PREVIEW / futures_30min / 2009-05-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-12.parquet
  size:    69 KB
  rows:    2,360

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
2009-05-12 00:00:00	ES	Futures	867.23	867.95	866.52	867.0	1627.0
2009-05-12 00:30:00	ES	Futures	867.0	867.71	866.52	866.76	1594.0
2009-05-12 01:00:00	ES	Futures	866.76	867.71	866.52	867.23	923.0
2009-05-12 01:30:00	ES	Futures	867.23	867.47	866.04	867.0	1138.0
2009-05-12 02:00:00	ES	Futures	867.0	868.67	866.28	867.0	4594.0
2009-05-12 02:30:00	ES	Futures	867.23	868.19	866.28	867.71	4013.0
2009-05-12 03:00:00	ES	Futures	867.71	870.59	867.0	868.91	9997.0
2009-05-12 03:30:00	ES	Futures	868.91	872.99	868.91	872.75	11656.0
2009-05-12 04:00:00	ES	Futures	872.75	876.82	872.27	875.86	16186.0
2009-05-12 04:30:00	ES	Futures	875.62	876.34	873.94	874.18	7846.0
2009-05-12 05:00:00	ES	Futures	874.42	877.3	873.94	875.86	7881.0
2009-05-12 05:30:00	ES	Futures	875.62	876.58	874.42	874.9	5390.0
2009-05-12 06:00:00	ES	Futures	874.9	875.38	871.31	871.55	7306.0
2009-05-12 06:30:00	ES	Futures	871.55	872.75	870.59	870.83	6869.0
2009-05-12 07:00:00	ES	Futures	870.83	873.23	870.35	872.99	8296.0
2009-05-12 07:30:00	ES	Futures	872.99	874.42	872.03	874.18	8744.0
2009-05-12 08:00:00	ES	Futures	874.18	876.58	874.18	876.1	16685.0
2009-05-12 08:30:00	ES	Futures	876.1	876.58	874.42	874.9	14285.0
2009-05-12 09:00:00	ES	Futures	874.9	875.14	873.23	873.7	15424.0
2009-05-12 09:30:00	ES	Futures	873.94	875.62	866.04	868.19	308235.0
2009-05-12 10:00:00	ES	Futures	868.19	868.43	862.68	865.08	231279.0
2009-05-12 10:30:00	ES	Futures	865.08	866.28	861.96	866.04	188796.0
2009-05-12 11:00:00	ES	Futures	866.28	867.0	862.68	863.64	156408.0
2009-05-12 11:30:00	ES	Futures	863.64	865.08	861.48	862.68	117524.0
2009-05-12 12:00:00	ES	Futures	862.92	863.88	858.37	859.81	160976.0
2009-05-12 12:30:00	ES	Futures	859.81	860.52	856.93	857.41	108861.0
2009-05-12 13:00:00	ES	Futures	857.17	860.29	856.93	859.57	95922.0
2009-05-12 13:30:00	ES	Futures	859.33	861.72	858.85	859.81	72698.0
2009-05-12 14:00:00	ES	Futures	859.81	863.16	859.09	861.48	120201.0
2009-05-12 14:30:00	ES	Futures	861.72	870.11	860.52	869.15	244093.0
2009-05-12 15:00:00	ES	Futures	868.91	874.42	868.91	872.27	218757.0
2009-05-12 15:30:00	ES	Futures	872.27	872.99	866.28	867.95	232204.0
2009-05-12 16:00:00	ES	Futures	868.19	870.59	865.8	869.15	84874.0
2009-05-12 16:30:00	ES	Futures	869.87	871.31	869.87	870.35	5951.0
2009-05-12 17:00:00	ES	Futures	870.59	872.03	870.35	871.55	3134.0
2009-05-12 18:00:00	ES	Futures	871.55	871.79	870.11	870.35	2891.0
2009-05-12 18:30:00	ES	Futures	870.35	870.59	870.11	870.35	241.0
2009-05-12 19:00:00	ES	Futures	870.35	870.59	868.91	868.91	1643.0
2009-05-12 19:30:00	ES	Futures	868.91	870.11	868.91	869.87	778.0
2009-05-12 20:00:00	ES	Futures	870.11	871.07	869.63	869.87	1500.0
2009-05-12 20:30:00	ES	Futures	870.11	871.07	868.91	868.91	2842.0
2009-05-12 21:00:00	ES	Futures	868.91	869.63	865.32	866.04	6700.0
2009-05-12 21:30:00	ES	Futures	866.04	867.95	865.32	867.23	2496.0
2009-05-12 22:00:00	ES	Futures	867.23	870.35	866.76	870.11	3320.0
2009-05-12 22:30:00	ES	Futures	870.11	871.07	869.39	870.59	2462.0
2009-05-12 23:00:00	ES	Futures	870.59	871.79	870.35	871.55	2459.0
2009-05-12 23:30:00	ES	Futures	871.31	872.99	871.07	872.27	3117.0
2009-05-12 00:00:00	NQ	Futures	1580.39	1581.52	1580.1	1580.39	71.0
2009-05-12 00:30:00	NQ	Futures	1580.95	1582.37	1580.1	1581.81	23.0
2009-05-12 01:00:00	NQ	Futures	1580.95	1581.81	1580.39	1580.67	20.0

> showing 50 of 2,360 rows — these rows as CSV

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