PREVIEW / futures_30min / 2009-04-28

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-28.parquet
  size:    66 KB
  rows:    2,267

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
2009-04-28 00:00:00	ES	Futures	814.75	814.99	809.24	809.72	7572.0
2009-04-28 00:30:00	ES	Futures	809.48	810.68	808.76	809.24	2618.0
2009-04-28 01:00:00	ES	Futures	809.48	811.88	809.0	810.44	2088.0
2009-04-28 01:30:00	ES	Futures	810.44	810.92	808.28	809.72	3657.0
2009-04-28 02:00:00	ES	Futures	809.72	811.16	809.24	810.44	4427.0
2009-04-28 02:30:00	ES	Futures	810.44	810.44	803.73	805.17	19932.0
2009-04-28 03:00:00	ES	Futures	805.17	809.0	804.93	806.85	15246.0
2009-04-28 03:30:00	ES	Futures	806.61	807.57	803.97	807.33	14913.0
2009-04-28 04:00:00	ES	Futures	807.57	808.52	805.89	807.09	12362.0
2009-04-28 04:30:00	ES	Futures	807.33	809.0	807.09	808.05	4861.0
2009-04-28 05:00:00	ES	Futures	808.05	808.76	805.89	806.85	6949.0
2009-04-28 05:30:00	ES	Futures	806.85	807.81	806.37	807.09	3325.0
2009-04-28 06:00:00	ES	Futures	806.85	807.57	806.61	806.85	3592.0
2009-04-28 06:30:00	ES	Futures	806.85	807.81	805.65	807.09	8664.0
2009-04-28 07:00:00	ES	Futures	807.33	808.28	806.13	806.13	12025.0
2009-04-28 07:30:00	ES	Futures	806.13	807.81	806.13	807.57	9494.0
2009-04-28 08:00:00	ES	Futures	807.81	808.52	806.13	806.85	18022.0
2009-04-28 08:30:00	ES	Futures	806.85	811.16	806.61	809.96	32739.0
2009-04-28 09:00:00	ES	Futures	809.96	810.44	806.37	809.96	44626.0
2009-04-28 09:30:00	ES	Futures	809.72	814.52	807.81	814.52	256585.0
2009-04-28 10:00:00	ES	Futures	814.52	820.27	814.52	820.03	252308.0
2009-04-28 10:30:00	ES	Futures	820.03	822.9	818.35	819.79	193425.0
2009-04-28 11:00:00	ES	Futures	819.79	820.99	817.63	817.63	106042.0
2009-04-28 11:30:00	ES	Futures	817.63	819.31	815.95	817.63	105654.0
2009-04-28 12:00:00	ES	Futures	817.63	821.46	817.39	820.51	69606.0
2009-04-28 12:30:00	ES	Futures	820.51	821.46	819.55	820.75	45213.0
2009-04-28 13:00:00	ES	Futures	820.51	822.42	817.15	818.35	108394.0
2009-04-28 13:30:00	ES	Futures	818.35	821.94	818.11	818.83	120389.0
2009-04-28 14:00:00	ES	Futures	819.07	823.62	818.59	823.14	128944.0
2009-04-28 14:30:00	ES	Futures	823.14	825.78	822.18	822.18	113595.0
2009-04-28 15:00:00	ES	Futures	822.18	824.34	818.59	818.59	135126.0
2009-04-28 15:30:00	ES	Futures	818.59	819.07	815.23	815.71	223508.0
2009-04-28 16:00:00	ES	Futures	815.95	817.87	814.99	815.95	95928.0
2009-04-28 16:30:00	ES	Futures	814.99	815.95	814.04	814.52	5988.0
2009-04-28 17:00:00	ES	Futures	814.52	815.47	814.04	814.75	1798.0
2009-04-28 18:00:00	ES	Futures	814.75	814.99	814.04	814.75	1179.0
2009-04-28 18:30:00	ES	Futures	814.75	815.23	814.75	815.23	533.0
2009-04-28 19:00:00	ES	Futures	815.23	816.19	814.99	815.71	938.0
2009-04-28 19:30:00	ES	Futures	815.95	815.95	815.23	815.47	371.0
2009-04-28 20:00:00	ES	Futures	815.47	818.11	815.23	817.63	2262.0
2009-04-28 20:30:00	ES	Futures	817.87	821.46	817.63	821.23	5135.0
2009-04-28 21:00:00	ES	Futures	820.99	821.23	817.87	818.59	2154.0
2009-04-28 21:30:00	ES	Futures	818.59	819.55	817.87	818.35	1444.0
2009-04-28 22:00:00	ES	Futures	818.59	818.83	816.43	818.11	2321.0
2009-04-28 22:30:00	ES	Futures	818.35	819.79	817.39	818.83	1530.0
2009-04-28 23:00:00	ES	Futures	819.07	821.23	817.87	820.75	2017.0
2009-04-28 23:30:00	ES	Futures	820.75	822.18	820.51	820.99	2157.0
2009-04-28 00:00:00	NQ	Futures	1552.26	1552.26	1542.03	1542.88	548.0
2009-04-28 00:30:00	NQ	Futures	1542.88	1545.44	1541.46	1542.31	165.0
2009-04-28 01:00:00	NQ	Futures	1542.6	1547.71	1542.6	1545.15	110.0

> showing 50 of 2,267 rows — these rows as CSV

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