PREVIEW / futures_30min / 2009-07-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-21.parquet
  size:    67 KB
  rows:    2,321

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
2009-07-21 00:00:00	ES	Futures	912.09	913.05	911.85	913.05	1271.0
2009-07-21 00:30:00	ES	Futures	913.05	913.05	912.33	912.57	451.0
2009-07-21 01:00:00	ES	Futures	912.33	912.81	912.09	912.33	728.0
2009-07-21 01:30:00	ES	Futures	912.33	913.54	912.09	913.54	1370.0
2009-07-21 02:00:00	ES	Futures	913.54	914.02	912.81	913.3	4547.0
2009-07-21 02:30:00	ES	Futures	913.05	913.3	911.61	911.85	3932.0
2009-07-21 03:00:00	ES	Futures	912.09	913.54	911.37	913.54	6701.0
2009-07-21 03:30:00	ES	Futures	913.3	914.98	913.05	914.02	7206.0
2009-07-21 04:00:00	ES	Futures	914.26	915.22	913.3	914.98	5218.0
2009-07-21 04:30:00	ES	Futures	914.98	915.47	914.02	914.5	7189.0
2009-07-21 05:00:00	ES	Futures	914.5	915.47	913.78	914.5	5831.0
2009-07-21 05:30:00	ES	Futures	914.5	915.95	914.26	915.71	3313.0
2009-07-21 06:00:00	ES	Futures	915.71	917.39	915.22	915.71	11158.0
2009-07-21 06:30:00	ES	Futures	915.71	916.43	915.22	915.95	5406.0
2009-07-21 07:00:00	ES	Futures	915.95	916.91	915.47	915.71	5742.0
2009-07-21 07:30:00	ES	Futures	915.95	920.29	915.47	919.32	36192.0
2009-07-21 08:00:00	ES	Futures	919.32	919.81	918.6	919.81	20837.0
2009-07-21 08:30:00	ES	Futures	919.81	920.05	918.36	919.57	21858.0
2009-07-21 09:00:00	ES	Futures	919.32	922.46	919.32	920.53	43759.0
2009-07-21 09:30:00	ES	Futures	920.53	920.77	913.78	916.19	251334.0
2009-07-21 10:00:00	ES	Futures	916.43	917.39	911.61	915.22	213862.0
2009-07-21 10:30:00	ES	Futures	915.22	918.12	914.26	915.95	120216.0
2009-07-21 11:00:00	ES	Futures	916.19	916.67	913.3	914.26	85273.0
2009-07-21 11:30:00	ES	Futures	914.5	914.74	908.23	908.47	127515.0
2009-07-21 12:00:00	ES	Futures	908.71	910.64	908.23	910.16	54976.0
2009-07-21 12:30:00	ES	Futures	909.92	910.64	907.75	908.71	74335.0
2009-07-21 13:00:00	ES	Futures	908.71	909.68	906.3	909.68	96862.0
2009-07-21 13:30:00	ES	Futures	909.44	910.4	908.47	909.2	59971.0
2009-07-21 14:00:00	ES	Futures	909.2	911.85	909.2	910.4	77588.0
2009-07-21 14:30:00	ES	Futures	910.4	913.3	908.95	913.05	122146.0
2009-07-21 15:00:00	ES	Futures	913.3	914.74	912.33	914.02	100742.0
2009-07-21 15:30:00	ES	Futures	914.02	917.64	913.05	917.64	184605.0
2009-07-21 16:00:00	ES	Futures	917.39	920.29	917.15	919.81	85951.0
2009-07-21 16:30:00	ES	Futures	918.12	921.74	915.71	921.49	32172.0
2009-07-21 17:00:00	ES	Futures	921.74	921.74	919.81	920.29	3948.0
2009-07-21 18:00:00	ES	Futures	920.29	921.25	919.57	919.57	2418.0
2009-07-21 18:30:00	ES	Futures	919.81	920.53	919.57	920.05	2167.0
2009-07-21 19:00:00	ES	Futures	920.05	920.53	919.81	919.81	754.0
2009-07-21 19:30:00	ES	Futures	920.05	920.29	917.88	917.88	2757.0
2009-07-21 20:00:00	ES	Futures	918.12	918.36	916.43	916.91	3808.0
2009-07-21 20:30:00	ES	Futures	916.67	917.64	916.43	917.15	2878.0
2009-07-21 21:00:00	ES	Futures	917.15	917.64	916.67	916.91	1091.0
2009-07-21 21:30:00	ES	Futures	916.67	917.39	916.43	917.15	1370.0
2009-07-21 22:00:00	ES	Futures	917.15	917.88	916.91	917.39	1979.0
2009-07-21 22:30:00	ES	Futures	917.39	917.64	916.91	917.39	1041.0
2009-07-21 23:00:00	ES	Futures	917.15	917.64	916.91	917.64	706.0
2009-07-21 23:30:00	ES	Futures	917.64	918.84	917.39	918.6	2576.0
2009-07-21 00:00:00	NQ	Futures	1748.74	1749.88	1748.45	1749.88	106.0
2009-07-21 00:30:00	NQ	Futures	1749.88	1751.3	1749.59	1749.88	119.0
2009-07-21 01:00:00	NQ	Futures	1749.88	1750.44	1749.59	1749.88	47.0

> showing 50 of 2,321 rows — these rows as CSV

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