PREVIEW / futures_30min / 2009-06-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-05.parquet
  size:    58 KB
  rows:    1,846

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
2009-06-05 00:00:00	ES	Futures	902.7	902.94	901.98	902.46	1108.0
2009-06-05 00:30:00	ES	Futures	902.22	902.46	901.5	902.22	1081.0
2009-06-05 01:00:00	ES	Futures	902.46	902.46	901.98	902.22	377.0
2009-06-05 01:30:00	ES	Futures	902.22	902.7	901.98	902.46	782.0
2009-06-05 02:00:00	ES	Futures	902.7	904.38	902.46	903.18	3864.0
2009-06-05 02:30:00	ES	Futures	903.42	904.38	902.7	902.94	2398.0
2009-06-05 03:00:00	ES	Futures	902.94	905.82	902.94	904.38	12909.0
2009-06-05 03:30:00	ES	Futures	904.38	906.3	904.14	905.58	6537.0
2009-06-05 04:00:00	ES	Futures	905.82	906.53	905.34	905.58	4691.0
2009-06-05 04:30:00	ES	Futures	905.82	906.06	903.9	904.62	3113.0
2009-06-05 05:00:00	ES	Futures	904.38	905.82	903.66	905.82	3974.0
2009-06-05 05:30:00	ES	Futures	905.58	906.06	904.86	905.1	3749.0
2009-06-05 06:00:00	ES	Futures	904.86	905.82	903.66	904.86	4151.0
2009-06-05 06:30:00	ES	Futures	905.1	905.82	904.14	905.58	2759.0
2009-06-05 07:00:00	ES	Futures	905.82	906.77	905.34	905.58	5837.0
2009-06-05 07:30:00	ES	Futures	905.34	907.73	905.34	906.77	9583.0
2009-06-05 08:00:00	ES	Futures	906.53	907.73	905.34	906.77	21106.0
2009-06-05 08:30:00	ES	Futures	906.77	917.8	906.77	912.53	171015.0
2009-06-05 09:00:00	ES	Futures	912.77	915.88	910.37	911.09	62989.0
2009-06-05 09:30:00	ES	Futures	910.85	912.53	900.54	902.94	373137.0
2009-06-05 10:00:00	ES	Futures	902.94	903.9	894.55	899.82	292670.0
2009-06-05 10:30:00	ES	Futures	899.82	905.34	898.15	904.62	236420.0
2009-06-05 11:00:00	ES	Futures	904.62	907.73	904.14	904.62	146252.0
2009-06-05 11:30:00	ES	Futures	904.62	905.34	901.74	904.86	98903.0
2009-06-05 12:00:00	ES	Futures	904.86	906.53	902.7	906.06	70621.0
2009-06-05 12:30:00	ES	Futures	905.82	906.77	904.86	906.3	53157.0
2009-06-05 13:00:00	ES	Futures	906.3	906.53	902.46	903.18	59469.0
2009-06-05 13:30:00	ES	Futures	903.18	905.1	901.74	902.7	51904.0
2009-06-05 14:00:00	ES	Futures	902.94	903.42	896.23	897.91	142035.0
2009-06-05 14:30:00	ES	Futures	897.91	901.02	895.75	899.82	110756.0
2009-06-05 15:00:00	ES	Futures	899.82	901.74	898.15	899.11	104557.0
2009-06-05 15:30:00	ES	Futures	899.11	904.14	898.87	901.5	194152.0
2009-06-05 16:00:00	ES	Futures	901.5	902.22	900.3	901.5	75915.0
2009-06-05 00:00:00	NQ	Futures	1698.3	1698.59	1697.74	1697.74	46.0
2009-06-05 00:30:00	NQ	Futures	1697.45	1698.02	1696.88	1697.74	52.0
2009-06-05 01:00:00	NQ	Futures	1697.74	1698.59	1697.74	1698.02	36.0
2009-06-05 01:30:00	NQ	Futures	1697.74	1698.59	1697.45	1698.02	65.0
2009-06-05 02:00:00	NQ	Futures	1698.59	1701.15	1698.59	1700.01	265.0
2009-06-05 02:30:00	NQ	Futures	1700.29	1700.86	1698.3	1698.59	151.0
2009-06-05 03:00:00	NQ	Futures	1699.44	1701.15	1698.02	1698.59	756.0
2009-06-05 03:30:00	NQ	Futures	1698.3	1701.71	1698.02	1699.16	663.0
2009-06-05 04:00:00	NQ	Futures	1699.16	1702.0	1699.16	1700.01	350.0
2009-06-05 04:30:00	NQ	Futures	1700.58	1700.86	1697.45	1698.59	457.0
2009-06-05 05:00:00	NQ	Futures	1698.87	1701.43	1697.17	1701.15	529.0
2009-06-05 05:30:00	NQ	Futures	1701.71	1702.0	1700.01	1700.58	335.0
2009-06-05 06:00:00	NQ	Futures	1700.58	1702.0	1698.87	1700.58	444.0
2009-06-05 06:30:00	NQ	Futures	1700.86	1702.28	1699.16	1701.15	212.0
2009-06-05 07:00:00	NQ	Futures	1701.43	1703.99	1699.72	1701.43	953.0
2009-06-05 07:30:00	NQ	Futures	1701.43	1703.99	1700.58	1702.28	1111.0
2009-06-05 08:00:00	NQ	Futures	1702.28	1703.7	1700.29	1702.57	1576.0

> showing 50 of 1,846 rows — these rows as CSV

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