PREVIEW / futures_30min / 2009-06-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-11.parquet
  size:    65 KB
  rows:    2,215

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
2009-06-11 00:00:00	ES	Futures	904.86	906.06	904.86	905.82	1263.0
2009-06-11 00:30:00	ES	Futures	905.58	906.3	905.34	906.06	660.0
2009-06-11 01:00:00	ES	Futures	905.82	906.06	905.34	905.82	782.0
2009-06-11 01:30:00	ES	Futures	905.82	905.82	904.14	904.38	900.0
2009-06-11 02:00:00	ES	Futures	904.38	905.1	903.9	904.38	2557.0
2009-06-11 02:30:00	ES	Futures	904.14	904.38	901.98	902.7	4291.0
2009-06-11 03:00:00	ES	Futures	902.7	903.42	900.3	900.54	9767.0
2009-06-11 03:30:00	ES	Futures	900.54	902.94	900.3	902.7	4281.0
2009-06-11 04:00:00	ES	Futures	902.46	903.42	902.22	902.94	3189.0
2009-06-11 04:30:00	ES	Futures	902.7	905.1	902.7	904.62	4854.0
2009-06-11 05:00:00	ES	Futures	904.62	904.86	903.9	904.62	2442.0
2009-06-11 05:30:00	ES	Futures	904.62	904.86	903.9	903.9	1903.0
2009-06-11 06:00:00	ES	Futures	903.9	904.62	903.42	904.14	3418.0
2009-06-11 06:30:00	ES	Futures	903.9	905.1	903.42	903.9	3225.0
2009-06-11 07:00:00	ES	Futures	903.9	903.9	902.7	902.7	5952.0
2009-06-11 07:30:00	ES	Futures	902.94	903.9	902.46	902.46	5788.0
2009-06-11 08:00:00	ES	Futures	902.7	903.9	901.26	903.42	21794.0
2009-06-11 08:30:00	ES	Futures	903.66	907.01	897.91	898.63	49268.0
2009-06-11 09:00:00	ES	Futures	898.39	902.46	898.15	902.22	24656.0
2009-06-11 09:30:00	ES	Futures	901.98	909.65	901.98	907.97	124273.0
2009-06-11 10:00:00	ES	Futures	907.97	911.33	906.53	908.21	76997.0
2009-06-11 10:30:00	ES	Futures	908.21	908.93	906.3	906.77	44617.0
2009-06-11 11:00:00	ES	Futures	906.77	910.13	905.58	909.89	43416.0
2009-06-11 11:30:00	ES	Futures	909.89	909.89	907.25	908.69	32851.0
2009-06-11 12:00:00	ES	Futures	908.45	908.93	906.3	907.97	36156.0
2009-06-11 12:30:00	ES	Futures	907.97	912.77	907.49	912.29	47815.0
2009-06-11 13:00:00	ES	Futures	912.29	916.6	911.09	916.36	68697.0
2009-06-11 13:30:00	ES	Futures	916.6	916.84	912.53	913.24	42892.0
2009-06-11 14:00:00	ES	Futures	913.48	913.96	911.09	913.96	42004.0
2009-06-11 14:30:00	ES	Futures	913.96	914.68	910.13	913.24	40505.0
2009-06-11 15:00:00	ES	Futures	913.24	914.2	910.61	910.61	32004.0
2009-06-11 15:30:00	ES	Futures	910.61	910.85	904.14	905.1	93192.0
2009-06-11 16:00:00	ES	Futures	905.1	905.34	902.7	902.94	25539.0
2009-06-11 16:30:00	ES	Futures	901.98	902.94	901.74	902.7	3576.0
2009-06-11 17:00:00	ES	Futures	902.7	903.18	902.22	902.46	372.0
2009-06-11 18:00:00	ES	Futures	902.22	902.94	901.74	902.22	944.0
2009-06-11 18:30:00	ES	Futures	902.22	902.7	901.98	901.98	227.0
2009-06-11 19:00:00	ES	Futures	901.98	902.94	901.74	902.7	478.0
2009-06-11 19:30:00	ES	Futures	902.46	902.94	901.74	902.22	369.0
2009-06-11 20:00:00	ES	Futures	902.22	903.18	902.22	902.94	2678.0
2009-06-11 20:30:00	ES	Futures	902.7	902.94	901.98	902.7	423.0
2009-06-11 21:00:00	ES	Futures	902.46	902.94	901.74	902.22	587.0
2009-06-11 21:30:00	ES	Futures	902.22	902.94	901.74	901.98	396.0
2009-06-11 22:00:00	ES	Futures	901.98	903.9	901.74	903.66	1322.0
2009-06-11 22:30:00	ES	Futures	903.66	903.9	902.7	903.18	265.0
2009-06-11 23:00:00	ES	Futures	903.42	904.14	902.7	902.94	396.0
2009-06-11 23:30:00	ES	Futures	902.94	903.9	902.46	903.9	421.0
2009-06-11 00:00:00	NQ	Futures	1706.83	1707.4	1706.54	1707.11	79.0
2009-06-11 00:30:00	NQ	Futures	1706.83	1708.25	1706.54	1707.68	91.0
2009-06-11 01:00:00	NQ	Futures	1707.11	1707.4	1706.83	1706.83	69.0

> showing 50 of 2,215 rows — these rows as CSV

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