PREVIEW / futures_30min / 2009-05-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-21.parquet
  size:    68 KB
  rows:    2,246

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
2009-05-21 00:00:00	ES	Futures	858.85	859.33	858.61	858.85	1008.0
2009-05-21 00:30:00	ES	Futures	858.85	859.33	858.61	859.09	1446.0
2009-05-21 01:00:00	ES	Futures	859.09	859.33	858.61	859.09	824.0
2009-05-21 01:30:00	ES	Futures	858.85	860.76	858.85	860.76	2228.0
2009-05-21 02:00:00	ES	Futures	860.52	861.72	860.29	861.48	5500.0
2009-05-21 02:30:00	ES	Futures	861.24	861.72	859.57	861.48	4504.0
2009-05-21 03:00:00	ES	Futures	861.24	862.2	859.81	860.76	16119.0
2009-05-21 03:30:00	ES	Futures	861.0	861.72	859.09	861.24	9580.0
2009-05-21 04:00:00	ES	Futures	861.24	861.96	857.65	857.65	13982.0
2009-05-21 04:30:00	ES	Futures	857.89	858.85	855.97	857.41	14091.0
2009-05-21 05:00:00	ES	Futures	857.41	858.37	856.45	857.65	6648.0
2009-05-21 05:30:00	ES	Futures	857.65	858.61	855.97	858.13	6658.0
2009-05-21 06:00:00	ES	Futures	858.37	860.05	857.41	857.89	8196.0
2009-05-21 06:30:00	ES	Futures	857.89	858.61	856.93	857.89	8495.0
2009-05-21 07:00:00	ES	Futures	857.65	858.13	856.45	856.69	9084.0
2009-05-21 07:30:00	ES	Futures	856.69	859.09	856.69	858.37	8563.0
2009-05-21 08:00:00	ES	Futures	858.13	858.85	856.93	858.61	12189.0
2009-05-21 08:30:00	ES	Futures	858.37	858.61	852.62	853.1	39109.0
2009-05-21 09:00:00	ES	Futures	852.86	853.34	851.42	852.62	40779.0
2009-05-21 09:30:00	ES	Futures	852.62	856.21	850.94	851.9	253503.0
2009-05-21 10:00:00	ES	Futures	851.9	855.73	848.54	849.26	283899.0
2009-05-21 10:30:00	ES	Futures	849.26	850.94	846.63	846.63	150370.0
2009-05-21 11:00:00	ES	Futures	846.63	848.78	845.91	848.3	122589.0
2009-05-21 11:30:00	ES	Futures	848.3	852.38	847.58	852.14	127287.0
2009-05-21 12:00:00	ES	Futures	852.14	852.86	849.02	849.74	111427.0
2009-05-21 12:30:00	ES	Futures	849.74	851.9	849.26	851.66	65398.0
2009-05-21 13:00:00	ES	Futures	851.66	852.86	846.63	847.35	82844.0
2009-05-21 13:30:00	ES	Futures	847.35	849.02	845.91	848.06	69697.0
2009-05-21 14:00:00	ES	Futures	848.06	849.26	842.55	843.99	186412.0
2009-05-21 14:30:00	ES	Futures	843.99	845.67	841.35	843.99	163301.0
2009-05-21 15:00:00	ES	Futures	843.75	845.67	842.55	843.99	139914.0
2009-05-21 15:30:00	ES	Futures	843.75	850.7	843.75	850.22	293052.0
2009-05-21 16:00:00	ES	Futures	850.46	852.62	850.22	851.9	93952.0
2009-05-21 16:30:00	ES	Futures	851.9	854.77	851.66	853.34	6670.0
2009-05-21 17:00:00	ES	Futures	853.34	853.58	852.38	852.86	1485.0
2009-05-21 18:00:00	ES	Futures	852.86	854.29	852.62	852.86	2031.0
2009-05-21 18:30:00	ES	Futures	852.86	853.58	852.62	853.34	373.0
2009-05-21 19:00:00	ES	Futures	853.1	853.58	853.1	853.34	357.0
2009-05-21 19:30:00	ES	Futures	853.34	853.34	851.66	851.9	1816.0
2009-05-21 20:00:00	ES	Futures	851.9	851.9	850.94	851.18	1213.0
2009-05-21 20:30:00	ES	Futures	851.18	853.58	850.94	853.34	1427.0
2009-05-21 21:00:00	ES	Futures	853.34	855.49	853.34	854.77	3003.0
2009-05-21 21:30:00	ES	Futures	854.77	855.97	854.53	855.49	2872.0
2009-05-21 22:00:00	ES	Futures	855.49	855.97	854.29	854.77	1840.0
2009-05-21 22:30:00	ES	Futures	854.53	855.73	854.53	855.25	906.0
2009-05-21 23:00:00	ES	Futures	855.25	855.73	855.01	855.01	1251.0
2009-05-21 23:30:00	ES	Futures	855.25	855.25	853.82	854.05	1887.0
2009-05-21 00:00:00	NQ	Futures	1576.12	1577.54	1576.12	1576.69	52.0
2009-05-21 00:30:00	NQ	Futures	1576.69	1577.54	1576.69	1577.26	4.0
2009-05-21 01:00:00	NQ	Futures	1576.41	1577.54	1576.41	1577.26	19.0

> showing 50 of 2,246 rows — these rows as CSV

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