PREVIEW / futures_30min / 2009-07-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-17.parquet
  size:    54 KB
  rows:    1,847

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
2009-07-17 00:00:00	ES	Futures	900.03	900.03	899.31	899.31	446.0
2009-07-17 00:30:00	ES	Futures	899.31	899.55	898.83	899.31	644.0
2009-07-17 01:00:00	ES	Futures	899.55	899.55	898.83	899.31	479.0
2009-07-17 01:30:00	ES	Futures	899.55	901.0	899.31	900.27	1495.0
2009-07-17 02:00:00	ES	Futures	900.27	901.48	899.31	899.79	3708.0
2009-07-17 02:30:00	ES	Futures	899.79	900.51	899.07	900.27	3244.0
2009-07-17 03:00:00	ES	Futures	900.27	901.0	898.34	899.31	10796.0
2009-07-17 03:30:00	ES	Futures	899.55	901.72	899.31	901.24	9498.0
2009-07-17 04:00:00	ES	Futures	901.48	903.65	900.75	903.41	7154.0
2009-07-17 04:30:00	ES	Futures	903.41	903.65	901.24	902.44	5261.0
2009-07-17 05:00:00	ES	Futures	902.68	902.92	900.51	901.0	6028.0
2009-07-17 05:30:00	ES	Futures	901.0	902.92	900.75	902.2	4551.0
2009-07-17 06:00:00	ES	Futures	901.96	903.65	901.24	902.92	5977.0
2009-07-17 06:30:00	ES	Futures	902.92	903.65	901.48	901.96	7055.0
2009-07-17 07:00:00	ES	Futures	901.96	902.92	898.34	898.83	15553.0
2009-07-17 07:30:00	ES	Futures	898.83	898.83	895.93	897.62	18979.0
2009-07-17 08:00:00	ES	Futures	897.62	901.0	895.21	897.38	30680.0
2009-07-17 08:30:00	ES	Futures	897.38	901.0	896.9	900.75	32263.0
2009-07-17 09:00:00	ES	Futures	900.75	903.41	900.51	902.92	49617.0
2009-07-17 09:30:00	ES	Futures	903.17	903.17	898.1	900.75	178788.0
2009-07-17 10:00:00	ES	Futures	901.0	903.17	899.31	902.92	152403.0
2009-07-17 10:30:00	ES	Futures	902.68	903.89	900.03	900.27	112527.0
2009-07-17 11:00:00	ES	Futures	900.27	901.48	899.07	901.0	68397.0
2009-07-17 11:30:00	ES	Futures	901.0	901.24	898.83	899.55	59374.0
2009-07-17 12:00:00	ES	Futures	899.55	902.92	899.31	901.0	68220.0
2009-07-17 12:30:00	ES	Futures	901.0	902.68	900.27	901.48	63518.0
2009-07-17 13:00:00	ES	Futures	901.48	902.92	900.75	902.68	32490.0
2009-07-17 13:30:00	ES	Futures	902.68	905.58	902.44	903.89	93291.0
2009-07-17 14:00:00	ES	Futures	903.65	904.13	902.2	903.41	44252.0
2009-07-17 14:30:00	ES	Futures	903.17	904.13	902.2	902.92	84586.0
2009-07-17 15:00:00	ES	Futures	903.17	903.65	901.48	901.72	49616.0
2009-07-17 15:30:00	ES	Futures	901.96	904.13	899.79	903.89	195491.0
2009-07-17 16:00:00	ES	Futures	903.65	904.37	902.92	904.37	80263.0
2009-07-17 00:00:00	NQ	Futures	1717.69	1718.83	1717.41	1717.69	58.0
2009-07-17 00:30:00	NQ	Futures	1717.98	1718.26	1716.55	1717.12	75.0
2009-07-17 01:00:00	NQ	Futures	1717.69	1717.69	1716.55	1716.55	18.0
2009-07-17 01:30:00	NQ	Futures	1718.26	1721.96	1717.98	1720.82	264.0
2009-07-17 02:00:00	NQ	Futures	1721.11	1723.39	1720.54	1720.54	490.0
2009-07-17 02:30:00	NQ	Futures	1720.82	1722.25	1720.25	1721.39	95.0
2009-07-17 03:00:00	NQ	Futures	1721.11	1723.1	1717.98	1721.11	683.0
2009-07-17 03:30:00	NQ	Futures	1721.11	1724.24	1720.54	1723.39	466.0
2009-07-17 04:00:00	NQ	Futures	1723.67	1728.23	1723.1	1727.94	678.0
2009-07-17 04:30:00	NQ	Futures	1727.66	1728.51	1725.67	1727.09	808.0
2009-07-17 05:00:00	NQ	Futures	1727.09	1728.23	1724.24	1725.38	987.0
2009-07-17 05:30:00	NQ	Futures	1725.1	1727.94	1724.81	1726.81	528.0
2009-07-17 06:00:00	NQ	Futures	1726.52	1729.08	1725.38	1726.81	506.0
2009-07-17 06:30:00	NQ	Futures	1727.38	1728.23	1725.1	1725.38	516.0
2009-07-17 07:00:00	NQ	Futures	1725.38	1726.81	1719.69	1719.69	1475.0
2009-07-17 07:30:00	NQ	Futures	1719.69	1719.69	1715.41	1718.83	1633.0
2009-07-17 08:00:00	NQ	Futures	1718.55	1722.82	1715.7	1719.69	2847.0

> showing 50 of 1,847 rows — these rows as CSV

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