PREVIEW / futures_30min / 2009-08-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-21.parquet
  size:    56 KB
  rows:    1,808

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
2009-08-21 00:00:00	ES	Futures	961.77	963.46	961.29	961.53	3587.0
2009-08-21 00:30:00	ES	Futures	961.53	963.22	961.29	961.77	2455.0
2009-08-21 01:00:00	ES	Futures	962.01	964.18	961.53	963.7	2541.0
2009-08-21 01:30:00	ES	Futures	963.7	965.87	963.7	964.42	3284.0
2009-08-21 02:00:00	ES	Futures	964.42	965.87	963.94	964.66	3648.0
2009-08-21 02:30:00	ES	Futures	964.42	965.63	963.94	964.66	3996.0
2009-08-21 03:00:00	ES	Futures	964.66	968.52	964.18	968.04	8227.0
2009-08-21 03:30:00	ES	Futures	968.04	970.21	967.8	968.76	9944.0
2009-08-21 04:00:00	ES	Futures	968.76	969.25	967.32	968.52	4577.0
2009-08-21 04:30:00	ES	Futures	968.52	970.45	967.8	970.21	8063.0
2009-08-21 05:00:00	ES	Futures	970.45	970.69	969.73	969.97	7712.0
2009-08-21 05:30:00	ES	Futures	969.97	972.86	969.73	972.62	26183.0
2009-08-21 06:00:00	ES	Futures	972.62	975.76	971.9	974.07	23546.0
2009-08-21 06:30:00	ES	Futures	974.07	974.79	973.59	974.31	6752.0
2009-08-21 07:00:00	ES	Futures	974.55	976.0	974.55	975.52	10929.0
2009-08-21 07:30:00	ES	Futures	975.76	976.0	973.59	974.55	12151.0
2009-08-21 08:00:00	ES	Futures	974.31	975.76	973.35	975.52	16844.0
2009-08-21 08:30:00	ES	Futures	975.52	976.24	974.79	976.0	15638.0
2009-08-21 09:00:00	ES	Futures	976.0	978.41	976.0	977.93	53321.0
2009-08-21 09:30:00	ES	Futures	977.93	979.62	976.0	979.37	259489.0
2009-08-21 10:00:00	ES	Futures	979.62	989.02	979.62	985.64	369927.0
2009-08-21 10:30:00	ES	Futures	985.4	987.57	984.68	985.89	125229.0
2009-08-21 11:00:00	ES	Futures	985.64	987.09	985.4	986.61	71273.0
2009-08-21 11:30:00	ES	Futures	986.37	988.06	986.13	987.09	78903.0
2009-08-21 12:00:00	ES	Futures	987.33	987.33	986.13	987.09	43806.0
2009-08-21 12:30:00	ES	Futures	987.09	987.33	985.89	986.37	42926.0
2009-08-21 13:00:00	ES	Futures	986.61	987.33	986.13	986.61	58725.0
2009-08-21 13:30:00	ES	Futures	986.85	986.85	984.92	984.92	93311.0
2009-08-21 14:00:00	ES	Futures	984.92	986.61	984.44	985.89	55039.0
2009-08-21 14:30:00	ES	Futures	986.13	986.85	985.64	986.85	45029.0
2009-08-21 15:00:00	ES	Futures	986.85	990.71	986.37	989.5	108792.0
2009-08-21 15:30:00	ES	Futures	989.74	990.47	987.57	988.3	212505.0
2009-08-21 16:00:00	ES	Futures	988.54	989.74	988.3	989.26	103958.0
2009-08-21 00:00:00	NQ	Futures	1825.07	1827.34	1822.79	1823.93	308.0
2009-08-21 00:30:00	NQ	Futures	1823.93	1827.06	1823.93	1824.5	174.0
2009-08-21 01:00:00	NQ	Futures	1824.5	1827.91	1823.93	1825.63	292.0
2009-08-21 01:30:00	NQ	Futures	1826.2	1830.19	1826.2	1829.05	373.0
2009-08-21 02:00:00	NQ	Futures	1829.05	1830.48	1827.91	1829.05	347.0
2009-08-21 02:30:00	NQ	Futures	1828.48	1830.48	1827.63	1828.77	246.0
2009-08-21 03:00:00	NQ	Futures	1829.05	1833.61	1827.91	1833.32	1074.0
2009-08-21 03:30:00	NQ	Futures	1833.04	1836.74	1832.47	1834.18	498.0
2009-08-21 04:00:00	NQ	Futures	1834.46	1835.32	1831.9	1833.04	467.0
2009-08-21 04:30:00	NQ	Futures	1833.04	1837.03	1832.19	1836.74	544.0
2009-08-21 05:00:00	NQ	Futures	1836.46	1837.88	1836.17	1836.17	439.0
2009-08-21 05:30:00	NQ	Futures	1836.46	1841.3	1836.46	1841.3	1111.0
2009-08-21 06:00:00	NQ	Futures	1841.3	1847.85	1840.44	1844.72	2016.0
2009-08-21 06:30:00	NQ	Futures	1844.43	1846.14	1842.72	1845.29	509.0
2009-08-21 07:00:00	NQ	Futures	1845.29	1848.13	1845.29	1847.57	893.0
2009-08-21 07:30:00	NQ	Futures	1847.28	1848.13	1843.58	1845.29	907.0
2009-08-21 08:00:00	NQ	Futures	1845.29	1847.28	1843.58	1847.28	1289.0

> showing 50 of 1,808 rows — these rows as CSV

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