PREVIEW / futures_30min / 2009-06-25

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-25.parquet
  size:    68 KB
  rows:    2,281

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
2009-06-25 00:00:00	ES	Futures	867.96	876.4	867.96	874.95	16712.0
2009-06-25 00:30:00	ES	Futures	874.95	875.67	873.98	874.47	2640.0
2009-06-25 01:00:00	ES	Futures	874.23	875.91	873.98	875.67	2209.0
2009-06-25 01:30:00	ES	Futures	875.43	875.91	872.78	872.78	3661.0
2009-06-25 02:00:00	ES	Futures	872.78	873.98	871.57	871.81	4726.0
2009-06-25 02:30:00	ES	Futures	871.81	874.71	871.33	872.3	5502.0
2009-06-25 03:00:00	ES	Futures	872.3	872.54	868.68	868.92	14248.0
2009-06-25 03:30:00	ES	Futures	868.92	871.57	868.2	871.57	8734.0
2009-06-25 04:00:00	ES	Futures	871.33	874.71	871.09	873.26	10083.0
2009-06-25 04:30:00	ES	Futures	873.26	873.5	870.37	871.33	5320.0
2009-06-25 05:00:00	ES	Futures	871.09	872.3	867.96	868.44	9868.0
2009-06-25 05:30:00	ES	Futures	868.2	869.64	866.27	866.99	10629.0
2009-06-25 06:00:00	ES	Futures	866.99	867.96	864.34	865.3	13427.0
2009-06-25 06:30:00	ES	Futures	865.3	866.27	864.34	865.79	6359.0
2009-06-25 07:00:00	ES	Futures	866.03	868.2	865.54	867.96	6800.0
2009-06-25 07:30:00	ES	Futures	867.96	869.4	866.99	867.23	10272.0
2009-06-25 08:00:00	ES	Futures	867.23	867.23	864.58	865.3	14674.0
2009-06-25 08:30:00	ES	Futures	865.3	865.3	859.52	860.24	61801.0
2009-06-25 09:00:00	ES	Futures	860.48	861.93	860.0	860.72	20572.0
2009-06-25 09:30:00	ES	Futures	860.72	868.92	859.76	868.2	250952.0
2009-06-25 10:00:00	ES	Futures	867.96	873.74	867.96	872.54	254462.0
2009-06-25 10:30:00	ES	Futures	872.3	872.78	869.16	870.13	147450.0
2009-06-25 11:00:00	ES	Futures	870.13	874.71	869.4	874.71	100516.0
2009-06-25 11:30:00	ES	Futures	874.71	881.22	874.47	880.74	216310.0
2009-06-25 12:00:00	ES	Futures	880.74	882.18	880.26	881.7	124936.0
2009-06-25 12:30:00	ES	Futures	881.7	882.43	879.53	879.53	65723.0
2009-06-25 13:00:00	ES	Futures	879.77	885.32	879.29	883.87	136375.0
2009-06-25 13:30:00	ES	Futures	883.87	884.36	881.7	882.67	53619.0
2009-06-25 14:00:00	ES	Futures	882.91	883.15	878.08	880.74	121317.0
2009-06-25 14:30:00	ES	Futures	880.74	881.7	878.57	880.26	86479.0
2009-06-25 15:00:00	ES	Futures	880.26	883.15	879.29	881.94	119126.0
2009-06-25 15:30:00	ES	Futures	882.18	884.11	877.36	883.87	238313.0
2009-06-25 16:00:00	ES	Futures	883.87	885.32	883.39	884.6	110291.0
2009-06-25 16:30:00	ES	Futures	884.6	884.84	883.39	883.87	5511.0
2009-06-25 17:00:00	ES	Futures	883.63	883.87	883.15	883.39	2222.0
2009-06-25 18:00:00	ES	Futures	883.39	883.87	883.15	883.63	773.0
2009-06-25 18:30:00	ES	Futures	883.63	883.63	883.15	883.39	227.0
2009-06-25 19:00:00	ES	Futures	883.39	883.63	883.15	883.39	427.0
2009-06-25 19:30:00	ES	Futures	883.63	884.11	882.67	882.91	1744.0
2009-06-25 20:00:00	ES	Futures	882.91	882.91	882.18	882.43	2079.0
2009-06-25 20:30:00	ES	Futures	882.18	882.67	881.46	881.7	1571.0
2009-06-25 21:00:00	ES	Futures	881.7	881.7	880.98	881.46	1334.0
2009-06-25 21:30:00	ES	Futures	881.7	881.94	880.98	880.98	1015.0
2009-06-25 22:00:00	ES	Futures	880.98	882.18	880.98	881.7	1832.0
2009-06-25 22:30:00	ES	Futures	881.7	881.7	880.01	880.01	2032.0
2009-06-25 23:00:00	ES	Futures	880.5	881.22	880.26	880.5	917.0
2009-06-25 23:30:00	ES	Futures	880.74	880.74	880.01	880.5	1134.0
2009-06-25 00:00:00	NQ	Futures	1650.19	1666.71	1650.19	1663.01	1220.0
2009-06-25 00:30:00	NQ	Futures	1663.01	1663.86	1661.58	1662.44	95.0
2009-06-25 01:00:00	NQ	Futures	1661.58	1664.15	1661.58	1664.15	228.0

> showing 50 of 2,281 rows — these rows as CSV

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