PREVIEW / futures_30min / 2009-07-31

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-31.parquet
  size:    57 KB
  rows:    1,857

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
2009-07-31 00:00:00	ES	Futures	950.92	951.4	950.68	951.16	1620.0
2009-07-31 00:30:00	ES	Futures	951.16	951.4	950.43	951.16	1082.0
2009-07-31 01:00:00	ES	Futures	951.16	951.64	950.43	950.92	1392.0
2009-07-31 01:30:00	ES	Futures	951.16	951.88	950.92	951.64	1527.0
2009-07-31 02:00:00	ES	Futures	951.88	952.36	951.16	951.64	3588.0
2009-07-31 02:30:00	ES	Futures	951.4	951.64	950.43	950.92	2734.0
2009-07-31 03:00:00	ES	Futures	950.92	953.57	950.43	952.85	13607.0
2009-07-31 03:30:00	ES	Futures	953.09	953.33	951.16	952.36	6116.0
2009-07-31 04:00:00	ES	Futures	952.12	952.12	949.23	950.19	6592.0
2009-07-31 04:30:00	ES	Futures	950.19	950.43	948.75	948.99	4231.0
2009-07-31 05:00:00	ES	Futures	948.99	949.47	948.26	948.75	4542.0
2009-07-31 05:30:00	ES	Futures	948.99	949.95	948.99	949.71	4155.0
2009-07-31 06:00:00	ES	Futures	949.71	950.19	949.23	950.19	3183.0
2009-07-31 06:30:00	ES	Futures	950.19	951.88	949.95	950.92	4308.0
2009-07-31 07:00:00	ES	Futures	951.16	952.12	950.19	951.16	5787.0
2009-07-31 07:30:00	ES	Futures	951.16	952.12	950.68	950.92	6607.0
2009-07-31 08:00:00	ES	Futures	951.16	953.09	950.68	952.36	18163.0
2009-07-31 08:30:00	ES	Futures	952.61	955.5	943.68	944.41	116979.0
2009-07-31 09:00:00	ES	Futures	944.41	948.02	943.92	947.3	32937.0
2009-07-31 09:30:00	ES	Futures	947.54	955.02	946.58	949.95	287755.0
2009-07-31 10:00:00	ES	Futures	950.19	951.4	944.89	949.71	277275.0
2009-07-31 10:30:00	ES	Futures	949.71	953.57	949.23	951.88	133645.0
2009-07-31 11:00:00	ES	Futures	951.88	952.12	948.75	949.95	120175.0
2009-07-31 11:30:00	ES	Futures	949.71	952.61	948.02	951.16	93272.0
2009-07-31 12:00:00	ES	Futures	951.4	951.88	948.75	951.4	54472.0
2009-07-31 12:30:00	ES	Futures	951.16	951.64	948.51	949.71	44065.0
2009-07-31 13:00:00	ES	Futures	949.95	950.92	948.75	950.92	31558.0
2009-07-31 13:30:00	ES	Futures	950.68	952.61	950.19	951.88	49628.0
2009-07-31 14:00:00	ES	Futures	951.88	954.53	950.92	953.57	96079.0
2009-07-31 14:30:00	ES	Futures	953.81	954.05	949.71	950.92	75735.0
2009-07-31 15:00:00	ES	Futures	950.92	955.5	950.19	954.05	114389.0
2009-07-31 15:30:00	ES	Futures	953.81	954.05	947.78	948.99	324525.0
2009-07-31 16:00:00	ES	Futures	948.99	950.19	946.82	947.3	116410.0
2009-07-31 00:00:00	NQ	Futures	1835.6	1835.89	1834.75	1835.32	110.0
2009-07-31 00:30:00	NQ	Futures	1835.32	1836.46	1834.46	1835.89	85.0
2009-07-31 01:00:00	NQ	Futures	1835.89	1836.46	1835.32	1836.46	62.0
2009-07-31 01:30:00	NQ	Futures	1835.89	1836.46	1835.03	1835.89	184.0
2009-07-31 02:00:00	NQ	Futures	1836.46	1837.03	1835.89	1836.17	302.0
2009-07-31 02:30:00	NQ	Futures	1836.46	1836.46	1834.46	1834.46	95.0
2009-07-31 03:00:00	NQ	Futures	1834.46	1839.31	1833.89	1838.17	899.0
2009-07-31 03:30:00	NQ	Futures	1837.6	1838.45	1835.32	1837.31	404.0
2009-07-31 04:00:00	NQ	Futures	1837.03	1837.03	1832.47	1834.18	589.0
2009-07-31 04:30:00	NQ	Futures	1835.03	1835.32	1832.19	1833.32	399.0
2009-07-31 05:00:00	NQ	Futures	1833.32	1833.61	1831.05	1831.33	471.0
2009-07-31 05:30:00	NQ	Futures	1831.62	1832.76	1830.76	1832.76	457.0
2009-07-31 06:00:00	NQ	Futures	1832.76	1833.32	1831.05	1833.32	305.0
2009-07-31 06:30:00	NQ	Futures	1833.32	1836.17	1833.04	1834.75	614.0
2009-07-31 07:00:00	NQ	Futures	1835.03	1838.17	1833.61	1835.89	1045.0
2009-07-31 07:30:00	NQ	Futures	1836.17	1837.88	1835.32	1835.32	556.0
2009-07-31 08:00:00	NQ	Futures	1835.6	1841.01	1831.9	1835.6	1970.0

> showing 50 of 1,857 rows — these rows as CSV

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