PREVIEW / futures_30min / 2009-05-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-19.parquet
  size:    65 KB
  rows:    2,295

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
2009-05-19 00:00:00	ES	Futures	870.59	872.27	870.59	871.79	3513.0
2009-05-19 00:30:00	ES	Futures	871.55	871.79	869.15	869.63	2135.0
2009-05-19 01:00:00	ES	Futures	869.63	871.55	869.15	871.31	1522.0
2009-05-19 01:30:00	ES	Futures	871.31	872.99	870.83	872.27	2250.0
2009-05-19 02:00:00	ES	Futures	872.03	872.99	871.31	872.99	3801.0
2009-05-19 02:30:00	ES	Futures	872.75	873.23	871.55	871.55	5226.0
2009-05-19 03:00:00	ES	Futures	871.55	872.27	869.87	870.11	12828.0
2009-05-19 03:30:00	ES	Futures	870.35	871.79	869.39	871.31	9536.0
2009-05-19 04:00:00	ES	Futures	871.31	874.18	870.83	872.99	13330.0
2009-05-19 04:30:00	ES	Futures	873.23	875.14	872.99	873.94	7841.0
2009-05-19 05:00:00	ES	Futures	874.18	875.38	871.79	873.23	10329.0
2009-05-19 05:30:00	ES	Futures	873.23	876.58	872.75	874.42	8800.0
2009-05-19 06:00:00	ES	Futures	874.66	877.54	873.94	877.54	11438.0
2009-05-19 06:30:00	ES	Futures	877.3	877.78	876.1	876.58	8145.0
2009-05-19 07:00:00	ES	Futures	876.34	876.58	874.66	875.14	9355.0
2009-05-19 07:30:00	ES	Futures	875.14	875.14	873.47	874.18	11964.0
2009-05-19 08:00:00	ES	Futures	874.18	875.14	872.27	874.18	15937.0
2009-05-19 08:30:00	ES	Futures	874.18	874.18	868.67	869.15	61117.0
2009-05-19 09:00:00	ES	Futures	869.39	870.11	868.19	869.39	28193.0
2009-05-19 09:30:00	ES	Futures	869.39	872.27	866.52	866.52	251724.0
2009-05-19 10:00:00	ES	Futures	866.52	873.94	866.04	873.7	177043.0
2009-05-19 10:30:00	ES	Futures	873.47	876.34	872.51	873.23	190659.0
2009-05-19 11:00:00	ES	Futures	873.23	874.42	870.35	872.75	86726.0
2009-05-19 11:30:00	ES	Futures	872.75	875.14	872.51	873.7	88435.0
2009-05-19 12:00:00	ES	Futures	873.7	875.38	872.51	874.9	61463.0
2009-05-19 12:30:00	ES	Futures	874.9	875.14	870.83	870.83	79570.0
2009-05-19 13:00:00	ES	Futures	870.83	876.1	870.83	875.38	71455.0
2009-05-19 13:30:00	ES	Futures	875.38	876.1	872.75	873.47	80201.0
2009-05-19 14:00:00	ES	Futures	873.23	875.14	871.31	874.9	98732.0
2009-05-19 14:30:00	ES	Futures	874.9	877.06	874.42	875.14	101373.0
2009-05-19 15:00:00	ES	Futures	875.14	877.06	874.42	875.86	94524.0
2009-05-19 15:30:00	ES	Futures	875.86	876.1	867.95	868.91	247132.0
2009-05-19 16:00:00	ES	Futures	868.91	870.83	867.95	868.67	92552.0
2009-05-19 16:30:00	ES	Futures	868.19	868.67	866.52	866.52	9331.0
2009-05-19 17:00:00	ES	Futures	866.76	867.0	864.84	865.8	6283.0
2009-05-19 18:00:00	ES	Futures	866.28	867.95	866.04	867.47	3709.0
2009-05-19 18:30:00	ES	Futures	867.71	868.19	867.0	867.0	2450.0
2009-05-19 19:00:00	ES	Futures	867.0	868.19	867.0	867.71	1460.0
2009-05-19 19:30:00	ES	Futures	867.71	868.91	867.71	868.67	2946.0
2009-05-19 20:00:00	ES	Futures	868.67	868.91	866.76	867.0	2811.0
2009-05-19 20:30:00	ES	Futures	866.76	867.0	865.56	866.04	1823.0
2009-05-19 21:00:00	ES	Futures	865.8	866.28	865.08	866.04	1639.0
2009-05-19 21:30:00	ES	Futures	865.8	866.28	865.32	866.28	1071.0
2009-05-19 22:00:00	ES	Futures	866.28	866.52	865.08	866.04	3695.0
2009-05-19 22:30:00	ES	Futures	865.8	866.28	865.08	866.28	1205.0
2009-05-19 23:00:00	ES	Futures	866.04	866.52	865.56	865.8	1279.0
2009-05-19 23:30:00	ES	Futures	865.8	866.52	865.56	866.28	859.0
2009-05-19 00:00:00	NQ	Futures	1578.68	1581.52	1578.68	1580.39	146.0
2009-05-19 00:30:00	NQ	Futures	1580.1	1580.1	1575.27	1575.27	143.0
2009-05-19 01:00:00	NQ	Futures	1575.56	1579.25	1574.99	1579.25	145.0

> showing 50 of 2,295 rows — these rows as CSV

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