PREVIEW / futures_30min / 2009-07-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-13.parquet
  size:    68 KB
  rows:    2,319

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
2009-07-13 00:00:00	ES	Futures	838.05	839.74	838.05	838.05	1231.0
2009-07-13 00:30:00	ES	Futures	838.29	838.53	835.4	836.6	3128.0
2009-07-13 01:00:00	ES	Futures	836.36	837.57	835.88	837.09	1825.0
2009-07-13 01:30:00	ES	Futures	837.09	837.57	835.16	836.12	2100.0
2009-07-13 02:00:00	ES	Futures	835.88	837.57	834.92	837.33	4872.0
2009-07-13 02:30:00	ES	Futures	837.33	838.53	836.85	838.53	3417.0
2009-07-13 03:00:00	ES	Futures	838.29	839.5	836.6	837.57	12108.0
2009-07-13 03:30:00	ES	Futures	837.57	840.95	837.57	840.95	9320.0
2009-07-13 04:00:00	ES	Futures	840.7	842.15	840.46	840.95	6344.0
2009-07-13 04:30:00	ES	Futures	840.95	841.67	839.5	840.22	4672.0
2009-07-13 05:00:00	ES	Futures	840.22	840.7	839.26	839.5	4082.0
2009-07-13 05:30:00	ES	Futures	839.5	839.98	837.81	837.81	5991.0
2009-07-13 06:00:00	ES	Futures	837.81	840.7	837.33	839.74	4428.0
2009-07-13 06:30:00	ES	Futures	839.74	844.32	839.5	844.08	12622.0
2009-07-13 07:00:00	ES	Futures	844.08	844.32	840.22	841.91	12741.0
2009-07-13 07:30:00	ES	Futures	841.91	844.56	840.95	844.08	10366.0
2009-07-13 08:00:00	ES	Futures	844.08	848.18	844.08	847.7	26827.0
2009-07-13 08:30:00	ES	Futures	847.7	850.59	847.46	848.9	30530.0
2009-07-13 09:00:00	ES	Futures	848.9	849.87	846.73	847.22	37487.0
2009-07-13 09:30:00	ES	Futures	847.46	850.11	844.08	844.56	189500.0
2009-07-13 10:00:00	ES	Futures	844.56	846.25	840.46	846.25	195925.0
2009-07-13 10:30:00	ES	Futures	846.25	852.28	846.25	852.04	186642.0
2009-07-13 11:00:00	ES	Futures	852.04	853.0	850.59	852.52	115385.0
2009-07-13 11:30:00	ES	Futures	852.76	859.76	852.28	858.55	233065.0
2009-07-13 12:00:00	ES	Futures	858.55	859.52	857.1	858.31	62035.0
2009-07-13 12:30:00	ES	Futures	858.07	859.27	856.86	857.59	47714.0
2009-07-13 13:00:00	ES	Futures	857.83	861.69	857.34	860.96	85201.0
2009-07-13 13:30:00	ES	Futures	860.72	861.2	859.27	860.0	57126.0
2009-07-13 14:00:00	ES	Futures	860.0	862.65	859.27	861.44	97886.0
2009-07-13 14:30:00	ES	Futures	861.44	862.41	860.0	860.72	80396.0
2009-07-13 15:00:00	ES	Futures	860.72	862.89	860.24	860.96	83997.0
2009-07-13 15:30:00	ES	Futures	861.2	865.54	860.48	865.06	254747.0
2009-07-13 16:00:00	ES	Futures	865.06	866.03	863.61	863.86	137404.0
2009-07-13 16:30:00	ES	Futures	863.86	864.1	862.89	863.61	7090.0
2009-07-13 17:00:00	ES	Futures	863.61	864.58	863.13	863.86	2897.0
2009-07-13 18:00:00	ES	Futures	864.34	865.3	864.34	864.58	1908.0
2009-07-13 18:30:00	ES	Futures	864.58	864.58	863.37	863.61	645.0
2009-07-13 19:00:00	ES	Futures	863.61	863.86	863.13	863.37	934.0
2009-07-13 19:30:00	ES	Futures	863.37	863.86	862.89	863.37	1994.0
2009-07-13 20:00:00	ES	Futures	863.37	863.61	862.89	863.37	1924.0
2009-07-13 20:30:00	ES	Futures	863.37	863.61	861.93	862.17	3722.0
2009-07-13 21:00:00	ES	Futures	861.93	862.65	861.93	862.41	1657.0
2009-07-13 21:30:00	ES	Futures	862.65	863.37	862.41	863.37	2092.0
2009-07-13 22:00:00	ES	Futures	863.13	863.37	862.65	863.13	943.0
2009-07-13 22:30:00	ES	Futures	862.89	863.61	862.65	863.37	825.0
2009-07-13 23:00:00	ES	Futures	863.13	864.34	863.13	864.1	1048.0
2009-07-13 23:30:00	ES	Futures	864.34	866.03	863.86	865.79	3648.0
2009-07-13 00:00:00	NQ	Futures	1604.62	1607.47	1604.62	1604.62	155.0
2009-07-13 00:30:00	NQ	Futures	1605.19	1605.19	1600.63	1601.77	243.0
2009-07-13 01:00:00	NQ	Futures	1602.06	1604.05	1601.49	1603.2	99.0

> showing 50 of 2,319 rows — these rows as CSV

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