PREVIEW / futures_30min / 2009-08-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-06.parquet
  size:    66 KB
  rows:    2,349

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
2009-08-06 00:00:00	ES	Futures	963.7	964.42	962.98	964.42	2176.0
2009-08-06 00:30:00	ES	Futures	964.42	965.15	963.94	964.66	2059.0
2009-08-06 01:00:00	ES	Futures	964.42	965.15	963.94	964.9	1683.0
2009-08-06 01:30:00	ES	Futures	965.15	965.15	964.18	964.42	1094.0
2009-08-06 02:00:00	ES	Futures	964.42	966.11	963.46	965.63	4828.0
2009-08-06 02:30:00	ES	Futures	965.63	966.11	964.42	965.63	4066.0
2009-08-06 03:00:00	ES	Futures	965.39	967.32	965.39	966.35	10054.0
2009-08-06 03:30:00	ES	Futures	966.35	967.56	965.87	967.32	5389.0
2009-08-06 04:00:00	ES	Futures	967.32	967.56	966.11	966.35	4223.0
2009-08-06 04:30:00	ES	Futures	966.35	968.04	964.66	965.87	8617.0
2009-08-06 05:00:00	ES	Futures	965.87	966.59	964.9	965.63	2603.0
2009-08-06 05:30:00	ES	Futures	965.63	966.35	964.42	966.11	4240.0
2009-08-06 06:00:00	ES	Futures	966.11	966.83	965.39	966.59	4053.0
2009-08-06 06:30:00	ES	Futures	966.59	967.07	964.42	965.63	6265.0
2009-08-06 07:00:00	ES	Futures	965.63	968.52	964.66	967.56	17501.0
2009-08-06 07:30:00	ES	Futures	967.32	969.73	966.83	968.76	14045.0
2009-08-06 08:00:00	ES	Futures	968.76	970.45	968.52	969.25	18099.0
2009-08-06 08:30:00	ES	Futures	969.49	972.14	968.76	968.76	34689.0
2009-08-06 09:00:00	ES	Futures	969.0	969.73	968.52	969.0	18730.0
2009-08-06 09:30:00	ES	Futures	968.76	970.21	962.01	962.49	244688.0
2009-08-06 10:00:00	ES	Futures	962.73	962.98	957.67	959.12	236754.0
2009-08-06 10:30:00	ES	Futures	958.88	962.49	958.39	960.8	134793.0
2009-08-06 11:00:00	ES	Futures	961.05	963.7	960.8	962.49	80664.0
2009-08-06 11:30:00	ES	Futures	962.49	962.98	960.56	961.05	56896.0
2009-08-06 12:00:00	ES	Futures	961.29	961.29	957.91	958.39	79903.0
2009-08-06 12:30:00	ES	Futures	958.39	961.05	958.15	959.12	63566.0
2009-08-06 13:00:00	ES	Futures	959.12	961.29	958.15	960.56	44653.0
2009-08-06 13:30:00	ES	Futures	960.56	962.49	958.39	958.63	61783.0
2009-08-06 14:00:00	ES	Futures	958.63	958.88	954.78	956.95	138818.0
2009-08-06 14:30:00	ES	Futures	956.95	958.39	955.5	956.7	67787.0
2009-08-06 15:00:00	ES	Futures	956.95	961.05	956.46	959.84	73503.0
2009-08-06 15:30:00	ES	Futures	960.08	960.8	957.91	959.36	181132.0
2009-08-06 16:00:00	ES	Futures	959.36	960.32	958.15	959.84	63505.0
2009-08-06 16:30:00	ES	Futures	959.6	960.56	959.12	959.36	3195.0
2009-08-06 17:00:00	ES	Futures	959.6	959.84	958.88	958.88	1013.0
2009-08-06 18:00:00	ES	Futures	958.88	959.84	958.63	959.6	1118.0
2009-08-06 18:30:00	ES	Futures	959.84	959.84	958.63	958.63	908.0
2009-08-06 19:00:00	ES	Futures	958.88	959.6	958.63	959.36	446.0
2009-08-06 19:30:00	ES	Futures	959.36	959.84	958.88	959.6	772.0
2009-08-06 20:00:00	ES	Futures	959.6	960.08	958.88	959.12	1001.0
2009-08-06 20:30:00	ES	Futures	959.12	959.6	958.63	958.88	1250.0
2009-08-06 21:00:00	ES	Futures	958.88	960.08	958.63	959.36	825.0
2009-08-06 21:30:00	ES	Futures	959.6	959.84	958.15	958.39	2048.0
2009-08-06 22:00:00	ES	Futures	958.39	958.88	957.91	958.39	1728.0
2009-08-06 22:30:00	ES	Futures	958.63	958.88	958.39	958.63	975.0
2009-08-06 23:00:00	ES	Futures	958.63	959.12	958.15	958.63	942.0
2009-08-06 23:30:00	ES	Futures	958.63	958.63	957.43	957.91	1788.0
2009-08-06 00:00:00	NQ	Futures	1831.05	1832.76	1830.76	1832.47	87.0
2009-08-06 00:30:00	NQ	Futures	1832.76	1833.89	1831.9	1833.04	141.0
2009-08-06 01:00:00	NQ	Futures	1833.04	1834.18	1832.76	1833.61	136.0

> showing 50 of 2,349 rows — these rows as CSV

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