PREVIEW / futures_30min / 2009-05-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-06.parquet
  size:    68 KB
  rows:    2,322

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
2009-05-06 00:00:00	ES	Futures	856.45	856.45	854.53	855.25	2519.0
2009-05-06 00:30:00	ES	Futures	855.25	856.21	854.53	855.49	1047.0
2009-05-06 01:00:00	ES	Futures	855.49	855.73	854.77	855.25	1881.0
2009-05-06 01:30:00	ES	Futures	855.25	856.45	855.01	855.97	1739.0
2009-05-06 02:00:00	ES	Futures	855.97	856.93	855.49	856.69	3221.0
2009-05-06 02:30:00	ES	Futures	856.93	857.89	856.45	856.93	2848.0
2009-05-06 03:00:00	ES	Futures	857.17	859.81	856.93	859.57	10928.0
2009-05-06 03:30:00	ES	Futures	859.81	860.05	858.37	858.85	8880.0
2009-05-06 04:00:00	ES	Futures	858.85	861.96	858.85	860.76	10571.0
2009-05-06 04:30:00	ES	Futures	861.0	862.44	860.29	862.2	5407.0
2009-05-06 05:00:00	ES	Futures	861.96	863.88	861.0	861.48	10057.0
2009-05-06 05:30:00	ES	Futures	861.48	863.16	861.24	861.48	4645.0
2009-05-06 06:00:00	ES	Futures	861.48	861.48	859.57	860.76	4921.0
2009-05-06 06:30:00	ES	Futures	860.76	861.24	859.09	861.24	4032.0
2009-05-06 07:00:00	ES	Futures	861.0	861.48	857.41	858.85	7593.0
2009-05-06 07:30:00	ES	Futures	859.09	861.24	857.65	860.52	12867.0
2009-05-06 08:00:00	ES	Futures	860.52	871.55	860.05	869.63	76714.0
2009-05-06 08:30:00	ES	Futures	869.63	873.94	869.39	872.03	62420.0
2009-05-06 09:00:00	ES	Futures	872.27	874.42	871.79	874.18	32106.0
2009-05-06 09:30:00	ES	Futures	874.18	874.66	869.87	872.75	235796.0
2009-05-06 10:00:00	ES	Futures	872.75	873.7	864.12	864.36	247038.0
2009-05-06 10:30:00	ES	Futures	864.36	868.67	863.88	868.67	173644.0
2009-05-06 11:00:00	ES	Futures	868.67	869.39	864.84	866.28	169154.0
2009-05-06 11:30:00	ES	Futures	866.04	870.59	865.08	870.35	111964.0
2009-05-06 12:00:00	ES	Futures	870.35	873.23	869.87	872.99	121436.0
2009-05-06 12:30:00	ES	Futures	872.99	873.23	869.15	869.63	77078.0
2009-05-06 13:00:00	ES	Futures	869.63	870.59	867.23	867.47	100697.0
2009-05-06 13:30:00	ES	Futures	867.71	875.14	866.76	874.9	159346.0
2009-05-06 14:00:00	ES	Futures	874.9	877.78	874.18	877.54	152592.0
2009-05-06 14:30:00	ES	Futures	877.54	879.22	875.86	877.06	159728.0
2009-05-06 15:00:00	ES	Futures	877.06	878.5	870.35	872.99	189649.0
2009-05-06 15:30:00	ES	Futures	872.75	878.98	870.83	878.5	316797.0
2009-05-06 16:00:00	ES	Futures	878.74	879.94	877.54	879.46	106614.0
2009-05-06 16:30:00	ES	Futures	878.74	878.98	876.34	876.58	12369.0
2009-05-06 17:00:00	ES	Futures	876.82	877.78	876.58	877.78	2544.0
2009-05-06 18:00:00	ES	Futures	878.02	879.7	878.02	878.5	2761.0
2009-05-06 18:30:00	ES	Futures	878.5	879.7	878.02	878.74	1400.0
2009-05-06 19:00:00	ES	Futures	878.74	879.22	878.5	878.74	571.0
2009-05-06 19:30:00	ES	Futures	878.5	878.98	877.06	877.54	1628.0
2009-05-06 20:00:00	ES	Futures	877.54	879.94	876.82	877.3	2574.0
2009-05-06 20:30:00	ES	Futures	877.06	877.3	874.9	875.62	4008.0
2009-05-06 21:00:00	ES	Futures	875.62	876.82	874.9	876.34	1991.0
2009-05-06 21:30:00	ES	Futures	876.1	876.58	875.38	876.1	2371.0
2009-05-06 22:00:00	ES	Futures	876.1	878.02	875.38	877.78	2754.0
2009-05-06 22:30:00	ES	Futures	877.78	878.02	876.34	876.34	2276.0
2009-05-06 23:00:00	ES	Futures	876.34	876.82	875.62	876.1	1378.0
2009-05-06 23:30:00	ES	Futures	876.1	876.58	874.42	874.42	2878.0
2009-05-06 00:00:00	NQ	Futures	1605.96	1606.53	1603.69	1605.11	82.0
2009-05-06 00:30:00	NQ	Futures	1605.11	1606.81	1604.25	1604.82	62.0
2009-05-06 01:00:00	NQ	Futures	1604.82	1606.24	1604.54	1605.96	66.0

> showing 50 of 2,322 rows — these rows as CSV

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