PREVIEW / futures_30min / 2009-04-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-27.parquet
  size:    68 KB
  rows:    2,336

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
2009-04-27 00:00:00	ES	Futures	812.84	815.71	811.88	815.47	2376.0
2009-04-27 00:30:00	ES	Futures	815.23	815.71	813.56	815.71	1143.0
2009-04-27 01:00:00	ES	Futures	815.71	816.67	815.23	816.19	887.0
2009-04-27 01:30:00	ES	Futures	816.43	816.67	814.52	815.95	1622.0
2009-04-27 02:00:00	ES	Futures	815.95	817.63	814.75	815.23	4767.0
2009-04-27 02:30:00	ES	Futures	815.23	816.19	812.84	813.56	5774.0
2009-04-27 03:00:00	ES	Futures	813.56	815.23	812.84	814.99	11666.0
2009-04-27 03:30:00	ES	Futures	814.99	815.71	813.56	814.75	7611.0
2009-04-27 04:00:00	ES	Futures	814.52	817.15	813.56	815.71	8677.0
2009-04-27 04:30:00	ES	Futures	815.71	817.87	815.47	817.15	7371.0
2009-04-27 05:00:00	ES	Futures	817.39	817.63	813.8	814.28	6068.0
2009-04-27 05:30:00	ES	Futures	814.28	816.43	813.8	815.71	4597.0
2009-04-27 06:00:00	ES	Futures	815.71	817.39	814.28	816.67	4356.0
2009-04-27 06:30:00	ES	Futures	816.67	817.15	813.32	814.75	9479.0
2009-04-27 07:00:00	ES	Futures	814.75	816.43	814.28	816.43	7872.0
2009-04-27 07:30:00	ES	Futures	816.19	818.11	815.47	816.19	12099.0
2009-04-27 08:00:00	ES	Futures	816.19	816.19	813.08	814.52	24749.0
2009-04-27 08:30:00	ES	Futures	814.52	815.71	813.56	815.47	14383.0
2009-04-27 09:00:00	ES	Futures	815.47	817.15	814.28	817.15	19856.0
2009-04-27 09:30:00	ES	Futures	816.91	822.9	815.71	821.46	281223.0
2009-04-27 10:00:00	ES	Futures	821.7	825.06	816.67	823.38	312203.0
2009-04-27 10:30:00	ES	Futures	823.62	828.41	821.46	828.17	173539.0
2009-04-27 11:00:00	ES	Futures	828.17	829.37	825.78	827.46	134850.0
2009-04-27 11:30:00	ES	Futures	827.7	828.89	826.02	827.93	82921.0
2009-04-27 12:00:00	ES	Futures	827.93	829.85	825.3	826.26	84802.0
2009-04-27 12:30:00	ES	Futures	826.26	826.5	822.42	823.62	115506.0
2009-04-27 13:00:00	ES	Futures	823.62	824.1	819.07	819.07	104581.0
2009-04-27 13:30:00	ES	Futures	819.07	820.03	815.23	817.39	162840.0
2009-04-27 14:00:00	ES	Futures	817.15	818.35	815.23	817.63	143109.0
2009-04-27 14:30:00	ES	Futures	817.63	820.51	817.63	819.31	112550.0
2009-04-27 15:00:00	ES	Futures	819.55	821.46	815.71	817.63	154906.0
2009-04-27 15:30:00	ES	Futures	817.63	823.62	816.67	818.59	302621.0
2009-04-27 16:00:00	ES	Futures	818.83	821.46	817.15	821.23	81715.0
2009-04-27 16:30:00	ES	Futures	819.55	820.51	815.47	817.15	12160.0
2009-04-27 17:00:00	ES	Futures	817.15	817.39	816.19	816.91	1580.0
2009-04-27 18:00:00	ES	Futures	817.39	818.11	816.67	816.67	1343.0
2009-04-27 18:30:00	ES	Futures	816.91	817.15	815.95	816.67	905.0
2009-04-27 19:00:00	ES	Futures	816.67	817.39	816.43	817.39	499.0
2009-04-27 19:30:00	ES	Futures	817.15	817.63	816.43	816.67	752.0
2009-04-27 20:00:00	ES	Futures	816.43	816.91	815.23	816.43	2829.0
2009-04-27 20:30:00	ES	Futures	816.43	819.79	816.43	819.31	4059.0
2009-04-27 21:00:00	ES	Futures	819.55	820.51	818.11	818.59	2687.0
2009-04-27 21:30:00	ES	Futures	818.59	818.83	817.15	818.35	1512.0
2009-04-27 22:00:00	ES	Futures	818.11	818.35	816.19	816.43	1698.0
2009-04-27 22:30:00	ES	Futures	816.19	817.15	814.75	815.47	3157.0
2009-04-27 23:00:00	ES	Futures	815.71	815.95	812.84	814.04	4656.0
2009-04-27 23:30:00	ES	Futures	814.28	815.23	813.8	814.75	1407.0
2009-04-27 00:00:00	NQ	Futures	1537.2	1540.89	1534.92	1540.61	157.0
2009-04-27 00:30:00	NQ	Futures	1540.61	1541.17	1537.2	1541.17	80.0
2009-04-27 01:00:00	NQ	Futures	1541.46	1542.88	1540.04	1542.31	82.0

> showing 50 of 2,336 rows — these rows as CSV

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