PREVIEW / futures_30min / 2009-05-28

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-28.parquet
  size:    67 KB
  rows:    2,299

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
2009-05-28 00:00:00	ES	Futures	856.45	857.65	855.49	857.17	1981.0
2009-05-28 00:30:00	ES	Futures	857.17	857.65	856.93	857.17	805.0
2009-05-28 01:00:00	ES	Futures	857.17	857.41	856.69	856.93	980.0
2009-05-28 01:30:00	ES	Futures	856.93	857.17	856.21	856.69	889.0
2009-05-28 02:00:00	ES	Futures	856.93	857.41	854.77	855.01	3724.0
2009-05-28 02:30:00	ES	Futures	855.25	855.97	854.77	855.25	3557.0
2009-05-28 03:00:00	ES	Futures	855.25	858.37	855.01	858.37	11518.0
2009-05-28 03:30:00	ES	Futures	858.13	858.85	857.41	858.13	7968.0
2009-05-28 04:00:00	ES	Futures	858.37	858.37	856.93	858.37	7571.0
2009-05-28 04:30:00	ES	Futures	858.37	858.85	856.93	858.61	5243.0
2009-05-28 05:00:00	ES	Futures	858.61	860.05	858.37	859.09	7676.0
2009-05-28 05:30:00	ES	Futures	859.33	859.81	858.37	859.33	5259.0
2009-05-28 06:00:00	ES	Futures	859.09	859.33	857.41	858.61	5112.0
2009-05-28 06:30:00	ES	Futures	858.37	858.85	857.17	858.13	3634.0
2009-05-28 07:00:00	ES	Futures	858.37	859.57	857.65	857.89	6535.0
2009-05-28 07:30:00	ES	Futures	858.13	859.09	854.05	855.01	13765.0
2009-05-28 08:00:00	ES	Futures	855.25	857.17	855.01	856.69	14283.0
2009-05-28 08:30:00	ES	Futures	856.69	859.57	855.49	857.89	45398.0
2009-05-28 09:00:00	ES	Futures	858.13	862.68	856.69	862.44	44840.0
2009-05-28 09:30:00	ES	Futures	862.44	865.08	859.57	860.05	259303.0
2009-05-28 10:00:00	ES	Futures	860.29	860.52	849.5	852.38	354957.0
2009-05-28 10:30:00	ES	Futures	852.14	857.41	851.42	856.93	178245.0
2009-05-28 11:00:00	ES	Futures	857.17	861.24	856.93	859.57	195704.0
2009-05-28 11:30:00	ES	Futures	859.57	864.12	859.09	863.4	127965.0
2009-05-28 12:00:00	ES	Futures	863.4	864.12	857.41	857.65	136963.0
2009-05-28 12:30:00	ES	Futures	857.65	858.85	854.77	856.21	75503.0
2009-05-28 13:00:00	ES	Futures	855.97	867.95	855.25	865.56	287834.0
2009-05-28 13:30:00	ES	Futures	865.56	867.23	861.96	864.36	155674.0
2009-05-28 14:00:00	ES	Futures	864.36	870.35	863.64	868.67	154647.0
2009-05-28 14:30:00	ES	Futures	868.91	871.07	866.76	868.91	116152.0
2009-05-28 15:00:00	ES	Futures	868.91	870.35	864.12	867.0	117978.0
2009-05-28 15:30:00	ES	Futures	867.0	869.63	865.08	867.47	190341.0
2009-05-28 16:00:00	ES	Futures	867.47	868.19	865.8	867.47	98368.0
2009-05-28 16:30:00	ES	Futures	867.47	868.43	867.23	867.71	3966.0
2009-05-28 17:00:00	ES	Futures	867.47	867.71	867.0	867.23	598.0
2009-05-28 18:00:00	ES	Futures	867.47	867.47	866.76	867.0	694.0
2009-05-28 18:30:00	ES	Futures	867.0	867.23	866.04	866.52	1056.0
2009-05-28 19:00:00	ES	Futures	866.28	866.76	866.04	866.52	299.0
2009-05-28 19:30:00	ES	Futures	866.76	867.23	866.04	867.0	804.0
2009-05-28 20:00:00	ES	Futures	866.76	867.23	866.04	866.52	1973.0
2009-05-28 20:30:00	ES	Futures	866.52	866.76	865.8	866.04	1488.0
2009-05-28 21:00:00	ES	Futures	865.8	866.76	865.56	866.76	1842.0
2009-05-28 21:30:00	ES	Futures	866.52	867.23	865.56	867.0	1838.0
2009-05-28 22:00:00	ES	Futures	866.76	867.0	866.04	866.76	1525.0
2009-05-28 22:30:00	ES	Futures	866.52	867.47	866.52	867.0	971.0
2009-05-28 23:00:00	ES	Futures	867.0	867.0	866.04	866.28	1013.0
2009-05-28 23:30:00	ES	Futures	866.28	866.52	865.56	866.04	1033.0
2009-05-28 00:00:00	NQ	Futures	1598.0	1602.26	1596.87	1599.42	215.0
2009-05-28 00:30:00	NQ	Futures	1600.28	1601.98	1599.42	1600.28	72.0
2009-05-28 01:00:00	NQ	Futures	1600.56	1600.56	1599.71	1599.99	89.0

> showing 50 of 2,299 rows — these rows as CSV

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