PREVIEW / futures_30min / 2009-07-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-02.parquet
  size:    65 KB
  rows:    2,191

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
2009-07-02 00:00:00	ES	Futures	884.84	885.08	884.36	884.36	1151.0
2009-07-02 00:30:00	ES	Futures	884.36	884.84	884.36	884.6	495.0
2009-07-02 01:00:00	ES	Futures	884.36	884.6	884.11	884.6	1079.0
2009-07-02 01:30:00	ES	Futures	884.84	885.32	883.87	883.87	1116.0
2009-07-02 02:00:00	ES	Futures	884.11	885.56	883.87	885.08	2500.0
2009-07-02 02:30:00	ES	Futures	884.84	886.28	884.36	885.56	4523.0
2009-07-02 03:00:00	ES	Futures	885.8	886.04	882.67	883.39	10253.0
2009-07-02 03:30:00	ES	Futures	883.39	883.39	880.26	881.7	11294.0
2009-07-02 04:00:00	ES	Futures	881.7	882.67	881.22	882.43	4677.0
2009-07-02 04:30:00	ES	Futures	882.43	882.91	881.94	882.91	2645.0
2009-07-02 05:00:00	ES	Futures	882.67	884.11	882.18	883.39	4261.0
2009-07-02 05:30:00	ES	Futures	883.39	883.87	881.46	881.7	4384.0
2009-07-02 06:00:00	ES	Futures	881.7	881.94	879.77	880.26	6375.0
2009-07-02 06:30:00	ES	Futures	880.26	880.74	879.77	880.5	3524.0
2009-07-02 07:00:00	ES	Futures	880.5	881.22	880.26	880.98	4679.0
2009-07-02 07:30:00	ES	Futures	881.22	883.39	880.74	883.15	7084.0
2009-07-02 08:00:00	ES	Futures	883.15	883.15	880.5	881.94	16200.0
2009-07-02 08:30:00	ES	Futures	881.7	881.7	873.02	874.95	132088.0
2009-07-02 09:00:00	ES	Futures	874.71	875.19	872.78	874.71	41136.0
2009-07-02 09:30:00	ES	Futures	874.71	875.19	866.99	868.2	320171.0
2009-07-02 10:00:00	ES	Futures	868.44	869.64	865.54	866.51	215603.0
2009-07-02 10:30:00	ES	Futures	866.75	868.92	865.54	867.96	123441.0
2009-07-02 11:00:00	ES	Futures	867.96	868.92	866.51	866.75	70145.0
2009-07-02 11:30:00	ES	Futures	866.75	867.23	864.58	866.03	94346.0
2009-07-02 12:00:00	ES	Futures	866.03	867.23	865.79	866.27	56001.0
2009-07-02 12:30:00	ES	Futures	866.03	866.27	865.06	865.79	38062.0
2009-07-02 13:00:00	ES	Futures	865.79	867.23	865.54	866.03	62393.0
2009-07-02 13:30:00	ES	Futures	866.03	866.51	864.58	865.54	71716.0
2009-07-02 14:00:00	ES	Futures	865.54	866.75	865.06	865.54	55500.0
2009-07-02 14:30:00	ES	Futures	865.54	866.75	864.82	866.03	49262.0
2009-07-02 15:00:00	ES	Futures	866.03	866.51	861.93	862.65	95355.0
2009-07-02 15:30:00	ES	Futures	862.41	865.06	861.2	861.93	194823.0
2009-07-02 16:00:00	ES	Futures	861.93	863.13	861.2	861.93	129997.0
2009-07-02 16:30:00	ES	Futures	861.69	861.69	857.59	858.79	16837.0
2009-07-02 17:00:00	ES	Futures	858.79	860.0	858.79	860.0	2996.0
2009-07-02 18:00:00	ES	Futures	859.52	859.52	858.31	859.27	1840.0
2009-07-02 18:30:00	ES	Futures	859.27	860.24	859.27	860.0	760.0
2009-07-02 19:00:00	ES	Futures	860.24	860.48	860.0	860.0	708.0
2009-07-02 19:30:00	ES	Futures	860.24	860.96	860.0	860.96	1499.0
2009-07-02 20:00:00	ES	Futures	860.72	861.2	860.72	860.72	1726.0
2009-07-02 20:30:00	ES	Futures	860.48	861.69	860.48	861.69	1182.0
2009-07-02 21:00:00	ES	Futures	861.69	862.65	861.44	862.17	2339.0
2009-07-02 21:30:00	ES	Futures	862.17	862.89	861.93	862.65	1392.0
2009-07-02 22:00:00	ES	Futures	862.65	863.13	862.41	862.89	1676.0
2009-07-02 22:30:00	ES	Futures	862.65	863.61	862.65	863.37	1986.0
2009-07-02 23:00:00	ES	Futures	863.37	863.86	863.13	863.37	1570.0
2009-07-02 23:30:00	ES	Futures	863.37	863.61	861.93	862.17	1285.0
2009-07-02 00:00:00	NQ	Futures	1680.67	1681.52	1680.38	1680.38	100.0
2009-07-02 00:30:00	NQ	Futures	1680.38	1680.95	1680.38	1680.67	96.0
2009-07-02 01:00:00	NQ	Futures	1680.67	1680.67	1680.38	1680.67	115.0

> showing 50 of 2,191 rows — these rows as CSV

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