PREVIEW / futures_30min / 2009-05-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-26.parquet
  size:    69 KB
  rows:    2,357

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
2009-05-26 00:00:00	ES	Futures	846.87	848.06	846.87	847.58	724.0
2009-05-26 00:30:00	ES	Futures	847.35	848.3	847.11	848.06	718.0
2009-05-26 01:00:00	ES	Futures	848.06	849.26	848.06	848.06	903.0
2009-05-26 01:30:00	ES	Futures	848.06	850.46	847.11	849.26	1563.0
2009-05-26 02:00:00	ES	Futures	849.26	849.74	848.06	849.26	2165.0
2009-05-26 02:30:00	ES	Futures	849.26	849.74	847.11	847.58	2343.0
2009-05-26 03:00:00	ES	Futures	847.58	848.54	846.15	846.63	9544.0
2009-05-26 03:30:00	ES	Futures	846.63	847.82	845.19	846.15	10684.0
2009-05-26 04:00:00	ES	Futures	845.91	847.58	844.47	846.63	10119.0
2009-05-26 04:30:00	ES	Futures	846.63	847.11	844.47	844.95	4542.0
2009-05-26 05:00:00	ES	Futures	844.95	845.43	843.27	844.95	6610.0
2009-05-26 05:30:00	ES	Futures	845.19	846.15	844.23	845.67	3888.0
2009-05-26 06:00:00	ES	Futures	845.91	846.15	842.55	842.79	9525.0
2009-05-26 06:30:00	ES	Futures	842.79	843.03	840.4	842.07	12590.0
2009-05-26 07:00:00	ES	Futures	842.07	843.99	841.59	843.75	8427.0
2009-05-26 07:30:00	ES	Futures	843.75	845.91	843.51	844.47	11151.0
2009-05-26 08:00:00	ES	Futures	844.71	847.82	844.47	846.15	22052.0
2009-05-26 08:30:00	ES	Futures	846.15	847.11	845.19	845.43	19517.0
2009-05-26 09:00:00	ES	Futures	845.43	845.43	841.83	842.31	31992.0
2009-05-26 09:30:00	ES	Futures	842.31	851.9	841.83	851.18	337455.0
2009-05-26 10:00:00	ES	Futures	851.42	865.08	851.42	862.44	471053.0
2009-05-26 10:30:00	ES	Futures	862.68	866.76	862.44	864.84	210429.0
2009-05-26 11:00:00	ES	Futures	864.84	866.28	863.64	865.8	103335.0
2009-05-26 11:30:00	ES	Futures	865.8	867.95	865.08	866.52	118110.0
2009-05-26 12:00:00	ES	Futures	866.52	868.19	865.32	867.71	70885.0
2009-05-26 12:30:00	ES	Futures	867.95	871.55	866.76	870.35	101217.0
2009-05-26 13:00:00	ES	Futures	870.35	872.03	869.39	870.35	96464.0
2009-05-26 13:30:00	ES	Futures	870.59	871.79	868.91	871.55	53815.0
2009-05-26 14:00:00	ES	Futures	871.55	872.99	869.87	870.59	91410.0
2009-05-26 14:30:00	ES	Futures	870.83	873.23	868.91	868.91	104892.0
2009-05-26 15:00:00	ES	Futures	868.91	871.31	867.0	868.43	149916.0
2009-05-26 15:30:00	ES	Futures	868.67	871.79	865.8	870.83	298049.0
2009-05-26 16:00:00	ES	Futures	871.07	872.51	869.63	871.31	111621.0
2009-05-26 16:30:00	ES	Futures	870.35	871.31	869.87	871.31	5677.0
2009-05-26 17:00:00	ES	Futures	871.31	872.03	870.83	871.55	1664.0
2009-05-26 18:00:00	ES	Futures	871.31	871.55	870.59	871.07	1388.0
2009-05-26 18:30:00	ES	Futures	871.07	871.31	870.35	871.07	850.0
2009-05-26 19:00:00	ES	Futures	871.31	872.27	870.83	872.03	1229.0
2009-05-26 19:30:00	ES	Futures	872.27	872.27	870.59	870.59	1382.0
2009-05-26 20:00:00	ES	Futures	870.59	870.83	869.39	869.39	2915.0
2009-05-26 20:30:00	ES	Futures	869.63	869.63	868.19	868.43	3158.0
2009-05-26 21:00:00	ES	Futures	868.19	868.43	867.95	868.43	2614.0
2009-05-26 21:30:00	ES	Futures	868.19	870.11	867.71	869.39	4058.0
2009-05-26 22:00:00	ES	Futures	869.39	870.59	869.15	869.87	1611.0
2009-05-26 22:30:00	ES	Futures	869.87	870.83	869.63	870.59	1246.0
2009-05-26 23:00:00	ES	Futures	870.35	872.03	870.11	871.55	1777.0
2009-05-26 23:30:00	ES	Futures	871.55	872.75	871.31	872.51	2441.0
2009-05-26 00:00:00	NQ	Futures	1536.63	1538.05	1536.63	1537.48	49.0
2009-05-26 00:30:00	NQ	Futures	1537.76	1538.9	1537.76	1538.9	33.0
2009-05-26 01:00:00	NQ	Futures	1538.9	1540.04	1538.62	1539.47	41.0

> showing 50 of 2,357 rows — these rows as CSV

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