PREVIEW / futures_30min / 2009-06-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-15.parquet
  size:    68 KB
  rows:    2,305

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
2009-06-15 00:00:00	ES	Futures	902.2	902.44	901.96	902.44	576.0
2009-06-15 00:30:00	ES	Futures	902.2	902.92	902.2	902.44	337.0
2009-06-15 01:00:00	ES	Futures	902.68	902.68	902.2	902.68	376.0
2009-06-15 01:30:00	ES	Futures	902.92	902.92	901.96	902.2	907.0
2009-06-15 02:00:00	ES	Futures	902.44	902.44	899.79	901.0	4839.0
2009-06-15 02:30:00	ES	Futures	901.0	901.96	899.55	899.79	3232.0
2009-06-15 03:00:00	ES	Futures	899.79	899.79	898.58	899.31	8332.0
2009-06-15 03:30:00	ES	Futures	899.31	899.31	895.69	896.65	14584.0
2009-06-15 04:00:00	ES	Futures	896.41	897.62	896.17	897.38	5156.0
2009-06-15 04:30:00	ES	Futures	897.38	897.62	895.69	897.14	4528.0
2009-06-15 05:00:00	ES	Futures	896.9	897.38	894.73	895.45	5886.0
2009-06-15 05:30:00	ES	Futures	895.45	896.9	894.97	896.41	3832.0
2009-06-15 06:00:00	ES	Futures	896.41	898.34	896.41	897.38	3949.0
2009-06-15 06:30:00	ES	Futures	897.38	898.34	896.65	896.9	3882.0
2009-06-15 07:00:00	ES	Futures	896.9	897.86	895.45	896.17	5951.0
2009-06-15 07:30:00	ES	Futures	896.17	897.86	896.17	896.65	5379.0
2009-06-15 08:00:00	ES	Futures	896.41	899.07	895.69	897.38	12402.0
2009-06-15 08:30:00	ES	Futures	897.38	898.58	895.45	897.86	15131.0
2009-06-15 09:00:00	ES	Futures	898.1	898.34	895.93	898.1	22496.0
2009-06-15 09:30:00	ES	Futures	897.86	898.58	890.38	894.0	238643.0
2009-06-15 10:00:00	ES	Futures	894.0	894.48	891.59	892.55	110206.0
2009-06-15 10:30:00	ES	Futures	892.55	892.55	885.8	887.73	203349.0
2009-06-15 11:00:00	ES	Futures	887.73	888.45	884.11	885.32	132700.0
2009-06-15 11:30:00	ES	Futures	885.32	887.73	885.08	886.28	106155.0
2009-06-15 12:00:00	ES	Futures	886.04	886.77	884.11	884.6	64842.0
2009-06-15 12:30:00	ES	Futures	884.6	887.01	884.6	886.53	60818.0
2009-06-15 13:00:00	ES	Futures	886.53	886.77	883.87	884.36	77998.0
2009-06-15 13:30:00	ES	Futures	884.11	885.56	882.91	884.6	64406.0
2009-06-15 14:00:00	ES	Futures	884.6	886.53	883.87	886.04	47348.0
2009-06-15 14:30:00	ES	Futures	885.8	886.04	882.91	884.36	91271.0
2009-06-15 15:00:00	ES	Futures	884.6	887.01	882.91	885.8	98593.0
2009-06-15 15:30:00	ES	Futures	885.8	888.45	885.32	887.25	175022.0
2009-06-15 16:00:00	ES	Futures	887.25	888.21	885.56	886.77	86415.0
2009-06-15 16:30:00	ES	Futures	887.25	887.49	886.53	886.77	3680.0
2009-06-15 17:00:00	ES	Futures	887.01	887.01	886.28	886.53	1261.0
2009-06-15 18:00:00	ES	Futures	886.53	887.01	886.53	886.53	1160.0
2009-06-15 18:30:00	ES	Futures	886.77	887.01	886.53	886.53	367.0
2009-06-15 19:00:00	ES	Futures	886.77	887.01	885.8	886.28	779.0
2009-06-15 19:30:00	ES	Futures	886.28	887.49	886.04	887.25	1370.0
2009-06-15 20:00:00	ES	Futures	887.49	887.49	886.28	886.53	1585.0
2009-06-15 20:30:00	ES	Futures	886.53	886.53	885.56	885.56	2071.0
2009-06-15 21:00:00	ES	Futures	885.8	886.28	885.08	885.8	3070.0
2009-06-15 21:30:00	ES	Futures	886.04	887.25	885.8	887.01	1242.0
2009-06-15 22:00:00	ES	Futures	887.25	887.25	886.04	886.28	1431.0
2009-06-15 22:30:00	ES	Futures	886.28	887.49	886.04	886.53	1410.0
2009-06-15 23:00:00	ES	Futures	886.53	887.01	884.11	884.84	2888.0
2009-06-15 23:30:00	ES	Futures	884.6	884.84	883.87	884.11	2565.0
2009-06-15 00:00:00	NQ	Futures	1682.66	1683.23	1682.66	1683.23	19.0
2009-06-15 00:30:00	NQ	Futures	1682.94	1683.51	1682.09	1683.23	117.0
2009-06-15 01:00:00	NQ	Futures	1682.94	1683.51	1682.94	1683.51	15.0

> showing 50 of 2,305 rows — these rows as CSV

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