PREVIEW / futures_30min / 2009-08-18

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-18.parquet
  size:    63 KB
  rows:    2,247

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
2009-08-18 00:00:00	ES	Futures	944.65	944.65	943.2	943.2	1782.0
2009-08-18 00:30:00	ES	Futures	943.2	944.41	942.96	943.44	2954.0
2009-08-18 01:00:00	ES	Futures	943.44	946.09	943.2	945.61	2087.0
2009-08-18 01:30:00	ES	Futures	945.61	948.51	945.37	948.26	4125.0
2009-08-18 02:00:00	ES	Futures	948.02	949.23	947.06	948.26	6623.0
2009-08-18 02:30:00	ES	Futures	948.26	949.47	947.78	948.99	5245.0
2009-08-18 03:00:00	ES	Futures	948.99	950.92	948.75	950.68	16321.0
2009-08-18 03:30:00	ES	Futures	950.68	951.4	948.99	949.23	9559.0
2009-08-18 04:00:00	ES	Futures	949.23	949.71	947.78	948.51	7737.0
2009-08-18 04:30:00	ES	Futures	948.51	950.68	948.51	950.19	7527.0
2009-08-18 05:00:00	ES	Futures	950.43	951.4	948.99	949.47	10545.0
2009-08-18 05:30:00	ES	Futures	949.71	949.95	948.26	948.99	5030.0
2009-08-18 06:00:00	ES	Futures	948.99	950.68	948.99	949.95	8043.0
2009-08-18 06:30:00	ES	Futures	949.95	950.19	948.75	949.71	5002.0
2009-08-18 07:00:00	ES	Futures	949.47	949.95	948.26	949.23	6763.0
2009-08-18 07:30:00	ES	Futures	948.99	949.47	948.02	949.23	8349.0
2009-08-18 08:00:00	ES	Futures	948.99	950.43	948.51	950.19	19018.0
2009-08-18 08:30:00	ES	Futures	950.19	950.68	945.61	946.09	55798.0
2009-08-18 09:00:00	ES	Futures	946.09	947.06	945.61	946.33	22423.0
2009-08-18 09:30:00	ES	Futures	946.09	948.51	944.41	945.85	199665.0
2009-08-18 10:00:00	ES	Futures	945.85	950.43	945.85	947.54	169569.0
2009-08-18 10:30:00	ES	Futures	947.78	949.23	947.06	947.54	96372.0
2009-08-18 11:00:00	ES	Futures	947.78	950.19	947.54	949.95	98119.0
2009-08-18 11:30:00	ES	Futures	949.95	952.61	949.71	951.88	130231.0
2009-08-18 12:00:00	ES	Futures	952.12	954.05	951.64	952.61	110056.0
2009-08-18 12:30:00	ES	Futures	952.61	954.05	951.88	952.85	54073.0
2009-08-18 13:00:00	ES	Futures	953.09	954.29	951.64	952.85	78039.0
2009-08-18 13:30:00	ES	Futures	952.85	953.33	950.92	952.36	61718.0
2009-08-18 14:00:00	ES	Futures	952.12	954.29	952.12	954.29	60843.0
2009-08-18 14:30:00	ES	Futures	954.05	954.78	952.36	953.09	65508.0
2009-08-18 15:00:00	ES	Futures	952.85	955.02	952.61	953.33	92595.0
2009-08-18 15:30:00	ES	Futures	953.09	954.78	951.64	952.61	170399.0
2009-08-18 16:00:00	ES	Futures	952.61	954.78	951.4	954.78	119330.0
2009-08-18 16:30:00	ES	Futures	954.53	955.02	953.33	953.81	6226.0
2009-08-18 17:00:00	ES	Futures	953.81	954.29	952.85	953.09	2741.0
2009-08-18 18:00:00	ES	Futures	953.33	953.57	952.85	953.33	542.0
2009-08-18 18:30:00	ES	Futures	953.33	953.57	953.09	953.09	498.0
2009-08-18 19:00:00	ES	Futures	953.33	953.57	953.09	953.33	586.0
2009-08-18 19:30:00	ES	Futures	953.33	953.81	952.85	953.57	1907.0
2009-08-18 20:00:00	ES	Futures	953.57	953.57	952.36	953.57	2475.0
2009-08-18 20:30:00	ES	Futures	953.81	953.81	952.85	952.85	1120.0
2009-08-18 21:00:00	ES	Futures	952.85	953.09	951.88	952.36	2073.0
2009-08-18 21:30:00	ES	Futures	952.36	952.61	951.88	952.12	1836.0
2009-08-18 22:00:00	ES	Futures	952.12	953.33	951.88	952.85	2451.0
2009-08-18 22:30:00	ES	Futures	952.85	953.09	952.36	952.85	1804.0
2009-08-18 23:00:00	ES	Futures	952.85	952.85	952.12	952.85	1045.0
2009-08-18 23:30:00	ES	Futures	952.85	953.09	952.36	953.09	799.0
2009-08-18 00:00:00	NQ	Futures	1787.19	1787.47	1785.48	1785.48	66.0
2009-08-18 00:30:00	NQ	Futures	1785.76	1786.62	1784.05	1785.19	212.0
2009-08-18 01:00:00	NQ	Futures	1785.48	1790.32	1785.48	1790.03	162.0

> showing 50 of 2,247 rows — these rows as CSV

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