PREVIEW / futures_30min / 2009-08-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-27.parquet
  size:    63 KB
  rows:    2,253

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
2009-08-27 00:00:00	ES	Futures	985.16	987.82	984.92	987.33	3342.0
2009-08-27 00:30:00	ES	Futures	987.33	989.26	986.85	988.78	2474.0
2009-08-27 01:00:00	ES	Futures	989.02	989.99	987.82	988.54	4278.0
2009-08-27 01:30:00	ES	Futures	988.54	989.5	988.54	989.02	2094.0
2009-08-27 02:00:00	ES	Futures	989.02	989.5	988.06	989.26	5171.0
2009-08-27 02:30:00	ES	Futures	989.5	990.23	988.3	988.3	2911.0
2009-08-27 03:00:00	ES	Futures	988.3	991.67	987.82	990.95	12075.0
2009-08-27 03:30:00	ES	Futures	990.95	991.67	989.5	990.47	5316.0
2009-08-27 04:00:00	ES	Futures	990.47	992.88	989.99	991.67	8017.0
2009-08-27 04:30:00	ES	Futures	991.92	992.64	990.95	991.19	5044.0
2009-08-27 05:00:00	ES	Futures	991.43	991.92	990.95	991.43	3391.0
2009-08-27 05:30:00	ES	Futures	991.19	992.4	990.95	991.19	3178.0
2009-08-27 06:00:00	ES	Futures	991.19	992.4	990.95	990.95	2963.0
2009-08-27 06:30:00	ES	Futures	991.19	991.19	988.3	989.02	8702.0
2009-08-27 07:00:00	ES	Futures	988.78	990.71	988.78	990.47	4332.0
2009-08-27 07:30:00	ES	Futures	990.47	991.19	989.74	990.23	7020.0
2009-08-27 08:00:00	ES	Futures	990.23	993.6	990.23	992.88	18568.0
2009-08-27 08:30:00	ES	Futures	993.12	994.57	989.02	991.19	50696.0
2009-08-27 09:00:00	ES	Futures	991.43	991.92	989.74	990.47	21559.0
2009-08-27 09:30:00	ES	Futures	990.47	990.71	981.79	982.03	270491.0
2009-08-27 10:00:00	ES	Futures	981.79	982.27	978.89	981.54	282253.0
2009-08-27 10:30:00	ES	Futures	981.79	982.75	979.86	980.1	106684.0
2009-08-27 11:00:00	ES	Futures	980.34	983.47	979.37	982.99	102085.0
2009-08-27 11:30:00	ES	Futures	983.23	985.16	981.3	984.92	93288.0
2009-08-27 12:00:00	ES	Futures	985.16	987.57	984.68	987.33	77053.0
2009-08-27 12:30:00	ES	Futures	987.33	988.3	986.13	987.09	74525.0
2009-08-27 13:00:00	ES	Futures	987.09	988.06	985.4	986.61	57480.0
2009-08-27 13:30:00	ES	Futures	986.61	991.43	986.37	990.23	120874.0
2009-08-27 14:00:00	ES	Futures	990.23	992.4	989.99	991.67	119095.0
2009-08-27 14:30:00	ES	Futures	991.67	996.26	991.67	994.33	190012.0
2009-08-27 15:00:00	ES	Futures	994.33	995.05	992.16	992.64	113688.0
2009-08-27 15:30:00	ES	Futures	992.4	994.33	992.16	993.6	173083.0
2009-08-27 16:00:00	ES	Futures	993.6	993.84	992.64	992.64	74815.0
2009-08-27 16:30:00	ES	Futures	992.88	993.6	992.4	993.36	4345.0
2009-08-27 17:00:00	ES	Futures	993.6	993.6	993.12	993.36	1179.0
2009-08-27 18:00:00	ES	Futures	993.12	994.09	992.88	993.6	1605.0
2009-08-27 18:30:00	ES	Futures	993.36	993.6	992.88	993.12	832.0
2009-08-27 19:00:00	ES	Futures	993.12	993.6	992.64	992.64	675.0
2009-08-27 19:30:00	ES	Futures	992.88	993.6	992.16	993.6	1647.0
2009-08-27 20:00:00	ES	Futures	993.36	994.09	992.4	992.64	2447.0
2009-08-27 20:30:00	ES	Futures	992.64	992.88	992.16	992.64	879.0
2009-08-27 21:00:00	ES	Futures	992.88	993.36	992.64	993.36	590.0
2009-08-27 21:30:00	ES	Futures	993.36	993.6	992.4	992.64	1109.0
2009-08-27 22:00:00	ES	Futures	992.88	993.12	992.16	992.64	1338.0
2009-08-27 22:30:00	ES	Futures	992.64	993.36	990.71	991.67	3848.0
2009-08-27 23:00:00	ES	Futures	991.43	991.92	990.95	991.67	728.0
2009-08-27 23:30:00	ES	Futures	991.67	991.92	990.95	991.19	1060.0
2009-08-27 00:00:00	NQ	Futures	1855.26	1859.53	1855.26	1858.67	411.0
2009-08-27 00:30:00	NQ	Futures	1858.39	1861.81	1857.82	1861.24	161.0
2009-08-27 01:00:00	NQ	Futures	1861.52	1862.66	1858.96	1859.53	277.0

> showing 50 of 2,253 rows — these rows as CSV

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