PREVIEW / futures_30min / 2009-08-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-24.parquet
  size:    63 KB
  rows:    2,187

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
2009-08-24 00:00:00	ES	Futures	994.81	995.05	994.33	994.57	1312.0
2009-08-24 00:30:00	ES	Futures	994.57	995.05	993.12	993.84	1561.0
2009-08-24 01:00:00	ES	Futures	993.84	994.81	993.36	993.6	1095.0
2009-08-24 01:30:00	ES	Futures	993.6	995.77	993.12	995.53	3720.0
2009-08-24 02:00:00	ES	Futures	995.53	995.53	992.16	993.84	6384.0
2009-08-24 02:30:00	ES	Futures	993.6	994.57	992.4	993.84	5740.0
2009-08-24 03:00:00	ES	Futures	993.6	995.29	990.95	994.57	16886.0
2009-08-24 03:30:00	ES	Futures	994.81	996.01	993.36	993.36	11140.0
2009-08-24 04:00:00	ES	Futures	993.36	995.05	993.36	994.09	5774.0
2009-08-24 04:30:00	ES	Futures	993.84	994.33	991.67	991.67	6851.0
2009-08-24 05:00:00	ES	Futures	991.92	992.64	990.95	991.43	5116.0
2009-08-24 05:30:00	ES	Futures	991.43	993.12	991.19	992.64	5152.0
2009-08-24 06:00:00	ES	Futures	992.64	993.12	991.92	992.4	3916.0
2009-08-24 06:30:00	ES	Futures	992.16	992.4	990.47	990.71	9083.0
2009-08-24 07:00:00	ES	Futures	990.71	992.4	990.23	991.92	9255.0
2009-08-24 07:30:00	ES	Futures	991.67	992.88	990.95	991.43	8434.0
2009-08-24 08:00:00	ES	Futures	991.43	992.64	990.95	991.67	10004.0
2009-08-24 08:30:00	ES	Futures	991.92	993.12	991.67	992.88	10262.0
2009-08-24 09:00:00	ES	Futures	992.88	994.57	992.16	993.12	28756.0
2009-08-24 09:30:00	ES	Futures	993.12	996.01	991.19	994.81	256836.0
2009-08-24 10:00:00	ES	Futures	994.57	997.7	994.33	997.22	163098.0
2009-08-24 10:30:00	ES	Futures	996.98	997.46	995.29	997.46	77110.0
2009-08-24 11:00:00	ES	Futures	997.46	998.43	996.01	996.26	75681.0
2009-08-24 11:30:00	ES	Futures	996.01	996.74	995.05	995.05	62477.0
2009-08-24 12:00:00	ES	Futures	995.05	996.01	994.33	995.05	48357.0
2009-08-24 12:30:00	ES	Futures	995.05	995.53	993.6	993.84	37513.0
2009-08-24 13:00:00	ES	Futures	993.84	993.84	987.33	987.33	196548.0
2009-08-24 13:30:00	ES	Futures	987.33	990.23	987.09	989.74	75949.0
2009-08-24 14:00:00	ES	Futures	989.5	991.19	988.78	989.5	54114.0
2009-08-24 14:30:00	ES	Futures	989.5	989.99	988.54	989.26	57613.0
2009-08-24 15:00:00	ES	Futures	989.02	989.26	985.16	988.06	141436.0
2009-08-24 15:30:00	ES	Futures	988.06	989.74	985.64	988.78	209181.0
2009-08-24 16:00:00	ES	Futures	988.78	989.99	987.82	988.54	65038.0
2009-08-24 16:30:00	ES	Futures	988.06	988.3	987.33	987.82	3291.0
2009-08-24 17:00:00	ES	Futures	988.06	988.06	987.09	987.57	1503.0
2009-08-24 18:00:00	ES	Futures	987.33	988.06	987.33	987.57	858.0
2009-08-24 18:30:00	ES	Futures	987.57	987.57	986.37	986.85	1512.0
2009-08-24 19:00:00	ES	Futures	986.61	987.09	985.89	986.13	1092.0
2009-08-24 19:30:00	ES	Futures	986.37	986.37	985.4	985.89	2305.0
2009-08-24 20:00:00	ES	Futures	985.89	986.61	985.64	986.37	1687.0
2009-08-24 20:30:00	ES	Futures	986.37	986.85	985.4	985.64	1976.0
2009-08-24 21:00:00	ES	Futures	985.64	990.23	985.64	987.82	9487.0
2009-08-24 21:30:00	ES	Futures	987.82	988.54	986.37	986.85	5605.0
2009-08-24 22:00:00	ES	Futures	986.85	987.33	984.92	985.16	3232.0
2009-08-24 22:30:00	ES	Futures	985.16	985.89	984.2	985.4	3983.0
2009-08-24 23:00:00	ES	Futures	985.4	986.37	984.92	985.16	1670.0
2009-08-24 23:30:00	ES	Futures	985.16	987.09	985.16	986.61	1625.0
2009-08-24 00:00:00	NQ	Futures	1874.62	1874.91	1873.48	1874.05	90.0
2009-08-24 00:30:00	NQ	Futures	1874.05	1874.34	1871.49	1872.91	143.0
2009-08-24 01:00:00	NQ	Futures	1873.2	1873.48	1871.2	1871.77	50.0

> showing 50 of 2,187 rows — these rows as CSV

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