PREVIEW / futures_30min / 2009-08-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-04.parquet
  size:    67 KB
  rows:    2,379

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
2009-08-04 00:00:00	ES	Futures	963.22	963.46	962.25	962.49	2129.0
2009-08-04 00:30:00	ES	Futures	962.49	962.98	962.25	962.73	1919.0
2009-08-04 01:00:00	ES	Futures	962.49	962.73	962.01	962.25	1420.0
2009-08-04 01:30:00	ES	Futures	962.25	962.25	961.53	961.77	2285.0
2009-08-04 02:00:00	ES	Futures	962.01	962.25	960.56	962.25	6053.0
2009-08-04 02:30:00	ES	Futures	962.25	962.49	961.29	962.25	2966.0
2009-08-04 03:00:00	ES	Futures	962.25	962.98	960.56	962.01	8530.0
2009-08-04 03:30:00	ES	Futures	962.01	962.01	959.6	960.56	8827.0
2009-08-04 04:00:00	ES	Futures	960.8	961.29	959.12	959.36	7820.0
2009-08-04 04:30:00	ES	Futures	959.6	959.84	956.95	957.19	11554.0
2009-08-04 05:00:00	ES	Futures	957.19	959.36	956.95	958.63	7265.0
2009-08-04 05:30:00	ES	Futures	958.63	959.84	958.39	958.88	5348.0
2009-08-04 06:00:00	ES	Futures	958.88	959.36	957.19	958.63	8876.0
2009-08-04 06:30:00	ES	Futures	958.39	959.12	957.67	957.67	6398.0
2009-08-04 07:00:00	ES	Futures	957.91	959.36	957.67	957.67	8662.0
2009-08-04 07:30:00	ES	Futures	957.91	958.88	957.67	957.91	6348.0
2009-08-04 08:00:00	ES	Futures	957.91	959.6	957.67	958.63	10732.0
2009-08-04 08:30:00	ES	Futures	958.63	960.08	957.19	958.63	20250.0
2009-08-04 09:00:00	ES	Futures	958.63	960.8	958.63	960.08	19388.0
2009-08-04 09:30:00	ES	Futures	960.32	961.53	958.15	961.53	209471.0
2009-08-04 10:00:00	ES	Futures	961.53	963.94	959.36	960.56	224662.0
2009-08-04 10:30:00	ES	Futures	960.56	963.46	959.36	962.98	118600.0
2009-08-04 11:00:00	ES	Futures	962.98	965.39	962.73	964.18	109539.0
2009-08-04 11:30:00	ES	Futures	964.18	966.35	963.46	965.39	95684.0
2009-08-04 12:00:00	ES	Futures	965.39	967.8	964.42	967.07	105178.0
2009-08-04 12:30:00	ES	Futures	967.07	968.52	966.11	968.28	71128.0
2009-08-04 13:00:00	ES	Futures	968.04	968.52	965.87	966.59	65246.0
2009-08-04 13:30:00	ES	Futures	966.83	967.07	962.49	962.73	118613.0
2009-08-04 14:00:00	ES	Futures	962.98	964.42	961.77	964.18	106792.0
2009-08-04 14:30:00	ES	Futures	964.18	966.35	962.49	962.98	70184.0
2009-08-04 15:00:00	ES	Futures	962.98	965.39	962.25	962.98	99632.0
2009-08-04 15:30:00	ES	Futures	963.22	967.32	961.77	967.07	191603.0
2009-08-04 16:00:00	ES	Futures	967.07	969.49	966.83	969.49	103689.0
2009-08-04 16:30:00	ES	Futures	969.0	969.73	968.52	969.25	7454.0
2009-08-04 17:00:00	ES	Futures	969.25	970.21	968.76	969.97	2466.0
2009-08-04 18:00:00	ES	Futures	969.97	969.97	969.0	969.49	1943.0
2009-08-04 18:30:00	ES	Futures	969.25	969.73	969.0	969.49	735.0
2009-08-04 19:00:00	ES	Futures	969.25	969.49	969.0	969.49	456.0
2009-08-04 19:30:00	ES	Futures	969.25	969.49	969.0	969.0	454.0
2009-08-04 20:00:00	ES	Futures	969.0	969.25	968.52	968.52	2090.0
2009-08-04 20:30:00	ES	Futures	968.52	968.76	967.8	968.28	1887.0
2009-08-04 21:00:00	ES	Futures	968.28	968.52	967.8	968.04	1512.0
2009-08-04 21:30:00	ES	Futures	968.04	968.52	967.8	968.04	1156.0
2009-08-04 22:00:00	ES	Futures	968.28	969.0	968.04	968.76	1219.0
2009-08-04 22:30:00	ES	Futures	969.0	969.25	968.52	969.0	1365.0
2009-08-04 23:00:00	ES	Futures	969.0	969.25	967.8	968.04	1523.0
2009-08-04 23:30:00	ES	Futures	968.04	968.28	967.32	967.56	1809.0
2009-08-04 00:00:00	NQ	Futures	1848.99	1849.27	1847.57	1848.13	253.0
2009-08-04 00:30:00	NQ	Futures	1848.13	1848.13	1847.0	1847.57	79.0
2009-08-04 01:00:00	NQ	Futures	1847.57	1848.13	1846.71	1847.85	74.0

> showing 50 of 2,379 rows — these rows as CSV

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