PREVIEW / futures_30min / 2009-08-25

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-25.parquet
  size:    63 KB
  rows:    2,208

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
2009-08-25 00:00:00	ES	Futures	986.61	987.57	986.61	987.33	1154.0
2009-08-25 00:30:00	ES	Futures	987.33	987.33	986.61	986.61	718.0
2009-08-25 01:00:00	ES	Futures	986.85	986.85	985.16	985.4	2308.0
2009-08-25 01:30:00	ES	Futures	985.4	985.64	982.27	984.68	7807.0
2009-08-25 02:00:00	ES	Futures	984.44	985.16	982.75	983.23	7529.0
2009-08-25 02:30:00	ES	Futures	983.23	986.13	983.23	984.92	4730.0
2009-08-25 03:00:00	ES	Futures	985.16	988.78	985.16	988.3	14424.0
2009-08-25 03:30:00	ES	Futures	988.3	989.5	986.85	987.57	9426.0
2009-08-25 04:00:00	ES	Futures	987.57	989.5	987.09	988.78	5356.0
2009-08-25 04:30:00	ES	Futures	989.02	990.47	987.33	989.5	4545.0
2009-08-25 05:00:00	ES	Futures	989.5	991.43	989.5	990.47	7614.0
2009-08-25 05:30:00	ES	Futures	990.47	991.43	989.74	990.71	7354.0
2009-08-25 06:00:00	ES	Futures	990.47	991.43	989.5	989.5	4309.0
2009-08-25 06:30:00	ES	Futures	989.74	989.99	989.02	989.5	3883.0
2009-08-25 07:00:00	ES	Futures	989.5	990.95	989.26	990.47	7126.0
2009-08-25 07:30:00	ES	Futures	990.47	994.09	990.47	993.6	20440.0
2009-08-25 08:00:00	ES	Futures	993.6	995.05	993.12	993.36	23578.0
2009-08-25 08:30:00	ES	Futures	993.36	994.57	992.88	994.09	16737.0
2009-08-25 09:00:00	ES	Futures	994.33	996.26	992.64	992.88	45534.0
2009-08-25 09:30:00	ES	Futures	992.88	996.74	990.23	995.53	213825.0
2009-08-25 10:00:00	ES	Futures	995.77	1001.32	990.23	990.71	350567.0
2009-08-25 10:30:00	ES	Futures	990.71	994.81	990.71	994.33	153750.0
2009-08-25 11:00:00	ES	Futures	994.33	996.5	993.6	996.01	74949.0
2009-08-25 11:30:00	ES	Futures	996.26	997.46	995.29	996.26	90841.0
2009-08-25 12:00:00	ES	Futures	996.26	998.19	996.01	997.94	70643.0
2009-08-25 12:30:00	ES	Futures	997.94	999.15	994.57	994.57	78784.0
2009-08-25 13:00:00	ES	Futures	994.81	995.77	991.19	992.16	86432.0
2009-08-25 13:30:00	ES	Futures	992.16	993.6	990.95	991.92	81816.0
2009-08-25 14:00:00	ES	Futures	991.67	993.6	990.47	992.4	94455.0
2009-08-25 14:30:00	ES	Futures	992.64	992.64	988.54	991.67	157339.0
2009-08-25 15:00:00	ES	Futures	991.67	994.09	991.43	992.64	72940.0
2009-08-25 15:30:00	ES	Futures	992.64	992.88	989.5	990.95	177348.0
2009-08-25 16:00:00	ES	Futures	990.71	991.43	989.5	989.74	73293.0
2009-08-25 16:30:00	ES	Futures	989.5	989.74	989.02	989.26	5190.0
2009-08-25 17:00:00	ES	Futures	989.26	989.5	989.02	989.26	1126.0
2009-08-25 18:00:00	ES	Futures	989.26	989.5	988.06	988.3	2051.0
2009-08-25 18:30:00	ES	Futures	988.06	988.54	988.06	988.54	336.0
2009-08-25 19:00:00	ES	Futures	988.54	988.54	986.37	986.61	2613.0
2009-08-25 19:30:00	ES	Futures	986.61	986.85	986.13	986.37	1866.0
2009-08-25 20:00:00	ES	Futures	986.37	988.78	986.37	987.57	3139.0
2009-08-25 20:30:00	ES	Futures	987.57	989.02	987.33	989.02	1421.0
2009-08-25 21:00:00	ES	Futures	989.02	989.5	987.82	988.06	1878.0
2009-08-25 21:30:00	ES	Futures	988.06	989.26	986.85	989.02	2796.0
2009-08-25 22:00:00	ES	Futures	988.78	989.5	988.06	988.06	1701.0
2009-08-25 22:30:00	ES	Futures	988.06	990.47	988.06	990.47	2496.0
2009-08-25 23:00:00	ES	Futures	990.23	991.19	989.74	990.47	1649.0
2009-08-25 23:30:00	ES	Futures	990.71	992.64	990.47	992.4	2527.0
2009-08-25 00:00:00	NQ	Futures	1856.96	1858.39	1856.96	1857.82	100.0
2009-08-25 00:30:00	NQ	Futures	1857.82	1858.1	1856.96	1857.53	64.0
2009-08-25 01:00:00	NQ	Futures	1857.25	1857.25	1855.26	1855.82	168.0

> showing 50 of 2,208 rows — these rows as CSV

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