PREVIEW / futures_30min / 2009-08-28

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-28.parquet
  size:    55 KB
  rows:    1,837

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
2009-08-28 00:00:00	ES	Futures	991.43	992.64	991.19	992.16	974.0
2009-08-28 00:30:00	ES	Futures	992.16	992.64	991.67	991.92	542.0
2009-08-28 01:00:00	ES	Futures	992.16	992.88	991.67	992.4	932.0
2009-08-28 01:30:00	ES	Futures	992.64	993.36	992.4	992.64	1043.0
2009-08-28 02:00:00	ES	Futures	992.4	993.12	991.67	991.92	3694.0
2009-08-28 02:30:00	ES	Futures	991.92	994.57	991.92	994.09	4679.0
2009-08-28 03:00:00	ES	Futures	994.09	994.57	992.4	993.12	10617.0
2009-08-28 03:30:00	ES	Futures	993.12	993.84	992.4	993.12	6812.0
2009-08-28 04:00:00	ES	Futures	993.36	996.5	992.88	996.01	11601.0
2009-08-28 04:30:00	ES	Futures	995.77	997.22	995.05	996.98	7372.0
2009-08-28 05:00:00	ES	Futures	996.74	997.94	996.5	996.98	8143.0
2009-08-28 05:30:00	ES	Futures	996.98	997.22	996.5	996.5	3371.0
2009-08-28 06:00:00	ES	Futures	996.74	997.46	996.26	996.74	3037.0
2009-08-28 06:30:00	ES	Futures	996.74	998.43	996.5	998.19	4968.0
2009-08-28 07:00:00	ES	Futures	998.19	999.63	997.46	999.15	9245.0
2009-08-28 07:30:00	ES	Futures	999.15	999.39	996.98	997.22	7930.0
2009-08-28 08:00:00	ES	Futures	997.22	998.43	996.74	997.22	10951.0
2009-08-28 08:30:00	ES	Futures	997.22	998.19	995.53	996.5	27704.0
2009-08-28 09:00:00	ES	Futures	996.5	1002.04	996.5	1001.08	58231.0
2009-08-28 09:30:00	ES	Futures	1001.08	1002.04	993.84	994.33	264335.0
2009-08-28 10:00:00	ES	Futures	994.33	996.5	990.95	991.92	168244.0
2009-08-28 10:30:00	ES	Futures	991.67	995.29	990.47	993.84	124780.0
2009-08-28 11:00:00	ES	Futures	993.84	994.57	991.67	993.36	71250.0
2009-08-28 11:30:00	ES	Futures	993.36	993.6	989.74	990.95	82210.0
2009-08-28 12:00:00	ES	Futures	990.95	991.92	985.89	986.85	117841.0
2009-08-28 12:30:00	ES	Futures	986.85	988.78	986.37	987.09	61442.0
2009-08-28 13:00:00	ES	Futures	987.33	991.19	987.09	990.23	59424.0
2009-08-28 13:30:00	ES	Futures	990.23	991.19	989.5	990.23	33242.0
2009-08-28 14:00:00	ES	Futures	989.99	992.4	989.02	991.19	57614.0
2009-08-28 14:30:00	ES	Futures	991.19	992.16	989.02	991.67	69775.0
2009-08-28 15:00:00	ES	Futures	991.67	993.36	990.47	992.4	55350.0
2009-08-28 15:30:00	ES	Futures	992.4	993.36	989.26	992.64	127947.0
2009-08-28 16:00:00	ES	Futures	992.4	993.12	990.95	991.19	61611.0
2009-08-28 00:00:00	NQ	Futures	1866.36	1868.36	1865.79	1868.07	122.0
2009-08-28 00:30:00	NQ	Futures	1867.79	1868.64	1867.22	1867.79	81.0
2009-08-28 01:00:00	NQ	Futures	1867.79	1868.93	1866.65	1868.07	181.0
2009-08-28 01:30:00	NQ	Futures	1868.36	1869.78	1868.36	1868.36	84.0
2009-08-28 02:00:00	NQ	Futures	1868.36	1869.21	1867.5	1867.5	193.0
2009-08-28 02:30:00	NQ	Futures	1867.5	1871.77	1867.5	1870.63	223.0
2009-08-28 03:00:00	NQ	Futures	1870.63	1871.77	1866.65	1868.64	1312.0
2009-08-28 03:30:00	NQ	Futures	1868.07	1870.35	1867.22	1868.64	542.0
2009-08-28 04:00:00	NQ	Futures	1868.93	1875.19	1868.36	1874.05	1139.0
2009-08-28 04:30:00	NQ	Futures	1873.77	1875.19	1872.06	1875.19	639.0
2009-08-28 05:00:00	NQ	Futures	1875.19	1876.9	1874.62	1875.19	531.0
2009-08-28 05:30:00	NQ	Futures	1875.48	1875.76	1874.34	1875.48	251.0
2009-08-28 06:00:00	NQ	Futures	1875.76	1876.33	1874.91	1875.19	231.0
2009-08-28 06:30:00	NQ	Futures	1875.48	1877.47	1875.19	1876.9	256.0
2009-08-28 07:00:00	NQ	Futures	1877.19	1878.04	1876.05	1877.76	505.0
2009-08-28 07:30:00	NQ	Futures	1877.76	1878.04	1874.62	1875.19	914.0
2009-08-28 08:00:00	NQ	Futures	1875.19	1876.62	1874.34	1874.34	1390.0

> showing 50 of 1,837 rows — these rows as CSV

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