PREVIEW / futures_30min / 2009-08-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-13.parquet
  size:    67 KB
  rows:    2,300

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
2009-08-13 00:00:00	ES	Futures	969.97	969.97	969.73	969.97	760.0
2009-08-13 00:30:00	ES	Futures	969.73	970.45	969.73	970.45	1012.0
2009-08-13 01:00:00	ES	Futures	970.45	970.93	970.21	970.69	1318.0
2009-08-13 01:30:00	ES	Futures	970.93	971.42	970.69	970.69	1908.0
2009-08-13 02:00:00	ES	Futures	970.93	971.9	970.45	971.9	4497.0
2009-08-13 02:30:00	ES	Futures	971.66	972.14	971.17	971.42	2444.0
2009-08-13 03:00:00	ES	Futures	971.17	972.38	970.21	971.42	8158.0
2009-08-13 03:30:00	ES	Futures	971.66	974.07	970.93	973.35	12862.0
2009-08-13 04:00:00	ES	Futures	973.35	974.31	972.62	974.31	8273.0
2009-08-13 04:30:00	ES	Futures	974.31	975.76	973.83	975.52	12040.0
2009-08-13 05:00:00	ES	Futures	975.52	976.72	975.27	976.0	8051.0
2009-08-13 05:30:00	ES	Futures	975.76	976.72	975.27	975.52	5419.0
2009-08-13 06:00:00	ES	Futures	975.52	975.76	974.79	975.52	3881.0
2009-08-13 06:30:00	ES	Futures	975.27	976.48	974.79	976.48	4347.0
2009-08-13 07:00:00	ES	Futures	976.24	979.37	976.0	978.17	21369.0
2009-08-13 07:30:00	ES	Futures	977.93	978.17	976.24	976.72	12601.0
2009-08-13 08:00:00	ES	Futures	976.72	979.37	976.48	979.13	22949.0
2009-08-13 08:30:00	ES	Futures	978.89	978.89	969.49	972.62	103464.0
2009-08-13 09:00:00	ES	Futures	972.62	974.31	972.38	972.38	35164.0
2009-08-13 09:30:00	ES	Futures	972.62	972.62	962.73	964.18	309155.0
2009-08-13 10:00:00	ES	Futures	963.94	969.49	963.22	968.52	192625.0
2009-08-13 10:30:00	ES	Futures	968.52	974.55	968.04	973.1	178491.0
2009-08-13 11:00:00	ES	Futures	973.35	974.07	970.69	971.66	105634.0
2009-08-13 11:30:00	ES	Futures	971.66	972.62	969.97	972.62	63475.0
2009-08-13 12:00:00	ES	Futures	972.38	973.1	971.9	972.62	33465.0
2009-08-13 12:30:00	ES	Futures	972.38	973.83	972.14	972.62	36550.0
2009-08-13 13:00:00	ES	Futures	972.62	976.24	971.66	971.66	105757.0
2009-08-13 13:30:00	ES	Futures	971.66	973.1	969.97	971.17	55428.0
2009-08-13 14:00:00	ES	Futures	970.93	971.17	967.07	969.73	86527.0
2009-08-13 14:30:00	ES	Futures	969.73	972.14	969.49	969.73	62312.0
2009-08-13 15:00:00	ES	Futures	969.73	974.31	969.49	973.35	72951.0
2009-08-13 15:30:00	ES	Futures	973.1	975.76	972.62	975.76	129527.0
2009-08-13 16:00:00	ES	Futures	975.76	978.17	975.52	977.69	96032.0
2009-08-13 16:30:00	ES	Futures	977.2	977.69	976.72	977.2	4759.0
2009-08-13 17:00:00	ES	Futures	977.45	978.17	977.2	977.45	1419.0
2009-08-13 18:00:00	ES	Futures	977.45	977.69	976.96	977.2	734.0
2009-08-13 18:30:00	ES	Futures	977.2	977.45	976.48	976.72	453.0
2009-08-13 19:00:00	ES	Futures	976.72	976.96	976.48	976.96	675.0
2009-08-13 19:30:00	ES	Futures	976.96	976.96	976.24	976.72	991.0
2009-08-13 20:00:00	ES	Futures	976.48	978.89	976.48	978.65	2394.0
2009-08-13 20:30:00	ES	Futures	978.65	979.86	978.41	979.13	2840.0
2009-08-13 21:00:00	ES	Futures	979.13	979.13	977.93	978.65	1466.0
2009-08-13 21:30:00	ES	Futures	978.65	978.89	976.96	977.45	2011.0
2009-08-13 22:00:00	ES	Futures	977.69	978.17	976.96	977.45	1538.0
2009-08-13 22:30:00	ES	Futures	977.45	977.93	977.2	977.2	878.0
2009-08-13 23:00:00	ES	Futures	977.2	977.45	976.24	976.48	2357.0
2009-08-13 23:30:00	ES	Futures	976.48	976.72	975.76	976.24	2641.0
2009-08-13 00:00:00	NQ	Futures	1847.28	1847.85	1847.28	1847.85	44.0
2009-08-13 00:30:00	NQ	Futures	1847.57	1848.99	1847.57	1848.99	95.0
2009-08-13 01:00:00	NQ	Futures	1848.7	1849.84	1848.42	1849.84	105.0

> showing 50 of 2,300 rows — these rows as CSV

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