PREVIEW / futures_30min / 2009-07-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-06.parquet
  size:    64 KB
  rows:    2,339

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
2009-07-06 00:00:00	ES	Futures	854.93	857.59	854.45	856.86	2581.0
2009-07-06 00:30:00	ES	Futures	856.86	857.1	854.45	854.45	1588.0
2009-07-06 01:00:00	ES	Futures	854.45	856.38	853.97	856.14	1555.0
2009-07-06 01:30:00	ES	Futures	856.14	856.62	854.45	855.17	1664.0
2009-07-06 02:00:00	ES	Futures	855.17	857.1	853.73	856.38	6556.0
2009-07-06 02:30:00	ES	Futures	856.38	856.62	854.69	854.93	4145.0
2009-07-06 03:00:00	ES	Futures	855.17	856.14	852.76	854.45	17790.0
2009-07-06 03:30:00	ES	Futures	854.45	854.45	852.04	852.52	11458.0
2009-07-06 04:00:00	ES	Futures	852.52	855.17	851.07	853.97	12039.0
2009-07-06 04:30:00	ES	Futures	853.97	853.97	853.0	853.73	3833.0
2009-07-06 05:00:00	ES	Futures	853.73	854.45	853.24	853.73	2824.0
2009-07-06 05:30:00	ES	Futures	853.73	853.97	852.52	852.76	3165.0
2009-07-06 06:00:00	ES	Futures	852.76	853.24	852.04	853.0	3771.0
2009-07-06 06:30:00	ES	Futures	853.0	853.0	851.07	851.8	5541.0
2009-07-06 07:00:00	ES	Futures	851.8	854.45	851.8	854.21	6925.0
2009-07-06 07:30:00	ES	Futures	854.45	854.45	852.52	853.97	6628.0
2009-07-06 08:00:00	ES	Futures	854.21	854.93	853.24	854.69	11947.0
2009-07-06 08:30:00	ES	Futures	854.93	855.17	853.73	854.69	13330.0
2009-07-06 09:00:00	ES	Futures	854.93	854.93	853.24	853.49	21373.0
2009-07-06 09:30:00	ES	Futures	853.49	859.52	852.52	858.31	207975.0
2009-07-06 10:00:00	ES	Futures	858.55	860.48	851.8	852.76	225167.0
2009-07-06 10:30:00	ES	Futures	852.76	853.24	850.83	853.0	138568.0
2009-07-06 11:00:00	ES	Futures	853.0	855.66	852.76	854.93	69006.0
2009-07-06 11:30:00	ES	Futures	854.93	856.62	853.97	854.45	76420.0
2009-07-06 12:00:00	ES	Futures	854.21	856.62	854.21	854.93	48665.0
2009-07-06 12:30:00	ES	Futures	854.93	855.9	853.73	855.42	42101.0
2009-07-06 13:00:00	ES	Futures	855.42	860.0	855.42	858.55	104414.0
2009-07-06 13:30:00	ES	Futures	858.55	858.79	856.86	858.07	44064.0
2009-07-06 14:00:00	ES	Futures	857.83	859.52	857.1	858.07	37423.0
2009-07-06 14:30:00	ES	Futures	857.83	859.03	857.1	858.55	48678.0
2009-07-06 15:00:00	ES	Futures	858.31	860.24	857.59	858.55	83360.0
2009-07-06 15:30:00	ES	Futures	858.79	863.13	855.9	862.65	223127.0
2009-07-06 16:00:00	ES	Futures	862.65	864.58	861.69	864.34	105721.0
2009-07-06 16:30:00	ES	Futures	864.1	864.34	863.37	863.86	4282.0
2009-07-06 17:00:00	ES	Futures	863.86	864.1	863.61	863.86	1070.0
2009-07-06 18:00:00	ES	Futures	863.86	864.1	863.37	863.61	1109.0
2009-07-06 18:30:00	ES	Futures	863.61	863.86	863.13	863.61	606.0
2009-07-06 19:00:00	ES	Futures	863.61	863.86	862.89	862.89	743.0
2009-07-06 19:30:00	ES	Futures	862.89	863.61	862.65	863.37	982.0
2009-07-06 20:00:00	ES	Futures	863.13	863.61	862.41	862.65	1826.0
2009-07-06 20:30:00	ES	Futures	862.65	862.89	862.17	862.65	1195.0
2009-07-06 21:00:00	ES	Futures	862.41	862.41	861.44	861.69	2530.0
2009-07-06 21:30:00	ES	Futures	861.69	862.17	861.44	862.17	1823.0
2009-07-06 22:00:00	ES	Futures	862.17	863.86	861.93	863.13	2526.0
2009-07-06 22:30:00	ES	Futures	863.13	863.37	861.93	862.65	1005.0
2009-07-06 23:00:00	ES	Futures	862.65	863.61	862.17	863.37	1163.0
2009-07-06 23:30:00	ES	Futures	863.37	863.61	862.89	863.37	1331.0
2009-07-06 00:00:00	NQ	Futures	1630.82	1635.1	1630.82	1634.24	165.0
2009-07-06 00:30:00	NQ	Futures	1634.53	1634.53	1629.97	1629.97	101.0
2009-07-06 01:00:00	NQ	Futures	1630.54	1633.96	1629.97	1633.1	91.0

> showing 50 of 2,339 rows — these rows as CSV

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