PREVIEW / futures_30min / 2009-08-14

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-14.parquet
  size:    56 KB
  rows:    1,848

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
2009-08-14 00:00:00	ES	Futures	976.48	977.45	976.24	977.2	1160.0
2009-08-14 00:30:00	ES	Futures	977.45	978.41	976.96	977.2	1270.0
2009-08-14 01:00:00	ES	Futures	976.96	977.69	976.72	976.72	1008.0
2009-08-14 01:30:00	ES	Futures	976.72	977.45	975.76	976.0	1798.0
2009-08-14 02:00:00	ES	Futures	976.0	976.72	975.76	976.0	2352.0
2009-08-14 02:30:00	ES	Futures	976.0	976.24	975.27	975.76	2278.0
2009-08-14 03:00:00	ES	Futures	975.76	976.96	974.79	976.72	8390.0
2009-08-14 03:30:00	ES	Futures	976.96	979.62	975.76	979.37	8062.0
2009-08-14 04:00:00	ES	Futures	979.13	979.37	977.45	978.17	6973.0
2009-08-14 04:30:00	ES	Futures	977.93	978.89	977.69	978.17	3908.0
2009-08-14 05:00:00	ES	Futures	977.93	978.89	977.45	977.69	3314.0
2009-08-14 05:30:00	ES	Futures	977.45	977.69	975.52	976.24	9402.0
2009-08-14 06:00:00	ES	Futures	976.24	977.45	976.0	976.72	3903.0
2009-08-14 06:30:00	ES	Futures	976.72	976.96	976.24	976.24	2663.0
2009-08-14 07:00:00	ES	Futures	976.24	977.93	976.24	977.69	4552.0
2009-08-14 07:30:00	ES	Futures	977.93	979.13	977.2	977.69	10413.0
2009-08-14 08:00:00	ES	Futures	977.69	978.89	977.45	978.41	12913.0
2009-08-14 08:30:00	ES	Futures	978.41	978.89	974.79	975.52	37585.0
2009-08-14 09:00:00	ES	Futures	975.52	977.69	973.83	975.27	37643.0
2009-08-14 09:30:00	ES	Futures	975.27	975.76	964.9	966.11	240238.0
2009-08-14 10:00:00	ES	Futures	966.11	966.35	958.88	961.05	282589.0
2009-08-14 10:30:00	ES	Futures	961.05	962.01	958.88	961.29	142341.0
2009-08-14 11:00:00	ES	Futures	961.05	962.25	958.88	958.88	109980.0
2009-08-14 11:30:00	ES	Futures	958.88	960.32	957.19	959.36	97070.0
2009-08-14 12:00:00	ES	Futures	959.36	960.32	958.39	959.12	55632.0
2009-08-14 12:30:00	ES	Futures	959.12	961.53	958.39	961.29	58832.0
2009-08-14 13:00:00	ES	Futures	961.05	961.77	959.6	960.32	52673.0
2009-08-14 13:30:00	ES	Futures	960.32	960.56	958.88	960.56	49665.0
2009-08-14 14:00:00	ES	Futures	960.8	961.29	959.12	959.84	51706.0
2009-08-14 14:30:00	ES	Futures	959.84	962.25	959.36	961.29	73236.0
2009-08-14 15:00:00	ES	Futures	961.29	962.73	959.84	960.08	72765.0
2009-08-14 15:30:00	ES	Futures	960.08	967.56	960.08	967.56	224082.0
2009-08-14 16:00:00	ES	Futures	967.32	971.42	967.32	970.93	136699.0
2009-08-14 00:00:00	NQ	Futures	1856.68	1856.96	1855.82	1856.96	114.0
2009-08-14 00:30:00	NQ	Futures	1857.53	1859.53	1856.68	1856.68	151.0
2009-08-14 01:00:00	NQ	Futures	1856.68	1857.53	1855.82	1855.82	24.0
2009-08-14 01:30:00	NQ	Futures	1855.82	1857.25	1853.26	1854.4	205.0
2009-08-14 02:00:00	NQ	Futures	1854.69	1855.54	1853.55	1854.69	265.0
2009-08-14 02:30:00	NQ	Futures	1854.97	1854.97	1852.98	1853.55	57.0
2009-08-14 03:00:00	NQ	Futures	1854.12	1856.39	1851.27	1856.39	812.0
2009-08-14 03:30:00	NQ	Futures	1856.39	1861.52	1854.4	1860.1	637.0
2009-08-14 04:00:00	NQ	Futures	1860.1	1860.38	1855.82	1857.82	560.0
2009-08-14 04:30:00	NQ	Futures	1857.53	1858.39	1856.11	1857.25	229.0
2009-08-14 05:00:00	NQ	Futures	1857.53	1858.67	1855.82	1856.39	247.0
2009-08-14 05:30:00	NQ	Futures	1856.11	1856.39	1852.98	1853.83	422.0
2009-08-14 06:00:00	NQ	Futures	1853.83	1856.11	1853.26	1854.69	305.0
2009-08-14 06:30:00	NQ	Futures	1854.69	1854.97	1853.55	1854.4	271.0
2009-08-14 07:00:00	NQ	Futures	1854.12	1857.25	1854.12	1856.96	575.0
2009-08-14 07:30:00	NQ	Futures	1856.96	1859.24	1856.11	1856.68	738.0
2009-08-14 08:00:00	NQ	Futures	1856.96	1858.1	1853.83	1854.4	1964.0

> showing 50 of 1,848 rows — these rows as CSV

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