PREVIEW / futures_30min / 2009-05-25

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-25.parquet
  size:    40 KB
  rows:    1,380

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
2009-05-25 00:00:00	ES	Futures	847.11	848.06	846.63	848.06	1108.0
2009-05-25 00:30:00	ES	Futures	847.82	850.46	847.35	849.26	1894.0
2009-05-25 01:00:00	ES	Futures	849.26	851.18	849.26	850.7	1228.0
2009-05-25 01:30:00	ES	Futures	850.7	852.14	850.46	850.94	971.0
2009-05-25 02:00:00	ES	Futures	850.94	852.62	850.94	851.18	1444.0
2009-05-25 02:30:00	ES	Futures	851.18	852.86	850.94	852.38	769.0
2009-05-25 03:00:00	ES	Futures	852.38	852.86	848.78	849.26	2194.0
2009-05-25 03:30:00	ES	Futures	849.26	849.5	843.99	844.71	6331.0
2009-05-25 04:00:00	ES	Futures	844.95	847.11	843.27	846.87	3888.0
2009-05-25 04:30:00	ES	Futures	846.87	848.54	846.87	847.11	2696.0
2009-05-25 05:00:00	ES	Futures	847.11	848.06	846.39	846.87	1074.0
2009-05-25 05:30:00	ES	Futures	846.87	848.78	845.91	848.3	1887.0
2009-05-25 06:00:00	ES	Futures	848.3	849.5	847.58	849.5	1105.0
2009-05-25 06:30:00	ES	Futures	849.26	849.98	848.3	848.54	997.0
2009-05-25 07:00:00	ES	Futures	848.54	848.78	847.11	847.82	826.0
2009-05-25 07:30:00	ES	Futures	847.82	848.3	846.39	847.11	905.0
2009-05-25 08:00:00	ES	Futures	846.87	847.35	845.91	847.11	1335.0
2009-05-25 08:30:00	ES	Futures	847.35	848.54	846.39	848.3	1083.0
2009-05-25 09:00:00	ES	Futures	848.3	849.98	848.3	849.02	1213.0
2009-05-25 09:30:00	ES	Futures	848.78	850.22	847.11	850.22	3441.0
2009-05-25 10:00:00	ES	Futures	850.22	851.9	849.98	851.42	4102.0
2009-05-25 10:30:00	ES	Futures	851.18	851.9	849.98	850.46	2378.0
2009-05-25 11:00:00	ES	Futures	850.46	853.58	849.74	853.34	6103.0
2009-05-25 18:00:00	ES	Futures	852.14	852.14	849.26	850.7	2435.0
2009-05-25 18:30:00	ES	Futures	850.7	850.94	849.26	849.74	692.0
2009-05-25 19:00:00	ES	Futures	849.5	849.5	848.78	849.26	510.0
2009-05-25 19:30:00	ES	Futures	849.26	850.94	849.02	850.94	1435.0
2009-05-25 20:00:00	ES	Futures	850.94	850.94	848.06	848.06	2058.0
2009-05-25 20:30:00	ES	Futures	848.3	848.54	845.91	847.11	2790.0
2009-05-25 21:00:00	ES	Futures	847.11	848.78	846.63	848.3	2339.0
2009-05-25 21:30:00	ES	Futures	848.3	848.78	847.58	848.3	1058.0
2009-05-25 22:00:00	ES	Futures	848.06	849.02	847.82	848.06	763.0
2009-05-25 22:30:00	ES	Futures	848.3	849.02	847.82	848.3	795.0
2009-05-25 23:00:00	ES	Futures	848.06	848.54	847.11	847.82	533.0
2009-05-25 23:30:00	ES	Futures	847.58	848.3	846.87	847.11	957.0
2009-05-25 00:00:00	NQ	Futures	1543.45	1544.02	1542.31	1542.6	31.0
2009-05-25 00:30:00	NQ	Futures	1543.45	1548.28	1542.88	1546.86	62.0
2009-05-25 01:00:00	NQ	Futures	1546.86	1550.27	1546.86	1549.13	84.0
2009-05-25 01:30:00	NQ	Futures	1548.85	1551.69	1548.85	1551.12	179.0
2009-05-25 02:00:00	NQ	Futures	1550.27	1552.54	1548.85	1550.84	135.0
2009-05-25 02:30:00	NQ	Futures	1550.55	1553.68	1550.55	1551.69	40.0
2009-05-25 03:00:00	NQ	Futures	1552.26	1553.39	1547.43	1547.43	139.0
2009-05-25 03:30:00	NQ	Futures	1546.57	1546.57	1538.33	1538.9	653.0
2009-05-25 04:00:00	NQ	Futures	1538.9	1542.31	1536.34	1542.31	314.0
2009-05-25 04:30:00	NQ	Futures	1542.31	1545.44	1541.74	1541.74	229.0
2009-05-25 05:00:00	NQ	Futures	1542.31	1543.73	1539.75	1540.89	113.0
2009-05-25 05:30:00	NQ	Futures	1541.17	1544.58	1540.32	1543.45	296.0
2009-05-25 06:00:00	NQ	Futures	1543.73	1545.15	1542.6	1545.15	171.0
2009-05-25 06:30:00	NQ	Futures	1545.44	1546.0	1542.88	1542.88	330.0
2009-05-25 07:00:00	NQ	Futures	1542.6	1542.88	1540.61	1541.74	150.0

> showing 50 of 1,380 rows — these rows as CSV

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