PREVIEW / futures_30min / 2009-06-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-08.parquet
  size:    68 KB
  rows:    2,324

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
2009-06-08 00:00:00	ES	Futures	898.63	899.11	897.91	899.11	749.0
2009-06-08 00:30:00	ES	Futures	899.35	899.35	897.67	897.91	530.0
2009-06-08 01:00:00	ES	Futures	897.91	898.15	897.67	897.67	926.0
2009-06-08 01:30:00	ES	Futures	897.67	900.78	897.43	899.59	2392.0
2009-06-08 02:00:00	ES	Futures	899.35	899.82	896.95	897.19	2537.0
2009-06-08 02:30:00	ES	Futures	896.95	898.63	895.99	898.63	3176.0
2009-06-08 03:00:00	ES	Futures	898.87	899.82	894.31	896.47	14224.0
2009-06-08 03:30:00	ES	Futures	896.23	896.71	893.35	894.79	9513.0
2009-06-08 04:00:00	ES	Futures	894.55	894.79	891.2	892.88	12585.0
2009-06-08 04:30:00	ES	Futures	893.12	893.59	891.68	892.16	5215.0
2009-06-08 05:00:00	ES	Futures	891.92	894.55	891.44	894.31	5774.0
2009-06-08 05:30:00	ES	Futures	894.07	894.31	890.0	890.96	8616.0
2009-06-08 06:00:00	ES	Futures	890.72	893.12	890.48	892.16	4946.0
2009-06-08 06:30:00	ES	Futures	892.16	893.59	892.16	893.12	4293.0
2009-06-08 07:00:00	ES	Futures	893.35	894.79	891.68	894.07	7240.0
2009-06-08 07:30:00	ES	Futures	893.83	894.55	891.92	893.35	16480.0
2009-06-08 08:00:00	ES	Futures	893.35	893.83	891.68	891.92	9034.0
2009-06-08 08:30:00	ES	Futures	891.92	893.83	891.92	893.12	10149.0
2009-06-08 09:00:00	ES	Futures	892.88	895.75	892.64	895.03	20277.0
2009-06-08 09:30:00	ES	Futures	895.27	896.47	889.76	890.48	199006.0
2009-06-08 10:00:00	ES	Futures	890.48	892.88	888.56	890.48	170391.0
2009-06-08 10:30:00	ES	Futures	890.72	894.79	890.48	892.88	128532.0
2009-06-08 11:00:00	ES	Futures	893.12	894.31	890.96	891.44	95732.0
2009-06-08 11:30:00	ES	Futures	891.44	891.92	889.28	890.48	115246.0
2009-06-08 12:00:00	ES	Futures	890.72	890.96	887.12	889.04	83722.0
2009-06-08 12:30:00	ES	Futures	889.28	890.48	887.84	889.52	80272.0
2009-06-08 13:00:00	ES	Futures	889.28	891.68	889.28	890.48	69651.0
2009-06-08 13:30:00	ES	Futures	890.72	893.59	890.0	892.4	57239.0
2009-06-08 14:00:00	ES	Futures	892.4	892.88	890.72	892.16	59682.0
2009-06-08 14:30:00	ES	Futures	892.4	893.59	890.96	892.64	65406.0
2009-06-08 15:00:00	ES	Futures	892.88	902.22	892.64	900.54	220997.0
2009-06-08 15:30:00	ES	Futures	900.78	907.25	899.11	899.59	326387.0
2009-06-08 16:00:00	ES	Futures	899.35	900.3	897.19	899.82	88597.0
2009-06-08 16:30:00	ES	Futures	899.82	901.26	899.59	900.78	6166.0
2009-06-08 17:00:00	ES	Futures	900.78	901.26	900.06	900.3	1315.0
2009-06-08 18:00:00	ES	Futures	900.3	901.02	900.3	900.54	1122.0
2009-06-08 18:30:00	ES	Futures	900.54	900.54	899.82	900.06	947.0
2009-06-08 19:00:00	ES	Futures	900.06	901.02	900.06	900.78	660.0
2009-06-08 19:30:00	ES	Futures	900.54	901.5	900.3	901.02	1258.0
2009-06-08 20:00:00	ES	Futures	901.02	902.7	900.78	901.98	4091.0
2009-06-08 20:30:00	ES	Futures	901.98	903.42	901.5	902.22	2475.0
2009-06-08 21:00:00	ES	Futures	902.22	902.7	901.5	902.7	1726.0
2009-06-08 21:30:00	ES	Futures	902.7	903.66	902.46	902.94	1747.0
2009-06-08 22:00:00	ES	Futures	902.94	903.42	900.54	900.78	2839.0
2009-06-08 22:30:00	ES	Futures	900.78	901.02	898.39	898.63	4093.0
2009-06-08 23:00:00	ES	Futures	898.87	899.11	896.95	897.91	4106.0
2009-06-08 23:30:00	ES	Futures	898.15	898.15	896.71	897.43	2048.0
2009-06-08 00:00:00	NQ	Futures	1694.04	1694.61	1692.91	1694.61	33.0
2009-06-08 00:30:00	NQ	Futures	1695.18	1695.18	1692.34	1692.91	37.0
2009-06-08 01:00:00	NQ	Futures	1693.19	1693.19	1690.63	1692.34	78.0

> showing 50 of 2,324 rows — these rows as CSV

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