PREVIEW / futures_30min / 2009-06-18

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-18.parquet
  size:    66 KB
  rows:    2,268

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
2009-06-18 00:00:00	ES	Futures	875.43	875.91	874.47	874.71	1057.0
2009-06-18 00:30:00	ES	Futures	874.71	874.71	873.5	873.98	1825.0
2009-06-18 01:00:00	ES	Futures	873.98	875.67	873.74	874.95	1153.0
2009-06-18 01:30:00	ES	Futures	874.71	876.4	874.71	876.16	993.0
2009-06-18 02:00:00	ES	Futures	875.91	877.6	875.19	877.36	1980.0
2009-06-18 02:30:00	ES	Futures	877.6	879.05	877.6	878.08	4544.0
2009-06-18 03:00:00	ES	Futures	878.08	880.01	876.88	878.81	9368.0
2009-06-18 03:30:00	ES	Futures	878.81	878.81	875.19	875.91	7941.0
2009-06-18 04:00:00	ES	Futures	875.67	876.88	873.98	874.47	9523.0
2009-06-18 04:30:00	ES	Futures	874.23	874.95	872.78	874.23	9842.0
2009-06-18 05:00:00	ES	Futures	874.23	875.19	873.74	875.19	4312.0
2009-06-18 05:30:00	ES	Futures	875.19	876.16	874.23	875.19	3996.0
2009-06-18 06:00:00	ES	Futures	875.19	876.16	874.23	874.47	3816.0
2009-06-18 06:30:00	ES	Futures	874.23	874.71	871.57	871.81	7714.0
2009-06-18 07:00:00	ES	Futures	871.81	875.43	871.81	875.43	9536.0
2009-06-18 07:30:00	ES	Futures	875.43	875.67	871.33	871.81	11472.0
2009-06-18 08:00:00	ES	Futures	871.81	873.26	871.09	872.06	13801.0
2009-06-18 08:30:00	ES	Futures	872.3	877.36	871.81	876.4	45984.0
2009-06-18 09:00:00	ES	Futures	876.4	877.12	875.19	875.67	17393.0
2009-06-18 09:30:00	ES	Futures	875.43	881.22	871.57	880.5	242007.0
2009-06-18 10:00:00	ES	Futures	880.5	883.87	880.26	881.94	205965.0
2009-06-18 10:30:00	ES	Futures	881.94	882.67	878.57	879.53	129200.0
2009-06-18 11:00:00	ES	Futures	879.53	882.43	879.53	881.22	88237.0
2009-06-18 11:30:00	ES	Futures	881.22	881.94	879.05	881.7	73227.0
2009-06-18 12:00:00	ES	Futures	881.7	882.18	880.26	881.7	45104.0
2009-06-18 12:30:00	ES	Futures	881.7	883.39	881.22	883.39	49038.0
2009-06-18 13:00:00	ES	Futures	883.39	885.32	882.67	884.84	74759.0
2009-06-18 13:30:00	ES	Futures	884.6	884.84	882.18	882.43	61153.0
2009-06-18 14:00:00	ES	Futures	882.43	882.91	880.01	881.7	100241.0
2009-06-18 14:30:00	ES	Futures	881.7	883.39	880.5	883.39	68985.0
2009-06-18 15:00:00	ES	Futures	883.39	885.08	882.18	882.67	80485.0
2009-06-18 15:30:00	ES	Futures	882.67	883.87	878.81	880.5	163098.0
2009-06-18 16:00:00	ES	Futures	880.26	881.46	878.81	881.46	89087.0
2009-06-18 16:30:00	ES	Futures	880.01	882.18	879.77	880.98	6573.0
2009-06-18 17:00:00	ES	Futures	880.98	881.94	880.74	881.7	1719.0
2009-06-18 18:00:00	ES	Futures	882.43	882.91	882.18	882.43	2715.0
2009-06-18 18:30:00	ES	Futures	882.43	882.91	882.18	882.91	941.0
2009-06-18 19:00:00	ES	Futures	882.67	882.91	882.43	882.91	620.0
2009-06-18 19:30:00	ES	Futures	882.91	883.15	882.67	882.91	498.0
2009-06-18 20:00:00	ES	Futures	883.15	883.39	882.43	883.15	2199.0
2009-06-18 20:30:00	ES	Futures	883.39	883.63	882.67	882.91	1580.0
2009-06-18 21:00:00	ES	Futures	882.91	883.39	882.18	882.18	890.0
2009-06-18 21:30:00	ES	Futures	882.43	882.67	881.46	881.94	1017.0
2009-06-18 22:00:00	ES	Futures	881.94	882.67	881.22	881.7	1290.0
2009-06-18 22:30:00	ES	Futures	881.46	882.18	881.46	881.94	366.0
2009-06-18 23:00:00	ES	Futures	881.7	882.67	881.7	882.18	788.0
2009-06-18 23:30:00	ES	Futures	882.18	883.15	881.94	881.94	1097.0
2009-06-18 00:00:00	NQ	Futures	1655.89	1656.46	1654.18	1655.03	78.0
2009-06-18 00:30:00	NQ	Futures	1654.18	1654.46	1652.47	1653.32	117.0
2009-06-18 01:00:00	NQ	Futures	1653.61	1655.03	1653.32	1654.18	289.0

> showing 50 of 2,268 rows — these rows as CSV

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