PREVIEW / futures_30min / 2009-08-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-19.parquet
  size:    65 KB
  rows:    2,213

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
2009-08-19 00:00:00	ES	Futures	952.85	954.05	952.85	953.81	1263.0
2009-08-19 00:30:00	ES	Futures	953.81	954.53	953.81	953.81	1531.0
2009-08-19 01:00:00	ES	Futures	954.05	954.05	951.88	952.12	1963.0
2009-08-19 01:30:00	ES	Futures	952.12	952.12	947.78	948.26	9177.0
2009-08-19 02:00:00	ES	Futures	948.26	949.23	947.06	947.78	6384.0
2009-08-19 02:30:00	ES	Futures	948.02	948.02	944.89	945.61	8962.0
2009-08-19 03:00:00	ES	Futures	945.37	947.3	944.89	947.3	11015.0
2009-08-19 03:30:00	ES	Futures	947.06	947.3	942.96	944.89	15148.0
2009-08-19 04:00:00	ES	Futures	945.13	945.61	943.2	945.13	9967.0
2009-08-19 04:30:00	ES	Futures	945.13	945.85	943.92	945.61	5152.0
2009-08-19 05:00:00	ES	Futures	945.61	945.85	943.92	944.16	4758.0
2009-08-19 05:30:00	ES	Futures	944.41	945.37	943.92	945.13	6001.0
2009-08-19 06:00:00	ES	Futures	945.13	945.37	944.16	945.37	4387.0
2009-08-19 06:30:00	ES	Futures	945.37	945.61	944.16	944.65	5231.0
2009-08-19 07:00:00	ES	Futures	944.65	947.78	944.65	946.09	21892.0
2009-08-19 07:30:00	ES	Futures	946.09	947.3	945.61	945.85	17829.0
2009-08-19 08:00:00	ES	Futures	945.85	946.09	942.23	943.44	33345.0
2009-08-19 08:30:00	ES	Futures	943.68	944.89	943.2	944.65	20712.0
2009-08-19 09:00:00	ES	Futures	944.65	945.85	943.44	944.16	24553.0
2009-08-19 09:30:00	ES	Futures	944.16	950.43	943.44	948.99	269086.0
2009-08-19 10:00:00	ES	Futures	948.99	953.09	948.75	950.19	189082.0
2009-08-19 10:30:00	ES	Futures	950.43	953.81	949.95	950.92	181812.0
2009-08-19 11:00:00	ES	Futures	950.68	952.85	950.19	951.88	116543.0
2009-08-19 11:30:00	ES	Futures	951.64	958.63	950.68	958.39	154268.0
2009-08-19 12:00:00	ES	Futures	958.15	962.25	957.67	960.56	206108.0
2009-08-19 12:30:00	ES	Futures	960.32	961.53	959.6	960.8	70915.0
2009-08-19 13:00:00	ES	Futures	960.8	963.46	960.56	961.77	90001.0
2009-08-19 13:30:00	ES	Futures	961.77	962.49	961.29	962.01	53139.0
2009-08-19 14:00:00	ES	Futures	962.25	962.73	960.08	960.8	76623.0
2009-08-19 14:30:00	ES	Futures	960.8	961.05	959.12	961.05	81547.0
2009-08-19 15:00:00	ES	Futures	960.8	961.05	956.46	958.63	151172.0
2009-08-19 15:30:00	ES	Futures	958.63	960.56	956.95	960.56	164617.0
2009-08-19 16:00:00	ES	Futures	960.32	962.25	959.84	962.25	83742.0
2009-08-19 16:30:00	ES	Futures	961.53	961.77	960.8	961.05	4280.0
2009-08-19 17:00:00	ES	Futures	961.05	961.53	960.8	961.29	1637.0
2009-08-19 18:00:00	ES	Futures	961.53	961.77	961.05	961.53	1514.0
2009-08-19 18:30:00	ES	Futures	961.53	961.77	961.29	961.29	781.0
2009-08-19 19:00:00	ES	Futures	961.29	961.77	961.29	961.53	528.0
2009-08-19 19:30:00	ES	Futures	961.53	961.77	961.05	961.29	1135.0
2009-08-19 20:00:00	ES	Futures	961.29	961.53	960.32	960.8	2401.0
2009-08-19 20:30:00	ES	Futures	960.8	961.53	960.56	961.29	1830.0
2009-08-19 21:00:00	ES	Futures	961.29	961.53	960.32	960.8	2503.0
2009-08-19 21:30:00	ES	Futures	960.8	963.46	960.8	962.98	4040.0
2009-08-19 22:00:00	ES	Futures	962.73	963.46	962.25	962.73	1964.0
2009-08-19 22:30:00	ES	Futures	962.49	962.73	961.29	961.53	2382.0
2009-08-19 23:00:00	ES	Futures	961.53	964.66	961.53	964.66	5006.0
2009-08-19 23:30:00	ES	Futures	964.66	964.66	963.7	964.42	2481.0
2009-08-19 00:00:00	NQ	Futures	1802.28	1804.27	1802.0	1803.13	146.0
2009-08-19 00:30:00	NQ	Futures	1803.7	1804.84	1803.7	1803.7	207.0
2009-08-19 01:00:00	NQ	Futures	1803.99	1803.99	1800.57	1800.86	188.0

> showing 50 of 2,213 rows — these rows as CSV

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