PREVIEW / futures_30min / 2009-07-14

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-14.parquet
  size:    66 KB
  rows:    2,371

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
2009-07-14 00:00:00	ES	Futures	865.79	866.03	864.1	865.79	2147.0
2009-07-14 00:30:00	ES	Futures	865.79	866.51	865.79	866.03	3032.0
2009-07-14 01:00:00	ES	Futures	865.79	866.27	865.54	865.79	1330.0
2009-07-14 01:30:00	ES	Futures	865.79	866.51	865.3	866.03	1414.0
2009-07-14 02:00:00	ES	Futures	866.03	866.51	865.79	866.03	4229.0
2009-07-14 02:30:00	ES	Futures	866.27	866.27	864.1	864.58	6259.0
2009-07-14 03:00:00	ES	Futures	864.58	864.58	861.93	863.13	13648.0
2009-07-14 03:30:00	ES	Futures	863.37	866.03	862.17	865.54	12325.0
2009-07-14 04:00:00	ES	Futures	865.54	867.71	865.3	866.75	12003.0
2009-07-14 04:30:00	ES	Futures	866.75	867.47	865.79	866.99	4954.0
2009-07-14 05:00:00	ES	Futures	866.75	866.75	864.82	866.75	6280.0
2009-07-14 05:30:00	ES	Futures	866.75	867.96	866.27	866.75	4744.0
2009-07-14 06:00:00	ES	Futures	866.51	867.23	865.3	865.54	4072.0
2009-07-14 06:30:00	ES	Futures	865.3	866.03	865.06	865.54	4558.0
2009-07-14 07:00:00	ES	Futures	865.3	866.99	864.58	866.75	8902.0
2009-07-14 07:30:00	ES	Futures	866.75	871.57	866.51	870.85	26526.0
2009-07-14 08:00:00	ES	Futures	870.85	872.06	866.51	869.89	57519.0
2009-07-14 08:30:00	ES	Futures	869.89	869.89	863.37	865.54	66434.0
2009-07-14 09:00:00	ES	Futures	865.54	868.68	864.1	867.23	38511.0
2009-07-14 09:30:00	ES	Futures	867.47	869.64	862.89	863.86	286162.0
2009-07-14 10:00:00	ES	Futures	864.1	867.71	863.37	865.54	176931.0
2009-07-14 10:30:00	ES	Futures	865.54	865.79	860.96	863.61	152969.0
2009-07-14 11:00:00	ES	Futures	863.61	868.44	863.13	867.71	115244.0
2009-07-14 11:30:00	ES	Futures	867.71	870.13	866.51	869.16	124773.0
2009-07-14 12:00:00	ES	Futures	869.4	869.64	865.54	866.51	74836.0
2009-07-14 12:30:00	ES	Futures	866.27	868.44	865.79	866.99	53298.0
2009-07-14 13:00:00	ES	Futures	866.99	868.68	866.27	867.23	62170.0
2009-07-14 13:30:00	ES	Futures	867.23	868.2	866.27	866.99	44456.0
2009-07-14 14:00:00	ES	Futures	866.99	868.44	864.82	866.51	82570.0
2009-07-14 14:30:00	ES	Futures	866.51	869.89	865.79	868.68	119521.0
2009-07-14 15:00:00	ES	Futures	868.68	870.13	867.96	868.92	126991.0
2009-07-14 15:30:00	ES	Futures	868.92	870.61	867.71	870.37	193263.0
2009-07-14 16:00:00	ES	Futures	870.61	871.57	868.68	868.92	86274.0
2009-07-14 16:30:00	ES	Futures	874.71	880.5	874.47	878.57	46005.0
2009-07-14 17:00:00	ES	Futures	878.81	879.53	877.6	879.29	5397.0
2009-07-14 18:00:00	ES	Futures	877.84	878.81	877.6	877.6	3869.0
2009-07-14 18:30:00	ES	Futures	877.6	878.08	877.36	878.08	1744.0
2009-07-14 19:00:00	ES	Futures	878.08	878.08	877.6	877.6	435.0
2009-07-14 19:30:00	ES	Futures	877.6	878.08	877.36	877.84	2155.0
2009-07-14 20:00:00	ES	Futures	878.08	878.33	877.36	877.36	2942.0
2009-07-14 20:30:00	ES	Futures	877.36	877.84	876.88	877.12	2761.0
2009-07-14 21:00:00	ES	Futures	877.12	877.36	876.4	876.88	2175.0
2009-07-14 21:30:00	ES	Futures	877.12	877.84	876.88	877.12	1420.0
2009-07-14 22:00:00	ES	Futures	877.36	877.6	876.64	876.88	1633.0
2009-07-14 22:30:00	ES	Futures	877.12	877.36	876.64	877.12	1134.0
2009-07-14 23:00:00	ES	Futures	877.12	879.29	877.12	879.05	3292.0
2009-07-14 23:30:00	ES	Futures	879.05	879.29	878.57	879.05	1341.0
2009-07-14 00:00:00	NQ	Futures	1645.07	1645.07	1641.93	1643.93	18.0
2009-07-14 00:30:00	NQ	Futures	1645.35	1646.49	1645.35	1645.35	40.0
2009-07-14 01:00:00	NQ	Futures	1645.35	1645.92	1645.35	1645.35	29.0

> showing 50 of 2,371 rows — these rows as CSV

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