PREVIEW / futures_30min / 2009-07-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-20.parquet
  size:    65 KB
  rows:    2,317

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
2009-07-20 00:00:00	ES	Futures	907.02	907.75	906.78	906.78	646.0
2009-07-20 00:30:00	ES	Futures	906.78	907.51	906.78	907.02	448.0
2009-07-20 01:00:00	ES	Futures	906.78	907.27	906.78	907.02	512.0
2009-07-20 01:30:00	ES	Futures	906.78	907.51	906.78	907.51	1070.0
2009-07-20 02:00:00	ES	Futures	907.51	908.23	906.3	906.3	3746.0
2009-07-20 02:30:00	ES	Futures	906.54	907.27	905.58	906.78	4371.0
2009-07-20 03:00:00	ES	Futures	906.78	907.02	903.89	906.54	11366.0
2009-07-20 03:30:00	ES	Futures	906.54	907.27	905.58	905.82	7128.0
2009-07-20 04:00:00	ES	Futures	905.82	907.27	905.58	907.02	6474.0
2009-07-20 04:30:00	ES	Futures	907.02	907.02	905.58	905.82	4379.0
2009-07-20 05:00:00	ES	Futures	906.06	910.64	905.82	909.92	15191.0
2009-07-20 05:30:00	ES	Futures	909.92	910.4	909.44	910.16	4011.0
2009-07-20 06:00:00	ES	Futures	910.16	911.37	909.92	910.88	6169.0
2009-07-20 06:30:00	ES	Futures	911.12	911.37	910.16	910.4	5641.0
2009-07-20 07:00:00	ES	Futures	910.4	910.4	909.2	909.44	7173.0
2009-07-20 07:30:00	ES	Futures	909.44	910.64	908.95	909.44	6984.0
2009-07-20 08:00:00	ES	Futures	909.44	910.4	907.99	908.23	11148.0
2009-07-20 08:30:00	ES	Futures	908.23	909.44	907.51	909.2	12556.0
2009-07-20 09:00:00	ES	Futures	909.2	910.4	908.71	908.95	25698.0
2009-07-20 09:30:00	ES	Futures	908.95	912.09	908.23	909.92	221434.0
2009-07-20 10:00:00	ES	Futures	909.92	912.09	906.54	907.51	176554.0
2009-07-20 10:30:00	ES	Futures	907.51	907.75	904.13	905.82	137028.0
2009-07-20 11:00:00	ES	Futures	906.06	908.23	905.34	907.99	61217.0
2009-07-20 11:30:00	ES	Futures	907.99	909.2	907.27	907.99	61738.0
2009-07-20 12:00:00	ES	Futures	907.75	910.4	907.51	910.16	38534.0
2009-07-20 12:30:00	ES	Futures	910.16	911.12	909.44	909.92	39735.0
2009-07-20 13:00:00	ES	Futures	909.92	910.4	907.75	907.99	42917.0
2009-07-20 13:30:00	ES	Futures	907.99	909.92	906.78	909.44	68988.0
2009-07-20 14:00:00	ES	Futures	909.44	911.61	908.23	908.95	67324.0
2009-07-20 14:30:00	ES	Futures	909.2	910.88	908.71	909.44	111428.0
2009-07-20 15:00:00	ES	Futures	909.44	914.26	909.44	912.81	110931.0
2009-07-20 15:30:00	ES	Futures	913.05	914.74	911.37	913.3	171480.0
2009-07-20 16:00:00	ES	Futures	913.05	915.71	912.33	915.47	105139.0
2009-07-20 16:30:00	ES	Futures	914.26	914.74	913.05	913.3	9605.0
2009-07-20 17:00:00	ES	Futures	913.3	913.54	913.3	913.3	1102.0
2009-07-20 18:00:00	ES	Futures	913.54	913.54	913.05	913.05	1226.0
2009-07-20 18:30:00	ES	Futures	913.05	913.05	912.57	912.81	1749.0
2009-07-20 19:00:00	ES	Futures	912.81	914.02	912.81	913.78	799.0
2009-07-20 19:30:00	ES	Futures	913.78	913.78	912.57	912.81	848.0
2009-07-20 20:00:00	ES	Futures	913.05	913.78	912.81	913.05	1464.0
2009-07-20 20:30:00	ES	Futures	913.05	913.54	912.33	912.57	1566.0
2009-07-20 21:00:00	ES	Futures	912.81	913.05	912.33	912.81	967.0
2009-07-20 21:30:00	ES	Futures	912.81	912.81	911.85	912.09	2201.0
2009-07-20 22:00:00	ES	Futures	911.85	912.57	911.61	911.85	1823.0
2009-07-20 22:30:00	ES	Futures	911.85	912.33	911.61	911.85	1107.0
2009-07-20 23:00:00	ES	Futures	911.85	912.09	911.61	912.09	1015.0
2009-07-20 23:30:00	ES	Futures	911.85	912.57	911.61	912.09	1145.0
2009-07-20 00:00:00	NQ	Futures	1749.31	1749.88	1747.6	1748.45	75.0
2009-07-20 00:30:00	NQ	Futures	1748.17	1749.59	1747.88	1747.88	27.0
2009-07-20 01:00:00	NQ	Futures	1747.88	1748.74	1747.6	1748.74	48.0

> showing 50 of 2,317 rows — these rows as CSV

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