PREVIEW / futures_30min / 2009-05-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-04.parquet
  size:    65 KB
  rows:    2,232

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
2009-05-04 00:00:00	ES	Futures	842.07	843.27	841.83	843.03	1285.0
2009-05-04 00:30:00	ES	Futures	843.27	843.27	841.59	841.59	1590.0
2009-05-04 01:00:00	ES	Futures	841.83	843.51	841.59	843.03	2191.0
2009-05-04 01:30:00	ES	Futures	843.03	843.27	842.07	842.31	1222.0
2009-05-04 02:00:00	ES	Futures	842.55	843.99	842.07	843.75	3502.0
2009-05-04 02:30:00	ES	Futures	843.51	845.19	843.27	844.71	5167.0
2009-05-04 03:00:00	ES	Futures	844.71	844.95	842.55	844.47	5595.0
2009-05-04 03:30:00	ES	Futures	844.71	846.15	844.47	845.91	7291.0
2009-05-04 04:00:00	ES	Futures	846.15	846.39	844.71	844.71	5065.0
2009-05-04 04:30:00	ES	Futures	844.95	845.43	843.75	845.19	3748.0
2009-05-04 05:00:00	ES	Futures	845.19	847.11	844.95	847.11	5557.0
2009-05-04 05:30:00	ES	Futures	846.87	847.11	846.15	846.39	3143.0
2009-05-04 06:00:00	ES	Futures	846.39	846.39	844.71	845.19	3790.0
2009-05-04 06:30:00	ES	Futures	845.19	845.67	843.75	844.23	4103.0
2009-05-04 07:00:00	ES	Futures	844.23	844.47	841.83	842.31	6764.0
2009-05-04 07:30:00	ES	Futures	842.55	844.23	842.07	843.99	3046.0
2009-05-04 08:00:00	ES	Futures	843.75	845.19	842.07	842.55	9782.0
2009-05-04 08:30:00	ES	Futures	842.55	844.23	841.59	843.99	13950.0
2009-05-04 09:00:00	ES	Futures	843.99	844.71	842.79	844.23	18430.0
2009-05-04 09:30:00	ES	Futures	844.23	850.46	842.55	850.22	231517.0
2009-05-04 10:00:00	ES	Futures	850.22	857.41	850.22	855.97	243141.0
2009-05-04 10:30:00	ES	Futures	856.21	856.21	853.82	854.53	98160.0
2009-05-04 11:00:00	ES	Futures	854.77	858.85	854.77	856.93	161393.0
2009-05-04 11:30:00	ES	Futures	856.93	857.65	854.05	855.25	87329.0
2009-05-04 12:00:00	ES	Futures	855.25	857.89	852.14	852.86	142500.0
2009-05-04 12:30:00	ES	Futures	852.86	856.45	852.62	854.77	92225.0
2009-05-04 13:00:00	ES	Futures	854.77	857.41	854.29	856.69	61518.0
2009-05-04 13:30:00	ES	Futures	856.69	859.57	856.45	858.61	87399.0
2009-05-04 14:00:00	ES	Futures	858.61	860.76	856.21	860.52	115797.0
2009-05-04 14:30:00	ES	Futures	860.52	861.0	857.89	858.85	122961.0
2009-05-04 15:00:00	ES	Futures	859.09	861.72	858.85	860.29	136258.0
2009-05-04 15:30:00	ES	Futures	860.29	867.23	858.37	867.23	328500.0
2009-05-04 16:00:00	ES	Futures	867.23	867.23	865.08	865.8	127637.0
2009-05-04 16:30:00	ES	Futures	865.32	865.8	865.08	865.56	7221.0
2009-05-04 17:00:00	ES	Futures	865.56	865.8	865.08	865.56	1767.0
2009-05-04 18:00:00	ES	Futures	865.32	865.8	864.84	865.56	2095.0
2009-05-04 18:30:00	ES	Futures	865.56	866.28	865.32	866.04	882.0
2009-05-04 19:00:00	ES	Futures	866.04	866.28	865.8	866.04	353.0
2009-05-04 19:30:00	ES	Futures	866.04	866.28	864.84	864.84	1134.0
2009-05-04 20:00:00	ES	Futures	865.08	865.08	864.12	864.84	1651.0
2009-05-04 20:30:00	ES	Futures	864.84	865.08	862.68	863.16	5658.0
2009-05-04 21:00:00	ES	Futures	863.16	863.4	861.96	862.2	3336.0
2009-05-04 21:30:00	ES	Futures	861.96	862.68	861.96	862.44	2789.0
2009-05-04 22:00:00	ES	Futures	862.44	862.92	861.96	862.92	1802.0
2009-05-04 22:30:00	ES	Futures	862.68	863.64	861.96	862.68	1587.0
2009-05-04 23:00:00	ES	Futures	862.44	863.16	861.72	861.96	2342.0
2009-05-04 23:30:00	ES	Futures	861.96	863.4	861.96	862.44	1511.0
2009-05-04 00:00:00	NQ	Futures	1595.16	1596.58	1595.16	1596.3	22.0
2009-05-04 00:30:00	NQ	Futures	1597.43	1598.29	1595.16	1595.16	178.0
2009-05-04 01:00:00	NQ	Futures	1595.16	1598.57	1595.16	1597.15	77.0

> showing 50 of 2,232 rows — these rows as CSV

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