PREVIEW / futures_30min / 2009-06-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-03.parquet
  size:    70 KB
  rows:    2,320

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
2009-06-03 00:00:00	ES	Futures	903.66	905.82	902.94	905.34	3763.0
2009-06-03 00:30:00	ES	Futures	905.34	906.06	904.14	904.62	1517.0
2009-06-03 01:00:00	ES	Futures	904.62	905.34	904.14	904.38	1231.0
2009-06-03 01:30:00	ES	Futures	904.62	905.82	904.14	904.38	1472.0
2009-06-03 02:00:00	ES	Futures	904.62	906.06	904.38	905.34	3612.0
2009-06-03 02:30:00	ES	Futures	905.34	906.53	904.86	906.3	2280.0
2009-06-03 03:00:00	ES	Futures	906.3	906.3	903.18	904.14	7129.0
2009-06-03 03:30:00	ES	Futures	904.14	904.14	899.82	900.06	14549.0
2009-06-03 04:00:00	ES	Futures	900.06	901.26	898.63	900.54	10656.0
2009-06-03 04:30:00	ES	Futures	900.78	901.02	898.15	898.39	9087.0
2009-06-03 05:00:00	ES	Futures	898.39	900.06	897.67	898.15	9995.0
2009-06-03 05:30:00	ES	Futures	898.15	898.63	897.19	898.15	6097.0
2009-06-03 06:00:00	ES	Futures	898.15	899.11	897.43	898.63	4508.0
2009-06-03 06:30:00	ES	Futures	898.87	899.59	898.15	898.63	3807.0
2009-06-03 07:00:00	ES	Futures	898.39	898.87	897.67	897.91	7178.0
2009-06-03 07:30:00	ES	Futures	898.15	899.82	897.19	899.11	8158.0
2009-06-03 08:00:00	ES	Futures	899.11	900.54	897.43	899.59	21247.0
2009-06-03 08:30:00	ES	Futures	899.35	899.59	895.51	896.23	21442.0
2009-06-03 09:00:00	ES	Futures	896.23	897.19	894.79	896.95	20878.0
2009-06-03 09:30:00	ES	Futures	896.95	897.67	891.68	893.35	263965.0
2009-06-03 10:00:00	ES	Futures	893.12	893.35	889.52	891.92	192020.0
2009-06-03 10:30:00	ES	Futures	891.92	893.59	890.24	893.35	74402.0
2009-06-03 11:00:00	ES	Futures	893.59	894.55	890.72	893.12	73608.0
2009-06-03 11:30:00	ES	Futures	892.88	894.31	890.96	891.44	77664.0
2009-06-03 12:00:00	ES	Futures	891.44	892.16	889.52	889.52	71532.0
2009-06-03 12:30:00	ES	Futures	889.52	890.96	887.84	888.56	81283.0
2009-06-03 13:00:00	ES	Futures	888.32	888.56	885.93	886.65	99945.0
2009-06-03 13:30:00	ES	Futures	886.65	887.84	884.73	886.17	130432.0
2009-06-03 14:00:00	ES	Futures	886.17	887.36	885.45	886.17	90671.0
2009-06-03 14:30:00	ES	Futures	886.17	889.04	884.97	888.08	107196.0
2009-06-03 15:00:00	ES	Futures	888.08	889.04	885.45	885.69	99061.0
2009-06-03 15:30:00	ES	Futures	885.45	893.35	884.25	893.12	285075.0
2009-06-03 16:00:00	ES	Futures	893.12	893.35	891.2	893.12	100093.0
2009-06-03 16:30:00	ES	Futures	892.4	893.83	892.16	892.16	5118.0
2009-06-03 17:00:00	ES	Futures	892.16	892.4	891.2	891.92	2152.0
2009-06-03 18:00:00	ES	Futures	891.92	892.16	891.2	891.2	1152.0
2009-06-03 18:30:00	ES	Futures	891.44	892.16	891.2	891.68	1114.0
2009-06-03 19:00:00	ES	Futures	891.68	891.68	890.96	890.96	868.0
2009-06-03 19:30:00	ES	Futures	890.96	891.68	890.96	891.2	892.0
2009-06-03 20:00:00	ES	Futures	890.96	892.88	890.96	892.4	2045.0
2009-06-03 20:30:00	ES	Futures	892.16	892.88	891.92	892.88	1282.0
2009-06-03 21:00:00	ES	Futures	892.64	894.07	892.64	894.07	2178.0
2009-06-03 21:30:00	ES	Futures	894.07	894.79	893.59	893.59	2218.0
2009-06-03 22:00:00	ES	Futures	893.83	894.07	892.64	893.59	1547.0
2009-06-03 22:30:00	ES	Futures	893.59	895.03	893.35	894.07	1782.0
2009-06-03 23:00:00	ES	Futures	894.07	894.55	892.88	892.88	1540.0
2009-06-03 23:30:00	ES	Futures	892.88	894.31	892.4	892.4	1385.0
2009-06-03 00:00:00	NQ	Futures	1682.11	1686.09	1681.82	1686.09	148.0
2009-06-03 00:30:00	NQ	Futures	1685.8	1686.37	1683.24	1683.53	198.0
2009-06-03 01:00:00	NQ	Futures	1683.53	1685.23	1682.96	1683.24	49.0

> showing 50 of 2,320 rows — these rows as CSV

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