PREVIEW / futures_30min / 2009-05-07

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-07.parquet
  size:    71 KB
  rows:    2,385

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
2009-05-07 00:00:00	ES	Futures	874.42	876.58	874.18	876.1	2512.0
2009-05-07 00:30:00	ES	Futures	876.1	877.3	875.62	876.34	1598.0
2009-05-07 01:00:00	ES	Futures	876.58	876.58	875.14	876.1	1330.0
2009-05-07 01:30:00	ES	Futures	876.34	878.74	875.62	878.5	1727.0
2009-05-07 02:00:00	ES	Futures	878.74	878.74	876.82	877.06	4843.0
2009-05-07 02:30:00	ES	Futures	877.06	878.74	876.34	878.26	3101.0
2009-05-07 03:00:00	ES	Futures	878.26	879.94	874.18	879.22	14040.0
2009-05-07 03:30:00	ES	Futures	879.22	879.7	876.82	878.98	8286.0
2009-05-07 04:00:00	ES	Futures	879.22	881.13	878.26	880.41	9843.0
2009-05-07 04:30:00	ES	Futures	880.41	881.85	879.7	881.85	8599.0
2009-05-07 05:00:00	ES	Futures	881.61	882.81	880.65	881.61	8035.0
2009-05-07 05:30:00	ES	Futures	881.61	884.25	881.61	883.77	7236.0
2009-05-07 06:00:00	ES	Futures	883.77	884.73	883.05	884.25	6702.0
2009-05-07 06:30:00	ES	Futures	884.49	885.45	884.01	884.25	7137.0
2009-05-07 07:00:00	ES	Futures	884.25	884.49	882.81	884.01	9629.0
2009-05-07 07:30:00	ES	Futures	883.77	885.93	883.29	885.21	11244.0
2009-05-07 08:00:00	ES	Futures	885.45	888.32	884.97	887.36	34314.0
2009-05-07 08:30:00	ES	Futures	887.36	890.96	885.45	885.69	53430.0
2009-05-07 09:00:00	ES	Futures	885.69	887.6	885.21	887.12	25365.0
2009-05-07 09:30:00	ES	Futures	886.88	888.56	880.41	881.37	316493.0
2009-05-07 10:00:00	ES	Futures	881.37	882.81	872.03	873.23	345463.0
2009-05-07 10:30:00	ES	Futures	873.47	876.58	870.83	874.66	185254.0
2009-05-07 11:00:00	ES	Futures	874.66	876.1	868.91	870.83	156786.0
2009-05-07 11:30:00	ES	Futures	870.83	874.42	870.11	873.7	112626.0
2009-05-07 12:00:00	ES	Futures	873.7	873.7	870.59	871.79	64301.0
2009-05-07 12:30:00	ES	Futures	871.79	874.9	871.07	873.23	68014.0
2009-05-07 13:00:00	ES	Futures	873.23	873.94	867.47	867.71	159315.0
2009-05-07 13:30:00	ES	Futures	867.95	868.19	863.64	866.52	157946.0
2009-05-07 14:00:00	ES	Futures	866.76	868.19	863.88	867.0	125078.0
2009-05-07 14:30:00	ES	Futures	866.76	867.0	861.48	863.64	148921.0
2009-05-07 15:00:00	ES	Futures	863.88	867.0	861.48	865.8	187592.0
2009-05-07 15:30:00	ES	Futures	865.56	868.91	860.76	866.04	334316.0
2009-05-07 16:00:00	ES	Futures	866.04	870.59	865.8	870.11	105900.0
2009-05-07 16:30:00	ES	Futures	869.63	869.87	865.56	867.23	16379.0
2009-05-07 17:00:00	ES	Futures	867.47	873.47	867.0	872.75	18342.0
2009-05-07 18:00:00	ES	Futures	873.47	875.62	873.23	873.94	6266.0
2009-05-07 18:30:00	ES	Futures	873.94	874.66	873.47	873.7	1298.0
2009-05-07 19:00:00	ES	Futures	873.94	874.66	873.47	873.47	1055.0
2009-05-07 19:30:00	ES	Futures	873.47	874.66	873.47	874.42	1118.0
2009-05-07 20:00:00	ES	Futures	874.18	877.06	873.94	877.06	4197.0
2009-05-07 20:30:00	ES	Futures	877.06	877.06	875.14	875.62	2493.0
2009-05-07 21:00:00	ES	Futures	875.62	876.34	874.66	875.14	2992.0
2009-05-07 21:30:00	ES	Futures	875.38	875.62	874.66	874.66	1831.0
2009-05-07 22:00:00	ES	Futures	874.9	875.38	873.47	873.94	1929.0
2009-05-07 22:30:00	ES	Futures	873.94	875.62	873.7	874.9	1650.0
2009-05-07 23:00:00	ES	Futures	875.14	875.62	874.42	875.38	669.0
2009-05-07 23:30:00	ES	Futures	875.14	877.06	875.14	876.1	1499.0
2009-05-07 00:00:00	NQ	Futures	1611.07	1613.91	1610.79	1613.91	128.0
2009-05-07 00:30:00	NQ	Futures	1613.91	1615.05	1612.49	1612.49	56.0
2009-05-07 01:00:00	NQ	Futures	1612.78	1614.77	1611.64	1612.21	66.0

> showing 50 of 2,385 rows — these rows as CSV

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