PREVIEW / futures_30min / 2009-04-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-21.parquet
  size:    67 KB
  rows:    2,318

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
2009-04-21 00:00:00	ES	Futures	799.9	800.38	799.42	800.38	1288.0
2009-04-21 00:30:00	ES	Futures	800.38	802.29	800.14	801.1	4053.0
2009-04-21 01:00:00	ES	Futures	801.1	802.29	800.62	801.58	1637.0
2009-04-21 01:30:00	ES	Futures	802.05	802.29	800.14	801.1	1933.0
2009-04-21 02:00:00	ES	Futures	801.1	801.81	800.14	800.86	3677.0
2009-04-21 02:30:00	ES	Futures	800.86	802.29	800.14	801.34	4363.0
2009-04-21 03:00:00	ES	Futures	801.34	802.53	798.7	802.05	13858.0
2009-04-21 03:30:00	ES	Futures	801.81	803.01	800.86	801.58	13783.0
2009-04-21 04:00:00	ES	Futures	801.58	802.77	801.58	802.53	9340.0
2009-04-21 04:30:00	ES	Futures	802.53	803.25	800.38	802.05	17075.0
2009-04-21 05:00:00	ES	Futures	802.05	803.49	800.38	800.86	11432.0
2009-04-21 05:30:00	ES	Futures	800.86	802.05	799.42	799.42	7132.0
2009-04-21 06:00:00	ES	Futures	799.42	802.77	798.94	799.42	8879.0
2009-04-21 06:30:00	ES	Futures	799.42	800.14	792.95	794.15	24819.0
2009-04-21 07:00:00	ES	Futures	794.15	795.1	792.47	792.71	21759.0
2009-04-21 07:30:00	ES	Futures	792.71	794.87	791.99	792.95	26827.0
2009-04-21 08:00:00	ES	Futures	792.95	793.19	789.83	790.55	33387.0
2009-04-21 08:30:00	ES	Futures	790.55	792.71	790.31	790.79	27280.0
2009-04-21 09:00:00	ES	Futures	790.79	791.03	788.87	789.59	37696.0
2009-04-21 09:30:00	ES	Futures	789.83	797.02	789.11	795.1	321401.0
2009-04-21 10:00:00	ES	Futures	795.1	795.82	791.03	791.75	179176.0
2009-04-21 10:30:00	ES	Futures	791.75	796.3	790.31	795.82	145302.0
2009-04-21 11:00:00	ES	Futures	796.06	802.29	795.82	800.62	230574.0
2009-04-21 11:30:00	ES	Futures	800.86	804.45	800.14	803.49	169352.0
2009-04-21 12:00:00	ES	Futures	803.25	805.41	802.77	803.97	102885.0
2009-04-21 12:30:00	ES	Futures	803.73	807.09	803.73	804.45	107066.0
2009-04-21 13:00:00	ES	Futures	804.45	806.37	803.01	803.97	95548.0
2009-04-21 13:30:00	ES	Futures	803.97	806.37	802.53	804.45	104954.0
2009-04-21 14:00:00	ES	Futures	804.69	805.89	801.1	804.45	127332.0
2009-04-21 14:30:00	ES	Futures	804.45	807.57	804.21	804.69	147109.0
2009-04-21 15:00:00	ES	Futures	804.93	811.88	803.97	808.52	219573.0
2009-04-21 15:30:00	ES	Futures	808.52	811.64	805.65	810.92	280158.0
2009-04-21 16:00:00	ES	Futures	811.16	813.56	810.68	812.36	140462.0
2009-04-21 16:30:00	ES	Futures	812.6	813.32	810.68	811.16	8676.0
2009-04-21 17:00:00	ES	Futures	811.16	811.4	809.72	810.2	3479.0
2009-04-21 18:00:00	ES	Futures	810.44	811.64	809.96	811.4	2101.0
2009-04-21 18:30:00	ES	Futures	811.16	811.4	809.72	810.2	1388.0
2009-04-21 19:00:00	ES	Futures	810.2	810.44	809.48	810.44	1391.0
2009-04-21 19:30:00	ES	Futures	810.2	810.44	809.48	809.72	1080.0
2009-04-21 20:00:00	ES	Futures	809.48	809.96	808.52	809.0	1944.0
2009-04-21 20:30:00	ES	Futures	808.76	809.48	808.28	809.24	1920.0
2009-04-21 21:00:00	ES	Futures	809.24	810.2	808.28	809.0	1393.0
2009-04-21 21:30:00	ES	Futures	809.0	809.24	807.33	808.28	3317.0
2009-04-21 22:00:00	ES	Futures	808.05	809.24	807.33	809.0	1915.0
2009-04-21 22:30:00	ES	Futures	809.0	809.96	808.52	809.24	1159.0
2009-04-21 23:00:00	ES	Futures	809.24	809.48	808.28	808.76	914.0
2009-04-21 23:30:00	ES	Futures	808.52	808.52	807.09	807.57	1735.0
2009-04-21 00:00:00	NQ	Futures	1498.27	1498.27	1497.7	1498.27	113.0
2009-04-21 00:30:00	NQ	Futures	1498.27	1499.97	1497.99	1499.97	221.0
2009-04-21 01:00:00	NQ	Futures	1499.97	1501.11	1498.84	1500.83	122.0

> showing 50 of 2,318 rows — these rows as CSV

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