PREVIEW / futures_30min / 2009-04-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-23.parquet
  size:    65 KB
  rows:    2,262

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
2009-04-23 00:00:00	ES	Futures	800.62	802.05	800.62	801.81	1839.0
2009-04-23 00:30:00	ES	Futures	802.05	803.25	801.81	802.53	1940.0
2009-04-23 01:00:00	ES	Futures	802.53	805.89	802.05	805.41	3588.0
2009-04-23 01:30:00	ES	Futures	805.41	806.85	804.69	806.37	4062.0
2009-04-23 02:00:00	ES	Futures	806.13	809.24	806.13	808.05	9145.0
2009-04-23 02:30:00	ES	Futures	808.05	808.05	806.37	807.81	3076.0
2009-04-23 03:00:00	ES	Futures	807.81	809.96	806.85	809.0	10740.0
2009-04-23 03:30:00	ES	Futures	809.0	809.96	806.85	809.72	10603.0
2009-04-23 04:00:00	ES	Futures	809.72	810.92	808.52	810.2	11282.0
2009-04-23 04:30:00	ES	Futures	810.2	810.68	809.0	810.44	4711.0
2009-04-23 05:00:00	ES	Futures	810.44	811.4	808.52	810.92	7281.0
2009-04-23 05:30:00	ES	Futures	810.92	811.88	810.2	810.44	7766.0
2009-04-23 06:00:00	ES	Futures	810.68	811.88	809.48	810.68	6055.0
2009-04-23 06:30:00	ES	Futures	810.44	810.44	807.81	809.48	11153.0
2009-04-23 07:00:00	ES	Futures	809.48	812.84	808.52	811.88	17198.0
2009-04-23 07:30:00	ES	Futures	811.88	812.12	807.57	809.96	18244.0
2009-04-23 08:00:00	ES	Futures	809.72	811.88	808.76	811.64	19475.0
2009-04-23 08:30:00	ES	Futures	811.64	811.64	807.33	809.72	33512.0
2009-04-23 09:00:00	ES	Futures	809.72	810.2	805.89	807.33	27406.0
2009-04-23 09:30:00	ES	Futures	807.57	809.96	803.49	803.97	217702.0
2009-04-23 10:00:00	ES	Futures	803.73	806.37	798.94	805.89	229458.0
2009-04-23 10:30:00	ES	Futures	805.89	807.57	800.38	800.62	161191.0
2009-04-23 11:00:00	ES	Futures	800.62	802.53	796.78	798.94	192298.0
2009-04-23 11:30:00	ES	Futures	799.18	800.86	797.26	798.46	101817.0
2009-04-23 12:00:00	ES	Futures	798.22	802.77	797.74	801.81	72281.0
2009-04-23 12:30:00	ES	Futures	801.81	803.97	799.66	803.49	61872.0
2009-04-23 13:00:00	ES	Futures	803.49	809.0	803.25	807.33	133191.0
2009-04-23 13:30:00	ES	Futures	807.57	808.76	805.41	807.57	111200.0
2009-04-23 14:00:00	ES	Futures	807.33	807.57	803.97	807.09	121106.0
2009-04-23 14:30:00	ES	Futures	807.09	811.88	806.85	808.05	187762.0
2009-04-23 15:00:00	ES	Futures	808.05	808.52	802.05	805.41	212438.0
2009-04-23 15:30:00	ES	Futures	805.65	814.75	803.01	814.04	325838.0
2009-04-23 16:00:00	ES	Futures	813.8	814.28	811.16	813.56	100417.0
2009-04-23 16:30:00	ES	Futures	813.32	818.59	813.32	814.99	14966.0
2009-04-23 17:00:00	ES	Futures	815.23	816.43	814.99	814.99	1948.0
2009-04-23 18:00:00	ES	Futures	815.71	816.43	814.75	816.19	1684.0
2009-04-23 18:30:00	ES	Futures	816.19	816.67	814.99	814.99	980.0
2009-04-23 19:00:00	ES	Futures	814.99	815.23	814.75	814.99	811.0
2009-04-23 19:30:00	ES	Futures	814.75	814.99	813.8	813.8	1897.0
2009-04-23 20:00:00	ES	Futures	813.56	813.56	811.16	812.12	4633.0
2009-04-23 20:30:00	ES	Futures	812.36	813.08	809.24	810.92	4480.0
2009-04-23 21:00:00	ES	Futures	810.92	811.4	808.05	811.16	5742.0
2009-04-23 21:30:00	ES	Futures	811.16	811.4	809.48	809.72	2811.0
2009-04-23 22:00:00	ES	Futures	809.72	810.92	809.24	809.72	1963.0
2009-04-23 22:30:00	ES	Futures	809.96	810.92	809.24	809.96	1322.0
2009-04-23 23:00:00	ES	Futures	809.96	811.64	809.72	811.4	1033.0
2009-04-23 23:30:00	ES	Futures	811.16	811.4	809.24	811.16	1667.0
2009-04-23 00:00:00	NQ	Futures	1511.91	1513.9	1511.91	1513.04	111.0
2009-04-23 00:30:00	NQ	Futures	1513.33	1515.03	1513.33	1515.03	118.0
2009-04-23 01:00:00	NQ	Futures	1513.9	1517.31	1513.33	1517.31	126.0

> showing 50 of 2,262 rows — these rows as CSV

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