PREVIEW / futures_30min / 2009-05-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-27.parquet
  size:    66 KB
  rows:    2,273

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
2009-05-27 00:00:00	ES	Futures	872.51	872.51	869.39	870.35	3020.0
2009-05-27 00:30:00	ES	Futures	870.35	871.31	868.91	871.07	2521.0
2009-05-27 01:00:00	ES	Futures	871.07	872.03	870.11	870.11	1077.0
2009-05-27 01:30:00	ES	Futures	869.87	870.59	868.91	869.63	1438.0
2009-05-27 02:00:00	ES	Futures	869.63	870.59	868.43	868.43	4784.0
2009-05-27 02:30:00	ES	Futures	868.43	870.83	868.43	870.35	3705.0
2009-05-27 03:00:00	ES	Futures	870.59	872.75	869.87	870.35	11360.0
2009-05-27 03:30:00	ES	Futures	870.35	873.94	870.11	873.47	10260.0
2009-05-27 04:00:00	ES	Futures	873.23	873.7	871.55	872.03	7282.0
2009-05-27 04:30:00	ES	Futures	872.03	873.94	871.31	871.55	7379.0
2009-05-27 05:00:00	ES	Futures	871.31	873.23	870.11	872.27	6231.0
2009-05-27 05:30:00	ES	Futures	872.51	875.14	871.55	874.9	8938.0
2009-05-27 06:00:00	ES	Futures	874.9	876.1	873.94	874.42	7441.0
2009-05-27 06:30:00	ES	Futures	874.18	875.14	872.51	874.66	7450.0
2009-05-27 07:00:00	ES	Futures	874.42	874.42	871.55	872.27	7297.0
2009-05-27 07:30:00	ES	Futures	872.03	872.99	870.59	870.59	8804.0
2009-05-27 08:00:00	ES	Futures	870.59	871.07	867.95	869.87	29268.0
2009-05-27 08:30:00	ES	Futures	869.87	873.23	869.39	870.83	20519.0
2009-05-27 09:00:00	ES	Futures	870.83	872.27	869.39	871.79	22380.0
2009-05-27 09:30:00	ES	Futures	871.79	872.75	868.19	871.79	179123.0
2009-05-27 10:00:00	ES	Futures	871.79	874.9	867.23	871.55	271156.0
2009-05-27 10:30:00	ES	Futures	871.55	872.99	868.91	872.27	176072.0
2009-05-27 11:00:00	ES	Futures	872.27	872.51	868.91	871.31	133949.0
2009-05-27 11:30:00	ES	Futures	871.31	873.94	870.35	872.51	107622.0
2009-05-27 12:00:00	ES	Futures	872.51	874.9	872.27	872.99	111580.0
2009-05-27 12:30:00	ES	Futures	872.99	873.47	869.63	870.59	65891.0
2009-05-27 13:00:00	ES	Futures	870.35	872.99	870.11	871.31	65637.0
2009-05-27 13:30:00	ES	Futures	871.31	871.55	861.24	863.88	186011.0
2009-05-27 14:00:00	ES	Futures	863.88	864.12	859.09	861.48	168863.0
2009-05-27 14:30:00	ES	Futures	861.48	864.84	860.05	861.72	133456.0
2009-05-27 15:00:00	ES	Futures	861.72	864.6	854.53	855.49	233861.0
2009-05-27 15:30:00	ES	Futures	855.73	858.37	853.58	855.01	266018.0
2009-05-27 16:00:00	ES	Futures	855.01	857.17	853.82	855.01	92843.0
2009-05-27 16:30:00	ES	Futures	855.25	855.49	853.82	854.05	6691.0
2009-05-27 17:00:00	ES	Futures	854.05	855.49	853.82	855.25	2852.0
2009-05-27 18:00:00	ES	Futures	855.25	855.49	851.66	852.86	6285.0
2009-05-27 18:30:00	ES	Futures	853.1	853.1	851.66	851.66	2744.0
2009-05-27 19:00:00	ES	Futures	851.66	852.38	851.66	852.38	857.0
2009-05-27 19:30:00	ES	Futures	852.38	853.1	852.14	853.1	1858.0
2009-05-27 20:00:00	ES	Futures	852.86	854.77	852.86	854.29	4295.0
2009-05-27 20:30:00	ES	Futures	854.29	854.77	854.05	854.53	1035.0
2009-05-27 21:00:00	ES	Futures	854.29	855.01	854.05	854.77	1334.0
2009-05-27 21:30:00	ES	Futures	854.77	856.45	854.53	855.73	3455.0
2009-05-27 22:00:00	ES	Futures	855.73	855.73	854.53	855.25	1864.0
2009-05-27 22:30:00	ES	Futures	855.25	855.49	854.05	854.05	1002.0
2009-05-27 23:00:00	ES	Futures	854.05	855.01	852.86	854.53	2696.0
2009-05-27 23:30:00	ES	Futures	854.29	857.41	854.29	856.69	3547.0
2009-05-27 00:00:00	NQ	Futures	1604.82	1605.67	1601.98	1601.98	172.0
2009-05-27 00:30:00	NQ	Futures	1602.26	1604.82	1601.41	1603.69	125.0
2009-05-27 01:00:00	NQ	Futures	1603.97	1605.39	1602.83	1603.12	115.0

> showing 50 of 2,273 rows — these rows as CSV

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