PREVIEW / futures_30min / 2009-06-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-10.parquet
  size:    64 KB
  rows:    2,194

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
2009-06-10 00:00:00	ES	Futures	904.14	904.14	902.7	903.9	1546.0
2009-06-10 00:30:00	ES	Futures	904.14	904.62	903.66	904.62	858.0
2009-06-10 01:00:00	ES	Futures	904.38	905.58	904.38	905.34	2291.0
2009-06-10 01:30:00	ES	Futures	905.34	906.53	905.34	905.58	2986.0
2009-06-10 02:00:00	ES	Futures	905.34	907.73	905.1	907.49	6467.0
2009-06-10 02:30:00	ES	Futures	907.49	909.41	907.25	908.69	8901.0
2009-06-10 03:00:00	ES	Futures	908.69	911.09	908.69	910.37	19653.0
2009-06-10 03:30:00	ES	Futures	910.61	912.29	910.13	910.85	14447.0
2009-06-10 04:00:00	ES	Futures	910.85	911.09	909.17	910.37	11025.0
2009-06-10 04:30:00	ES	Futures	910.37	911.57	910.37	911.09	6234.0
2009-06-10 05:00:00	ES	Futures	911.09	913.24	911.09	912.05	8252.0
2009-06-10 05:30:00	ES	Futures	912.05	912.77	910.61	910.61	6486.0
2009-06-10 06:00:00	ES	Futures	910.85	914.68	910.61	913.48	10905.0
2009-06-10 06:30:00	ES	Futures	913.48	914.2	913.0	913.48	6156.0
2009-06-10 07:00:00	ES	Futures	913.48	915.4	912.53	913.24	17945.0
2009-06-10 07:30:00	ES	Futures	913.24	913.48	911.57	911.81	13315.0
2009-06-10 08:00:00	ES	Futures	911.57	912.77	911.33	911.57	13413.0
2009-06-10 08:30:00	ES	Futures	911.81	912.05	909.17	909.41	17258.0
2009-06-10 09:00:00	ES	Futures	909.41	911.57	909.41	910.85	20935.0
2009-06-10 09:30:00	ES	Futures	910.85	911.09	905.1	907.25	205512.0
2009-06-10 10:00:00	ES	Futures	907.49	907.73	900.54	902.94	219308.0
2009-06-10 10:30:00	ES	Futures	902.94	903.9	899.11	900.78	154050.0
2009-06-10 11:00:00	ES	Futures	901.02	901.02	897.19	899.82	131934.0
2009-06-10 11:30:00	ES	Futures	900.06	900.78	899.11	899.59	70638.0
2009-06-10 12:00:00	ES	Futures	899.59	901.98	898.87	900.06	92781.0
2009-06-10 12:30:00	ES	Futures	899.82	900.3	897.91	899.11	59553.0
2009-06-10 13:00:00	ES	Futures	898.87	899.35	893.35	894.07	180614.0
2009-06-10 13:30:00	ES	Futures	893.83	894.31	889.28	891.68	163668.0
2009-06-10 14:00:00	ES	Futures	891.68	893.83	888.56	892.64	148662.0
2009-06-10 14:30:00	ES	Futures	892.64	896.71	891.2	895.51	154703.0
2009-06-10 15:00:00	ES	Futures	895.51	895.99	892.16	893.35	139546.0
2009-06-10 15:30:00	ES	Futures	893.59	900.3	893.12	899.82	261815.0
2009-06-10 16:00:00	ES	Futures	899.82	901.98	899.59	901.26	104767.0
2009-06-10 16:30:00	ES	Futures	900.78	901.5	900.54	901.5	3577.0
2009-06-10 17:00:00	ES	Futures	901.5	902.7	901.02	901.26	3018.0
2009-06-10 18:00:00	ES	Futures	901.5	902.7	901.5	902.46	1401.0
2009-06-10 18:30:00	ES	Futures	902.46	902.7	901.98	901.98	804.0
2009-06-10 19:00:00	ES	Futures	901.98	902.22	901.74	902.22	264.0
2009-06-10 19:30:00	ES	Futures	902.22	902.22	901.5	902.22	829.0
2009-06-10 20:00:00	ES	Futures	902.22	903.66	901.98	903.18	2408.0
2009-06-10 20:30:00	ES	Futures	903.42	906.06	903.18	905.1	4548.0
2009-06-10 21:00:00	ES	Futures	905.1	906.77	903.66	904.38	3005.0
2009-06-10 21:30:00	ES	Futures	904.38	904.86	903.18	903.42	1555.0
2009-06-10 22:00:00	ES	Futures	903.18	905.58	903.18	904.38	1971.0
2009-06-10 22:30:00	ES	Futures	904.38	905.82	904.14	905.58	1430.0
2009-06-10 23:00:00	ES	Futures	905.58	906.06	905.34	905.82	1179.0
2009-06-10 23:30:00	ES	Futures	905.82	906.06	904.86	905.1	1059.0
2009-06-10 00:00:00	NQ	Futures	1711.09	1711.66	1709.1	1711.37	93.0
2009-06-10 00:30:00	NQ	Futures	1710.52	1712.79	1710.52	1712.79	68.0
2009-06-10 01:00:00	NQ	Futures	1712.51	1713.93	1711.94	1713.93	165.0

> showing 50 of 2,194 rows — these rows as CSV

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