PREVIEW / futures_30min / 2009-06-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-22.parquet
  size:    67 KB
  rows:    2,296

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
2009-06-22 00:00:00	ES	Futures	883.39	885.56	883.15	884.84	2047.0
2009-06-22 00:30:00	ES	Futures	884.84	886.77	884.84	886.04	2370.0
2009-06-22 01:00:00	ES	Futures	886.04	886.53	885.8	886.04	711.0
2009-06-22 01:30:00	ES	Futures	886.28	886.77	885.32	885.56	1068.0
2009-06-22 02:00:00	ES	Futures	885.8	886.53	883.39	883.39	3458.0
2009-06-22 02:30:00	ES	Futures	883.63	883.63	881.7	882.91	3384.0
2009-06-22 03:00:00	ES	Futures	882.91	883.63	879.53	879.77	12110.0
2009-06-22 03:30:00	ES	Futures	879.53	879.77	878.33	879.77	8859.0
2009-06-22 04:00:00	ES	Futures	879.77	880.01	877.36	877.84	8543.0
2009-06-22 04:30:00	ES	Futures	877.84	877.84	875.67	876.88	9792.0
2009-06-22 05:00:00	ES	Futures	877.12	877.12	875.19	876.16	5654.0
2009-06-22 05:30:00	ES	Futures	876.4	878.08	875.67	877.84	5317.0
2009-06-22 06:00:00	ES	Futures	877.84	878.33	875.67	876.64	7741.0
2009-06-22 06:30:00	ES	Futures	876.64	878.33	875.43	876.16	6238.0
2009-06-22 07:00:00	ES	Futures	876.16	877.6	874.95	875.19	8569.0
2009-06-22 07:30:00	ES	Futures	875.19	877.12	874.95	875.67	9287.0
2009-06-22 08:00:00	ES	Futures	875.91	876.88	874.71	874.95	9859.0
2009-06-22 08:30:00	ES	Futures	874.95	875.19	873.02	874.23	21769.0
2009-06-22 09:00:00	ES	Futures	874.23	875.43	873.5	874.95	18536.0
2009-06-22 09:30:00	ES	Futures	874.71	875.67	867.71	868.44	282285.0
2009-06-22 10:00:00	ES	Futures	868.44	869.89	866.75	867.96	217759.0
2009-06-22 10:30:00	ES	Futures	868.2	868.2	864.58	865.54	162037.0
2009-06-22 11:00:00	ES	Futures	865.3	866.27	863.61	865.3	112127.0
2009-06-22 11:30:00	ES	Futures	865.06	865.54	860.72	861.2	120169.0
2009-06-22 12:00:00	ES	Futures	861.2	862.89	860.48	861.93	72610.0
2009-06-22 12:30:00	ES	Futures	861.93	862.89	860.72	862.17	76496.0
2009-06-22 13:00:00	ES	Futures	861.93	862.17	857.83	859.27	106829.0
2009-06-22 13:30:00	ES	Futures	859.27	861.93	859.03	861.44	68313.0
2009-06-22 14:00:00	ES	Futures	861.44	862.17	860.0	860.72	72046.0
2009-06-22 14:30:00	ES	Futures	860.48	862.89	859.76	861.93	91454.0
2009-06-22 15:00:00	ES	Futures	861.93	863.61	860.96	861.93	99610.0
2009-06-22 15:30:00	ES	Futures	861.69	863.61	856.62	856.86	256830.0
2009-06-22 16:00:00	ES	Futures	857.1	858.55	856.38	857.1	138142.0
2009-06-22 16:30:00	ES	Futures	857.34	858.31	856.38	858.07	6059.0
2009-06-22 17:00:00	ES	Futures	858.07	858.31	857.34	857.59	844.0
2009-06-22 18:00:00	ES	Futures	857.34	858.07	857.1	857.83	1529.0
2009-06-22 18:30:00	ES	Futures	857.83	858.07	857.34	858.07	657.0
2009-06-22 19:00:00	ES	Futures	857.83	858.55	857.59	858.07	962.0
2009-06-22 19:30:00	ES	Futures	858.31	858.79	857.59	858.55	1561.0
2009-06-22 20:00:00	ES	Futures	858.55	859.03	857.59	858.31	2758.0
2009-06-22 20:30:00	ES	Futures	858.07	858.79	857.34	858.07	2575.0
2009-06-22 21:00:00	ES	Futures	858.07	859.03	857.59	858.31	1703.0
2009-06-22 21:30:00	ES	Futures	858.55	859.03	857.59	858.07	1616.0
2009-06-22 22:00:00	ES	Futures	858.07	858.31	856.62	857.83	3319.0
2009-06-22 22:30:00	ES	Futures	857.83	858.07	855.9	855.9	3242.0
2009-06-22 23:00:00	ES	Futures	856.14	857.1	855.9	857.1	1750.0
2009-06-22 23:30:00	ES	Futures	857.1	858.07	856.86	857.59	1938.0
2009-06-22 00:00:00	NQ	Futures	1668.99	1673.26	1668.99	1672.41	110.0
2009-06-22 00:30:00	NQ	Futures	1672.69	1675.25	1672.69	1674.69	154.0
2009-06-22 01:00:00	NQ	Futures	1674.12	1674.97	1673.55	1674.12	151.0

> showing 50 of 2,296 rows — these rows as CSV

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