PREVIEW / futures_30min / 2009-09-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-01.parquet
  size:    69 KB
  rows:    2,330

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
2009-09-01 00:00:00	ES	Futures	986.37	986.85	984.92	985.4	1674.0
2009-09-01 00:30:00	ES	Futures	985.16	986.61	984.92	986.61	1707.0
2009-09-01 01:00:00	ES	Futures	986.61	989.26	986.37	988.06	5574.0
2009-09-01 01:30:00	ES	Futures	988.3	988.3	986.13	986.37	1549.0
2009-09-01 02:00:00	ES	Futures	986.37	987.33	986.13	986.85	5011.0
2009-09-01 02:30:00	ES	Futures	986.85	987.33	985.4	986.37	3412.0
2009-09-01 03:00:00	ES	Futures	986.61	988.06	985.89	986.37	11635.0
2009-09-01 03:30:00	ES	Futures	986.61	987.09	985.16	986.13	8162.0
2009-09-01 04:00:00	ES	Futures	985.89	986.13	977.93	978.41	31958.0
2009-09-01 04:30:00	ES	Futures	978.65	979.13	975.52	978.41	26389.0
2009-09-01 05:00:00	ES	Futures	978.17	978.41	975.52	976.0	10136.0
2009-09-01 05:30:00	ES	Futures	976.0	977.93	975.03	977.2	8325.0
2009-09-01 06:00:00	ES	Futures	977.2	977.45	976.24	976.48	6338.0
2009-09-01 06:30:00	ES	Futures	976.24	976.96	975.76	976.24	9689.0
2009-09-01 07:00:00	ES	Futures	976.24	978.41	976.0	977.93	10125.0
2009-09-01 07:30:00	ES	Futures	977.93	979.13	977.69	978.89	10981.0
2009-09-01 08:00:00	ES	Futures	979.13	980.58	978.65	979.37	20606.0
2009-09-01 08:30:00	ES	Futures	979.62	980.1	977.93	979.13	26642.0
2009-09-01 09:00:00	ES	Futures	979.37	979.86	977.93	979.13	19523.0
2009-09-01 09:30:00	ES	Futures	979.13	989.02	978.65	987.57	298208.0
2009-09-01 10:00:00	ES	Futures	987.82	991.43	984.44	987.09	335241.0
2009-09-01 10:30:00	ES	Futures	986.85	988.3	981.54	981.79	173594.0
2009-09-01 11:00:00	ES	Futures	981.79	981.79	969.25	969.73	407838.0
2009-09-01 11:30:00	ES	Futures	969.97	969.97	964.9	966.83	332547.0
2009-09-01 12:00:00	ES	Futures	967.07	969.0	963.94	964.66	186954.0
2009-09-01 12:30:00	ES	Futures	964.9	967.07	963.94	965.63	109555.0
2009-09-01 13:00:00	ES	Futures	965.63	966.59	962.25	964.66	140284.0
2009-09-01 13:30:00	ES	Futures	964.42	966.83	962.98	966.59	125623.0
2009-09-01 14:00:00	ES	Futures	966.59	967.32	963.7	965.15	118779.0
2009-09-01 14:30:00	ES	Futures	965.39	966.59	963.22	964.9	136566.0
2009-09-01 15:00:00	ES	Futures	964.9	966.83	961.77	962.25	135514.0
2009-09-01 15:30:00	ES	Futures	962.25	965.39	960.08	962.01	303120.0
2009-09-01 16:00:00	ES	Futures	962.01	962.49	960.32	961.53	119031.0
2009-09-01 16:30:00	ES	Futures	961.05	961.77	960.32	961.53	4068.0
2009-09-01 17:00:00	ES	Futures	961.53	961.77	960.56	961.53	2230.0
2009-09-01 18:00:00	ES	Futures	961.77	962.25	961.53	961.77	2815.0
2009-09-01 18:30:00	ES	Futures	961.77	962.25	961.53	961.77	1277.0
2009-09-01 19:00:00	ES	Futures	961.77	961.77	961.29	961.53	1454.0
2009-09-01 19:30:00	ES	Futures	961.77	962.01	960.8	960.8	2547.0
2009-09-01 20:00:00	ES	Futures	960.8	961.53	960.56	960.8	2671.0
2009-09-01 20:30:00	ES	Futures	960.56	963.22	960.56	962.98	4580.0
2009-09-01 21:00:00	ES	Futures	962.98	963.7	962.25	962.98	2867.0
2009-09-01 21:30:00	ES	Futures	962.73	963.7	962.49	963.22	4361.0
2009-09-01 22:00:00	ES	Futures	963.22	963.46	962.25	963.22	2508.0
2009-09-01 22:30:00	ES	Futures	962.98	963.22	961.53	962.49	3013.0
2009-09-01 23:00:00	ES	Futures	962.49	962.73	961.53	962.01	1462.0
2009-09-01 23:30:00	ES	Futures	961.77	962.98	961.05	961.05	2042.0
2009-09-01 00:00:00	NQ	Futures	1856.68	1856.96	1854.12	1854.69	193.0
2009-09-01 00:30:00	NQ	Futures	1854.4	1856.96	1854.12	1856.96	162.0
2009-09-01 01:00:00	NQ	Futures	1856.96	1861.24	1856.39	1859.24	607.0

> showing 50 of 2,330 rows — these rows as CSV

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