PREVIEW / futures_30min / 2009-09-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-02.parquet
  size:    65 KB
  rows:    2,319

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
2009-09-02 00:00:00	ES	Futures	961.29	963.22	960.8	963.22	2326.0
2009-09-02 00:30:00	ES	Futures	963.22	963.22	962.49	962.73	845.0
2009-09-02 01:00:00	ES	Futures	962.98	963.22	962.01	962.49	1178.0
2009-09-02 01:30:00	ES	Futures	962.25	963.22	962.25	963.22	1630.0
2009-09-02 02:00:00	ES	Futures	963.22	964.18	962.98	963.94	4377.0
2009-09-02 02:30:00	ES	Futures	963.94	965.39	963.7	964.42	8305.0
2009-09-02 03:00:00	ES	Futures	964.42	965.63	959.12	962.01	32448.0
2009-09-02 03:30:00	ES	Futures	962.01	962.25	957.19	958.39	24628.0
2009-09-02 04:00:00	ES	Futures	958.39	959.84	957.19	959.12	15532.0
2009-09-02 04:30:00	ES	Futures	958.88	961.29	958.63	961.05	9385.0
2009-09-02 05:00:00	ES	Futures	961.05	961.53	959.6	960.56	9255.0
2009-09-02 05:30:00	ES	Futures	960.32	961.05	958.15	959.84	7470.0
2009-09-02 06:00:00	ES	Futures	959.84	961.53	959.36	960.8	8883.0
2009-09-02 06:30:00	ES	Futures	961.05	961.29	959.84	961.29	5661.0
2009-09-02 07:00:00	ES	Futures	961.29	961.29	960.32	961.05	7202.0
2009-09-02 07:30:00	ES	Futures	960.8	962.01	960.56	960.56	14025.0
2009-09-02 08:00:00	ES	Futures	960.8	961.53	957.19	959.6	61558.0
2009-09-02 08:30:00	ES	Futures	959.6	959.84	956.7	958.15	34318.0
2009-09-02 09:00:00	ES	Futures	958.39	958.88	956.95	957.91	31453.0
2009-09-02 09:30:00	ES	Futures	958.15	963.22	956.95	960.32	299804.0
2009-09-02 10:00:00	ES	Futures	960.32	962.01	958.15	958.88	222180.0
2009-09-02 10:30:00	ES	Futures	958.88	964.18	955.98	963.46	201393.0
2009-09-02 11:00:00	ES	Futures	963.7	963.7	961.05	963.46	91550.0
2009-09-02 11:30:00	ES	Futures	963.46	964.42	961.05	961.53	92778.0
2009-09-02 12:00:00	ES	Futures	961.29	963.22	960.08	962.25	75231.0
2009-09-02 12:30:00	ES	Futures	962.49	963.94	962.01	962.98	45783.0
2009-09-02 13:00:00	ES	Futures	962.98	963.46	961.05	962.49	41445.0
2009-09-02 13:30:00	ES	Futures	962.49	962.73	960.8	961.05	36396.0
2009-09-02 14:00:00	ES	Futures	961.29	962.73	960.32	962.25	55803.0
2009-09-02 14:30:00	ES	Futures	962.25	963.94	961.29	961.53	80817.0
2009-09-02 15:00:00	ES	Futures	961.53	964.18	960.32	962.01	87972.0
2009-09-02 15:30:00	ES	Futures	962.01	963.22	958.15	958.39	159675.0
2009-09-02 16:00:00	ES	Futures	958.39	959.36	957.67	958.88	80562.0
2009-09-02 16:30:00	ES	Futures	958.88	959.36	958.63	958.63	2459.0
2009-09-02 17:00:00	ES	Futures	958.63	958.88	958.15	958.88	943.0
2009-09-02 18:00:00	ES	Futures	958.63	959.12	957.91	958.15	1635.0
2009-09-02 18:30:00	ES	Futures	958.15	958.63	957.91	958.15	635.0
2009-09-02 19:00:00	ES	Futures	958.15	958.63	958.15	958.63	327.0
2009-09-02 19:30:00	ES	Futures	958.63	959.84	958.63	959.36	898.0
2009-09-02 20:00:00	ES	Futures	959.36	959.84	956.95	957.19	3398.0
2009-09-02 20:30:00	ES	Futures	957.43	957.91	956.7	957.67	1430.0
2009-09-02 21:00:00	ES	Futures	957.67	958.15	957.19	958.15	1784.0
2009-09-02 21:30:00	ES	Futures	957.91	959.36	957.43	959.36	1952.0
2009-09-02 22:00:00	ES	Futures	959.12	960.32	959.12	959.36	2068.0
2009-09-02 22:30:00	ES	Futures	959.12	961.29	958.88	960.56	3156.0
2009-09-02 23:00:00	ES	Futures	960.56	961.05	960.08	960.32	1595.0
2009-09-02 23:30:00	ES	Futures	960.32	961.05	959.36	959.36	1468.0
2009-09-02 00:00:00	NQ	Futures	1817.66	1820.51	1816.81	1820.22	264.0
2009-09-02 00:30:00	NQ	Futures	1819.94	1820.22	1818.8	1819.08	181.0
2009-09-02 01:00:00	NQ	Futures	1819.37	1819.94	1817.94	1818.23	170.0

> showing 50 of 2,319 rows — these rows as CSV

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