PREVIEW / futures_30min / 2009-08-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-26.parquet
  size:    63 KB
  rows:    2,225

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
2009-08-26 00:00:00	ES	Futures	992.4	992.64	991.43	991.92	1047.0
2009-08-26 00:30:00	ES	Futures	991.67	992.64	991.67	992.16	577.0
2009-08-26 01:00:00	ES	Futures	991.92	992.64	991.67	991.92	884.0
2009-08-26 01:30:00	ES	Futures	992.16	993.36	991.67	992.88	1850.0
2009-08-26 02:00:00	ES	Futures	992.64	993.12	991.67	991.92	3616.0
2009-08-26 02:30:00	ES	Futures	991.67	992.64	990.47	990.47	3620.0
2009-08-26 03:00:00	ES	Futures	990.47	992.88	989.74	992.88	11616.0
2009-08-26 03:30:00	ES	Futures	992.64	993.6	991.19	993.12	12288.0
2009-08-26 04:00:00	ES	Futures	993.12	993.6	989.5	990.95	12135.0
2009-08-26 04:30:00	ES	Futures	990.95	991.43	989.26	990.47	4015.0
2009-08-26 05:00:00	ES	Futures	990.47	990.71	988.78	989.02	4414.0
2009-08-26 05:30:00	ES	Futures	989.02	990.23	988.78	989.99	6279.0
2009-08-26 06:00:00	ES	Futures	990.23	991.43	987.82	988.3	4914.0
2009-08-26 06:30:00	ES	Futures	988.3	988.54	987.09	988.06	6581.0
2009-08-26 07:00:00	ES	Futures	988.3	989.26	986.37	986.85	10875.0
2009-08-26 07:30:00	ES	Futures	986.61	988.54	986.37	988.3	9317.0
2009-08-26 08:00:00	ES	Futures	988.3	991.19	987.33	989.02	22286.0
2009-08-26 08:30:00	ES	Futures	989.26	992.4	986.85	988.78	49616.0
2009-08-26 09:00:00	ES	Futures	988.54	989.26	987.33	987.82	19500.0
2009-08-26 09:30:00	ES	Futures	987.57	989.02	984.2	987.33	218053.0
2009-08-26 10:00:00	ES	Futures	987.33	995.05	987.09	992.88	303214.0
2009-08-26 10:30:00	ES	Futures	992.88	995.53	990.95	992.4	179172.0
2009-08-26 11:00:00	ES	Futures	992.64	992.88	987.82	989.26	129358.0
2009-08-26 11:30:00	ES	Futures	989.26	989.74	986.85	989.02	71375.0
2009-08-26 12:00:00	ES	Futures	989.02	990.95	988.06	990.23	50466.0
2009-08-26 12:30:00	ES	Futures	990.47	990.47	988.06	989.26	63647.0
2009-08-26 13:00:00	ES	Futures	989.02	989.5	986.13	988.06	63859.0
2009-08-26 13:30:00	ES	Futures	988.06	991.67	987.82	991.67	64254.0
2009-08-26 14:00:00	ES	Futures	991.67	992.4	989.74	989.99	52054.0
2009-08-26 14:30:00	ES	Futures	990.23	992.4	988.3	988.54	92215.0
2009-08-26 15:00:00	ES	Futures	988.54	990.71	988.06	989.5	91418.0
2009-08-26 15:30:00	ES	Futures	989.26	991.92	988.06	990.95	212405.0
2009-08-26 16:00:00	ES	Futures	990.95	991.67	989.99	990.47	72291.0
2009-08-26 16:30:00	ES	Futures	989.99	990.71	989.74	990.23	3264.0
2009-08-26 17:00:00	ES	Futures	990.23	990.95	989.99	990.71	1029.0
2009-08-26 18:00:00	ES	Futures	990.47	991.43	989.99	990.23	1640.0
2009-08-26 18:30:00	ES	Futures	990.23	990.95	990.23	990.71	317.0
2009-08-26 19:00:00	ES	Futures	990.71	990.95	990.23	990.47	462.0
2009-08-26 19:30:00	ES	Futures	990.47	990.47	989.5	989.5	941.0
2009-08-26 20:00:00	ES	Futures	989.74	989.99	988.54	989.26	2223.0
2009-08-26 20:30:00	ES	Futures	989.02	989.26	986.85	987.09	2372.0
2009-08-26 21:00:00	ES	Futures	987.33	987.57	986.13	986.61	3434.0
2009-08-26 21:30:00	ES	Futures	986.61	987.57	986.37	986.61	2234.0
2009-08-26 22:00:00	ES	Futures	986.61	987.82	986.37	987.82	1487.0
2009-08-26 22:30:00	ES	Futures	987.82	988.78	987.57	988.3	1726.0
2009-08-26 23:00:00	ES	Futures	988.3	988.54	986.37	986.85	1584.0
2009-08-26 23:30:00	ES	Futures	986.61	987.09	984.44	985.16	4171.0
2009-08-26 00:00:00	NQ	Futures	1870.92	1871.49	1870.07	1870.63	182.0
2009-08-26 00:30:00	NQ	Futures	1870.35	1871.77	1870.35	1870.92	173.0
2009-08-26 01:00:00	NQ	Futures	1871.49	1872.63	1870.63	1871.2	106.0

> showing 50 of 2,225 rows — these rows as CSV

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