PREVIEW / futures_30min / 2009-07-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-16.parquet
  size:    66 KB
  rows:    2,322

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
2009-07-16 00:00:00	ES	Futures	889.9	890.14	888.94	889.18	3067.0
2009-07-16 00:30:00	ES	Futures	889.18	889.42	888.94	889.18	1383.0
2009-07-16 01:00:00	ES	Futures	888.94	889.42	888.94	889.18	2226.0
2009-07-16 01:30:00	ES	Futures	889.42	889.42	888.7	889.18	3173.0
2009-07-16 02:00:00	ES	Futures	889.18	891.11	889.18	890.14	4613.0
2009-07-16 02:30:00	ES	Futures	890.14	891.35	889.9	890.63	3465.0
2009-07-16 03:00:00	ES	Futures	890.87	893.28	889.42	892.07	14723.0
2009-07-16 03:30:00	ES	Futures	891.83	892.31	889.66	889.9	10903.0
2009-07-16 04:00:00	ES	Futures	889.66	890.87	888.45	890.63	11316.0
2009-07-16 04:30:00	ES	Futures	890.38	891.59	889.9	891.59	3923.0
2009-07-16 05:00:00	ES	Futures	891.59	892.07	890.63	891.83	4161.0
2009-07-16 05:30:00	ES	Futures	891.83	893.04	891.35	892.55	4536.0
2009-07-16 06:00:00	ES	Futures	892.55	893.04	890.14	892.8	14837.0
2009-07-16 06:30:00	ES	Futures	892.8	896.9	892.8	894.73	34569.0
2009-07-16 07:00:00	ES	Futures	894.48	895.45	891.59	893.28	14525.0
2009-07-16 07:30:00	ES	Futures	893.28	894.24	891.59	891.83	11057.0
2009-07-16 08:00:00	ES	Futures	891.83	895.93	891.83	895.45	22499.0
2009-07-16 08:30:00	ES	Futures	895.45	899.79	892.8	894.0	91191.0
2009-07-16 09:00:00	ES	Futures	894.0	894.73	892.31	892.8	21566.0
2009-07-16 09:30:00	ES	Futures	892.8	898.1	892.07	896.65	197058.0
2009-07-16 10:00:00	ES	Futures	896.41	896.65	891.11	894.48	187204.0
2009-07-16 10:30:00	ES	Futures	894.48	896.65	894.24	894.73	115563.0
2009-07-16 11:00:00	ES	Futures	894.73	896.17	892.55	893.28	79107.0
2009-07-16 11:30:00	ES	Futures	893.04	895.69	892.07	895.69	69021.0
2009-07-16 12:00:00	ES	Futures	895.69	895.93	894.73	895.93	40354.0
2009-07-16 12:30:00	ES	Futures	895.93	896.17	894.24	894.24	57225.0
2009-07-16 13:00:00	ES	Futures	894.48	895.21	893.04	893.76	65158.0
2009-07-16 13:30:00	ES	Futures	893.76	898.1	893.28	898.1	123790.0
2009-07-16 14:00:00	ES	Futures	898.1	901.48	897.38	900.75	154750.0
2009-07-16 14:30:00	ES	Futures	900.75	904.61	900.27	903.17	178773.0
2009-07-16 15:00:00	ES	Futures	903.17	904.61	901.48	904.13	129231.0
2009-07-16 15:30:00	ES	Futures	904.13	907.51	902.92	904.13	313398.0
2009-07-16 16:00:00	ES	Futures	904.13	904.37	902.2	902.44	143562.0
2009-07-16 16:30:00	ES	Futures	902.2	902.2	901.24	901.24	7360.0
2009-07-16 17:00:00	ES	Futures	901.48	901.72	900.51	900.51	2823.0
2009-07-16 18:00:00	ES	Futures	900.51	901.24	900.51	900.75	1390.0
2009-07-16 18:30:00	ES	Futures	901.0	901.24	900.75	901.0	608.0
2009-07-16 19:00:00	ES	Futures	901.0	901.0	900.51	900.75	415.0
2009-07-16 19:30:00	ES	Futures	900.75	900.75	900.03	900.51	1566.0
2009-07-16 20:00:00	ES	Futures	900.51	900.75	899.55	899.55	1449.0
2009-07-16 20:30:00	ES	Futures	899.55	900.03	899.31	899.79	1501.0
2009-07-16 21:00:00	ES	Futures	899.79	899.79	898.34	898.83	2860.0
2009-07-16 21:30:00	ES	Futures	898.83	899.07	898.34	898.58	1252.0
2009-07-16 22:00:00	ES	Futures	898.58	899.31	898.34	899.31	1579.0
2009-07-16 22:30:00	ES	Futures	899.07	899.31	897.62	898.83	2916.0
2009-07-16 23:00:00	ES	Futures	898.83	900.03	898.58	899.55	1475.0
2009-07-16 23:30:00	ES	Futures	899.31	900.51	899.07	899.79	769.0
2009-07-16 00:00:00	NQ	Futures	1698.04	1699.18	1697.19	1697.75	161.0
2009-07-16 00:30:00	NQ	Futures	1697.75	1698.04	1697.19	1697.47	102.0
2009-07-16 01:00:00	NQ	Futures	1697.47	1698.89	1696.9	1698.61	217.0

> showing 50 of 2,322 rows — these rows as CSV

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