PREVIEW / futures_30min / 2009-08-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-10.parquet
  size:    64 KB
  rows:    2,279

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
2009-08-10 00:00:00	ES	Futures	969.97	970.45	969.49	969.49	729.0
2009-08-10 00:30:00	ES	Futures	969.73	969.97	968.76	969.73	2192.0
2009-08-10 01:00:00	ES	Futures	969.49	969.97	969.25	969.25	1140.0
2009-08-10 01:30:00	ES	Futures	969.49	969.97	968.76	969.49	1440.0
2009-08-10 02:00:00	ES	Futures	969.49	970.69	969.25	970.45	2681.0
2009-08-10 02:30:00	ES	Futures	970.45	970.69	969.49	970.45	1555.0
2009-08-10 03:00:00	ES	Futures	970.21	971.42	968.52	970.93	7525.0
2009-08-10 03:30:00	ES	Futures	970.93	970.93	968.52	969.25	8262.0
2009-08-10 04:00:00	ES	Futures	969.0	969.97	968.04	969.25	6474.0
2009-08-10 04:30:00	ES	Futures	969.49	970.69	969.25	969.97	4095.0
2009-08-10 05:00:00	ES	Futures	969.97	970.21	969.49	969.73	2350.0
2009-08-10 05:30:00	ES	Futures	969.73	970.21	969.25	969.25	1587.0
2009-08-10 06:00:00	ES	Futures	969.49	969.97	968.76	969.0	3513.0
2009-08-10 06:30:00	ES	Futures	969.0	969.97	968.52	968.76	4450.0
2009-08-10 07:00:00	ES	Futures	968.76	968.76	966.59	967.56	7597.0
2009-08-10 07:30:00	ES	Futures	967.56	968.52	967.07	968.52	6288.0
2009-08-10 08:00:00	ES	Futures	968.52	970.21	967.07	967.07	14484.0
2009-08-10 08:30:00	ES	Futures	967.07	967.8	965.15	967.07	18348.0
2009-08-10 09:00:00	ES	Futures	967.07	968.04	966.83	967.8	12269.0
2009-08-10 09:30:00	ES	Futures	967.56	970.69	965.63	969.25	164615.0
2009-08-10 10:00:00	ES	Futures	969.25	970.69	967.56	970.69	109145.0
2009-08-10 10:30:00	ES	Futures	970.45	972.14	969.73	970.93	76950.0
2009-08-10 11:00:00	ES	Futures	970.93	972.14	969.25	969.49	59846.0
2009-08-10 11:30:00	ES	Futures	969.49	971.17	968.76	969.73	33410.0
2009-08-10 12:00:00	ES	Futures	969.73	970.69	968.04	968.04	28269.0
2009-08-10 12:30:00	ES	Futures	968.04	968.52	967.07	967.32	49441.0
2009-08-10 13:00:00	ES	Futures	967.32	967.56	964.18	965.39	116502.0
2009-08-10 13:30:00	ES	Futures	965.15	967.32	964.9	965.63	43479.0
2009-08-10 14:00:00	ES	Futures	965.63	966.11	962.98	964.66	58080.0
2009-08-10 14:30:00	ES	Futures	964.9	966.35	964.18	966.11	39662.0
2009-08-10 15:00:00	ES	Futures	966.35	968.04	966.11	967.07	70763.0
2009-08-10 15:30:00	ES	Futures	967.32	969.97	966.35	969.49	125485.0
2009-08-10 16:00:00	ES	Futures	969.49	972.14	969.49	971.9	83175.0
2009-08-10 16:30:00	ES	Futures	971.42	971.66	970.69	971.17	5475.0
2009-08-10 17:00:00	ES	Futures	971.42	971.66	970.93	971.42	1025.0
2009-08-10 18:00:00	ES	Futures	971.17	971.17	969.97	970.21	2819.0
2009-08-10 18:30:00	ES	Futures	970.21	970.69	969.97	970.21	1423.0
2009-08-10 19:00:00	ES	Futures	969.97	970.45	969.97	970.21	437.0
2009-08-10 19:30:00	ES	Futures	970.21	970.21	969.73	969.97	918.0
2009-08-10 20:00:00	ES	Futures	969.97	970.45	969.73	970.21	1512.0
2009-08-10 20:30:00	ES	Futures	970.21	970.69	969.97	970.21	627.0
2009-08-10 21:00:00	ES	Futures	970.45	971.42	970.21	971.42	1566.0
2009-08-10 21:30:00	ES	Futures	971.42	971.66	970.45	970.69	972.0
2009-08-10 22:00:00	ES	Futures	970.93	970.93	970.21	970.45	1805.0
2009-08-10 22:30:00	ES	Futures	970.45	970.45	969.49	970.21	1993.0
2009-08-10 23:00:00	ES	Futures	970.21	970.45	969.97	970.21	632.0
2009-08-10 23:30:00	ES	Futures	970.45	970.69	969.97	969.97	722.0
2009-08-10 00:00:00	NQ	Futures	1841.87	1842.72	1840.44	1841.3	56.0
2009-08-10 00:30:00	NQ	Futures	1841.01	1841.58	1839.59	1841.3	86.0
2009-08-10 01:00:00	NQ	Futures	1841.01	1842.15	1840.44	1841.01	55.0

> showing 50 of 2,279 rows — these rows as CSV

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