PREVIEW / futures_30min / 2009-07-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-08.parquet
  size:    67 KB
  rows:    2,317

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
2009-07-08 00:00:00	ES	Futures	846.25	846.25	845.77	846.01	903.0
2009-07-08 00:30:00	ES	Futures	846.01	846.97	845.53	846.97	1679.0
2009-07-08 01:00:00	ES	Futures	846.97	846.97	846.49	846.97	1037.0
2009-07-08 01:30:00	ES	Futures	846.97	846.97	846.01	846.25	1553.0
2009-07-08 02:00:00	ES	Futures	846.25	846.97	845.77	846.25	4101.0
2009-07-08 02:30:00	ES	Futures	846.25	849.14	845.77	848.9	5883.0
2009-07-08 03:00:00	ES	Futures	849.14	851.32	848.9	850.35	14750.0
2009-07-08 03:30:00	ES	Futures	850.11	850.35	847.46	848.9	11042.0
2009-07-08 04:00:00	ES	Futures	848.9	849.87	847.94	849.63	7498.0
2009-07-08 04:30:00	ES	Futures	849.63	849.87	847.46	848.18	5360.0
2009-07-08 05:00:00	ES	Futures	848.18	850.11	847.94	849.87	5068.0
2009-07-08 05:30:00	ES	Futures	849.87	850.83	848.9	850.35	6212.0
2009-07-08 06:00:00	ES	Futures	850.59	851.07	849.63	850.11	4437.0
2009-07-08 06:30:00	ES	Futures	850.11	850.35	847.94	849.14	5505.0
2009-07-08 07:00:00	ES	Futures	849.14	851.07	848.9	850.35	5024.0
2009-07-08 07:30:00	ES	Futures	850.35	850.83	848.42	848.42	7479.0
2009-07-08 08:00:00	ES	Futures	848.66	848.66	846.49	847.7	15964.0
2009-07-08 08:30:00	ES	Futures	847.7	848.42	846.49	847.7	25336.0
2009-07-08 09:00:00	ES	Futures	847.46	850.83	847.46	850.11	35936.0
2009-07-08 09:30:00	ES	Futures	850.11	851.32	847.46	847.7	202703.0
2009-07-08 10:00:00	ES	Futures	847.94	852.28	847.7	850.35	161105.0
2009-07-08 10:30:00	ES	Futures	850.11	850.11	845.77	845.77	148552.0
2009-07-08 11:00:00	ES	Futures	845.77	846.25	839.74	840.46	245874.0
2009-07-08 11:30:00	ES	Futures	840.46	842.39	838.77	840.22	138904.0
2009-07-08 12:00:00	ES	Futures	839.98	840.46	835.88	835.88	129328.0
2009-07-08 12:30:00	ES	Futures	835.88	838.77	835.64	837.57	87829.0
2009-07-08 13:00:00	ES	Futures	837.33	843.12	837.33	842.39	160708.0
2009-07-08 13:30:00	ES	Futures	842.63	843.12	840.22	840.7	88434.0
2009-07-08 14:00:00	ES	Futures	840.7	840.95	835.64	836.6	140585.0
2009-07-08 14:30:00	ES	Futures	836.6	840.7	834.67	839.74	164233.0
2009-07-08 15:00:00	ES	Futures	839.5	842.15	837.81	839.26	188145.0
2009-07-08 15:30:00	ES	Futures	839.02	847.94	838.77	844.32	311034.0
2009-07-08 16:00:00	ES	Futures	844.56	845.05	842.15	842.15	115069.0
2009-07-08 16:30:00	ES	Futures	843.12	845.05	842.87	844.08	10003.0
2009-07-08 17:00:00	ES	Futures	844.08	845.29	844.08	845.05	2155.0
2009-07-08 18:00:00	ES	Futures	845.05	845.29	844.32	844.56	1035.0
2009-07-08 18:30:00	ES	Futures	844.8	845.77	844.56	845.29	650.0
2009-07-08 19:00:00	ES	Futures	845.29	845.29	844.56	844.8	468.0
2009-07-08 19:30:00	ES	Futures	845.05	845.05	844.32	845.05	946.0
2009-07-08 20:00:00	ES	Futures	845.05	846.73	844.8	846.25	2271.0
2009-07-08 20:30:00	ES	Futures	846.25	847.7	846.01	846.97	2866.0
2009-07-08 21:00:00	ES	Futures	846.97	848.18	846.25	847.94	4378.0
2009-07-08 21:30:00	ES	Futures	847.94	848.42	847.46	847.7	2103.0
2009-07-08 22:00:00	ES	Futures	847.94	847.94	846.25	846.97	2462.0
2009-07-08 22:30:00	ES	Futures	846.97	847.22	846.25	847.22	2014.0
2009-07-08 23:00:00	ES	Futures	847.22	847.46	846.73	847.46	989.0
2009-07-08 23:30:00	ES	Futures	847.46	847.46	846.49	846.73	957.0
2009-07-08 00:00:00	NQ	Futures	1601.49	1602.06	1601.49	1601.77	254.0
2009-07-08 00:30:00	NQ	Futures	1602.06	1602.91	1601.49	1602.63	289.0
2009-07-08 01:00:00	NQ	Futures	1602.63	1604.34	1602.63	1603.77	501.0

> showing 50 of 2,317 rows — these rows as CSV

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