PREVIEW / futures_30min / 2009-06-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-23.parquet
  size:    65 KB
  rows:    2,275

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
2009-06-23 00:00:00	ES	Futures	857.59	858.55	857.34	857.59	1674.0
2009-06-23 00:30:00	ES	Futures	857.59	858.31	857.34	858.07	1391.0
2009-06-23 01:00:00	ES	Futures	857.83	858.31	856.62	857.34	1396.0
2009-06-23 01:30:00	ES	Futures	857.59	857.83	855.9	855.9	3015.0
2009-06-23 02:00:00	ES	Futures	855.9	858.31	855.17	857.83	6698.0
2009-06-23 02:30:00	ES	Futures	858.07	860.0	857.59	858.31	9116.0
2009-06-23 03:00:00	ES	Futures	858.31	861.2	858.07	860.96	12136.0
2009-06-23 03:30:00	ES	Futures	860.96	862.17	860.72	860.72	11908.0
2009-06-23 04:00:00	ES	Futures	860.72	860.72	857.34	857.59	8615.0
2009-06-23 04:30:00	ES	Futures	857.83	861.69	857.34	861.2	8080.0
2009-06-23 05:00:00	ES	Futures	861.2	862.65	860.96	861.93	8745.0
2009-06-23 05:30:00	ES	Futures	862.17	862.41	860.48	860.96	5866.0
2009-06-23 06:00:00	ES	Futures	860.96	861.93	860.24	860.96	4636.0
2009-06-23 06:30:00	ES	Futures	861.2	862.17	860.48	860.96	6599.0
2009-06-23 07:00:00	ES	Futures	860.96	861.2	859.52	859.76	8502.0
2009-06-23 07:30:00	ES	Futures	859.76	861.44	859.52	860.0	7716.0
2009-06-23 08:00:00	ES	Futures	860.0	862.65	860.0	861.93	22773.0
2009-06-23 08:30:00	ES	Futures	862.17	862.17	860.24	860.72	26812.0
2009-06-23 09:00:00	ES	Futures	860.72	861.2	858.31	859.03	25209.0
2009-06-23 09:30:00	ES	Futures	859.03	862.41	857.83	861.93	233338.0
2009-06-23 10:00:00	ES	Futures	861.93	862.89	855.66	855.66	248269.0
2009-06-23 10:30:00	ES	Futures	855.66	857.83	853.97	856.14	185848.0
2009-06-23 11:00:00	ES	Futures	856.14	856.86	853.0	856.14	132496.0
2009-06-23 11:30:00	ES	Futures	855.9	858.79	855.9	858.55	81697.0
2009-06-23 12:00:00	ES	Futures	858.55	858.79	856.38	857.1	77478.0
2009-06-23 12:30:00	ES	Futures	857.1	860.24	856.86	858.55	92232.0
2009-06-23 13:00:00	ES	Futures	858.55	861.69	858.07	859.03	90528.0
2009-06-23 13:30:00	ES	Futures	858.79	859.76	856.86	856.86	43977.0
2009-06-23 14:00:00	ES	Futures	856.86	861.44	856.38	859.52	64888.0
2009-06-23 14:30:00	ES	Futures	859.52	860.48	857.1	858.79	66615.0
2009-06-23 15:00:00	ES	Futures	858.79	860.72	856.62	860.48	82928.0
2009-06-23 15:30:00	ES	Futures	860.24	861.93	857.83	858.55	144251.0
2009-06-23 16:00:00	ES	Futures	858.55	858.79	857.1	858.55	78291.0
2009-06-23 16:30:00	ES	Futures	859.03	859.03	858.07	858.55	2642.0
2009-06-23 17:00:00	ES	Futures	858.55	858.79	857.59	858.31	1165.0
2009-06-23 18:00:00	ES	Futures	858.55	858.79	857.83	857.83	1670.0
2009-06-23 18:30:00	ES	Futures	857.83	858.31	857.83	858.31	409.0
2009-06-23 19:00:00	ES	Futures	858.07	858.31	857.34	857.59	880.0
2009-06-23 19:30:00	ES	Futures	857.34	858.55	857.1	858.31	1475.0
2009-06-23 20:00:00	ES	Futures	858.55	858.55	857.83	858.07	894.0
2009-06-23 20:30:00	ES	Futures	858.31	858.55	857.59	857.83	723.0
2009-06-23 21:00:00	ES	Futures	858.07	858.07	856.86	857.1	699.0
2009-06-23 21:30:00	ES	Futures	857.34	857.83	856.86	857.1	995.0
2009-06-23 22:00:00	ES	Futures	857.1	857.83	856.86	856.86	785.0
2009-06-23 22:30:00	ES	Futures	856.86	857.83	856.86	857.59	850.0
2009-06-23 23:00:00	ES	Futures	857.34	858.55	857.34	858.31	991.0
2009-06-23 23:30:00	ES	Futures	858.31	859.52	858.07	859.03	1601.0
2009-06-23 00:00:00	NQ	Futures	1626.84	1627.98	1626.84	1627.12	69.0
2009-06-23 00:30:00	NQ	Futures	1627.12	1627.69	1626.27	1626.84	81.0
2009-06-23 01:00:00	NQ	Futures	1626.55	1627.69	1625.41	1625.7	111.0

> showing 50 of 2,275 rows — these rows as CSV

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