PREVIEW / futures_30min / 2009-08-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-11.parquet
  size:    66 KB
  rows:    2,286

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
2009-08-11 00:00:00	ES	Futures	969.97	971.42	969.97	971.17	1070.0
2009-08-11 00:30:00	ES	Futures	971.17	971.17	970.69	970.93	411.0
2009-08-11 01:00:00	ES	Futures	970.69	971.42	970.69	971.17	408.0
2009-08-11 01:30:00	ES	Futures	971.17	971.9	970.69	971.42	2727.0
2009-08-11 02:00:00	ES	Futures	971.42	973.35	971.17	972.86	4606.0
2009-08-11 02:30:00	ES	Futures	972.86	973.35	971.66	971.9	2521.0
2009-08-11 03:00:00	ES	Futures	971.66	973.35	971.66	972.86	5458.0
2009-08-11 03:30:00	ES	Futures	973.1	974.79	972.14	974.79	8423.0
2009-08-11 04:00:00	ES	Futures	974.55	975.03	973.83	974.55	6147.0
2009-08-11 04:30:00	ES	Futures	974.31	974.79	973.59	974.07	4028.0
2009-08-11 05:00:00	ES	Futures	974.31	974.55	972.38	972.86	5942.0
2009-08-11 05:30:00	ES	Futures	972.86	973.1	971.9	972.14	5367.0
2009-08-11 06:00:00	ES	Futures	972.14	972.14	969.25	969.49	10679.0
2009-08-11 06:30:00	ES	Futures	969.49	970.69	969.25	970.69	5865.0
2009-08-11 07:00:00	ES	Futures	970.69	971.42	969.97	969.97	8386.0
2009-08-11 07:30:00	ES	Futures	969.97	970.21	968.04	968.52	12306.0
2009-08-11 08:00:00	ES	Futures	968.28	970.93	968.28	970.69	10654.0
2009-08-11 08:30:00	ES	Futures	970.93	972.14	967.07	967.8	21939.0
2009-08-11 09:00:00	ES	Futures	967.56	967.8	965.15	965.63	32341.0
2009-08-11 09:30:00	ES	Futures	965.39	966.35	961.05	962.73	216914.0
2009-08-11 10:00:00	ES	Futures	962.73	962.98	957.67	958.15	189037.0
2009-08-11 10:30:00	ES	Futures	958.15	959.6	957.43	959.36	111902.0
2009-08-11 11:00:00	ES	Futures	959.36	959.6	955.02	957.19	142412.0
2009-08-11 11:30:00	ES	Futures	957.19	957.91	955.98	957.19	63011.0
2009-08-11 12:00:00	ES	Futures	957.43	958.88	956.46	957.19	46850.0
2009-08-11 12:30:00	ES	Futures	957.19	958.15	955.26	955.74	39472.0
2009-08-11 13:00:00	ES	Futures	955.5	957.43	955.26	955.74	54360.0
2009-08-11 13:30:00	ES	Futures	955.5	958.63	955.5	957.91	42941.0
2009-08-11 14:00:00	ES	Futures	957.91	960.56	957.67	959.36	114047.0
2009-08-11 14:30:00	ES	Futures	959.36	960.56	957.67	960.32	74826.0
2009-08-11 15:00:00	ES	Futures	960.32	961.53	959.12	960.32	88922.0
2009-08-11 15:30:00	ES	Futures	960.32	961.53	956.7	957.19	155900.0
2009-08-11 16:00:00	ES	Futures	957.19	958.15	955.98	957.67	95299.0
2009-08-11 16:30:00	ES	Futures	957.43	958.15	956.7	957.91	6802.0
2009-08-11 17:00:00	ES	Futures	958.15	958.15	957.43	957.67	1127.0
2009-08-11 18:00:00	ES	Futures	957.91	958.15	956.95	957.91	1283.0
2009-08-11 18:30:00	ES	Futures	957.67	957.91	957.67	957.67	327.0
2009-08-11 19:00:00	ES	Futures	957.91	957.91	957.67	957.67	255.0
2009-08-11 19:30:00	ES	Futures	957.91	958.15	957.67	957.67	1015.0
2009-08-11 20:00:00	ES	Futures	957.91	959.36	957.91	959.36	3387.0
2009-08-11 20:30:00	ES	Futures	959.36	959.36	958.88	958.88	1816.0
2009-08-11 21:00:00	ES	Futures	958.88	959.84	958.88	959.6	1660.0
2009-08-11 21:30:00	ES	Futures	959.6	959.84	958.63	959.6	2410.0
2009-08-11 22:00:00	ES	Futures	959.6	959.84	957.91	958.39	3044.0
2009-08-11 22:30:00	ES	Futures	958.39	959.12	957.19	957.67	2823.0
2009-08-11 23:00:00	ES	Futures	957.67	958.39	957.43	957.67	1184.0
2009-08-11 23:30:00	ES	Futures	957.67	958.15	957.19	957.67	1929.0
2009-08-11 00:00:00	NQ	Futures	1833.61	1835.32	1833.61	1835.03	56.0
2009-08-11 00:30:00	NQ	Futures	1835.03	1835.6	1834.75	1835.03	36.0
2009-08-11 01:00:00	NQ	Futures	1834.75	1835.89	1834.75	1835.89	39.0

> showing 50 of 2,286 rows — these rows as CSV

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