PREVIEW / futures_30min / 2009-06-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-12.parquet
  size:    54 KB
  rows:    1,799

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
2009-06-12 00:00:00	ES	Futures	904.14	904.14	903.42	903.9	307.0
2009-06-12 00:30:00	ES	Futures	904.14	904.62	903.66	904.38	840.0
2009-06-12 01:00:00	ES	Futures	904.62	905.1	904.14	905.1	1041.0
2009-06-12 01:30:00	ES	Futures	904.86	905.1	903.66	904.62	499.0
2009-06-12 02:00:00	ES	Futures	904.62	905.1	903.66	904.14	2470.0
2009-06-12 02:30:00	ES	Futures	904.14	904.62	902.22	902.46	3201.0
2009-06-12 03:00:00	ES	Futures	902.7	903.9	900.54	903.66	4613.0
2009-06-12 03:30:00	ES	Futures	903.9	904.38	902.22	903.42	3661.0
2009-06-12 04:00:00	ES	Futures	903.42	905.1	903.42	904.14	2072.0
2009-06-12 04:30:00	ES	Futures	904.14	904.86	903.66	904.62	1076.0
2009-06-12 05:00:00	ES	Futures	904.38	904.62	903.66	903.9	1426.0
2009-06-12 05:30:00	ES	Futures	903.66	903.66	901.5	901.74	3432.0
2009-06-12 06:00:00	ES	Futures	901.74	902.94	901.74	902.46	2079.0
2009-06-12 06:30:00	ES	Futures	902.7	903.42	901.98	903.18	1511.0
2009-06-12 07:00:00	ES	Futures	903.42	903.42	899.59	899.59	5183.0
2009-06-12 07:30:00	ES	Futures	899.59	901.02	898.63	900.78	3685.0
2009-06-12 08:00:00	ES	Futures	900.78	901.02	898.87	899.35	3767.0
2009-06-12 08:30:00	ES	Futures	899.35	899.59	897.19	898.87	6173.0
2009-06-12 09:00:00	ES	Futures	898.87	900.78	898.63	900.3	4204.0
2009-06-12 09:30:00	ES	Futures	900.3	901.5	897.91	898.87	55497.0
2009-06-12 10:00:00	ES	Futures	898.63	902.22	896.47	899.82	32438.0
2009-06-12 10:30:00	ES	Futures	899.82	904.38	899.35	902.7	21917.0
2009-06-12 11:00:00	ES	Futures	902.7	903.18	900.54	901.26	12478.0
2009-06-12 11:30:00	ES	Futures	901.02	902.46	899.35	900.3	13245.0
2009-06-12 12:00:00	ES	Futures	900.06	901.98	900.06	901.02	8689.0
2009-06-12 12:30:00	ES	Futures	900.78	902.22	899.35	901.74	18048.0
2009-06-12 13:00:00	ES	Futures	901.74	902.7	900.3	901.26	11915.0
2009-06-12 13:30:00	ES	Futures	901.5	903.42	900.78	902.94	9615.0
2009-06-12 14:00:00	ES	Futures	902.94	903.42	901.02	901.74	11414.0
2009-06-12 14:30:00	ES	Futures	901.74	907.25	901.74	905.58	27917.0
2009-06-12 15:00:00	ES	Futures	905.34	907.01	905.1	906.06	14553.0
2009-06-12 15:30:00	ES	Futures	906.3	907.01	902.22	907.01	30814.0
2009-06-12 16:00:00	ES	Futures	907.01	907.49	904.86	905.34	10480.0
2009-06-12 00:00:00	NQ	Futures	1696.31	1697.45	1695.75	1697.17	20.0
2009-06-12 00:30:00	NQ	Futures	1697.17	1698.59	1696.31	1698.3	28.0
2009-06-12 01:00:00	NQ	Futures	1698.3	1698.87	1697.45	1698.87	68.0
2009-06-12 01:30:00	NQ	Futures	1698.87	1699.16	1696.03	1698.02	30.0
2009-06-12 02:00:00	NQ	Futures	1698.02	1699.44	1696.88	1696.88	120.0
2009-06-12 02:30:00	NQ	Futures	1696.6	1697.45	1696.03	1696.03	44.0
2009-06-12 03:00:00	NQ	Futures	1696.6	1698.59	1692.91	1698.59	186.0
2009-06-12 03:30:00	NQ	Futures	1699.16	1700.29	1696.03	1698.3	206.0
2009-06-12 04:00:00	NQ	Futures	1698.02	1701.43	1698.02	1699.16	172.0
2009-06-12 04:30:00	NQ	Futures	1698.87	1701.15	1698.59	1701.15	72.0
2009-06-12 05:00:00	NQ	Futures	1700.01	1702.0	1699.16	1700.01	234.0
2009-06-12 05:30:00	NQ	Futures	1697.74	1698.59	1695.18	1695.75	159.0
2009-06-12 06:00:00	NQ	Futures	1696.6	1698.87	1696.31	1697.45	138.0
2009-06-12 06:30:00	NQ	Futures	1698.02	1698.87	1696.31	1698.59	87.0
2009-06-12 07:00:00	NQ	Futures	1698.87	1698.87	1692.05	1692.05	281.0
2009-06-12 07:30:00	NQ	Futures	1692.34	1692.91	1689.5	1692.62	455.0
2009-06-12 08:00:00	NQ	Futures	1692.05	1692.05	1688.36	1689.21	407.0

> showing 50 of 1,799 rows — these rows as CSV

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