PREVIEW / futures_30min / 2009-07-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-23.parquet
  size:    67 KB
  rows:    2,336

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
2009-07-23 00:00:00	ES	Futures	919.57	919.81	918.6	918.84	1312.0
2009-07-23 00:30:00	ES	Futures	918.84	919.81	918.84	919.57	794.0
2009-07-23 01:00:00	ES	Futures	919.81	920.29	919.32	919.32	1165.0
2009-07-23 01:30:00	ES	Futures	919.57	919.57	917.64	918.12	2154.0
2009-07-23 02:00:00	ES	Futures	918.12	920.29	918.12	919.57	3897.0
2009-07-23 02:30:00	ES	Futures	919.81	919.81	918.12	919.81	3283.0
2009-07-23 03:00:00	ES	Futures	919.57	919.81	917.39	918.6	7222.0
2009-07-23 03:30:00	ES	Futures	918.6	920.53	918.36	918.84	5569.0
2009-07-23 04:00:00	ES	Futures	919.08	919.32	917.64	918.6	4003.0
2009-07-23 04:30:00	ES	Futures	918.6	920.05	918.12	919.32	9583.0
2009-07-23 05:00:00	ES	Futures	919.32	920.05	918.6	918.84	2519.0
2009-07-23 05:30:00	ES	Futures	918.84	919.57	918.36	918.84	3389.0
2009-07-23 06:00:00	ES	Futures	918.84	919.57	918.6	918.84	2712.0
2009-07-23 06:30:00	ES	Futures	918.84	919.32	916.67	917.39	7503.0
2009-07-23 07:00:00	ES	Futures	917.39	918.6	917.15	918.36	4315.0
2009-07-23 07:30:00	ES	Futures	918.36	921.74	918.36	920.53	19598.0
2009-07-23 08:00:00	ES	Futures	920.53	921.98	920.05	921.01	14479.0
2009-07-23 08:30:00	ES	Futures	921.01	922.7	918.36	918.6	39520.0
2009-07-23 09:00:00	ES	Futures	918.6	919.08	917.15	917.88	24564.0
2009-07-23 09:30:00	ES	Futures	917.88	926.32	917.15	926.08	237305.0
2009-07-23 10:00:00	ES	Futures	926.08	931.38	923.42	929.69	319211.0
2009-07-23 10:30:00	ES	Futures	929.94	934.52	929.69	933.07	222318.0
2009-07-23 11:00:00	ES	Futures	933.07	938.62	932.83	937.41	182658.0
2009-07-23 11:30:00	ES	Futures	937.41	939.1	935.96	936.45	104318.0
2009-07-23 12:00:00	ES	Futures	936.69	938.62	936.45	938.62	76553.0
2009-07-23 12:30:00	ES	Futures	938.62	940.06	937.17	939.82	99798.0
2009-07-23 13:00:00	ES	Futures	940.06	940.31	937.89	939.34	77216.0
2009-07-23 13:30:00	ES	Futures	939.34	941.75	938.62	938.86	103019.0
2009-07-23 14:00:00	ES	Futures	938.86	939.82	937.89	939.1	89492.0
2009-07-23 14:30:00	ES	Futures	939.1	940.79	938.62	940.06	87542.0
2009-07-23 15:00:00	ES	Futures	940.06	941.99	939.82	941.03	142171.0
2009-07-23 15:30:00	ES	Futures	941.03	941.03	936.21	937.89	246464.0
2009-07-23 16:00:00	ES	Futures	938.14	939.34	934.28	935.24	120648.0
2009-07-23 16:30:00	ES	Futures	930.9	931.86	929.45	929.94	20313.0
2009-07-23 17:00:00	ES	Futures	929.94	930.9	928.73	930.66	7150.0
2009-07-23 17:30:00	ES	Futures	930.66	930.66	930.66	930.66	1.0
2009-07-23 18:00:00	ES	Futures	930.18	930.9	929.69	930.9	1661.0
2009-07-23 18:30:00	ES	Futures	930.9	931.38	930.42	930.9	1103.0
2009-07-23 19:00:00	ES	Futures	931.14	931.38	930.66	931.14	786.0
2009-07-23 19:30:00	ES	Futures	931.14	931.38	930.66	930.9	1417.0
2009-07-23 20:00:00	ES	Futures	931.14	931.14	930.18	930.18	2233.0
2009-07-23 20:30:00	ES	Futures	930.18	930.66	929.69	930.18	1939.0
2009-07-23 21:00:00	ES	Futures	930.18	931.14	929.94	930.42	1594.0
2009-07-23 21:30:00	ES	Futures	930.42	931.38	930.42	930.66	2554.0
2009-07-23 22:00:00	ES	Futures	930.66	930.9	929.69	929.69	1860.0
2009-07-23 22:30:00	ES	Futures	929.69	930.66	929.69	930.66	1147.0
2009-07-23 23:00:00	ES	Futures	930.42	931.14	930.18	930.66	1141.0
2009-07-23 23:30:00	ES	Futures	930.66	930.66	929.45	929.45	1539.0
2009-07-23 00:00:00	NQ	Futures	1778.64	1779.21	1777.79	1778.36	273.0
2009-07-23 00:30:00	NQ	Futures	1778.36	1780.07	1778.07	1780.07	56.0

> showing 50 of 2,336 rows — these rows as CSV

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