PREVIEW / futures_30min / 2009-04-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-30.parquet
  size:    67 KB
  rows:    2,315

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
2009-04-30 00:00:00	ES	Futures	837.76	838.0	834.88	836.8	4357.0
2009-04-30 00:30:00	ES	Futures	836.8	837.76	836.32	837.52	1588.0
2009-04-30 01:00:00	ES	Futures	837.76	838.0	837.28	837.52	1427.0
2009-04-30 01:30:00	ES	Futures	837.28	837.76	837.28	837.76	1052.0
2009-04-30 02:00:00	ES	Futures	837.76	838.24	836.32	838.24	2992.0
2009-04-30 02:30:00	ES	Futures	838.0	840.16	837.76	840.16	9674.0
2009-04-30 03:00:00	ES	Futures	839.92	845.43	839.68	845.43	22866.0
2009-04-30 03:30:00	ES	Futures	845.19	847.82	844.47	845.91	17497.0
2009-04-30 04:00:00	ES	Futures	846.15	846.87	844.71	844.71	9060.0
2009-04-30 04:30:00	ES	Futures	844.71	846.87	843.99	846.39	7204.0
2009-04-30 05:00:00	ES	Futures	846.39	847.35	845.43	847.35	5956.0
2009-04-30 05:30:00	ES	Futures	847.11	847.82	845.91	846.39	7945.0
2009-04-30 06:00:00	ES	Futures	846.39	849.98	846.15	849.5	14661.0
2009-04-30 06:30:00	ES	Futures	849.5	850.22	846.39	847.35	14160.0
2009-04-30 07:00:00	ES	Futures	847.35	848.06	845.19	845.43	14127.0
2009-04-30 07:30:00	ES	Futures	845.19	846.63	845.19	846.15	10585.0
2009-04-30 08:00:00	ES	Futures	846.15	846.63	844.95	845.43	13957.0
2009-04-30 08:30:00	ES	Futures	845.43	846.15	843.75	845.19	27274.0
2009-04-30 09:00:00	ES	Futures	844.95	845.67	842.55	844.47	39861.0
2009-04-30 09:30:00	ES	Futures	844.23	846.39	840.4	843.75	264361.0
2009-04-30 10:00:00	ES	Futures	843.75	847.82	843.27	846.87	181699.0
2009-04-30 10:30:00	ES	Futures	846.87	847.58	843.99	847.11	126623.0
2009-04-30 11:00:00	ES	Futures	847.35	849.02	846.15	846.87	150080.0
2009-04-30 11:30:00	ES	Futures	846.87	847.82	841.83	842.07	137378.0
2009-04-30 12:00:00	ES	Futures	842.07	843.27	840.4	842.07	126366.0
2009-04-30 12:30:00	ES	Futures	842.07	842.55	833.93	835.84	176751.0
2009-04-30 13:00:00	ES	Futures	835.84	837.04	830.81	832.49	154360.0
2009-04-30 13:30:00	ES	Futures	832.25	836.56	831.53	835.6	121211.0
2009-04-30 14:00:00	ES	Futures	835.84	838.96	833.93	838.0	113306.0
2009-04-30 14:30:00	ES	Futures	838.24	838.72	834.4	837.28	107126.0
2009-04-30 15:00:00	ES	Futures	837.52	837.76	828.65	832.49	241787.0
2009-04-30 15:30:00	ES	Futures	832.49	838.0	831.29	833.45	352784.0
2009-04-30 16:00:00	ES	Futures	833.45	835.12	828.89	829.13	190909.0
2009-04-30 16:30:00	ES	Futures	830.09	832.01	829.85	830.57	7541.0
2009-04-30 17:00:00	ES	Futures	830.33	830.57	828.17	828.41	5538.0
2009-04-30 18:00:00	ES	Futures	828.65	831.53	828.17	831.05	4083.0
2009-04-30 18:30:00	ES	Futures	831.05	831.77	829.85	831.53	1081.0
2009-04-30 19:00:00	ES	Futures	831.53	832.01	831.29	831.53	1011.0
2009-04-30 19:30:00	ES	Futures	831.53	832.01	831.29	831.53	1320.0
2009-04-30 20:00:00	ES	Futures	831.53	832.49	831.53	832.25	2357.0
2009-04-30 20:30:00	ES	Futures	832.49	833.45	832.25	832.97	2207.0
2009-04-30 21:00:00	ES	Futures	832.97	833.93	832.73	832.73	1348.0
2009-04-30 21:30:00	ES	Futures	832.73	832.73	831.29	832.01	1528.0
2009-04-30 22:00:00	ES	Futures	832.01	833.45	831.77	832.25	972.0
2009-04-30 22:30:00	ES	Futures	832.01	833.45	832.01	832.73	486.0
2009-04-30 23:00:00	ES	Futures	832.73	832.97	832.25	832.73	469.0
2009-04-30 23:30:00	ES	Futures	832.49	833.21	832.01	833.21	999.0
2009-04-30 00:00:00	NQ	Futures	1575.27	1575.27	1570.73	1573.28	172.0
2009-04-30 00:30:00	NQ	Futures	1573.57	1574.7	1572.43	1574.42	43.0
2009-04-30 01:00:00	NQ	Futures	1574.7	1575.27	1573.28	1573.57	109.0

> showing 50 of 2,315 rows — these rows as CSV

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