PREVIEW / futures_30min / 2009-05-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-01.parquet
  size:    49 KB
  rows:    1,592

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
2009-05-01 00:00:00	ES	Futures	833.21	833.21	831.29	832.25	838.0
2009-05-01 00:30:00	ES	Futures	832.25	832.49	831.05	831.77	679.0
2009-05-01 01:00:00	ES	Futures	831.53	832.73	831.29	832.49	775.0
2009-05-01 01:30:00	ES	Futures	832.49	833.69	832.49	833.45	1357.0
2009-05-01 02:00:00	ES	Futures	833.45	833.69	832.97	833.21	909.0
2009-05-01 02:30:00	ES	Futures	833.45	833.69	833.21	833.45	556.0
2009-05-01 03:00:00	ES	Futures	833.69	834.64	833.45	834.64	3806.0
2009-05-01 03:30:00	ES	Futures	834.4	837.28	834.4	836.8	5624.0
2009-05-01 04:00:00	ES	Futures	837.04	837.28	836.08	837.04	1960.0
2009-05-01 04:30:00	ES	Futures	837.04	837.28	836.32	837.04	1039.0
2009-05-01 05:00:00	ES	Futures	837.28	837.52	835.84	836.32	1444.0
2009-05-01 05:30:00	ES	Futures	836.08	837.04	835.84	836.56	1138.0
2009-05-01 06:00:00	ES	Futures	836.56	836.8	836.08	836.8	1949.0
2009-05-01 06:30:00	ES	Futures	836.56	837.76	836.56	837.52	3607.0
2009-05-01 07:00:00	ES	Futures	837.52	838.0	837.04	837.76	3705.0
2009-05-01 07:30:00	ES	Futures	837.76	838.72	837.28	837.52	5237.0
2009-05-01 08:00:00	ES	Futures	837.52	838.0	836.56	837.04	8870.0
2009-05-01 08:30:00	ES	Futures	837.04	837.76	835.84	836.8	9144.0
2009-05-01 09:00:00	ES	Futures	836.56	836.8	832.25	833.69	21456.0
2009-05-01 09:30:00	ES	Futures	833.93	833.93	828.89	832.97	199226.0
2009-05-01 10:00:00	ES	Futures	832.73	834.17	826.74	828.41	201688.0
2009-05-01 10:30:00	ES	Futures	828.41	832.25	827.46	831.05	108241.0
2009-05-01 11:00:00	ES	Futures	831.05	836.56	830.57	835.12	137656.0
2009-05-01 11:30:00	ES	Futures	835.12	836.08	832.73	832.97	91425.0
2009-05-01 12:00:00	ES	Futures	832.97	835.36	831.77	832.97	80481.0
2009-05-01 12:30:00	ES	Futures	833.21	836.32	832.25	835.12	80297.0
2009-05-01 13:00:00	ES	Futures	835.12	838.24	834.17	838.24	85124.0
2009-05-01 13:30:00	ES	Futures	838.0	841.11	837.52	838.24	102173.0
2009-05-01 14:00:00	ES	Futures	838.24	839.92	837.04	837.52	78712.0
2009-05-01 14:30:00	ES	Futures	837.52	838.24	835.36	836.08	60873.0
2009-05-01 15:00:00	ES	Futures	835.84	838.24	832.01	832.49	116779.0
2009-05-01 15:30:00	ES	Futures	832.73	838.24	830.81	838.0	210911.0
2009-05-01 16:00:00	ES	Futures	837.76	841.83	837.52	840.16	143742.0
2009-05-01 00:00:00	NQ	Futures	1582.94	1582.94	1580.95	1581.52	53.0
2009-05-01 00:30:00	NQ	Futures	1581.52	1581.81	1580.39	1580.39	38.0
2009-05-01 01:00:00	NQ	Futures	1580.95	1582.66	1580.39	1582.66	18.0
2009-05-01 01:30:00	NQ	Futures	1582.66	1585.22	1582.66	1584.36	57.0
2009-05-01 02:00:00	NQ	Futures	1584.36	1584.93	1583.51	1584.65	26.0
2009-05-01 02:30:00	NQ	Futures	1584.65	1585.5	1584.36	1584.65	67.0
2009-05-01 03:00:00	NQ	Futures	1584.65	1586.07	1584.36	1586.07	193.0
2009-05-01 03:30:00	NQ	Futures	1586.07	1590.61	1585.5	1590.05	240.0
2009-05-01 04:00:00	NQ	Futures	1590.33	1592.32	1588.91	1591.18	246.0
2009-05-01 04:30:00	NQ	Futures	1590.61	1590.61	1588.91	1589.76	164.0
2009-05-01 05:00:00	NQ	Futures	1590.05	1590.33	1588.06	1588.63	98.0
2009-05-01 05:30:00	NQ	Futures	1588.91	1590.05	1588.34	1590.05	28.0
2009-05-01 06:00:00	NQ	Futures	1589.19	1590.05	1588.91	1589.76	138.0
2009-05-01 06:30:00	NQ	Futures	1589.76	1591.47	1589.76	1590.9	722.0
2009-05-01 07:00:00	NQ	Futures	1591.47	1591.47	1589.76	1590.9	262.0
2009-05-01 07:30:00	NQ	Futures	1590.9	1592.32	1588.91	1589.48	509.0
2009-05-01 08:00:00	NQ	Futures	1589.48	1590.33	1586.35	1586.35	1230.0

> showing 50 of 1,592 rows — these rows as CSV

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