PREVIEW / futures_30min / 2009-05-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-15.parquet
  size:    57 KB
  rows:    1,837

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
2009-05-15 00:00:00	ES	Futures	854.29	854.29	853.1	853.34	877.0
2009-05-15 00:30:00	ES	Futures	853.34	853.82	853.1	853.58	457.0
2009-05-15 01:00:00	ES	Futures	853.34	854.29	853.34	854.05	699.0
2009-05-15 01:30:00	ES	Futures	853.82	854.53	853.1	854.29	1023.0
2009-05-15 02:00:00	ES	Futures	854.05	855.73	853.82	854.29	5402.0
2009-05-15 02:30:00	ES	Futures	854.29	855.25	853.82	855.25	2936.0
2009-05-15 03:00:00	ES	Futures	855.25	855.73	851.18	852.14	14332.0
2009-05-15 03:30:00	ES	Futures	852.14	853.82	851.42	851.9	6412.0
2009-05-15 04:00:00	ES	Futures	851.9	854.77	851.42	854.05	6702.0
2009-05-15 04:30:00	ES	Futures	854.05	854.29	851.9	852.86	7449.0
2009-05-15 05:00:00	ES	Futures	852.62	854.77	852.62	854.05	6268.0
2009-05-15 05:30:00	ES	Futures	854.05	854.77	852.14	853.1	9582.0
2009-05-15 06:00:00	ES	Futures	852.86	853.1	849.26	849.74	17666.0
2009-05-15 06:30:00	ES	Futures	849.98	850.94	849.02	849.5	7450.0
2009-05-15 07:00:00	ES	Futures	849.5	849.5	845.91	847.35	20892.0
2009-05-15 07:30:00	ES	Futures	847.35	848.54	846.63	846.87	8994.0
2009-05-15 08:00:00	ES	Futures	846.87	848.78	846.15	847.11	23530.0
2009-05-15 08:30:00	ES	Futures	846.87	850.94	845.19	849.5	31630.0
2009-05-15 09:00:00	ES	Futures	849.74	852.86	848.78	852.38	40613.0
2009-05-15 09:30:00	ES	Futures	852.14	856.69	849.74	852.62	286416.0
2009-05-15 10:00:00	ES	Futures	852.86	854.53	849.5	853.58	190109.0
2009-05-15 10:30:00	ES	Futures	853.82	858.37	853.1	855.49	162945.0
2009-05-15 11:00:00	ES	Futures	855.49	856.45	852.86	854.05	105008.0
2009-05-15 11:30:00	ES	Futures	854.05	854.05	846.15	846.15	152327.0
2009-05-15 12:00:00	ES	Futures	846.39	848.06	845.43	847.35	102811.0
2009-05-15 12:30:00	ES	Futures	847.35	848.06	844.47	845.43	72669.0
2009-05-15 13:00:00	ES	Futures	845.43	847.35	844.71	844.95	69551.0
2009-05-15 13:30:00	ES	Futures	844.95	846.15	843.75	845.19	71729.0
2009-05-15 14:00:00	ES	Futures	845.19	847.11	843.75	845.43	91120.0
2009-05-15 14:30:00	ES	Futures	845.43	845.91	841.35	842.55	141488.0
2009-05-15 15:00:00	ES	Futures	842.79	846.15	840.4	845.67	163846.0
2009-05-15 15:30:00	ES	Futures	845.43	846.39	842.79	845.67	234022.0
2009-05-15 16:00:00	ES	Futures	845.67	846.87	844.23	845.91	94122.0
2009-05-15 00:00:00	NQ	Futures	1542.03	1542.6	1540.32	1540.89	13.0
2009-05-15 00:30:00	NQ	Futures	1540.89	1540.89	1540.32	1540.32	14.0
2009-05-15 01:00:00	NQ	Futures	1540.32	1542.03	1540.32	1542.03	65.0
2009-05-15 01:30:00	NQ	Futures	1541.46	1542.88	1540.32	1542.88	32.0
2009-05-15 02:00:00	NQ	Futures	1541.74	1545.44	1541.74	1542.6	120.0
2009-05-15 02:30:00	NQ	Futures	1542.88	1544.3	1541.74	1544.3	88.0
2009-05-15 03:00:00	NQ	Futures	1544.58	1544.87	1537.2	1537.76	1061.0
2009-05-15 03:30:00	NQ	Futures	1538.05	1540.61	1535.78	1536.91	658.0
2009-05-15 04:00:00	NQ	Futures	1536.91	1542.6	1536.34	1540.89	345.0
2009-05-15 04:30:00	NQ	Futures	1540.61	1541.17	1536.91	1538.05	517.0
2009-05-15 05:00:00	NQ	Futures	1538.05	1541.17	1537.48	1540.04	484.0
2009-05-15 05:30:00	NQ	Futures	1539.75	1541.46	1536.63	1538.05	416.0
2009-05-15 06:00:00	NQ	Futures	1538.33	1538.62	1531.23	1532.08	1120.0
2009-05-15 06:30:00	NQ	Futures	1532.37	1534.36	1530.66	1531.23	523.0
2009-05-15 07:00:00	NQ	Futures	1531.51	1531.51	1524.69	1526.97	2010.0
2009-05-15 07:30:00	NQ	Futures	1526.68	1529.24	1525.83	1526.4	923.0
2009-05-15 08:00:00	NQ	Futures	1526.68	1529.24	1525.26	1526.97	2767.0

> showing 50 of 1,837 rows — these rows as CSV

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