PREVIEW / futures_30min / 2009-07-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-09.parquet
  size:    65 KB
  rows:    2,316

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
2009-07-09 00:00:00	ES	Futures	846.73	846.97	846.49	846.49	828.0
2009-07-09 00:30:00	ES	Futures	846.49	846.49	846.01	846.25	961.0
2009-07-09 01:00:00	ES	Futures	846.25	846.73	846.25	846.25	774.0
2009-07-09 01:30:00	ES	Futures	846.25	846.73	846.01	846.25	1149.0
2009-07-09 02:00:00	ES	Futures	846.49	848.42	845.77	847.94	6102.0
2009-07-09 02:30:00	ES	Futures	847.94	848.42	847.94	848.18	2778.0
2009-07-09 03:00:00	ES	Futures	848.18	849.14	846.73	848.18	11867.0
2009-07-09 03:30:00	ES	Futures	848.42	849.87	848.18	849.87	9405.0
2009-07-09 04:00:00	ES	Futures	849.87	849.87	849.14	849.87	5183.0
2009-07-09 04:30:00	ES	Futures	849.87	850.83	849.39	849.87	6727.0
2009-07-09 05:00:00	ES	Futures	849.63	850.35	849.39	850.11	2015.0
2009-07-09 05:30:00	ES	Futures	850.11	851.8	850.11	850.83	11883.0
2009-07-09 06:00:00	ES	Futures	850.83	851.8	850.11	850.35	5313.0
2009-07-09 06:30:00	ES	Futures	850.35	850.35	849.14	849.14	5684.0
2009-07-09 07:00:00	ES	Futures	849.39	849.87	847.7	848.66	9931.0
2009-07-09 07:30:00	ES	Futures	848.66	850.35	848.18	850.11	7927.0
2009-07-09 08:00:00	ES	Futures	849.87	850.59	848.9	849.87	17152.0
2009-07-09 08:30:00	ES	Futures	849.87	853.0	849.39	851.07	58306.0
2009-07-09 09:00:00	ES	Futures	851.07	851.56	849.87	850.11	27280.0
2009-07-09 09:30:00	ES	Futures	850.35	851.07	844.8	846.97	232732.0
2009-07-09 10:00:00	ES	Futures	847.22	849.87	844.32	846.01	205754.0
2009-07-09 10:30:00	ES	Futures	846.01	848.9	844.56	847.7	125839.0
2009-07-09 11:00:00	ES	Futures	847.7	847.7	843.36	846.25	124741.0
2009-07-09 11:30:00	ES	Futures	846.25	850.11	845.05	847.7	95511.0
2009-07-09 12:00:00	ES	Futures	847.7	850.83	846.73	849.87	58975.0
2009-07-09 12:30:00	ES	Futures	849.87	850.83	848.18	850.35	56682.0
2009-07-09 13:00:00	ES	Futures	850.35	851.8	847.22	850.35	101547.0
2009-07-09 13:30:00	ES	Futures	850.35	851.56	848.66	850.35	66478.0
2009-07-09 14:00:00	ES	Futures	850.11	853.24	849.63	852.04	86134.0
2009-07-09 14:30:00	ES	Futures	852.04	853.0	849.39	849.87	70661.0
2009-07-09 15:00:00	ES	Futures	849.87	850.35	847.22	848.18	101372.0
2009-07-09 15:30:00	ES	Futures	848.18	849.63	845.77	846.73	152517.0
2009-07-09 16:00:00	ES	Futures	846.49	848.18	845.77	847.94	73326.0
2009-07-09 16:30:00	ES	Futures	847.7	847.7	846.73	847.7	3358.0
2009-07-09 17:00:00	ES	Futures	847.7	847.7	847.22	847.46	1179.0
2009-07-09 18:00:00	ES	Futures	847.7	847.94	846.97	847.7	1303.0
2009-07-09 18:30:00	ES	Futures	847.46	847.94	847.22	847.46	281.0
2009-07-09 19:00:00	ES	Futures	847.22	847.7	847.22	847.46	231.0
2009-07-09 19:30:00	ES	Futures	847.46	847.94	847.22	847.7	726.0
2009-07-09 20:00:00	ES	Futures	847.7	847.94	847.22	847.22	1158.0
2009-07-09 20:30:00	ES	Futures	847.22	847.94	847.22	847.94	485.0
2009-07-09 21:00:00	ES	Futures	847.7	848.18	846.73	846.97	1524.0
2009-07-09 21:30:00	ES	Futures	846.73	846.97	846.25	846.25	1494.0
2009-07-09 22:00:00	ES	Futures	846.49	846.73	844.8	844.8	2805.0
2009-07-09 22:30:00	ES	Futures	844.8	845.53	844.56	844.8	1678.0
2009-07-09 23:00:00	ES	Futures	845.05	845.77	844.8	845.53	972.0
2009-07-09 23:30:00	ES	Futures	845.77	846.49	845.29	845.77	738.0
2009-07-09 00:00:00	NQ	Futures	1607.47	1608.32	1607.47	1607.47	18.0
2009-07-09 00:30:00	NQ	Futures	1608.04	1608.04	1606.62	1606.9	69.0
2009-07-09 01:00:00	NQ	Futures	1607.47	1607.47	1606.33	1606.33	39.0

> showing 50 of 2,316 rows — these rows as CSV

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