PREVIEW / futures_30min / 2009-06-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-01.parquet
  size:    70 KB
  rows:    2,360

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
2009-06-01 00:00:00	ES	Futures	886.17	886.41	885.45	886.17	1131.0
2009-06-01 00:30:00	ES	Futures	886.17	886.41	885.45	885.69	1390.0
2009-06-01 01:00:00	ES	Futures	885.69	886.17	885.45	885.45	1572.0
2009-06-01 01:30:00	ES	Futures	885.45	886.65	885.45	886.41	1740.0
2009-06-01 02:00:00	ES	Futures	886.41	893.83	885.69	890.96	22638.0
2009-06-01 02:30:00	ES	Futures	890.72	892.4	890.72	891.2	5487.0
2009-06-01 03:00:00	ES	Futures	891.44	895.99	888.8	894.55	26244.0
2009-06-01 03:30:00	ES	Futures	894.31	894.79	893.59	893.59	8594.0
2009-06-01 04:00:00	ES	Futures	893.83	894.31	893.12	893.59	7809.0
2009-06-01 04:30:00	ES	Futures	893.59	895.03	893.59	894.79	5246.0
2009-06-01 05:00:00	ES	Futures	894.79	895.27	893.35	894.55	5016.0
2009-06-01 05:30:00	ES	Futures	894.55	895.99	894.55	895.27	5637.0
2009-06-01 06:00:00	ES	Futures	895.51	898.15	894.79	895.75	12718.0
2009-06-01 06:30:00	ES	Futures	895.99	896.47	892.88	893.12	5349.0
2009-06-01 07:00:00	ES	Futures	893.35	894.07	891.44	892.64	8296.0
2009-06-01 07:30:00	ES	Futures	892.64	893.12	890.0	891.44	14968.0
2009-06-01 08:00:00	ES	Futures	891.44	895.27	891.44	892.4	24690.0
2009-06-01 08:30:00	ES	Futures	892.4	895.75	892.16	893.59	20317.0
2009-06-01 09:00:00	ES	Futures	893.35	894.31	892.64	893.35	18821.0
2009-06-01 09:30:00	ES	Futures	893.12	898.87	890.96	896.47	255990.0
2009-06-01 10:00:00	ES	Futures	896.71	902.94	896.47	901.02	254576.0
2009-06-01 10:30:00	ES	Futures	901.02	902.94	900.06	902.22	129382.0
2009-06-01 11:00:00	ES	Futures	902.22	903.9	901.5	902.94	95375.0
2009-06-01 11:30:00	ES	Futures	902.7	904.62	901.5	903.66	84810.0
2009-06-01 12:00:00	ES	Futures	903.42	904.62	902.7	904.14	50852.0
2009-06-01 12:30:00	ES	Futures	904.38	905.34	902.46	902.94	84216.0
2009-06-01 13:00:00	ES	Futures	902.7	903.42	901.98	903.18	52951.0
2009-06-01 13:30:00	ES	Futures	903.18	907.25	902.94	906.53	87710.0
2009-06-01 14:00:00	ES	Futures	906.53	907.97	905.1	905.1	129937.0
2009-06-01 14:30:00	ES	Futures	905.1	906.06	902.94	904.14	128805.0
2009-06-01 15:00:00	ES	Futures	904.14	904.62	900.3	904.62	143362.0
2009-06-01 15:30:00	ES	Futures	904.62	907.01	900.78	903.66	291007.0
2009-06-01 16:00:00	ES	Futures	903.66	904.14	899.82	900.06	159279.0
2009-06-01 16:30:00	ES	Futures	900.06	900.3	898.39	899.59	9973.0
2009-06-01 17:00:00	ES	Futures	899.59	900.06	899.59	900.06	1931.0
2009-06-01 18:00:00	ES	Futures	900.06	900.3	899.59	899.82	1440.0
2009-06-01 18:30:00	ES	Futures	899.82	900.3	899.82	900.06	323.0
2009-06-01 19:00:00	ES	Futures	900.06	900.3	899.35	899.59	583.0
2009-06-01 19:30:00	ES	Futures	899.59	900.54	899.59	900.54	1383.0
2009-06-01 20:00:00	ES	Futures	900.3	900.54	898.63	899.11	2317.0
2009-06-01 20:30:00	ES	Futures	899.11	899.35	898.39	898.87	1725.0
2009-06-01 21:00:00	ES	Futures	898.87	899.59	898.39	899.59	1779.0
2009-06-01 21:30:00	ES	Futures	899.59	899.59	898.39	898.63	2434.0
2009-06-01 22:00:00	ES	Futures	898.63	899.11	898.15	899.11	1978.0
2009-06-01 22:30:00	ES	Futures	898.87	899.11	898.15	899.11	1349.0
2009-06-01 23:00:00	ES	Futures	898.87	899.59	898.39	899.35	1119.0
2009-06-01 23:30:00	ES	Futures	899.59	900.06	899.35	899.82	1665.0
2009-06-01 00:00:00	NQ	Futures	1638.07	1639.2	1637.78	1639.2	51.0
2009-06-01 00:30:00	NQ	Futures	1638.07	1638.63	1636.93	1636.93	51.0
2009-06-01 01:00:00	NQ	Futures	1637.21	1638.35	1637.21	1638.35	56.0

> showing 50 of 2,360 rows — these rows as CSV

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