PREVIEW / futures_30min / 2009-07-28

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-28.parquet
  size:    68 KB
  rows:    2,330

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
2009-07-28 00:00:00	ES	Futures	943.68	943.92	942.96	943.92	605.0
2009-07-28 00:30:00	ES	Futures	943.92	944.89	943.44	943.92	1201.0
2009-07-28 01:00:00	ES	Futures	944.16	944.41	943.92	944.16	538.0
2009-07-28 01:30:00	ES	Futures	944.16	945.13	943.92	945.13	972.0
2009-07-28 02:00:00	ES	Futures	945.13	945.13	943.2	943.44	3640.0
2009-07-28 02:30:00	ES	Futures	943.44	943.92	942.48	942.48	3379.0
2009-07-28 03:00:00	ES	Futures	942.48	944.89	942.48	943.2	10233.0
2009-07-28 03:30:00	ES	Futures	943.2	946.82	942.72	945.13	9842.0
2009-07-28 04:00:00	ES	Futures	945.13	946.33	943.92	943.92	5409.0
2009-07-28 04:30:00	ES	Futures	944.16	944.65	942.96	943.2	4784.0
2009-07-28 05:00:00	ES	Futures	943.2	944.41	941.99	942.23	6684.0
2009-07-28 05:30:00	ES	Futures	941.99	942.96	941.75	942.72	5488.0
2009-07-28 06:00:00	ES	Futures	942.48	943.44	941.99	943.44	4092.0
2009-07-28 06:30:00	ES	Futures	943.2	943.92	940.79	941.99	5959.0
2009-07-28 07:00:00	ES	Futures	941.99	941.99	940.06	941.51	6967.0
2009-07-28 07:30:00	ES	Futures	941.51	941.51	937.89	938.14	20524.0
2009-07-28 08:00:00	ES	Futures	938.14	939.82	938.14	939.1	13430.0
2009-07-28 08:30:00	ES	Futures	938.86	940.55	938.14	940.31	22769.0
2009-07-28 09:00:00	ES	Futures	940.55	941.51	937.17	937.89	31164.0
2009-07-28 09:30:00	ES	Futures	937.89	944.65	937.41	943.44	218501.0
2009-07-28 10:00:00	ES	Futures	943.44	944.16	935.24	937.89	256675.0
2009-07-28 10:30:00	ES	Futures	938.14	939.82	936.93	939.1	89058.0
2009-07-28 11:00:00	ES	Futures	939.34	939.34	934.04	934.52	138339.0
2009-07-28 11:30:00	ES	Futures	934.52	935.48	931.86	934.52	154244.0
2009-07-28 12:00:00	ES	Futures	934.52	935.96	933.07	934.52	69133.0
2009-07-28 12:30:00	ES	Futures	934.52	936.21	934.04	935.24	39490.0
2009-07-28 13:00:00	ES	Futures	935.0	937.89	933.31	936.93	72964.0
2009-07-28 13:30:00	ES	Futures	937.17	939.82	936.21	939.1	92197.0
2009-07-28 14:00:00	ES	Futures	938.86	941.03	937.65	940.31	98106.0
2009-07-28 14:30:00	ES	Futures	940.31	943.68	938.62	939.58	156740.0
2009-07-28 15:00:00	ES	Futures	939.34	940.31	936.93	938.62	121069.0
2009-07-28 15:30:00	ES	Futures	938.62	942.48	937.89	941.75	166846.0
2009-07-28 16:00:00	ES	Futures	941.51	942.48	941.03	941.03	79631.0
2009-07-28 16:30:00	ES	Futures	940.79	940.79	939.1	939.82	4186.0
2009-07-28 17:00:00	ES	Futures	940.06	940.55	939.34	940.31	889.0
2009-07-28 18:00:00	ES	Futures	940.06	940.06	938.86	939.1	1278.0
2009-07-28 18:30:00	ES	Futures	939.1	939.58	938.86	939.34	590.0
2009-07-28 19:00:00	ES	Futures	939.1	939.1	937.89	937.89	1531.0
2009-07-28 19:30:00	ES	Futures	937.89	938.62	937.41	938.14	1331.0
2009-07-28 20:00:00	ES	Futures	938.14	939.34	937.89	939.34	1191.0
2009-07-28 20:30:00	ES	Futures	939.1	941.51	938.62	940.79	2700.0
2009-07-28 21:00:00	ES	Futures	940.79	941.51	940.55	941.27	1621.0
2009-07-28 21:30:00	ES	Futures	941.03	941.51	939.82	940.06	1859.0
2009-07-28 22:00:00	ES	Futures	940.31	940.55	939.82	940.31	1005.0
2009-07-28 22:30:00	ES	Futures	940.31	940.55	939.58	939.82	653.0
2009-07-28 23:00:00	ES	Futures	939.82	939.82	938.38	938.38	1731.0
2009-07-28 23:30:00	ES	Futures	938.38	938.62	937.65	937.65	1487.0
2009-07-28 00:00:00	NQ	Futures	1819.08	1819.65	1818.23	1818.8	106.0
2009-07-28 00:30:00	NQ	Futures	1819.37	1822.79	1819.37	1821.08	131.0
2009-07-28 01:00:00	NQ	Futures	1820.51	1820.51	1818.51	1818.51	77.0

> showing 50 of 2,330 rows — these rows as CSV

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