PREVIEW / futures_30min / 2009-08-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-12.parquet
  size:    67 KB
  rows:    2,317

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
2009-08-12 00:00:00	ES	Futures	957.91	958.63	957.67	958.39	1546.0
2009-08-12 00:30:00	ES	Futures	958.39	958.88	957.67	958.63	1378.0
2009-08-12 01:00:00	ES	Futures	958.63	959.12	957.91	958.15	1037.0
2009-08-12 01:30:00	ES	Futures	958.15	958.39	957.67	957.91	922.0
2009-08-12 02:00:00	ES	Futures	957.91	958.63	956.46	956.46	5715.0
2009-08-12 02:30:00	ES	Futures	956.46	956.7	955.26	955.5	7384.0
2009-08-12 03:00:00	ES	Futures	955.74	956.22	950.92	952.85	28105.0
2009-08-12 03:30:00	ES	Futures	952.85	953.81	951.4	952.85	10763.0
2009-08-12 04:00:00	ES	Futures	953.09	954.53	952.61	954.53	8147.0
2009-08-12 04:30:00	ES	Futures	954.29	955.98	954.05	955.26	8435.0
2009-08-12 05:00:00	ES	Futures	955.02	956.95	954.78	955.5	8161.0
2009-08-12 05:30:00	ES	Futures	955.5	956.7	955.02	956.7	5028.0
2009-08-12 06:00:00	ES	Futures	956.7	959.36	956.46	959.12	11748.0
2009-08-12 06:30:00	ES	Futures	959.12	960.32	958.15	958.88	8170.0
2009-08-12 07:00:00	ES	Futures	959.12	959.6	957.67	957.67	7699.0
2009-08-12 07:30:00	ES	Futures	957.67	958.63	955.26	956.22	13286.0
2009-08-12 08:00:00	ES	Futures	956.22	959.6	956.22	958.15	21169.0
2009-08-12 08:30:00	ES	Futures	958.15	958.63	955.98	956.7	15064.0
2009-08-12 09:00:00	ES	Futures	956.7	957.91	955.5	955.74	17782.0
2009-08-12 09:30:00	ES	Futures	955.98	966.11	955.74	966.11	264395.0
2009-08-12 10:00:00	ES	Futures	966.11	969.97	965.87	969.0	228673.0
2009-08-12 10:30:00	ES	Futures	969.0	970.93	967.56	969.73	126653.0
2009-08-12 11:00:00	ES	Futures	969.97	970.45	968.52	969.97	59451.0
2009-08-12 11:30:00	ES	Futures	969.97	970.69	969.49	970.21	64374.0
2009-08-12 12:00:00	ES	Futures	970.21	970.93	968.76	969.73	47542.0
2009-08-12 12:30:00	ES	Futures	969.73	970.69	968.04	970.21	65490.0
2009-08-12 13:00:00	ES	Futures	970.45	972.14	969.25	971.42	72767.0
2009-08-12 13:30:00	ES	Futures	971.66	971.66	969.25	970.45	55334.0
2009-08-12 14:00:00	ES	Futures	970.45	971.9	966.83	967.07	144081.0
2009-08-12 14:30:00	ES	Futures	967.32	974.55	965.15	974.31	201977.0
2009-08-12 15:00:00	ES	Futures	974.55	975.52	972.38	974.07	130651.0
2009-08-12 15:30:00	ES	Futures	974.31	975.52	966.83	968.04	262632.0
2009-08-12 16:00:00	ES	Futures	967.8	968.52	966.59	966.83	81290.0
2009-08-12 16:30:00	ES	Futures	966.83	969.0	966.59	968.52	5338.0
2009-08-12 17:00:00	ES	Futures	968.28	969.0	968.28	968.52	1880.0
2009-08-12 18:00:00	ES	Futures	968.76	969.0	968.28	969.0	1227.0
2009-08-12 18:30:00	ES	Futures	968.76	969.0	967.56	967.8	1373.0
2009-08-12 19:00:00	ES	Futures	967.8	968.52	967.07	968.28	1524.0
2009-08-12 19:30:00	ES	Futures	968.28	968.52	967.32	968.04	1113.0
2009-08-12 20:00:00	ES	Futures	968.04	968.52	967.32	968.52	1657.0
2009-08-12 20:30:00	ES	Futures	968.52	969.49	968.28	969.25	1940.0
2009-08-12 21:00:00	ES	Futures	969.25	969.25	968.52	969.25	880.0
2009-08-12 21:30:00	ES	Futures	969.25	969.49	968.04	969.0	2946.0
2009-08-12 22:00:00	ES	Futures	969.0	969.73	968.76	969.49	1784.0
2009-08-12 22:30:00	ES	Futures	969.49	969.73	969.0	969.49	962.0
2009-08-12 23:00:00	ES	Futures	969.73	969.73	969.25	969.49	980.0
2009-08-12 23:30:00	ES	Futures	969.49	969.97	969.25	969.97	1062.0
2009-08-12 00:00:00	NQ	Futures	1820.22	1821.65	1819.94	1820.79	127.0
2009-08-12 00:30:00	NQ	Futures	1821.08	1821.93	1819.94	1821.36	53.0
2009-08-12 01:00:00	NQ	Futures	1821.08	1822.5	1820.79	1820.79	64.0

> showing 50 of 2,317 rows — these rows as CSV

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