PREVIEW / futures_30min / 2009-06-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-29.parquet
  size:    65 KB
  rows:    2,313

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
2009-06-29 00:00:00	ES	Futures	879.29	879.53	878.08	878.08	1642.0
2009-06-29 00:30:00	ES	Futures	878.08	878.33	877.12	877.36	3271.0
2009-06-29 01:00:00	ES	Futures	877.36	877.6	875.19	875.43	3079.0
2009-06-29 01:30:00	ES	Futures	875.43	876.4	875.19	875.43	1088.0
2009-06-29 02:00:00	ES	Futures	875.43	876.4	875.19	875.91	2393.0
2009-06-29 02:30:00	ES	Futures	875.91	877.84	875.43	877.6	2708.0
2009-06-29 03:00:00	ES	Futures	877.6	880.98	877.6	879.77	8936.0
2009-06-29 03:30:00	ES	Futures	880.01	881.7	879.77	880.98	6696.0
2009-06-29 04:00:00	ES	Futures	880.98	882.43	880.26	880.5	7566.0
2009-06-29 04:30:00	ES	Futures	880.5	881.94	880.01	880.26	4329.0
2009-06-29 05:00:00	ES	Futures	880.5	882.18	879.53	880.01	2933.0
2009-06-29 05:30:00	ES	Futures	880.01	881.46	879.77	881.46	2051.0
2009-06-29 06:00:00	ES	Futures	881.46	885.32	881.46	884.6	12821.0
2009-06-29 06:30:00	ES	Futures	884.6	885.32	884.36	884.84	6584.0
2009-06-29 07:00:00	ES	Futures	884.84	885.32	883.63	885.08	7850.0
2009-06-29 07:30:00	ES	Futures	885.32	885.8	883.87	885.32	9184.0
2009-06-29 08:00:00	ES	Futures	885.56	886.28	884.6	885.32	19673.0
2009-06-29 08:30:00	ES	Futures	885.56	885.56	883.63	884.11	8297.0
2009-06-29 09:00:00	ES	Futures	884.11	885.32	884.11	884.36	9754.0
2009-06-29 09:30:00	ES	Futures	884.11	885.08	879.29	880.5	182056.0
2009-06-29 10:00:00	ES	Futures	880.74	887.97	880.01	887.97	181845.0
2009-06-29 10:30:00	ES	Futures	887.97	890.63	887.49	889.18	159164.0
2009-06-29 11:00:00	ES	Futures	889.18	890.63	888.7	889.66	65784.0
2009-06-29 11:30:00	ES	Futures	889.9	890.87	888.7	890.38	70201.0
2009-06-29 12:00:00	ES	Futures	890.63	890.87	889.42	890.14	36731.0
2009-06-29 12:30:00	ES	Futures	890.14	891.35	888.94	888.94	53295.0
2009-06-29 13:00:00	ES	Futures	889.18	890.87	888.94	889.66	34315.0
2009-06-29 13:30:00	ES	Futures	889.66	890.38	888.7	889.66	32450.0
2009-06-29 14:00:00	ES	Futures	889.9	889.9	887.73	888.45	53556.0
2009-06-29 14:30:00	ES	Futures	888.45	889.9	887.97	889.66	42002.0
2009-06-29 15:00:00	ES	Futures	889.66	891.35	889.18	890.63	51327.0
2009-06-29 15:30:00	ES	Futures	890.63	890.87	887.25	890.38	172688.0
2009-06-29 16:00:00	ES	Futures	890.38	890.87	888.45	888.94	75262.0
2009-06-29 16:30:00	ES	Futures	888.94	889.42	888.7	888.94	3862.0
2009-06-29 17:00:00	ES	Futures	888.94	889.18	888.7	888.94	799.0
2009-06-29 18:00:00	ES	Futures	888.7	889.18	888.21	888.7	1637.0
2009-06-29 18:30:00	ES	Futures	888.45	888.94	888.45	888.7	256.0
2009-06-29 19:00:00	ES	Futures	888.94	889.42	888.7	888.94	323.0
2009-06-29 19:30:00	ES	Futures	888.94	889.42	888.21	888.7	903.0
2009-06-29 20:00:00	ES	Futures	888.7	889.42	888.45	889.18	1287.0
2009-06-29 20:30:00	ES	Futures	889.42	890.14	889.18	889.66	2051.0
2009-06-29 21:00:00	ES	Futures	889.66	890.38	889.42	889.9	1074.0
2009-06-29 21:30:00	ES	Futures	889.9	890.38	889.66	889.9	1303.0
2009-06-29 22:00:00	ES	Futures	889.9	889.9	889.42	889.9	631.0
2009-06-29 22:30:00	ES	Futures	889.9	890.38	889.42	889.9	879.0
2009-06-29 23:00:00	ES	Futures	889.9	890.14	889.18	889.42	664.0
2009-06-29 23:30:00	ES	Futures	889.42	889.66	888.45	888.7	1518.0
2009-06-29 00:00:00	NQ	Futures	1678.39	1678.67	1676.39	1676.39	157.0
2009-06-29 00:30:00	NQ	Futures	1676.68	1676.96	1675.25	1675.54	134.0
2009-06-29 01:00:00	NQ	Futures	1675.54	1675.54	1672.41	1672.41	144.0

> showing 50 of 2,313 rows — these rows as CSV

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