PREVIEW / futures_30min / 2009-08-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-17.parquet
  size:    66 KB
  rows:    2,291

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
2009-08-17 00:00:00	ES	Futures	962.98	963.7	962.73	963.22	1014.0
2009-08-17 00:30:00	ES	Futures	963.22	963.46	962.49	962.73	2019.0
2009-08-17 01:00:00	ES	Futures	962.73	962.98	961.53	961.77	2056.0
2009-08-17 01:30:00	ES	Futures	961.77	962.01	959.84	960.08	5344.0
2009-08-17 02:00:00	ES	Futures	960.32	960.32	958.15	959.12	10228.0
2009-08-17 02:30:00	ES	Futures	958.88	960.08	957.91	958.15	5611.0
2009-08-17 03:00:00	ES	Futures	958.15	958.39	955.74	957.43	17452.0
2009-08-17 03:30:00	ES	Futures	957.19	958.39	955.26	955.5	10712.0
2009-08-17 04:00:00	ES	Futures	955.74	955.74	948.02	952.85	41322.0
2009-08-17 04:30:00	ES	Futures	952.85	953.57	948.99	949.71	14454.0
2009-08-17 05:00:00	ES	Futures	949.47	951.4	948.26	948.51	17799.0
2009-08-17 05:30:00	ES	Futures	948.51	952.36	947.78	951.16	13097.0
2009-08-17 06:00:00	ES	Futures	951.16	952.36	949.71	950.43	7648.0
2009-08-17 06:30:00	ES	Futures	950.43	951.64	948.26	948.99	13003.0
2009-08-17 07:00:00	ES	Futures	948.99	949.71	945.61	949.47	22263.0
2009-08-17 07:30:00	ES	Futures	949.47	949.71	946.58	947.3	29387.0
2009-08-17 08:00:00	ES	Futures	947.54	952.85	947.3	952.85	27508.0
2009-08-17 08:30:00	ES	Futures	952.36	953.09	950.43	951.16	42618.0
2009-08-17 09:00:00	ES	Futures	951.4	952.85	949.23	949.23	33676.0
2009-08-17 09:30:00	ES	Futures	949.47	950.19	942.96	946.09	329244.0
2009-08-17 10:00:00	ES	Futures	945.85	947.06	943.92	946.33	220141.0
2009-08-17 10:30:00	ES	Futures	946.33	946.82	944.16	944.89	138447.0
2009-08-17 11:00:00	ES	Futures	944.89	946.58	942.72	946.09	149239.0
2009-08-17 11:30:00	ES	Futures	946.09	948.51	945.61	947.54	101866.0
2009-08-17 12:00:00	ES	Futures	947.78	948.02	945.85	947.06	86381.0
2009-08-17 12:30:00	ES	Futures	947.06	947.3	945.85	946.33	46349.0
2009-08-17 13:00:00	ES	Futures	946.33	946.82	944.65	946.09	69040.0
2009-08-17 13:30:00	ES	Futures	946.33	947.54	944.16	947.06	82515.0
2009-08-17 14:00:00	ES	Futures	947.06	947.3	945.13	947.06	53835.0
2009-08-17 14:30:00	ES	Futures	947.06	947.3	944.65	945.61	66074.0
2009-08-17 15:00:00	ES	Futures	945.37	947.06	943.2	944.65	110034.0
2009-08-17 15:30:00	ES	Futures	944.65	945.37	941.99	943.44	238999.0
2009-08-17 16:00:00	ES	Futures	943.44	944.65	941.03	943.44	156468.0
2009-08-17 16:30:00	ES	Futures	943.68	943.92	941.75	943.68	5094.0
2009-08-17 17:00:00	ES	Futures	943.44	944.89	942.23	942.48	2397.0
2009-08-17 18:00:00	ES	Futures	942.23	943.2	942.23	943.2	1350.0
2009-08-17 18:30:00	ES	Futures	942.96	943.2	942.48	943.2	562.0
2009-08-17 19:00:00	ES	Futures	943.2	943.44	942.96	942.96	368.0
2009-08-17 19:30:00	ES	Futures	943.2	944.65	942.72	944.16	1740.0
2009-08-17 20:00:00	ES	Futures	944.16	945.37	943.92	944.65	4570.0
2009-08-17 20:30:00	ES	Futures	944.65	946.09	944.65	945.37	3827.0
2009-08-17 21:00:00	ES	Futures	945.37	946.09	945.37	945.85	2093.0
2009-08-17 21:30:00	ES	Futures	945.85	947.06	945.37	947.06	4684.0
2009-08-17 22:00:00	ES	Futures	947.3	948.75	946.82	948.02	4563.0
2009-08-17 22:30:00	ES	Futures	948.02	948.26	945.85	946.09	3188.0
2009-08-17 23:00:00	ES	Futures	946.09	946.09	944.65	944.65	2571.0
2009-08-17 23:30:00	ES	Futures	944.89	944.89	943.2	944.41	3192.0
2009-08-17 00:00:00	NQ	Futures	1827.06	1827.63	1827.06	1827.34	51.0
2009-08-17 00:30:00	NQ	Futures	1826.77	1827.06	1825.63	1826.49	115.0
2009-08-17 01:00:00	NQ	Futures	1826.49	1826.49	1824.5	1824.78	124.0

> showing 50 of 2,291 rows — these rows as CSV

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