PREVIEW / futures_30min / 2009-05-14

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-14.parquet
  size:    64 KB
  rows:    2,229

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
2009-05-14 00:00:00	ES	Futures	845.91	846.87	845.67	846.63	790.0
2009-05-14 00:30:00	ES	Futures	846.63	847.11	846.15	846.39	724.0
2009-05-14 01:00:00	ES	Futures	846.39	846.87	845.67	846.15	883.0
2009-05-14 01:30:00	ES	Futures	846.15	846.87	845.67	846.63	855.0
2009-05-14 02:00:00	ES	Futures	846.39	849.02	846.15	849.02	3064.0
2009-05-14 02:30:00	ES	Futures	849.02	849.74	847.58	847.58	4184.0
2009-05-14 03:00:00	ES	Futures	847.82	850.22	843.75	844.47	21986.0
2009-05-14 03:30:00	ES	Futures	844.47	848.06	843.99	847.35	11363.0
2009-05-14 04:00:00	ES	Futures	847.35	851.18	846.15	850.22	12233.0
2009-05-14 04:30:00	ES	Futures	850.46	851.66	847.82	849.26	8712.0
2009-05-14 05:00:00	ES	Futures	849.26	850.22	847.58	849.02	6933.0
2009-05-14 05:30:00	ES	Futures	849.02	849.74	847.11	847.58	5835.0
2009-05-14 06:00:00	ES	Futures	847.58	848.78	844.95	846.15	8036.0
2009-05-14 06:30:00	ES	Futures	846.15	847.58	844.47	845.67	11557.0
2009-05-14 07:00:00	ES	Futures	845.91	846.87	843.99	844.95	10252.0
2009-05-14 07:30:00	ES	Futures	844.95	849.26	843.99	848.06	16308.0
2009-05-14 08:00:00	ES	Futures	848.06	848.3	843.99	845.19	22694.0
2009-05-14 08:30:00	ES	Futures	844.71	849.74	842.31	846.15	67972.0
2009-05-14 09:00:00	ES	Futures	845.91	848.3	844.95	846.39	23651.0
2009-05-14 09:30:00	ES	Futures	846.39	850.7	843.99	846.39	271234.0
2009-05-14 10:00:00	ES	Futures	846.39	851.18	846.15	848.3	186059.0
2009-05-14 10:30:00	ES	Futures	848.06	851.9	846.87	849.74	165249.0
2009-05-14 11:00:00	ES	Futures	849.74	853.82	849.26	852.86	141875.0
2009-05-14 11:30:00	ES	Futures	852.86	853.58	851.18	852.62	89106.0
2009-05-14 12:00:00	ES	Futures	852.86	856.21	852.38	854.53	140062.0
2009-05-14 12:30:00	ES	Futures	854.77	856.93	854.29	854.53	99553.0
2009-05-14 13:00:00	ES	Futures	854.77	855.73	851.66	852.38	91125.0
2009-05-14 13:30:00	ES	Futures	852.62	855.25	852.14	853.1	47769.0
2009-05-14 14:00:00	ES	Futures	853.34	857.65	853.1	856.45	88128.0
2009-05-14 14:30:00	ES	Futures	856.69	859.57	856.21	857.41	120580.0
2009-05-14 15:00:00	ES	Futures	857.65	858.37	855.01	856.69	138930.0
2009-05-14 15:30:00	ES	Futures	856.93	856.93	851.66	853.1	257161.0
2009-05-14 16:00:00	ES	Futures	852.62	853.82	851.66	852.62	78131.0
2009-05-14 16:30:00	ES	Futures	853.1	853.58	851.9	852.86	5537.0
2009-05-14 17:00:00	ES	Futures	853.1	853.58	852.38	852.38	1418.0
2009-05-14 18:00:00	ES	Futures	851.66	852.86	851.66	852.62	1516.0
2009-05-14 18:30:00	ES	Futures	852.86	853.34	851.9	852.62	946.0
2009-05-14 19:00:00	ES	Futures	852.86	853.34	852.14	852.38	690.0
2009-05-14 19:30:00	ES	Futures	852.14	854.53	852.14	853.82	2191.0
2009-05-14 20:00:00	ES	Futures	853.82	854.77	853.58	854.53	1910.0
2009-05-14 20:30:00	ES	Futures	854.53	854.77	852.38	852.86	2069.0
2009-05-14 21:00:00	ES	Futures	852.62	853.1	851.18	852.86	2087.0
2009-05-14 21:30:00	ES	Futures	853.34	853.82	852.62	853.34	1513.0
2009-05-14 22:00:00	ES	Futures	853.34	853.82	852.86	853.34	1463.0
2009-05-14 22:30:00	ES	Futures	853.34	853.82	852.86	853.34	1148.0
2009-05-14 23:00:00	ES	Futures	853.34	854.29	853.1	854.05	1107.0
2009-05-14 23:30:00	ES	Futures	854.29	854.53	854.05	854.05	751.0
2009-05-14 00:00:00	NQ	Futures	1525.26	1526.97	1524.69	1526.97	48.0
2009-05-14 00:30:00	NQ	Futures	1526.68	1527.25	1526.12	1526.68	33.0
2009-05-14 01:00:00	NQ	Futures	1526.12	1527.54	1525.26	1527.54	196.0

> showing 50 of 2,229 rows — these rows as CSV

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