PREVIEW / futures_30min / 2009-08-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-03.parquet
  size:    69 KB
  rows:    2,372

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
2009-08-03 00:00:00	ES	Futures	951.88	952.12	950.68	951.4	1318.0
2009-08-03 00:30:00	ES	Futures	951.4	952.61	950.68	950.92	2190.0
2009-08-03 01:00:00	ES	Futures	950.68	951.16	949.95	951.16	1230.0
2009-08-03 01:30:00	ES	Futures	951.16	952.12	950.68	952.12	1083.0
2009-08-03 02:00:00	ES	Futures	951.88	952.61	950.43	951.4	3529.0
2009-08-03 02:30:00	ES	Futures	951.4	952.12	949.23	949.23	4427.0
2009-08-03 03:00:00	ES	Futures	949.47	953.57	948.51	953.33	8541.0
2009-08-03 03:30:00	ES	Futures	953.33	953.81	951.88	953.57	7993.0
2009-08-03 04:00:00	ES	Futures	953.33	957.43	952.85	956.7	14576.0
2009-08-03 04:30:00	ES	Futures	956.46	958.15	956.46	957.91	6954.0
2009-08-03 05:00:00	ES	Futures	958.15	958.39	957.19	958.15	6031.0
2009-08-03 05:30:00	ES	Futures	958.39	961.53	958.15	960.56	11440.0
2009-08-03 06:00:00	ES	Futures	960.56	961.53	960.32	961.29	5711.0
2009-08-03 06:30:00	ES	Futures	961.29	961.53	958.63	959.36	10317.0
2009-08-03 07:00:00	ES	Futures	959.6	960.08	958.63	959.12	8370.0
2009-08-03 07:30:00	ES	Futures	959.36	959.6	958.15	959.12	6935.0
2009-08-03 08:00:00	ES	Futures	959.12	959.84	957.91	959.36	17519.0
2009-08-03 08:30:00	ES	Futures	959.6	959.84	957.91	958.63	16595.0
2009-08-03 09:00:00	ES	Futures	958.63	959.84	958.39	958.88	18478.0
2009-08-03 09:30:00	ES	Futures	958.88	960.56	953.81	956.95	262630.0
2009-08-03 10:00:00	ES	Futures	956.7	962.01	956.7	961.29	231152.0
2009-08-03 10:30:00	ES	Futures	961.29	963.94	958.39	958.88	144063.0
2009-08-03 11:00:00	ES	Futures	959.12	960.08	957.19	958.15	113632.0
2009-08-03 11:30:00	ES	Futures	958.39	961.29	957.91	961.05	51250.0
2009-08-03 12:00:00	ES	Futures	961.05	961.77	960.32	960.8	44877.0
2009-08-03 12:30:00	ES	Futures	960.56	961.77	958.15	961.29	54147.0
2009-08-03 13:00:00	ES	Futures	961.29	963.22	961.05	962.01	58755.0
2009-08-03 13:30:00	ES	Futures	962.25	963.46	962.01	962.73	44740.0
2009-08-03 14:00:00	ES	Futures	962.73	965.63	962.49	964.18	111258.0
2009-08-03 14:30:00	ES	Futures	963.94	964.66	962.25	962.49	76718.0
2009-08-03 15:00:00	ES	Futures	962.25	965.15	962.25	963.94	70195.0
2009-08-03 15:30:00	ES	Futures	963.94	964.42	960.8	964.42	211520.0
2009-08-03 16:00:00	ES	Futures	964.42	965.87	963.94	965.39	98080.0
2009-08-03 16:30:00	ES	Futures	964.9	966.35	964.9	965.63	5291.0
2009-08-03 17:00:00	ES	Futures	965.63	965.87	965.15	965.39	678.0
2009-08-03 18:00:00	ES	Futures	965.39	965.87	965.39	965.39	985.0
2009-08-03 18:30:00	ES	Futures	965.39	965.63	965.15	965.15	732.0
2009-08-03 19:00:00	ES	Futures	965.39	965.39	964.9	965.15	347.0
2009-08-03 19:30:00	ES	Futures	965.15	965.39	964.66	965.39	1030.0
2009-08-03 20:00:00	ES	Futures	965.39	965.87	964.66	965.39	1875.0
2009-08-03 20:30:00	ES	Futures	965.63	965.87	964.9	964.9	1308.0
2009-08-03 21:00:00	ES	Futures	964.9	965.15	964.18	964.66	1393.0
2009-08-03 21:30:00	ES	Futures	964.66	965.15	963.94	964.18	1936.0
2009-08-03 22:00:00	ES	Futures	964.18	965.15	963.94	965.15	1003.0
2009-08-03 22:30:00	ES	Futures	965.15	965.63	963.94	964.42	1944.0
2009-08-03 23:00:00	ES	Futures	964.18	964.42	963.7	963.94	1580.0
2009-08-03 23:30:00	ES	Futures	963.94	964.18	962.98	963.22	1946.0
2009-08-03 00:00:00	NQ	Futures	1832.47	1832.47	1830.19	1831.62	64.0
2009-08-03 00:30:00	NQ	Futures	1830.76	1833.04	1830.19	1830.19	128.0
2009-08-03 01:00:00	NQ	Futures	1829.62	1831.05	1829.05	1831.05	58.0

> showing 50 of 2,372 rows — these rows as CSV

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