PREVIEW / futures_30min / 2009-08-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-05.parquet
  size:    68 KB
  rows:    2,386

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
2009-08-05 00:00:00	ES	Futures	967.8	968.04	967.07	967.32	1861.0
2009-08-05 00:30:00	ES	Futures	967.56	967.56	967.07	967.56	995.0
2009-08-05 01:00:00	ES	Futures	967.32	967.56	966.35	966.59	2651.0
2009-08-05 01:30:00	ES	Futures	966.59	966.83	965.87	966.11	2351.0
2009-08-05 02:00:00	ES	Futures	966.11	966.35	964.66	965.15	5265.0
2009-08-05 02:30:00	ES	Futures	964.9	965.39	963.94	964.42	4702.0
2009-08-05 03:00:00	ES	Futures	964.42	967.32	963.7	967.07	11362.0
2009-08-05 03:30:00	ES	Futures	967.07	967.32	964.18	965.15	7719.0
2009-08-05 04:00:00	ES	Futures	965.15	966.83	964.66	965.87	6940.0
2009-08-05 04:30:00	ES	Futures	965.87	967.07	965.63	966.11	5421.0
2009-08-05 05:00:00	ES	Futures	966.11	968.28	965.87	967.8	6144.0
2009-08-05 05:30:00	ES	Futures	967.8	968.76	967.8	968.04	4696.0
2009-08-05 06:00:00	ES	Futures	968.28	969.49	968.04	969.25	5594.0
2009-08-05 06:30:00	ES	Futures	969.0	969.97	968.76	969.73	4730.0
2009-08-05 07:00:00	ES	Futures	969.49	969.97	967.8	969.49	8346.0
2009-08-05 07:30:00	ES	Futures	969.73	970.93	968.28	968.52	14775.0
2009-08-05 08:00:00	ES	Futures	968.52	970.45	966.59	966.83	35376.0
2009-08-05 08:30:00	ES	Futures	967.07	967.32	965.63	967.07	16177.0
2009-08-05 09:00:00	ES	Futures	967.07	968.76	966.83	967.8	13158.0
2009-08-05 09:30:00	ES	Futures	967.8	968.52	961.77	963.22	238328.0
2009-08-05 10:00:00	ES	Futures	962.98	963.46	956.7	959.84	255521.0
2009-08-05 10:30:00	ES	Futures	960.08	960.08	956.22	958.88	139600.0
2009-08-05 11:00:00	ES	Futures	959.12	961.05	957.91	960.08	88734.0
2009-08-05 11:30:00	ES	Futures	960.32	960.56	958.15	959.12	70560.0
2009-08-05 12:00:00	ES	Futures	959.12	962.01	958.15	961.05	60803.0
2009-08-05 12:30:00	ES	Futures	961.05	961.53	959.36	959.84	67538.0
2009-08-05 13:00:00	ES	Futures	959.6	962.98	957.67	962.49	113020.0
2009-08-05 13:30:00	ES	Futures	962.49	963.46	961.05	961.53	74211.0
2009-08-05 14:00:00	ES	Futures	961.53	962.98	960.56	962.49	72374.0
2009-08-05 14:30:00	ES	Futures	962.49	966.83	962.01	966.35	135697.0
2009-08-05 15:00:00	ES	Futures	966.35	968.28	965.15	967.56	93033.0
2009-08-05 15:30:00	ES	Futures	967.8	967.8	962.98	964.42	187235.0
2009-08-05 16:00:00	ES	Futures	964.42	965.63	963.46	965.39	81058.0
2009-08-05 16:30:00	ES	Futures	964.9	965.39	962.25	962.49	11886.0
2009-08-05 17:00:00	ES	Futures	962.49	962.98	961.77	962.01	4621.0
2009-08-05 18:00:00	ES	Futures	962.01	962.25	961.29	961.77	1589.0
2009-08-05 18:30:00	ES	Futures	961.53	961.77	961.29	961.77	768.0
2009-08-05 19:00:00	ES	Futures	961.77	961.77	961.29	961.29	929.0
2009-08-05 19:30:00	ES	Futures	961.53	962.25	961.05	962.01	727.0
2009-08-05 20:00:00	ES	Futures	962.25	963.22	962.01	963.22	1427.0
2009-08-05 20:30:00	ES	Futures	963.46	964.42	962.98	964.18	2482.0
2009-08-05 21:00:00	ES	Futures	964.42	965.15	963.94	964.66	3029.0
2009-08-05 21:30:00	ES	Futures	964.66	964.9	962.49	962.98	3050.0
2009-08-05 22:00:00	ES	Futures	962.98	963.94	962.49	962.49	1767.0
2009-08-05 22:30:00	ES	Futures	962.49	962.49	961.05	961.53	3271.0
2009-08-05 23:00:00	ES	Futures	961.53	962.73	961.05	962.49	1532.0
2009-08-05 23:30:00	ES	Futures	962.49	963.7	962.25	963.7	1382.0
2009-08-05 00:00:00	NQ	Futures	1854.69	1855.26	1853.83	1853.83	75.0
2009-08-05 00:30:00	NQ	Futures	1854.12	1854.12	1853.55	1853.55	64.0
2009-08-05 01:00:00	NQ	Futures	1853.55	1853.83	1852.41	1852.69	86.0

> showing 50 of 2,386 rows — these rows as CSV

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