PREVIEW / futures_30min / 2009-07-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-15.parquet
  size:    70 KB
  rows:    2,372

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
2009-07-15 00:00:00	ES	Futures	878.81	879.05	877.84	877.84	1460.0
2009-07-15 00:30:00	ES	Futures	877.84	878.33	877.36	877.36	1992.0
2009-07-15 01:00:00	ES	Futures	877.36	877.84	876.64	877.12	1883.0
2009-07-15 01:30:00	ES	Futures	876.88	878.81	876.88	877.6	1812.0
2009-07-15 02:00:00	ES	Futures	877.36	877.84	876.4	877.36	5516.0
2009-07-15 02:30:00	ES	Futures	877.12	877.6	876.64	876.88	4835.0
2009-07-15 03:00:00	ES	Futures	876.88	878.33	876.4	876.88	9327.0
2009-07-15 03:30:00	ES	Futures	877.12	877.6	876.4	877.12	7888.0
2009-07-15 04:00:00	ES	Futures	877.36	878.57	876.64	878.33	6700.0
2009-07-15 04:30:00	ES	Futures	878.08	879.29	877.6	878.81	5780.0
2009-07-15 05:00:00	ES	Futures	878.81	879.77	878.81	879.53	6024.0
2009-07-15 05:30:00	ES	Futures	879.53	880.26	879.29	879.77	4885.0
2009-07-15 06:00:00	ES	Futures	880.01	880.74	879.53	880.26	7390.0
2009-07-15 06:30:00	ES	Futures	880.26	881.7	880.01	880.01	11807.0
2009-07-15 07:00:00	ES	Futures	880.01	880.74	879.05	879.05	9564.0
2009-07-15 07:30:00	ES	Futures	879.29	879.77	877.6	879.53	14633.0
2009-07-15 08:00:00	ES	Futures	879.53	881.22	879.53	880.26	13400.0
2009-07-15 08:30:00	ES	Futures	880.01	882.18	879.29	880.5	19473.0
2009-07-15 09:00:00	ES	Futures	880.5	882.18	880.5	881.7	30605.0
2009-07-15 09:30:00	ES	Futures	881.46	885.08	880.26	884.11	238938.0
2009-07-15 10:00:00	ES	Futures	884.36	886.77	883.87	886.04	184698.0
2009-07-15 10:30:00	ES	Futures	886.28	887.01	885.08	885.56	124021.0
2009-07-15 11:00:00	ES	Futures	885.32	889.42	885.32	888.7	125715.0
2009-07-15 11:30:00	ES	Futures	888.7	890.63	888.45	888.7	117519.0
2009-07-15 12:00:00	ES	Futures	888.7	890.14	888.21	889.66	78305.0
2009-07-15 12:30:00	ES	Futures	889.9	890.87	889.18	889.42	65439.0
2009-07-15 13:00:00	ES	Futures	889.66	891.11	889.18	891.11	37333.0
2009-07-15 13:30:00	ES	Futures	891.11	892.8	890.63	891.83	83018.0
2009-07-15 14:00:00	ES	Futures	892.07	894.0	890.63	892.8	142472.0
2009-07-15 14:30:00	ES	Futures	892.8	896.65	892.8	896.41	161431.0
2009-07-15 15:00:00	ES	Futures	896.17	897.86	894.24	894.24	157609.0
2009-07-15 15:30:00	ES	Futures	894.24	897.38	893.28	895.93	294896.0
2009-07-15 16:00:00	ES	Futures	896.17	896.41	894.0	894.24	134320.0
2009-07-15 16:30:00	ES	Futures	893.04	894.0	892.55	894.0	6832.0
2009-07-15 17:00:00	ES	Futures	894.0	894.97	893.76	894.73	2854.0
2009-07-15 18:00:00	ES	Futures	894.24	894.48	891.35	891.59	9471.0
2009-07-15 18:30:00	ES	Futures	891.35	892.8	890.87	891.59	7005.0
2009-07-15 19:00:00	ES	Futures	891.59	891.59	890.63	890.87	4877.0
2009-07-15 19:30:00	ES	Futures	890.87	892.31	890.63	891.83	2487.0
2009-07-15 20:00:00	ES	Futures	891.83	892.55	891.59	891.83	1762.0
2009-07-15 20:30:00	ES	Futures	891.59	892.07	890.38	890.63	4589.0
2009-07-15 21:00:00	ES	Futures	890.63	890.87	890.14	890.87	2395.0
2009-07-15 21:30:00	ES	Futures	890.63	891.83	890.14	891.35	2714.0
2009-07-15 22:00:00	ES	Futures	891.35	891.35	889.18	889.66	6299.0
2009-07-15 22:30:00	ES	Futures	889.42	891.11	889.42	890.87	2291.0
2009-07-15 23:00:00	ES	Futures	890.87	892.07	890.38	890.87	2555.0
2009-07-15 23:30:00	ES	Futures	890.87	890.87	889.18	889.9	2808.0
2009-07-15 00:00:00	NQ	Futures	1678.67	1678.67	1676.39	1676.68	40.0
2009-07-15 00:30:00	NQ	Futures	1676.68	1676.68	1674.97	1675.54	286.0
2009-07-15 01:00:00	NQ	Futures	1675.82	1676.11	1674.12	1675.25	159.0

> showing 50 of 2,372 rows — these rows as CSV

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