PREVIEW / futures_30min / 2009-06-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-19.parquet
  size:    55 KB
  rows:    1,769

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
2009-06-19 00:00:00	ES	Futures	881.94	882.67	881.94	882.18	725.0
2009-06-19 00:30:00	ES	Futures	881.94	882.91	881.94	882.67	454.0
2009-06-19 01:00:00	ES	Futures	882.43	883.63	882.18	883.39	656.0
2009-06-19 01:30:00	ES	Futures	883.15	883.63	882.43	882.67	948.0
2009-06-19 02:00:00	ES	Futures	882.67	882.91	881.94	882.43	2323.0
2009-06-19 02:30:00	ES	Futures	882.43	883.63	882.18	883.39	2336.0
2009-06-19 03:00:00	ES	Futures	883.39	883.39	880.74	881.22	7197.0
2009-06-19 03:30:00	ES	Futures	881.46	883.15	880.98	882.18	4540.0
2009-06-19 04:00:00	ES	Futures	882.18	883.87	881.7	883.39	4928.0
2009-06-19 04:30:00	ES	Futures	883.39	883.87	881.7	882.43	6373.0
2009-06-19 05:00:00	ES	Futures	882.43	886.28	882.18	886.04	13005.0
2009-06-19 05:30:00	ES	Futures	886.04	886.77	885.56	886.28	11151.0
2009-06-19 06:00:00	ES	Futures	886.04	887.01	885.08	886.53	7933.0
2009-06-19 06:30:00	ES	Futures	886.53	887.73	886.04	887.01	7937.0
2009-06-19 07:00:00	ES	Futures	887.01	887.49	885.32	886.04	9259.0
2009-06-19 07:30:00	ES	Futures	886.28	887.49	884.84	887.01	12833.0
2009-06-19 08:00:00	ES	Futures	886.77	888.7	886.53	887.49	20796.0
2009-06-19 08:30:00	ES	Futures	887.73	889.9	887.49	888.45	29600.0
2009-06-19 09:00:00	ES	Futures	888.45	889.66	887.49	888.94	39230.0
2009-06-19 09:30:00	ES	Futures	888.94	890.38	887.49	888.7	190150.0
2009-06-19 10:00:00	ES	Futures	888.94	889.42	885.32	887.01	118705.0
2009-06-19 10:30:00	ES	Futures	887.01	890.14	886.53	889.18	98106.0
2009-06-19 11:00:00	ES	Futures	889.18	890.14	887.01	887.49	77325.0
2009-06-19 11:30:00	ES	Futures	887.49	888.21	885.8	887.01	67097.0
2009-06-19 12:00:00	ES	Futures	887.01	887.25	882.43	883.15	92027.0
2009-06-19 12:30:00	ES	Futures	882.91	883.39	881.46	881.7	78534.0
2009-06-19 13:00:00	ES	Futures	881.94	883.39	881.7	882.67	52165.0
2009-06-19 13:30:00	ES	Futures	882.67	884.84	882.18	882.67	77039.0
2009-06-19 14:00:00	ES	Futures	882.43	883.15	878.57	879.77	87264.0
2009-06-19 14:30:00	ES	Futures	879.77	882.43	879.53	881.94	58306.0
2009-06-19 15:00:00	ES	Futures	881.94	886.53	880.74	886.28	107088.0
2009-06-19 15:30:00	ES	Futures	886.53	887.25	882.67	882.91	158084.0
2009-06-19 16:00:00	ES	Futures	883.15	883.87	881.7	883.63	85559.0
2009-06-19 00:00:00	NQ	Futures	1656.46	1657.88	1656.46	1657.88	86.0
2009-06-19 00:30:00	NQ	Futures	1657.31	1658.17	1656.74	1656.74	80.0
2009-06-19 01:00:00	NQ	Futures	1657.31	1659.31	1657.03	1659.02	86.0
2009-06-19 01:30:00	NQ	Futures	1658.74	1659.31	1657.88	1657.88	86.0
2009-06-19 02:00:00	NQ	Futures	1657.88	1658.45	1656.46	1657.03	253.0
2009-06-19 02:30:00	NQ	Futures	1657.03	1658.74	1655.89	1658.45	143.0
2009-06-19 03:00:00	NQ	Futures	1658.17	1658.74	1653.61	1654.18	556.0
2009-06-19 03:30:00	NQ	Futures	1653.89	1657.31	1653.04	1655.6	424.0
2009-06-19 04:00:00	NQ	Futures	1655.6	1658.74	1654.75	1658.45	317.0
2009-06-19 04:30:00	NQ	Futures	1658.45	1659.31	1654.75	1655.32	463.0
2009-06-19 05:00:00	NQ	Futures	1655.6	1662.44	1655.6	1662.44	922.0
2009-06-19 05:30:00	NQ	Futures	1662.44	1665.86	1661.58	1665.57	1327.0
2009-06-19 06:00:00	NQ	Futures	1665.57	1666.71	1663.58	1664.72	852.0
2009-06-19 06:30:00	NQ	Futures	1664.43	1665.86	1663.86	1664.72	363.0
2009-06-19 07:00:00	NQ	Futures	1664.43	1665.86	1661.58	1662.44	992.0
2009-06-19 07:30:00	NQ	Futures	1662.44	1665.29	1659.59	1665.0	1006.0
2009-06-19 08:00:00	NQ	Futures	1664.72	1667.57	1663.58	1666.71	2624.0

> showing 50 of 1,769 rows — these rows as CSV

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