PREVIEW / futures_30min / 2009-07-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-22.parquet
  size:    67 KB
  rows:    2,385

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
2009-07-22 00:00:00	ES	Futures	918.6	919.08	918.12	919.08	1846.0
2009-07-22 00:30:00	ES	Futures	918.84	919.08	918.36	918.84	1514.0
2009-07-22 01:00:00	ES	Futures	918.84	919.57	918.36	919.32	852.0
2009-07-22 01:30:00	ES	Futures	919.32	919.57	918.84	918.84	757.0
2009-07-22 02:00:00	ES	Futures	919.08	919.08	917.64	917.64	2521.0
2009-07-22 02:30:00	ES	Futures	917.64	918.6	917.15	917.39	2087.0
2009-07-22 03:00:00	ES	Futures	917.39	917.39	914.02	914.02	12888.0
2009-07-22 03:30:00	ES	Futures	914.02	914.5	913.05	914.26	10164.0
2009-07-22 04:00:00	ES	Futures	914.26	914.98	911.85	912.09	11134.0
2009-07-22 04:30:00	ES	Futures	912.09	914.26	911.85	914.02	4477.0
2009-07-22 05:00:00	ES	Futures	913.78	914.98	913.05	914.5	4077.0
2009-07-22 05:30:00	ES	Futures	914.74	915.95	913.54	915.47	6766.0
2009-07-22 06:00:00	ES	Futures	915.71	916.91	915.22	915.47	7101.0
2009-07-22 06:30:00	ES	Futures	915.47	915.71	914.26	915.22	5852.0
2009-07-22 07:00:00	ES	Futures	915.47	916.91	914.74	915.95	9005.0
2009-07-22 07:30:00	ES	Futures	915.71	917.39	915.71	916.91	9433.0
2009-07-22 08:00:00	ES	Futures	916.67	917.39	910.16	911.37	44465.0
2009-07-22 08:30:00	ES	Futures	911.61	912.57	911.12	911.85	14543.0
2009-07-22 09:00:00	ES	Futures	912.09	913.54	911.37	911.85	25525.0
2009-07-22 09:30:00	ES	Futures	911.85	918.84	911.12	917.88	305642.0
2009-07-22 10:00:00	ES	Futures	917.64	920.77	915.47	916.19	212467.0
2009-07-22 10:30:00	ES	Futures	916.19	918.36	914.26	918.12	144759.0
2009-07-22 11:00:00	ES	Futures	917.88	919.81	917.15	917.88	128402.0
2009-07-22 11:30:00	ES	Futures	917.64	919.08	915.71	917.15	86961.0
2009-07-22 12:00:00	ES	Futures	917.15	921.25	916.19	920.53	81068.0
2009-07-22 12:30:00	ES	Futures	920.77	922.94	920.05	921.01	102259.0
2009-07-22 13:00:00	ES	Futures	921.25	922.94	918.84	919.57	67068.0
2009-07-22 13:30:00	ES	Futures	919.32	920.29	917.64	919.81	80362.0
2009-07-22 14:00:00	ES	Futures	920.05	921.01	917.15	918.12	104689.0
2009-07-22 14:30:00	ES	Futures	918.12	920.05	917.64	919.81	85861.0
2009-07-22 15:00:00	ES	Futures	919.57	920.53	914.74	915.95	156274.0
2009-07-22 15:30:00	ES	Futures	915.95	918.12	914.74	917.15	172297.0
2009-07-22 16:00:00	ES	Futures	917.15	917.88	914.98	916.43	85436.0
2009-07-22 16:30:00	ES	Futures	916.67	917.39	915.71	916.91	8116.0
2009-07-22 17:00:00	ES	Futures	917.15	917.15	915.71	915.95	2881.0
2009-07-22 18:00:00	ES	Futures	915.95	916.43	915.47	915.71	1370.0
2009-07-22 18:30:00	ES	Futures	915.95	916.19	915.71	915.71	576.0
2009-07-22 19:00:00	ES	Futures	915.95	916.67	915.71	916.19	979.0
2009-07-22 19:30:00	ES	Futures	916.19	916.43	915.47	915.71	1101.0
2009-07-22 20:00:00	ES	Futures	915.47	916.19	915.47	915.95	1017.0
2009-07-22 20:30:00	ES	Futures	915.95	916.19	915.47	915.71	598.0
2009-07-22 21:00:00	ES	Futures	915.71	915.71	915.22	915.47	1728.0
2009-07-22 21:30:00	ES	Futures	915.47	915.95	915.22	915.95	1635.0
2009-07-22 22:00:00	ES	Futures	915.95	917.88	915.95	917.64	2672.0
2009-07-22 22:30:00	ES	Futures	917.88	919.08	917.64	918.6	1860.0
2009-07-22 23:00:00	ES	Futures	918.6	919.08	918.36	918.6	1445.0
2009-07-22 23:30:00	ES	Futures	918.6	920.29	918.6	919.57	3976.0
2009-07-22 00:00:00	NQ	Futures	1774.37	1774.94	1773.8	1774.65	163.0
2009-07-22 00:30:00	NQ	Futures	1774.37	1774.65	1774.08	1774.08	56.0
2009-07-22 01:00:00	NQ	Futures	1774.08	1774.94	1773.51	1774.94	105.0

> showing 50 of 2,385 rows — these rows as CSV

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