PREVIEW / futures_30min / 2009-07-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-29.parquet
  size:    66 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
2009-07-29 00:00:00	ES	Futures	937.89	938.38	936.93	937.65	2375.0
2009-07-29 00:30:00	ES	Futures	937.65	939.34	937.41	938.14	1295.0
2009-07-29 01:00:00	ES	Futures	938.14	938.62	937.41	938.14	1138.0
2009-07-29 01:30:00	ES	Futures	937.89	938.38	937.17	937.89	1615.0
2009-07-29 02:00:00	ES	Futures	937.89	938.14	932.35	932.83	11516.0
2009-07-29 02:30:00	ES	Futures	932.83	933.79	929.94	932.35	15478.0
2009-07-29 03:00:00	ES	Futures	932.11	936.45	932.11	934.52	14871.0
2009-07-29 03:30:00	ES	Futures	934.52	937.65	934.04	936.45	12715.0
2009-07-29 04:00:00	ES	Futures	936.69	940.31	936.45	937.17	20123.0
2009-07-29 04:30:00	ES	Futures	936.93	938.62	936.69	937.65	9304.0
2009-07-29 05:00:00	ES	Futures	937.89	939.58	937.17	938.86	6846.0
2009-07-29 05:30:00	ES	Futures	938.62	939.34	935.0	935.0	9124.0
2009-07-29 06:00:00	ES	Futures	935.0	939.1	935.0	937.65	7815.0
2009-07-29 06:30:00	ES	Futures	937.65	940.06	936.93	938.62	10721.0
2009-07-29 07:00:00	ES	Futures	938.62	939.1	936.93	937.17	8013.0
2009-07-29 07:30:00	ES	Futures	937.17	937.89	935.48	935.48	13167.0
2009-07-29 08:00:00	ES	Futures	935.72	939.1	935.48	938.38	18288.0
2009-07-29 08:30:00	ES	Futures	938.38	940.06	934.04	935.0	41714.0
2009-07-29 09:00:00	ES	Futures	935.0	936.21	933.79	935.72	27310.0
2009-07-29 09:30:00	ES	Futures	935.96	937.65	932.35	937.17	229123.0
2009-07-29 10:00:00	ES	Futures	936.93	940.55	936.45	938.38	178880.0
2009-07-29 10:30:00	ES	Futures	938.62	938.62	934.76	936.93	148085.0
2009-07-29 11:00:00	ES	Futures	936.69	938.38	933.31	934.04	105382.0
2009-07-29 11:30:00	ES	Futures	934.04	935.72	932.11	935.72	105436.0
2009-07-29 12:00:00	ES	Futures	935.72	936.45	935.0	935.96	77915.0
2009-07-29 12:30:00	ES	Futures	935.96	938.14	935.72	936.69	47994.0
2009-07-29 13:00:00	ES	Futures	936.69	936.69	931.62	932.35	113299.0
2009-07-29 13:30:00	ES	Futures	932.35	934.04	931.14	933.79	79124.0
2009-07-29 14:00:00	ES	Futures	933.79	936.21	931.86	935.48	92357.0
2009-07-29 14:30:00	ES	Futures	935.48	935.72	931.38	931.86	74997.0
2009-07-29 15:00:00	ES	Futures	931.62	935.24	931.62	934.76	77215.0
2009-07-29 15:30:00	ES	Futures	934.76	939.34	934.28	937.89	202631.0
2009-07-29 16:00:00	ES	Futures	937.65	940.79	937.41	940.55	79825.0
2009-07-29 16:30:00	ES	Futures	939.58	940.55	939.1	940.06	5311.0
2009-07-29 17:00:00	ES	Futures	940.31	942.48	940.06	941.51	3774.0
2009-07-29 18:00:00	ES	Futures	941.03	941.27	940.06	940.06	1514.0
2009-07-29 18:30:00	ES	Futures	940.06	940.79	940.06	940.06	905.0
2009-07-29 19:00:00	ES	Futures	940.06	940.31	939.58	940.06	865.0
2009-07-29 19:30:00	ES	Futures	940.06	940.79	939.34	940.79	1515.0
2009-07-29 20:00:00	ES	Futures	940.79	941.51	940.55	940.79	2361.0
2009-07-29 20:30:00	ES	Futures	941.03	941.51	940.55	941.27	1569.0
2009-07-29 21:00:00	ES	Futures	941.51	941.99	940.55	941.03	3377.0
2009-07-29 21:30:00	ES	Futures	941.03	942.48	939.34	942.23	4362.0
2009-07-29 22:00:00	ES	Futures	942.48	944.16	941.75	943.2	5599.0
2009-07-29 22:30:00	ES	Futures	943.2	944.16	943.2	943.92	3328.0
2009-07-29 23:00:00	ES	Futures	944.16	944.16	941.51	941.99	3770.0
2009-07-29 23:30:00	ES	Futures	941.99	943.44	941.99	942.72	2739.0
2009-07-29 00:00:00	NQ	Futures	1820.79	1821.65	1818.8	1820.79	118.0
2009-07-29 00:30:00	NQ	Futures	1821.08	1822.79	1819.94	1821.36	96.0
2009-07-29 01:00:00	NQ	Futures	1821.36	1821.93	1819.37	1821.08	24.0

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

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