PREVIEW / futures_30min / 2009-07-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-30.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
2009-07-30 00:00:00	ES	Futures	942.72	943.44	942.23	943.2	1592.0
2009-07-30 00:30:00	ES	Futures	943.44	943.44	942.23	942.96	1415.0
2009-07-30 01:00:00	ES	Futures	942.72	945.13	942.48	944.16	2681.0
2009-07-30 01:30:00	ES	Futures	944.16	945.13	943.92	944.65	2022.0
2009-07-30 02:00:00	ES	Futures	944.89	948.02	943.68	946.58	11613.0
2009-07-30 02:30:00	ES	Futures	946.58	947.06	945.61	946.09	6596.0
2009-07-30 03:00:00	ES	Futures	945.85	945.85	942.96	943.68	15096.0
2009-07-30 03:30:00	ES	Futures	943.44	943.68	941.51	943.2	12191.0
2009-07-30 04:00:00	ES	Futures	942.96	944.16	941.99	943.44	7930.0
2009-07-30 04:30:00	ES	Futures	943.44	946.33	942.96	945.61	8893.0
2009-07-30 05:00:00	ES	Futures	945.85	947.78	945.61	947.06	10739.0
2009-07-30 05:30:00	ES	Futures	947.06	948.51	946.33	946.82	8150.0
2009-07-30 06:00:00	ES	Futures	946.82	949.95	946.82	949.47	10228.0
2009-07-30 06:30:00	ES	Futures	949.23	949.71	947.54	948.02	5983.0
2009-07-30 07:00:00	ES	Futures	948.02	948.51	946.82	947.06	6532.0
2009-07-30 07:30:00	ES	Futures	947.06	947.78	946.58	947.3	9440.0
2009-07-30 08:00:00	ES	Futures	947.3	948.02	945.85	947.3	32602.0
2009-07-30 08:30:00	ES	Futures	947.3	951.88	945.85	950.43	68541.0
2009-07-30 09:00:00	ES	Futures	950.43	951.16	948.99	948.99	22793.0
2009-07-30 09:30:00	ES	Futures	949.23	955.5	946.82	954.78	301262.0
2009-07-30 10:00:00	ES	Futures	954.78	957.91	953.81	956.22	241853.0
2009-07-30 10:30:00	ES	Futures	955.98	958.88	955.5	957.91	131362.0
2009-07-30 11:00:00	ES	Futures	957.91	958.63	955.5	955.74	102272.0
2009-07-30 11:30:00	ES	Futures	955.5	956.46	952.12	952.85	138045.0
2009-07-30 12:00:00	ES	Futures	953.09	954.53	952.12	952.61	81209.0
2009-07-30 12:30:00	ES	Futures	952.85	955.02	952.61	953.57	55848.0
2009-07-30 13:00:00	ES	Futures	953.81	956.46	953.33	955.26	111720.0
2009-07-30 13:30:00	ES	Futures	955.26	957.19	954.05	954.53	85119.0
2009-07-30 14:00:00	ES	Futures	954.78	955.5	952.85	954.53	91744.0
2009-07-30 14:30:00	ES	Futures	954.53	955.98	953.57	954.78	57762.0
2009-07-30 15:00:00	ES	Futures	954.78	957.19	954.53	955.98	89996.0
2009-07-30 15:30:00	ES	Futures	955.74	955.98	947.54	948.02	328511.0
2009-07-30 16:00:00	ES	Futures	948.02	949.71	946.58	947.3	99186.0
2009-07-30 16:30:00	ES	Futures	947.54	948.02	946.33	947.06	5570.0
2009-07-30 17:00:00	ES	Futures	946.82	947.3	946.33	946.58	1678.0
2009-07-30 18:00:00	ES	Futures	946.58	947.54	946.58	947.54	888.0
2009-07-30 18:30:00	ES	Futures	947.3	948.26	947.3	947.54	892.0
2009-07-30 19:00:00	ES	Futures	947.54	948.75	947.54	948.51	1013.0
2009-07-30 19:30:00	ES	Futures	948.75	948.75	947.54	947.78	1049.0
2009-07-30 20:00:00	ES	Futures	947.54	947.78	946.82	947.06	2079.0
2009-07-30 20:30:00	ES	Futures	947.06	947.54	946.33	947.54	1124.0
2009-07-30 21:00:00	ES	Futures	947.54	948.75	947.54	948.51	1655.0
2009-07-30 21:30:00	ES	Futures	948.26	948.51	947.3	947.54	1439.0
2009-07-30 22:00:00	ES	Futures	947.54	948.26	946.82	947.54	1241.0
2009-07-30 22:30:00	ES	Futures	947.3	948.99	947.3	948.99	1125.0
2009-07-30 23:00:00	ES	Futures	948.99	949.71	948.75	949.71	949.0
2009-07-30 23:30:00	ES	Futures	949.47	951.16	949.47	950.92	2870.0
2009-07-30 00:00:00	NQ	Futures	1828.2	1828.48	1825.63	1828.48	33.0
2009-07-30 00:30:00	NQ	Futures	1827.91	1828.2	1826.2	1827.06	54.0
2009-07-30 01:00:00	NQ	Futures	1827.34	1830.76	1826.77	1829.34	156.0

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

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