PREVIEW / futures_30min / 2009-06-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-17.parquet
  size:    68 KB
  rows:    2,337

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
2009-06-17 00:00:00	ES	Futures	878.08	878.81	877.6	878.08	1133.0
2009-06-17 00:30:00	ES	Futures	878.08	878.33	877.36	877.84	647.0
2009-06-17 01:00:00	ES	Futures	877.84	878.57	877.6	878.57	554.0
2009-06-17 01:30:00	ES	Futures	878.57	880.26	878.33	879.53	3208.0
2009-06-17 02:00:00	ES	Futures	879.53	879.77	878.81	879.29	4779.0
2009-06-17 02:30:00	ES	Futures	879.29	880.5	879.05	880.26	5732.0
2009-06-17 03:00:00	ES	Futures	880.26	880.5	877.84	879.05	8201.0
2009-06-17 03:30:00	ES	Futures	879.05	880.5	878.81	879.05	8339.0
2009-06-17 04:00:00	ES	Futures	879.05	879.29	875.67	877.12	8445.0
2009-06-17 04:30:00	ES	Futures	877.12	877.84	875.91	876.4	6849.0
2009-06-17 05:00:00	ES	Futures	876.4	876.4	875.19	875.43	7640.0
2009-06-17 05:30:00	ES	Futures	875.43	876.4	874.23	875.67	12175.0
2009-06-17 06:00:00	ES	Futures	875.67	876.64	873.74	875.43	8618.0
2009-06-17 06:30:00	ES	Futures	875.43	875.91	873.74	875.19	5931.0
2009-06-17 07:00:00	ES	Futures	875.19	879.05	874.71	878.57	11923.0
2009-06-17 07:30:00	ES	Futures	878.57	879.29	871.09	872.54	37890.0
2009-06-17 08:00:00	ES	Futures	872.3	874.23	872.06	873.5	30083.0
2009-06-17 08:30:00	ES	Futures	873.98	876.88	872.78	876.16	25049.0
2009-06-17 09:00:00	ES	Futures	875.91	876.16	872.54	874.95	38128.0
2009-06-17 09:30:00	ES	Futures	874.71	877.12	870.85	871.33	277562.0
2009-06-17 10:00:00	ES	Futures	871.33	875.43	870.61	871.57	237769.0
2009-06-17 10:30:00	ES	Futures	871.81	871.81	867.47	870.13	191631.0
2009-06-17 11:00:00	ES	Futures	870.13	874.47	870.13	873.74	149456.0
2009-06-17 11:30:00	ES	Futures	873.5	874.95	871.81	874.47	125950.0
2009-06-17 12:00:00	ES	Futures	874.71	879.05	874.47	877.6	134958.0
2009-06-17 12:30:00	ES	Futures	877.84	878.08	874.95	875.91	62777.0
2009-06-17 13:00:00	ES	Futures	875.91	878.08	874.95	878.08	58812.0
2009-06-17 13:30:00	ES	Futures	878.08	881.7	877.6	879.77	106586.0
2009-06-17 14:00:00	ES	Futures	879.77	881.7	879.05	881.7	66448.0
2009-06-17 14:30:00	ES	Futures	881.7	881.94	876.4	877.84	88108.0
2009-06-17 15:00:00	ES	Futures	877.6	879.29	874.71	874.95	106166.0
2009-06-17 15:30:00	ES	Futures	874.95	877.36	873.02	874.47	210325.0
2009-06-17 16:00:00	ES	Futures	874.47	874.71	873.02	873.02	68792.0
2009-06-17 16:30:00	ES	Futures	873.5	874.71	873.26	874.23	4633.0
2009-06-17 17:00:00	ES	Futures	874.23	874.47	873.5	873.5	1852.0
2009-06-17 18:00:00	ES	Futures	873.74	874.47	873.5	874.47	1448.0
2009-06-17 18:30:00	ES	Futures	874.23	874.47	873.98	874.47	770.0
2009-06-17 19:00:00	ES	Futures	874.47	876.4	874.23	875.91	2467.0
2009-06-17 19:30:00	ES	Futures	875.67	877.6	875.67	877.12	2610.0
2009-06-17 20:00:00	ES	Futures	877.12	877.36	874.71	875.19	1797.0
2009-06-17 20:30:00	ES	Futures	875.19	876.4	874.71	875.91	1361.0
2009-06-17 21:00:00	ES	Futures	875.91	878.33	875.91	876.64	4124.0
2009-06-17 21:30:00	ES	Futures	876.88	876.88	875.43	876.64	1676.0
2009-06-17 22:00:00	ES	Futures	876.64	877.6	876.16	876.64	1766.0
2009-06-17 22:30:00	ES	Futures	876.64	877.6	876.16	876.4	1644.0
2009-06-17 23:00:00	ES	Futures	876.4	877.12	874.95	874.95	1540.0
2009-06-17 23:30:00	ES	Futures	875.19	875.67	874.47	875.19	1491.0
2009-06-17 00:00:00	NQ	Futures	1650.19	1651.9	1650.19	1651.05	176.0
2009-06-17 00:30:00	NQ	Futures	1651.33	1651.62	1649.91	1649.91	118.0
2009-06-17 01:00:00	NQ	Futures	1651.05	1652.19	1650.76	1652.19	155.0

> showing 50 of 2,337 rows — these rows as CSV

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