PREVIEW / futures_30min / 2009-06-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-30.parquet
  size:    66 KB
  rows:    2,319

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
2009-06-30 00:00:00	ES	Futures	888.7	889.42	887.97	888.21	1113.0
2009-06-30 00:30:00	ES	Futures	888.21	888.94	887.73	888.45	1260.0
2009-06-30 01:00:00	ES	Futures	888.45	889.9	888.45	889.9	715.0
2009-06-30 01:30:00	ES	Futures	889.66	890.14	889.18	890.14	969.0
2009-06-30 02:00:00	ES	Futures	890.14	890.38	888.21	889.66	6166.0
2009-06-30 02:30:00	ES	Futures	889.9	891.11	889.66	890.63	4597.0
2009-06-30 03:00:00	ES	Futures	890.87	891.59	889.9	890.87	11087.0
2009-06-30 03:30:00	ES	Futures	891.11	891.11	889.18	890.63	7888.0
2009-06-30 04:00:00	ES	Futures	890.38	892.07	889.66	890.87	7112.0
2009-06-30 04:30:00	ES	Futures	890.63	892.07	889.42	891.59	5162.0
2009-06-30 05:00:00	ES	Futures	891.35	891.83	890.63	890.87	3213.0
2009-06-30 05:30:00	ES	Futures	890.87	892.31	890.63	891.83	4962.0
2009-06-30 06:00:00	ES	Futures	891.83	892.55	891.11	891.35	4829.0
2009-06-30 06:30:00	ES	Futures	891.35	892.07	891.11	891.83	4522.0
2009-06-30 07:00:00	ES	Futures	891.83	892.07	889.66	889.9	7023.0
2009-06-30 07:30:00	ES	Futures	890.14	890.87	889.66	889.9	5183.0
2009-06-30 08:00:00	ES	Futures	890.14	890.63	889.42	889.66	6990.0
2009-06-30 08:30:00	ES	Futures	889.66	891.35	889.66	891.35	5161.0
2009-06-30 09:00:00	ES	Futures	891.35	892.31	889.66	890.14	19094.0
2009-06-30 09:30:00	ES	Futures	890.14	893.52	889.42	891.59	177074.0
2009-06-30 10:00:00	ES	Futures	891.59	892.07	881.22	882.43	306931.0
2009-06-30 10:30:00	ES	Futures	882.43	882.43	878.57	880.74	196010.0
2009-06-30 11:00:00	ES	Futures	880.74	881.46	878.33	879.29	120415.0
2009-06-30 11:30:00	ES	Futures	879.05	879.29	876.16	878.33	174117.0
2009-06-30 12:00:00	ES	Futures	878.33	879.53	877.12	879.29	60393.0
2009-06-30 12:30:00	ES	Futures	879.29	880.5	878.81	879.77	55187.0
2009-06-30 13:00:00	ES	Futures	879.77	880.01	877.84	878.57	49303.0
2009-06-30 13:30:00	ES	Futures	878.57	879.77	877.36	877.84	33432.0
2009-06-30 14:00:00	ES	Futures	877.84	880.26	877.12	879.77	50356.0
2009-06-30 14:30:00	ES	Futures	879.77	881.46	878.81	880.26	88212.0
2009-06-30 15:00:00	ES	Futures	880.5	881.94	879.05	880.98	118131.0
2009-06-30 15:30:00	ES	Futures	880.98	884.11	880.5	883.63	317538.0
2009-06-30 16:00:00	ES	Futures	883.63	884.36	881.46	884.11	158463.0
2009-06-30 16:30:00	ES	Futures	883.39	883.63	882.91	883.39	4378.0
2009-06-30 17:00:00	ES	Futures	883.39	883.39	882.67	883.15	1733.0
2009-06-30 18:00:00	ES	Futures	883.15	883.39	882.43	882.67	941.0
2009-06-30 18:30:00	ES	Futures	882.67	882.91	881.94	882.18	922.0
2009-06-30 19:00:00	ES	Futures	882.18	882.67	881.94	882.18	509.0
2009-06-30 19:30:00	ES	Futures	882.43	883.15	882.18	882.67	1896.0
2009-06-30 20:00:00	ES	Futures	882.91	884.36	882.67	883.63	2891.0
2009-06-30 20:30:00	ES	Futures	883.63	884.11	883.63	883.63	976.0
2009-06-30 21:00:00	ES	Futures	883.87	884.11	881.94	882.43	3189.0
2009-06-30 21:30:00	ES	Futures	881.94	883.39	881.7	882.91	1744.0
2009-06-30 22:00:00	ES	Futures	882.67	884.11	882.43	883.87	2227.0
2009-06-30 22:30:00	ES	Futures	883.87	884.11	883.87	883.87	944.0
2009-06-30 23:00:00	ES	Futures	884.11	884.11	883.63	883.63	449.0
2009-06-30 23:30:00	ES	Futures	883.63	885.08	883.63	884.84	2998.0
2009-06-30 00:00:00	NQ	Futures	1688.36	1689.21	1685.79	1686.65	89.0
2009-06-30 00:30:00	NQ	Futures	1685.79	1687.22	1685.79	1686.93	14.0
2009-06-30 01:00:00	NQ	Futures	1686.93	1689.21	1686.93	1688.36	22.0

> showing 50 of 2,319 rows — these rows as CSV

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