PREVIEW / futures_30min / 2009-04-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-29.parquet
  size:    69 KB
  rows:    2,352

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
2009-04-29 00:00:00	ES	Futures	820.75	821.23	818.11	819.07	1832.0
2009-04-29 00:30:00	ES	Futures	819.31	819.79	818.59	819.55	915.0
2009-04-29 01:00:00	ES	Futures	819.55	820.27	818.35	819.79	981.0
2009-04-29 01:30:00	ES	Futures	819.79	820.51	818.83	820.51	937.0
2009-04-29 02:00:00	ES	Futures	820.51	823.62	818.83	823.14	6273.0
2009-04-29 02:30:00	ES	Futures	823.14	823.14	821.46	821.46	3525.0
2009-04-29 03:00:00	ES	Futures	821.46	823.38	820.27	822.66	13724.0
2009-04-29 03:30:00	ES	Futures	822.66	822.66	820.75	821.7	7038.0
2009-04-29 04:00:00	ES	Futures	821.94	823.38	821.7	821.94	5410.0
2009-04-29 04:30:00	ES	Futures	822.18	822.18	820.75	821.46	3725.0
2009-04-29 05:00:00	ES	Futures	821.7	824.82	821.7	824.58	6530.0
2009-04-29 05:30:00	ES	Futures	824.34	827.46	824.1	826.74	14800.0
2009-04-29 06:00:00	ES	Futures	826.74	826.98	825.06	826.02	9196.0
2009-04-29 06:30:00	ES	Futures	826.02	826.5	824.1	824.34	8346.0
2009-04-29 07:00:00	ES	Futures	824.34	824.82	822.42	823.38	9714.0
2009-04-29 07:30:00	ES	Futures	823.38	825.06	822.66	824.58	7477.0
2009-04-29 08:00:00	ES	Futures	824.58	827.22	823.86	826.26	19303.0
2009-04-29 08:30:00	ES	Futures	826.26	826.74	820.99	824.1	54067.0
2009-04-29 09:00:00	ES	Futures	824.1	825.54	821.7	824.82	38984.0
2009-04-29 09:30:00	ES	Futures	824.82	828.89	822.66	828.41	207996.0
2009-04-29 10:00:00	ES	Futures	828.65	832.25	826.74	831.77	202466.0
2009-04-29 10:30:00	ES	Futures	832.01	834.88	831.29	833.21	168033.0
2009-04-29 11:00:00	ES	Futures	833.45	835.6	831.77	835.36	114858.0
2009-04-29 11:30:00	ES	Futures	835.36	835.6	832.97	833.21	68512.0
2009-04-29 12:00:00	ES	Futures	832.97	834.17	831.77	832.73	76263.0
2009-04-29 12:30:00	ES	Futures	832.73	833.69	832.25	833.21	31746.0
2009-04-29 13:00:00	ES	Futures	833.21	838.24	832.97	837.52	85276.0
2009-04-29 13:30:00	ES	Futures	837.76	837.76	836.08	836.08	40985.0
2009-04-29 14:00:00	ES	Futures	836.08	839.92	833.45	837.52	193381.0
2009-04-29 14:30:00	ES	Futures	837.52	842.79	834.88	837.52	289295.0
2009-04-29 15:00:00	ES	Futures	837.52	838.96	831.05	832.01	235197.0
2009-04-29 15:30:00	ES	Futures	832.25	834.88	827.93	833.69	351625.0
2009-04-29 16:00:00	ES	Futures	833.69	834.64	832.49	832.73	104326.0
2009-04-29 16:30:00	ES	Futures	832.49	833.45	831.29	832.97	6465.0
2009-04-29 17:00:00	ES	Futures	832.97	834.17	832.73	833.69	2162.0
2009-04-29 18:00:00	ES	Futures	833.69	833.93	831.29	831.53	3169.0
2009-04-29 18:30:00	ES	Futures	831.53	832.01	830.33	830.81	2340.0
2009-04-29 19:00:00	ES	Futures	830.81	831.77	830.81	831.05	1088.0
2009-04-29 19:30:00	ES	Futures	831.05	831.53	830.57	831.29	1319.0
2009-04-29 20:00:00	ES	Futures	831.53	834.88	830.81	834.17	2866.0
2009-04-29 20:30:00	ES	Futures	834.17	836.8	833.69	836.32	3789.0
2009-04-29 21:00:00	ES	Futures	836.32	837.52	835.6	836.56	3519.0
2009-04-29 21:30:00	ES	Futures	836.8	840.16	836.32	839.92	5650.0
2009-04-29 22:00:00	ES	Futures	839.68	840.16	838.0	838.72	2713.0
2009-04-29 22:30:00	ES	Futures	838.72	839.68	838.24	838.72	1877.0
2009-04-29 23:00:00	ES	Futures	838.48	838.96	837.52	838.48	1649.0
2009-04-29 23:30:00	ES	Futures	838.48	839.2	837.76	837.76	1971.0
2009-04-29 00:00:00	NQ	Futures	1552.54	1552.82	1548.56	1549.13	77.0
2009-04-29 00:30:00	NQ	Futures	1550.55	1551.4	1549.41	1549.98	10.0
2009-04-29 01:00:00	NQ	Futures	1550.27	1551.69	1548.56	1550.55	58.0

> showing 50 of 2,352 rows — these rows as CSV

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