PREVIEW / futures_30min / 2009-05-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-13.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
2009-05-13 00:00:00	ES	Futures	872.27	873.47	871.79	872.99	1794.0
2009-05-13 00:30:00	ES	Futures	872.99	873.47	871.55	871.79	1636.0
2009-05-13 01:00:00	ES	Futures	871.79	872.51	871.07	872.03	1879.0
2009-05-13 01:30:00	ES	Futures	872.03	872.51	871.31	872.51	949.0
2009-05-13 02:00:00	ES	Futures	872.51	873.23	870.83	870.83	2552.0
2009-05-13 02:30:00	ES	Futures	870.83	871.79	869.87	869.87	3201.0
2009-05-13 03:00:00	ES	Futures	870.11	870.59	866.76	867.0	10371.0
2009-05-13 03:30:00	ES	Futures	866.76	869.39	866.52	868.67	9219.0
2009-05-13 04:00:00	ES	Futures	868.43	870.35	868.43	869.39	5524.0
2009-05-13 04:30:00	ES	Futures	869.39	871.79	869.15	870.35	4491.0
2009-05-13 05:00:00	ES	Futures	870.11	871.79	869.63	870.59	4374.0
2009-05-13 05:30:00	ES	Futures	870.59	870.59	867.23	867.71	9335.0
2009-05-13 06:00:00	ES	Futures	867.71	869.15	867.23	867.71	7899.0
2009-05-13 06:30:00	ES	Futures	867.71	868.19	864.36	865.32	17158.0
2009-05-13 07:00:00	ES	Futures	865.32	867.0	860.52	862.2	23767.0
2009-05-13 07:30:00	ES	Futures	862.2	863.16	859.81	860.52	23069.0
2009-05-13 08:00:00	ES	Futures	860.76	862.2	859.09	860.52	26687.0
2009-05-13 08:30:00	ES	Futures	860.52	860.76	852.38	854.53	93000.0
2009-05-13 09:00:00	ES	Futures	854.53	855.73	853.34	855.49	34411.0
2009-05-13 09:30:00	ES	Futures	855.49	855.73	849.98	853.82	232390.0
2009-05-13 10:00:00	ES	Futures	853.82	857.41	850.7	857.41	184765.0
2009-05-13 10:30:00	ES	Futures	857.41	858.37	851.18	851.42	197052.0
2009-05-13 11:00:00	ES	Futures	851.18	853.1	850.22	852.14	148171.0
2009-05-13 11:30:00	ES	Futures	852.14	852.38	848.54	849.98	120210.0
2009-05-13 12:00:00	ES	Futures	849.98	853.58	849.5	852.14	109758.0
2009-05-13 12:30:00	ES	Futures	852.14	852.38	846.39	846.63	86839.0
2009-05-13 13:00:00	ES	Futures	846.63	847.58	844.47	844.71	127073.0
2009-05-13 13:30:00	ES	Futures	844.71	849.5	843.51	849.5	145010.0
2009-05-13 14:00:00	ES	Futures	849.26	849.98	844.47	846.63	125372.0
2009-05-13 14:30:00	ES	Futures	846.63	849.74	845.43	849.26	119812.0
2009-05-13 15:00:00	ES	Futures	849.26	849.98	844.71	845.91	160920.0
2009-05-13 15:30:00	ES	Futures	845.91	849.02	844.23	845.91	269309.0
2009-05-13 16:00:00	ES	Futures	845.43	848.78	845.43	848.54	111795.0
2009-05-13 16:30:00	ES	Futures	848.3	849.26	848.06	848.3	4594.0
2009-05-13 17:00:00	ES	Futures	848.3	848.54	847.82	847.82	1438.0
2009-05-13 18:00:00	ES	Futures	847.58	847.82	845.91	846.63	2590.0
2009-05-13 18:30:00	ES	Futures	846.63	846.87	844.95	845.91	2150.0
2009-05-13 19:00:00	ES	Futures	845.91	846.39	845.43	846.15	790.0
2009-05-13 19:30:00	ES	Futures	846.15	848.06	845.67	847.58	3050.0
2009-05-13 20:00:00	ES	Futures	847.58	849.5	847.58	849.5	4829.0
2009-05-13 20:30:00	ES	Futures	849.5	850.22	849.02	849.26	3082.0
2009-05-13 21:00:00	ES	Futures	849.5	849.98	848.78	849.5	1261.0
2009-05-13 21:30:00	ES	Futures	849.5	849.74	848.78	848.78	1011.0
2009-05-13 22:00:00	ES	Futures	849.02	849.74	848.06	848.54	1818.0
2009-05-13 22:30:00	ES	Futures	848.54	848.78	847.58	847.58	1185.0
2009-05-13 23:00:00	ES	Futures	847.82	848.54	846.15	846.39	1508.0
2009-05-13 23:30:00	ES	Futures	846.63	847.11	845.67	846.15	1250.0
2009-05-13 00:00:00	NQ	Futures	1577.83	1579.25	1577.54	1579.25	108.0
2009-05-13 00:30:00	NQ	Futures	1579.25	1579.25	1576.12	1576.12	118.0
2009-05-13 01:00:00	NQ	Futures	1576.69	1577.83	1575.56	1577.83	48.0

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

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