PREVIEW / futures_30min / 2009-05-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-08.parquet
  size:    58 KB
  rows:    1,882

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
2009-05-08 00:00:00	ES	Futures	876.1	876.82	875.38	876.82	1622.0
2009-05-08 00:30:00	ES	Futures	876.82	877.06	876.1	876.82	1359.0
2009-05-08 01:00:00	ES	Futures	876.58	877.06	875.62	875.86	798.0
2009-05-08 01:30:00	ES	Futures	875.86	877.06	875.62	876.82	1533.0
2009-05-08 02:00:00	ES	Futures	876.82	877.06	875.38	876.58	4157.0
2009-05-08 02:30:00	ES	Futures	876.58	877.06	875.62	876.1	2816.0
2009-05-08 03:00:00	ES	Futures	876.1	876.82	873.7	876.58	10013.0
2009-05-08 03:30:00	ES	Futures	876.82	878.98	876.1	877.06	10750.0
2009-05-08 04:00:00	ES	Futures	877.06	878.02	873.23	875.62	10599.0
2009-05-08 04:30:00	ES	Futures	875.62	877.54	875.38	877.06	5283.0
2009-05-08 05:00:00	ES	Futures	877.06	879.22	876.58	878.74	4632.0
2009-05-08 05:30:00	ES	Futures	878.74	879.7	878.26	878.5	6822.0
2009-05-08 06:00:00	ES	Futures	878.26	880.17	877.78	878.74	8393.0
2009-05-08 06:30:00	ES	Futures	878.74	881.37	878.74	880.65	10916.0
2009-05-08 07:00:00	ES	Futures	880.41	882.57	879.94	882.57	14297.0
2009-05-08 07:30:00	ES	Futures	882.57	883.53	880.89	881.61	16406.0
2009-05-08 08:00:00	ES	Futures	881.37	883.29	879.7	881.13	26050.0
2009-05-08 08:30:00	ES	Futures	881.13	884.25	875.86	879.22	94791.0
2009-05-08 09:00:00	ES	Futures	878.98	881.61	876.82	877.78	40180.0
2009-05-08 09:30:00	ES	Futures	878.02	885.45	877.06	881.37	281112.0
2009-05-08 10:00:00	ES	Futures	881.61	882.09	872.03	873.94	276732.0
2009-05-08 10:30:00	ES	Futures	873.7	876.58	872.27	873.7	200546.0
2009-05-08 11:00:00	ES	Futures	873.7	878.74	873.47	875.86	124746.0
2009-05-08 11:30:00	ES	Futures	875.86	880.41	875.14	880.41	97660.0
2009-05-08 12:00:00	ES	Futures	880.17	884.01	879.22	881.13	131533.0
2009-05-08 12:30:00	ES	Futures	881.13	884.73	879.94	884.25	110134.0
2009-05-08 13:00:00	ES	Futures	884.25	885.21	882.57	882.81	95268.0
2009-05-08 13:30:00	ES	Futures	883.05	884.01	880.41	881.13	94120.0
2009-05-08 14:00:00	ES	Futures	881.13	886.41	880.89	884.49	121469.0
2009-05-08 14:30:00	ES	Futures	884.73	889.28	884.49	887.36	155915.0
2009-05-08 15:00:00	ES	Futures	887.12	888.32	883.05	884.49	167581.0
2009-05-08 15:30:00	ES	Futures	884.73	888.08	882.33	887.6	321544.0
2009-05-08 16:00:00	ES	Futures	887.12	888.08	885.69	885.93	119666.0
2009-05-08 00:00:00	NQ	Futures	1590.61	1591.47	1588.91	1590.9	84.0
2009-05-08 00:30:00	NQ	Futures	1591.47	1592.6	1591.18	1591.47	110.0
2009-05-08 01:00:00	NQ	Futures	1592.04	1592.04	1589.76	1590.9	30.0
2009-05-08 01:30:00	NQ	Futures	1591.18	1591.75	1590.33	1591.18	28.0
2009-05-08 02:00:00	NQ	Futures	1591.75	1592.32	1590.05	1592.32	225.0
2009-05-08 02:30:00	NQ	Futures	1591.75	1595.16	1591.18	1593.46	588.0
2009-05-08 03:00:00	NQ	Futures	1593.46	1594.02	1588.63	1594.02	732.0
2009-05-08 03:30:00	NQ	Futures	1593.74	1597.72	1593.17	1594.59	884.0
2009-05-08 04:00:00	NQ	Futures	1594.31	1596.87	1584.36	1587.77	1398.0
2009-05-08 04:30:00	NQ	Futures	1588.34	1591.75	1588.34	1590.61	479.0
2009-05-08 05:00:00	NQ	Futures	1590.9	1595.16	1590.33	1594.31	497.0
2009-05-08 05:30:00	NQ	Futures	1594.31	1596.3	1593.17	1593.17	759.0
2009-05-08 06:00:00	NQ	Futures	1593.74	1595.45	1591.47	1592.89	637.0
2009-05-08 06:30:00	NQ	Futures	1592.89	1597.15	1592.89	1596.01	450.0
2009-05-08 07:00:00	NQ	Futures	1596.01	1599.71	1595.45	1599.71	1281.0
2009-05-08 07:30:00	NQ	Futures	1599.71	1600.84	1597.72	1599.99	1625.0
2009-05-08 08:00:00	NQ	Futures	1599.99	1602.55	1596.3	1599.71	3662.0

> showing 50 of 1,882 rows — these rows as CSV

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