PREVIEW / futures_30min / 2009-06-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-26.parquet
  size:    54 KB
  rows:    1,777

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
2009-06-26 00:00:00	ES	Futures	880.5	880.98	880.26	880.74	1740.0
2009-06-26 00:30:00	ES	Futures	880.74	881.22	880.01	880.74	1233.0
2009-06-26 01:00:00	ES	Futures	880.74	881.46	880.5	881.22	1368.0
2009-06-26 01:30:00	ES	Futures	881.22	882.43	881.22	881.94	1968.0
2009-06-26 02:00:00	ES	Futures	881.94	882.67	881.7	882.67	2694.0
2009-06-26 02:30:00	ES	Futures	882.43	883.15	881.7	882.18	3958.0
2009-06-26 03:00:00	ES	Futures	882.43	884.84	882.18	882.91	12804.0
2009-06-26 03:30:00	ES	Futures	882.91	884.84	882.18	882.43	7522.0
2009-06-26 04:00:00	ES	Futures	882.18	883.39	881.22	881.94	5272.0
2009-06-26 04:30:00	ES	Futures	881.94	884.36	881.22	884.36	5194.0
2009-06-26 05:00:00	ES	Futures	884.36	884.6	882.18	882.91	3282.0
2009-06-26 05:30:00	ES	Futures	882.91	882.91	881.46	881.7	3864.0
2009-06-26 06:00:00	ES	Futures	881.7	882.67	880.26	880.5	5431.0
2009-06-26 06:30:00	ES	Futures	880.5	882.18	880.5	881.7	4841.0
2009-06-26 07:00:00	ES	Futures	881.7	882.91	881.7	882.18	3389.0
2009-06-26 07:30:00	ES	Futures	881.94	883.39	881.46	882.91	5925.0
2009-06-26 08:00:00	ES	Futures	882.91	884.6	881.22	884.11	9362.0
2009-06-26 08:30:00	ES	Futures	883.87	886.53	879.29	880.26	46167.0
2009-06-26 09:00:00	ES	Futures	880.26	881.22	879.29	881.22	20216.0
2009-06-26 09:30:00	ES	Futures	881.22	883.87	878.33	879.05	223717.0
2009-06-26 10:00:00	ES	Futures	878.81	882.18	877.6	880.98	146892.0
2009-06-26 10:30:00	ES	Futures	880.74	881.7	877.36	878.57	113409.0
2009-06-26 11:00:00	ES	Futures	878.57	879.05	876.4	878.08	91806.0
2009-06-26 11:30:00	ES	Futures	878.08	879.77	876.88	879.53	64730.0
2009-06-26 12:00:00	ES	Futures	879.53	880.98	878.57	879.05	60331.0
2009-06-26 12:30:00	ES	Futures	879.29	882.18	878.33	880.98	61776.0
2009-06-26 13:00:00	ES	Futures	880.98	881.46	879.77	880.26	51024.0
2009-06-26 13:30:00	ES	Futures	880.5	881.22	879.05	879.77	38509.0
2009-06-26 14:00:00	ES	Futures	879.77	880.5	878.57	879.53	31003.0
2009-06-26 14:30:00	ES	Futures	879.77	882.67	879.29	882.43	44056.0
2009-06-26 15:00:00	ES	Futures	882.43	883.63	881.22	882.43	52307.0
2009-06-26 15:30:00	ES	Futures	882.18	885.8	880.98	880.98	160927.0
2009-06-26 16:00:00	ES	Futures	880.98	882.18	880.74	881.7	100176.0
2009-06-26 00:00:00	NQ	Futures	1672.41	1673.26	1672.12	1673.26	62.0
2009-06-26 00:30:00	NQ	Futures	1672.41	1673.55	1672.12	1672.98	46.0
2009-06-26 01:00:00	NQ	Futures	1672.12	1674.12	1672.12	1673.83	60.0
2009-06-26 01:30:00	NQ	Futures	1673.55	1675.82	1673.55	1675.54	82.0
2009-06-26 02:00:00	NQ	Futures	1674.97	1676.39	1674.97	1676.11	152.0
2009-06-26 02:30:00	NQ	Futures	1676.39	1677.25	1675.54	1676.39	130.0
2009-06-26 03:00:00	NQ	Futures	1676.11	1679.81	1675.54	1676.68	869.0
2009-06-26 03:30:00	NQ	Futures	1676.39	1680.38	1676.11	1676.11	376.0
2009-06-26 04:00:00	NQ	Futures	1675.82	1678.1	1674.69	1675.54	490.0
2009-06-26 04:30:00	NQ	Futures	1675.54	1679.53	1674.97	1679.24	594.0
2009-06-26 05:00:00	NQ	Futures	1679.53	1680.1	1675.82	1676.39	438.0
2009-06-26 05:30:00	NQ	Futures	1676.11	1676.96	1673.83	1674.69	350.0
2009-06-26 06:00:00	NQ	Futures	1674.69	1675.82	1671.84	1672.41	598.0
2009-06-26 06:30:00	NQ	Futures	1672.12	1674.69	1671.84	1674.12	459.0
2009-06-26 07:00:00	NQ	Futures	1673.83	1675.82	1673.26	1674.12	412.0
2009-06-26 07:30:00	NQ	Futures	1673.83	1676.39	1672.41	1675.54	453.0
2009-06-26 08:00:00	NQ	Futures	1675.54	1677.82	1672.69	1677.82	811.0

> showing 50 of 1,777 rows — these rows as CSV

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