.34	91304.0
2009-04-20 12:30:00	ES	Futures	801.34	803.01	800.14	802.53	74099.0
2009-04-20 13:00:00	ES	Futures	802.53	802.77	797.98	797.98	96383.0
2009-04-20 13:30:00	ES	Futures	798.22	801.1	797.74	800.14	70285.0
2009-04-20 14:00:00	ES	Futures	800.14	800.14	797.5	798.94	77269.0
2009-04-20 14:30:00	ES	Futures	799.18	799.9	795.82	796.54	106229.0
2009-04-20 15:00:00	ES	Futures	796.3	798.22	794.87	796.3	132063.0
2009-04-20 15:30:00	ES	Futures	796.06	799.9	794.39	795.1	309522.0
2009-04-20 16:00:00	ES	Futures	795.34	799.42	795.1	798.94	160916.0
2009-04-20 16:30:00	ES	Futures	797.02	799.42	796.78	799.18	11003.0
2009-04-20 17:00:00	ES	Futures	798.94	799.42	798.46	799.18	2195.0
2009-04-20 18:00:00	ES	Futures	798.94	798.94	798.22	798.22	1108.0
2009-04-20 18:30:00	ES	Futures	798.46	798.7	798.22	798.22	347.0
2009-04-20 19:00:00	ES	Futures	798.46	798.94	798.22	798.22	524.0
2009-04-20 19:30:00	ES	Futures	798.46	799.18	797.98	798.94	1128.0
2009-04-20 20:00:00	ES	Futures	798.7	798.7	796.54	797.02	3764.0
2009-04-20 20:30:00	ES	Futures	796.78	799.18	796.54	798.7	2489.0
2009-04-20 21:00:00	ES	Futures	798.94	799.18	797.74	798.22	1704.0
2009-04-20 21:30:00	ES	Futures	798.46	798.7	797.5	797.98	1737.0
2009-04-20 22:00:00	ES	Futures	798.22	798.46	797.02	798.22	1595.0
2009-04-20 22:30:00	ES	Futures	798.46	799.18	797.98	798.46	1303.0
2009-04-20 23:00:00	ES	Futures	798.46	798.7	797.98	798.46	1235.0
2009-04-20 23:30:00	ES	Futures	798.46	800.38	797.98	799.66	3783.0
2009-04-20 00:00:00	NQ	Futures	1524.41	1525.83	1524.41	1524.98	46.0
2009-04-20 00:30:00	NQ	Futures	1524.69	1524.69	1522.99	1524.13	42.0
2009-04-20 01:00:00	NQ	Futures	1526.12	1527.25	1524.98	1526.12	41.0

> showing 50 of 2,298 rows — these rows as CSV

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