PREVIEW / futures_30min / 2009-05-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-20.parquet
  size:    66 KB
  rows:    2,263

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
2009-05-20 00:00:00	ES	Futures	866.04	867.47	865.8	867.0	1856.0
2009-05-20 00:30:00	ES	Futures	867.0	867.23	866.28	866.76	456.0
2009-05-20 01:00:00	ES	Futures	866.76	867.0	865.8	866.28	569.0
2009-05-20 01:30:00	ES	Futures	866.04	867.47	865.8	867.23	846.0
2009-05-20 02:00:00	ES	Futures	867.23	868.43	867.0	868.43	3193.0
2009-05-20 02:30:00	ES	Futures	868.19	868.91	866.52	868.43	3636.0
2009-05-20 03:00:00	ES	Futures	868.43	871.79	868.19	870.35	15708.0
2009-05-20 03:30:00	ES	Futures	870.59	875.62	870.35	873.7	16699.0
2009-05-20 04:00:00	ES	Futures	873.47	875.62	873.47	874.18	7685.0
2009-05-20 04:30:00	ES	Futures	874.42	874.66	872.27	873.94	5757.0
2009-05-20 05:00:00	ES	Futures	873.7	874.66	871.55	872.03	4113.0
2009-05-20 05:30:00	ES	Futures	872.27	873.94	871.31	871.31	4554.0
2009-05-20 06:00:00	ES	Futures	871.31	872.27	869.63	870.59	6739.0
2009-05-20 06:30:00	ES	Futures	870.59	873.7	869.63	872.99	9372.0
2009-05-20 07:00:00	ES	Futures	873.23	873.23	870.83	871.31	7447.0
2009-05-20 07:30:00	ES	Futures	871.31	875.14	871.07	873.47	14564.0
2009-05-20 08:00:00	ES	Futures	873.47	875.86	873.47	874.18	21386.0
2009-05-20 08:30:00	ES	Futures	874.18	875.86	874.18	875.14	13930.0
2009-05-20 09:00:00	ES	Futures	875.38	877.06	874.66	876.82	19391.0
2009-05-20 09:30:00	ES	Futures	877.06	882.57	876.1	881.37	307511.0
2009-05-20 10:00:00	ES	Futures	881.37	885.21	881.13	882.33	257849.0
2009-05-20 10:30:00	ES	Futures	882.57	883.77	880.41	880.65	159852.0
2009-05-20 11:00:00	ES	Futures	880.65	881.61	877.54	878.5	153018.0
2009-05-20 11:30:00	ES	Futures	878.5	880.17	872.99	872.99	169152.0
2009-05-20 12:00:00	ES	Futures	873.23	874.66	872.27	873.23	153850.0
2009-05-20 12:30:00	ES	Futures	873.23	873.7	870.11	870.35	99470.0
2009-05-20 13:00:00	ES	Futures	870.35	872.99	869.39	872.75	119254.0
2009-05-20 13:30:00	ES	Futures	872.75	875.86	871.79	874.66	106961.0
2009-05-20 14:00:00	ES	Futures	874.66	876.58	870.35	874.66	218629.0
2009-05-20 14:30:00	ES	Futures	874.66	876.34	871.55	874.18	163016.0
2009-05-20 15:00:00	ES	Futures	874.42	874.42	865.56	867.0	244311.0
2009-05-20 15:30:00	ES	Futures	867.0	868.19	861.96	863.4	318240.0
2009-05-20 16:00:00	ES	Futures	863.64	864.36	862.2	862.2	105979.0
2009-05-20 16:30:00	ES	Futures	862.68	863.64	861.48	863.4	4876.0
2009-05-20 17:00:00	ES	Futures	863.16	863.16	861.96	862.92	1863.0
2009-05-20 18:00:00	ES	Futures	862.92	863.4	861.96	862.2	2643.0
2009-05-20 18:30:00	ES	Futures	862.2	862.44	861.0	861.24	1865.0
2009-05-20 19:00:00	ES	Futures	861.24	861.24	860.29	861.0	1855.0
2009-05-20 19:30:00	ES	Futures	861.0	862.68	860.76	861.96	1243.0
2009-05-20 20:00:00	ES	Futures	861.72	862.2	859.57	859.57	2859.0
2009-05-20 20:30:00	ES	Futures	859.57	860.29	859.33	859.57	1546.0
2009-05-20 21:00:00	ES	Futures	859.57	860.05	858.37	858.85	2270.0
2009-05-20 21:30:00	ES	Futures	858.85	859.57	858.61	859.57	1996.0
2009-05-20 22:00:00	ES	Futures	859.33	860.52	859.09	859.33	2234.0
2009-05-20 22:30:00	ES	Futures	859.33	859.81	858.61	859.09	1972.0
2009-05-20 23:00:00	ES	Futures	858.85	859.33	858.37	858.85	1152.0
2009-05-20 23:30:00	ES	Futures	858.85	859.09	858.37	858.85	1442.0
2009-05-20 00:00:00	NQ	Futures	1578.68	1579.53	1578.4	1579.53	87.0
2009-05-20 00:30:00	NQ	Futures	1579.82	1580.39	1579.53	1580.39	47.0
2009-05-20 01:00:00	NQ	Futures	1579.82	1579.82	1578.68	1578.68	20.0

> showing 50 of 2,263 rows — these rows as CSV

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