PREVIEW / futures_30min / 2009-06-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-24.parquet
  size:    67 KB
  rows:    2,280

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
2009-06-24 00:00:00	ES	Futures	859.27	860.72	859.03	860.24	2445.0
2009-06-24 00:30:00	ES	Futures	860.48	860.96	860.24	860.48	1483.0
2009-06-24 01:00:00	ES	Futures	860.48	861.2	860.24	860.24	642.0
2009-06-24 01:30:00	ES	Futures	860.24	860.96	860.0	860.48	1115.0
2009-06-24 02:00:00	ES	Futures	860.24	861.2	860.0	860.96	2684.0
2009-06-24 02:30:00	ES	Futures	861.2	863.37	860.96	863.13	7783.0
2009-06-24 03:00:00	ES	Futures	863.13	863.13	858.31	859.52	13351.0
2009-06-24 03:30:00	ES	Futures	859.52	859.76	858.07	858.79	6089.0
2009-06-24 04:00:00	ES	Futures	859.03	861.44	859.03	860.48	6638.0
2009-06-24 04:30:00	ES	Futures	860.48	862.17	860.0	861.44	5240.0
2009-06-24 05:00:00	ES	Futures	861.2	863.37	860.0	862.41	8331.0
2009-06-24 05:30:00	ES	Futures	862.41	863.37	861.44	863.13	7424.0
2009-06-24 06:00:00	ES	Futures	862.89	863.37	861.69	862.89	3923.0
2009-06-24 06:30:00	ES	Futures	862.89	863.13	861.69	862.41	4030.0
2009-06-24 07:00:00	ES	Futures	862.41	865.06	861.93	863.13	13175.0
2009-06-24 07:30:00	ES	Futures	863.13	863.61	861.44	863.13	10927.0
2009-06-24 08:00:00	ES	Futures	863.13	863.61	862.41	863.13	9694.0
2009-06-24 08:30:00	ES	Futures	863.37	868.2	863.37	866.75	52617.0
2009-06-24 09:00:00	ES	Futures	866.75	866.99	864.82	865.3	18462.0
2009-06-24 09:30:00	ES	Futures	865.54	868.44	864.34	868.2	109281.0
2009-06-24 10:00:00	ES	Futures	868.2	873.02	866.51	872.06	177546.0
2009-06-24 10:30:00	ES	Futures	872.06	874.47	870.85	873.26	143758.0
2009-06-24 11:00:00	ES	Futures	873.02	874.47	872.06	873.5	65300.0
2009-06-24 11:30:00	ES	Futures	873.5	873.74	871.09	872.06	59154.0
2009-06-24 12:00:00	ES	Futures	872.06	872.54	870.13	870.85	39104.0
2009-06-24 12:30:00	ES	Futures	870.85	871.09	869.4	870.61	33033.0
2009-06-24 13:00:00	ES	Futures	870.61	872.54	870.37	871.81	28551.0
2009-06-24 13:30:00	ES	Futures	871.81	872.06	869.64	870.37	41472.0
2009-06-24 14:00:00	ES	Futures	870.37	872.3	866.03	866.99	143557.0
2009-06-24 14:30:00	ES	Futures	866.99	867.71	862.17	865.3	240860.0
2009-06-24 15:00:00	ES	Futures	865.54	866.51	860.0	863.37	198208.0
2009-06-24 15:30:00	ES	Futures	863.37	865.79	860.48	864.82	208300.0
2009-06-24 16:00:00	ES	Futures	865.06	866.51	864.58	866.27	68692.0
2009-06-24 16:30:00	ES	Futures	866.27	866.27	865.3	866.03	3771.0
2009-06-24 17:00:00	ES	Futures	866.27	866.27	864.82	865.06	1337.0
2009-06-24 18:00:00	ES	Futures	865.3	866.27	865.06	865.54	1215.0
2009-06-24 18:30:00	ES	Futures	865.79	866.27	865.79	866.03	231.0
2009-06-24 19:00:00	ES	Futures	865.79	866.03	865.54	865.79	320.0
2009-06-24 19:30:00	ES	Futures	866.03	866.03	865.54	865.79	537.0
2009-06-24 20:00:00	ES	Futures	866.03	866.27	865.54	866.03	2069.0
2009-06-24 20:30:00	ES	Futures	866.27	867.71	866.03	866.75	3025.0
2009-06-24 21:00:00	ES	Futures	866.75	867.23	866.27	866.51	1554.0
2009-06-24 21:30:00	ES	Futures	866.51	868.2	866.27	867.47	2138.0
2009-06-24 22:00:00	ES	Futures	867.71	867.71	866.03	866.27	1726.0
2009-06-24 22:30:00	ES	Futures	866.03	867.23	865.79	867.23	1185.0
2009-06-24 23:00:00	ES	Futures	866.99	868.2	866.99	867.96	1484.0
2009-06-24 23:30:00	ES	Futures	867.96	868.44	867.71	868.2	1694.0
2009-06-24 00:00:00	NQ	Futures	1622.85	1625.7	1622.85	1625.7	150.0
2009-06-24 00:30:00	NQ	Futures	1625.98	1625.98	1624.56	1624.84	28.0
2009-06-24 01:00:00	NQ	Futures	1625.98	1625.98	1624.56	1625.13	27.0

> showing 50 of 2,280 rows — these rows as CSV

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