PREVIEW / futures_30min / 2009-05-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-11.parquet
  size:    67 KB
  rows:    2,335

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
2009-05-11 00:00:00	ES	Futures	878.5	880.65	878.5	880.41	1093.0
2009-05-11 00:30:00	ES	Futures	880.41	882.33	879.7	882.33	2187.0
2009-05-11 01:00:00	ES	Futures	882.09	883.29	880.17	880.65	1921.0
2009-05-11 01:30:00	ES	Futures	880.65	881.61	879.94	880.65	902.0
2009-05-11 02:00:00	ES	Futures	880.65	882.33	880.17	880.89	2656.0
2009-05-11 02:30:00	ES	Futures	880.89	881.37	879.7	880.89	2692.0
2009-05-11 03:00:00	ES	Futures	880.89	880.89	877.3	877.78	14687.0
2009-05-11 03:30:00	ES	Futures	877.78	877.78	874.42	875.62	13436.0
2009-05-11 04:00:00	ES	Futures	875.62	877.06	875.14	876.1	6437.0
2009-05-11 04:30:00	ES	Futures	876.1	876.34	873.7	876.1	8314.0
2009-05-11 05:00:00	ES	Futures	875.86	876.58	874.66	874.9	3720.0
2009-05-11 05:30:00	ES	Futures	874.66	875.38	873.47	873.47	6842.0
2009-05-11 06:00:00	ES	Futures	873.47	877.06	873.23	877.06	6382.0
2009-05-11 06:30:00	ES	Futures	877.06	877.78	875.62	877.3	7419.0
2009-05-11 07:00:00	ES	Futures	877.06	877.78	875.86	876.1	6569.0
2009-05-11 07:30:00	ES	Futures	876.34	877.54	874.66	875.14	10939.0
2009-05-11 08:00:00	ES	Futures	875.38	876.58	872.51	873.47	22844.0
2009-05-11 08:30:00	ES	Futures	873.47	875.62	873.23	874.18	15389.0
2009-05-11 09:00:00	ES	Futures	874.18	874.9	872.75	874.42	23256.0
2009-05-11 09:30:00	ES	Futures	874.66	875.62	868.19	870.83	232023.0
2009-05-11 10:00:00	ES	Futures	870.83	874.9	869.39	872.75	169167.0
2009-05-11 10:30:00	ES	Futures	872.75	877.06	871.31	875.62	180748.0
2009-05-11 11:00:00	ES	Futures	875.62	878.5	874.18	875.38	115355.0
2009-05-11 11:30:00	ES	Futures	875.38	876.1	872.75	872.99	118833.0
2009-05-11 12:00:00	ES	Futures	872.99	874.9	871.79	873.94	77971.0
2009-05-11 12:30:00	ES	Futures	873.94	874.9	871.79	871.79	66142.0
2009-05-11 13:00:00	ES	Futures	871.79	874.66	870.35	874.18	81800.0
2009-05-11 13:30:00	ES	Futures	874.18	876.82	872.99	875.38	100599.0
2009-05-11 14:00:00	ES	Futures	875.14	875.38	872.75	874.42	112607.0
2009-05-11 14:30:00	ES	Futures	874.42	876.58	873.23	874.9	126174.0
2009-05-11 15:00:00	ES	Futures	874.9	875.38	870.83	872.03	146614.0
2009-05-11 15:30:00	ES	Futures	872.03	872.99	868.19	869.63	250609.0
2009-05-11 16:00:00	ES	Futures	869.63	872.03	869.39	871.79	94160.0
2009-05-11 16:30:00	ES	Futures	871.07	871.31	869.15	869.87	6741.0
2009-05-11 17:00:00	ES	Futures	870.11	870.35	868.19	868.43	3220.0
2009-05-11 18:00:00	ES	Futures	868.43	868.67	865.8	866.28	6201.0
2009-05-11 18:30:00	ES	Futures	866.52	867.0	866.28	867.0	795.0
2009-05-11 19:00:00	ES	Futures	867.0	867.0	866.04	866.76	1072.0
2009-05-11 19:30:00	ES	Futures	866.76	868.19	866.52	866.52	2210.0
2009-05-11 20:00:00	ES	Futures	866.28	867.95	865.8	867.47	3173.0
2009-05-11 20:30:00	ES	Futures	867.47	868.67	867.0	867.71	2141.0
2009-05-11 21:00:00	ES	Futures	867.95	868.19	865.8	866.04	2147.0
2009-05-11 21:30:00	ES	Futures	866.04	867.47	865.56	866.76	2008.0
2009-05-11 22:00:00	ES	Futures	866.76	867.95	866.52	867.23	1495.0
2009-05-11 22:30:00	ES	Futures	867.0	867.71	866.28	866.76	1489.0
2009-05-11 23:00:00	ES	Futures	866.76	868.67	866.76	867.95	2759.0
2009-05-11 23:30:00	ES	Futures	867.95	868.43	867.0	867.23	1421.0
2009-05-11 00:00:00	NQ	Futures	1565.89	1569.87	1565.89	1569.87	54.0
2009-05-11 00:30:00	NQ	Futures	1570.16	1572.71	1568.17	1572.43	115.0
2009-05-11 01:00:00	NQ	Futures	1572.43	1574.42	1568.45	1568.45	112.0

> showing 50 of 2,335 rows — these rows as CSV

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