PREVIEW / futures_30min / 2009-07-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-10.parquet
  size:    56 KB
  rows:    1,880

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
2009-07-10 00:00:00	ES	Futures	845.77	846.25	845.05	845.29	650.0
2009-07-10 00:30:00	ES	Futures	845.53	846.25	845.53	845.53	619.0
2009-07-10 01:00:00	ES	Futures	845.77	846.01	845.29	845.29	359.0
2009-07-10 01:30:00	ES	Futures	845.29	846.01	845.29	845.77	666.0
2009-07-10 02:00:00	ES	Futures	845.77	845.77	845.05	845.29	2182.0
2009-07-10 02:30:00	ES	Futures	845.05	846.01	844.56	845.53	4835.0
2009-07-10 03:00:00	ES	Futures	845.53	846.01	844.32	844.56	8220.0
2009-07-10 03:30:00	ES	Futures	844.56	845.77	843.84	844.8	6109.0
2009-07-10 04:00:00	ES	Futures	844.56	846.49	844.32	845.29	4379.0
2009-07-10 04:30:00	ES	Futures	845.05	846.97	845.05	845.77	4545.0
2009-07-10 05:00:00	ES	Futures	845.53	845.77	843.84	845.05	5459.0
2009-07-10 05:30:00	ES	Futures	845.05	845.29	842.87	843.36	7343.0
2009-07-10 06:00:00	ES	Futures	843.12	843.36	841.19	842.15	9660.0
2009-07-10 06:30:00	ES	Futures	842.15	843.12	840.95	841.43	6522.0
2009-07-10 07:00:00	ES	Futures	841.43	842.39	840.46	841.19	8966.0
2009-07-10 07:30:00	ES	Futures	841.43	842.39	839.98	840.46	11197.0
2009-07-10 08:00:00	ES	Futures	840.7	841.43	839.74	840.46	11274.0
2009-07-10 08:30:00	ES	Futures	840.46	842.63	840.22	841.67	18663.0
2009-07-10 09:00:00	ES	Futures	841.67	842.15	840.7	841.67	21065.0
2009-07-10 09:30:00	ES	Futures	841.43	849.14	841.19	844.32	304067.0
2009-07-10 10:00:00	ES	Futures	844.32	847.94	841.67	846.97	215150.0
2009-07-10 10:30:00	ES	Futures	846.97	847.22	843.36	844.56	129177.0
2009-07-10 11:00:00	ES	Futures	844.56	844.8	838.29	839.5	174358.0
2009-07-10 11:30:00	ES	Futures	839.5	840.95	838.05	839.98	97182.0
2009-07-10 12:00:00	ES	Futures	839.98	842.87	839.5	841.91	61769.0
2009-07-10 12:30:00	ES	Futures	842.15	844.8	841.19	843.36	84971.0
2009-07-10 13:00:00	ES	Futures	843.12	844.8	842.63	842.87	66968.0
2009-07-10 13:30:00	ES	Futures	842.87	845.77	842.63	844.8	53890.0
2009-07-10 14:00:00	ES	Futures	844.8	845.05	841.19	842.63	64793.0
2009-07-10 14:30:00	ES	Futures	842.63	844.08	841.67	842.15	81793.0
2009-07-10 15:00:00	ES	Futures	842.15	844.56	841.43	842.15	92072.0
2009-07-10 15:30:00	ES	Futures	842.39	846.73	841.43	843.84	169424.0
2009-07-10 16:00:00	ES	Futures	843.84	844.8	842.39	843.36	78327.0
2009-07-10 00:00:00	NQ	Futures	1605.76	1606.33	1605.48	1605.48	58.0
2009-07-10 00:30:00	NQ	Futures	1606.05	1607.19	1606.05	1606.05	61.0
2009-07-10 01:00:00	NQ	Futures	1605.48	1605.76	1605.19	1605.19	11.0
2009-07-10 01:30:00	NQ	Futures	1605.48	1605.76	1605.19	1605.48	67.0
2009-07-10 02:00:00	NQ	Futures	1605.19	1605.48	1604.05	1604.62	83.0
2009-07-10 02:30:00	NQ	Futures	1604.62	1605.19	1603.77	1604.91	169.0
2009-07-10 03:00:00	NQ	Futures	1604.91	1605.19	1602.91	1603.48	325.0
2009-07-10 03:30:00	NQ	Futures	1603.48	1605.19	1602.34	1604.05	297.0
2009-07-10 04:00:00	NQ	Futures	1604.05	1606.62	1603.2	1603.77	449.0
2009-07-10 04:30:00	NQ	Futures	1604.05	1606.33	1604.05	1605.19	220.0
2009-07-10 05:00:00	NQ	Futures	1605.19	1605.48	1602.34	1604.34	325.0
2009-07-10 05:30:00	NQ	Futures	1604.62	1604.62	1600.63	1601.2	561.0
2009-07-10 06:00:00	NQ	Futures	1601.2	1601.49	1599.5	1600.92	1006.0
2009-07-10 06:30:00	NQ	Futures	1600.92	1602.06	1598.93	1600.63	752.0
2009-07-10 07:00:00	NQ	Futures	1600.35	1602.34	1599.78	1602.06	1492.0
2009-07-10 07:30:00	NQ	Futures	1602.06	1603.77	1599.78	1600.06	897.0
2009-07-10 08:00:00	NQ	Futures	1600.35	1602.06	1599.78	1600.63	1736.0

> showing 50 of 1,880 rows — these rows as CSV

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