PREVIEW / futures_30min / 2009-06-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-16.parquet
  size:    68 KB
  rows:    2,314

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
2009-06-16 00:00:00	ES	Futures	884.11	884.36	883.87	884.11	1030.0
2009-06-16 00:30:00	ES	Futures	884.36	884.36	883.87	884.11	334.0
2009-06-16 01:00:00	ES	Futures	884.11	884.36	884.11	884.36	533.0
2009-06-16 01:30:00	ES	Futures	884.11	884.6	884.11	884.36	899.0
2009-06-16 02:00:00	ES	Futures	884.11	885.08	884.11	884.84	1607.0
2009-06-16 02:30:00	ES	Futures	884.84	887.25	884.6	886.53	3519.0
2009-06-16 03:00:00	ES	Futures	886.53	887.73	884.84	885.56	8609.0
2009-06-16 03:30:00	ES	Futures	885.56	887.01	885.32	886.53	3458.0
2009-06-16 04:00:00	ES	Futures	886.53	886.77	884.36	886.28	6242.0
2009-06-16 04:30:00	ES	Futures	886.28	887.01	885.32	886.77	3280.0
2009-06-16 05:00:00	ES	Futures	886.77	888.45	886.77	888.21	8399.0
2009-06-16 05:30:00	ES	Futures	887.97	888.7	886.77	888.7	5582.0
2009-06-16 06:00:00	ES	Futures	888.7	888.94	887.73	888.94	4410.0
2009-06-16 06:30:00	ES	Futures	888.94	889.18	887.97	888.7	4882.0
2009-06-16 07:00:00	ES	Futures	888.45	890.14	888.45	889.18	11895.0
2009-06-16 07:30:00	ES	Futures	889.42	890.63	887.97	890.38	10291.0
2009-06-16 08:00:00	ES	Futures	890.63	890.87	888.7	889.9	14733.0
2009-06-16 08:30:00	ES	Futures	890.14	892.07	889.9	890.14	36917.0
2009-06-16 09:00:00	ES	Futures	889.9	891.35	889.42	890.63	26512.0
2009-06-16 09:30:00	ES	Futures	890.63	891.35	887.73	888.7	203936.0
2009-06-16 10:00:00	ES	Futures	888.94	891.35	886.77	888.7	163019.0
2009-06-16 10:30:00	ES	Futures	888.45	890.38	887.73	889.42	63234.0
2009-06-16 11:00:00	ES	Futures	889.18	891.35	888.21	889.18	68919.0
2009-06-16 11:30:00	ES	Futures	888.94	889.42	884.84	885.32	101076.0
2009-06-16 12:00:00	ES	Futures	885.32	886.28	884.36	885.32	93487.0
2009-06-16 12:30:00	ES	Futures	885.32	885.56	878.33	880.01	153385.0
2009-06-16 13:00:00	ES	Futures	879.77	880.01	876.16	878.33	99032.0
2009-06-16 13:30:00	ES	Futures	878.33	879.77	877.36	878.08	68743.0
2009-06-16 14:00:00	ES	Futures	878.08	878.33	875.19	876.16	137906.0
2009-06-16 14:30:00	ES	Futures	876.16	879.29	874.47	878.57	114634.0
2009-06-16 15:00:00	ES	Futures	878.57	880.74	876.88	878.81	128748.0
2009-06-16 15:30:00	ES	Futures	878.81	881.46	874.95	875.19	219296.0
2009-06-16 16:00:00	ES	Futures	875.43	876.16	874.71	875.91	83709.0
2009-06-16 16:30:00	ES	Futures	875.91	876.4	874.71	875.43	6659.0
2009-06-16 17:00:00	ES	Futures	875.19	875.67	873.74	874.23	2745.0
2009-06-16 18:00:00	ES	Futures	874.47	875.43	873.98	874.47	1884.0
2009-06-16 18:30:00	ES	Futures	874.47	874.95	874.23	874.71	498.0
2009-06-16 19:00:00	ES	Futures	874.71	875.43	874.23	874.47	1044.0
2009-06-16 19:30:00	ES	Futures	874.47	875.19	873.98	874.95	1671.0
2009-06-16 20:00:00	ES	Futures	874.71	877.36	874.71	876.88	4068.0
2009-06-16 20:30:00	ES	Futures	877.12	879.53	876.88	878.57	4185.0
2009-06-16 21:00:00	ES	Futures	878.33	878.81	877.84	877.84	2465.0
2009-06-16 21:30:00	ES	Futures	877.84	879.05	877.6	878.81	1630.0
2009-06-16 22:00:00	ES	Futures	878.81	879.05	876.88	878.08	2179.0
2009-06-16 22:30:00	ES	Futures	877.84	877.84	876.88	877.12	1164.0
2009-06-16 23:00:00	ES	Futures	877.36	877.6	876.64	876.64	1075.0
2009-06-16 23:30:00	ES	Futures	876.88	878.33	876.64	877.84	1275.0
2009-06-16 00:00:00	NQ	Futures	1654.18	1656.46	1654.18	1654.18	52.0
2009-06-16 00:30:00	NQ	Futures	1654.75	1654.75	1654.18	1654.46	5.0
2009-06-16 01:00:00	NQ	Futures	1654.75	1655.32	1654.46	1655.32	44.0

> showing 50 of 2,314 rows — these rows as CSV

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