PREVIEW / futures_30min / 2009-09-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-03.parquet
  size:    63 KB
  rows:    2,271

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
2009-09-03 00:00:00	ES	Futures	959.36	960.32	959.36	960.08	503.0
2009-09-03 00:30:00	ES	Futures	960.08	960.32	958.88	960.32	1374.0
2009-09-03 01:00:00	ES	Futures	960.08	960.32	959.6	960.08	494.0
2009-09-03 01:30:00	ES	Futures	960.08	961.29	960.08	961.05	2027.0
2009-09-03 02:00:00	ES	Futures	961.05	962.49	961.05	962.25	4584.0
2009-09-03 02:30:00	ES	Futures	962.25	964.9	962.01	964.66	9363.0
2009-09-03 03:00:00	ES	Futures	964.9	964.9	961.77	962.98	10929.0
2009-09-03 03:30:00	ES	Futures	962.98	964.42	962.01	963.22	8890.0
2009-09-03 04:00:00	ES	Futures	963.46	963.94	962.49	963.46	4762.0
2009-09-03 04:30:00	ES	Futures	963.22	964.9	962.73	964.9	5928.0
2009-09-03 05:00:00	ES	Futures	964.66	964.9	963.46	963.7	5765.0
2009-09-03 05:30:00	ES	Futures	963.94	963.94	962.73	962.98	2597.0
2009-09-03 06:00:00	ES	Futures	962.98	964.66	962.73	963.94	5124.0
2009-09-03 06:30:00	ES	Futures	963.94	964.42	962.73	964.18	7699.0
2009-09-03 07:00:00	ES	Futures	963.94	966.83	963.7	966.11	17123.0
2009-09-03 07:30:00	ES	Futures	966.11	968.76	966.11	966.35	24893.0
2009-09-03 08:00:00	ES	Futures	966.59	968.04	966.11	967.32	16589.0
2009-09-03 08:30:00	ES	Futures	967.32	967.56	963.46	964.66	41683.0
2009-09-03 09:00:00	ES	Futures	964.42	965.15	962.98	963.94	20916.0
2009-09-03 09:30:00	ES	Futures	964.18	966.11	961.05	963.22	197339.0
2009-09-03 10:00:00	ES	Futures	963.22	965.87	956.22	958.88	252239.0
2009-09-03 10:30:00	ES	Futures	958.63	961.05	958.15	960.32	88396.0
2009-09-03 11:00:00	ES	Futures	960.08	963.22	960.08	960.56	100417.0
2009-09-03 11:30:00	ES	Futures	960.56	962.25	960.32	961.77	48520.0
2009-09-03 12:00:00	ES	Futures	961.53	962.98	961.05	962.01	41991.0
2009-09-03 12:30:00	ES	Futures	962.01	962.25	960.8	961.53	24217.0
2009-09-03 13:00:00	ES	Futures	961.53	963.7	961.53	962.73	31131.0
2009-09-03 13:30:00	ES	Futures	962.73	963.46	961.29	961.77	37393.0
2009-09-03 14:00:00	ES	Futures	962.01	962.73	960.32	961.29	32219.0
2009-09-03 14:30:00	ES	Futures	961.05	961.29	959.12	960.8	42213.0
2009-09-03 15:00:00	ES	Futures	960.8	962.49	960.56	962.01	36204.0
2009-09-03 15:30:00	ES	Futures	962.01	967.8	962.01	966.59	176854.0
2009-09-03 16:00:00	ES	Futures	966.35	967.32	965.63	966.35	58353.0
2009-09-03 16:30:00	ES	Futures	966.11	967.8	966.11	966.59	4876.0
2009-09-03 17:00:00	ES	Futures	966.59	967.07	966.35	966.35	1219.0
2009-09-03 18:00:00	ES	Futures	966.59	967.07	966.59	966.59	1077.0
2009-09-03 18:30:00	ES	Futures	966.59	966.83	966.59	966.59	165.0
2009-09-03 19:00:00	ES	Futures	966.59	967.07	966.59	967.07	357.0
2009-09-03 19:30:00	ES	Futures	966.83	967.32	966.83	967.32	795.0
2009-09-03 20:00:00	ES	Futures	967.07	967.56	966.59	967.07	1488.0
2009-09-03 20:30:00	ES	Futures	967.07	967.32	966.11	966.35	2091.0
2009-09-03 21:00:00	ES	Futures	966.35	966.59	966.11	966.11	1067.0
2009-09-03 21:30:00	ES	Futures	966.35	966.35	965.63	966.11	2750.0
2009-09-03 22:00:00	ES	Futures	966.11	966.11	965.63	965.87	1005.0
2009-09-03 22:30:00	ES	Futures	965.87	965.87	965.39	965.63	2481.0
2009-09-03 23:00:00	ES	Futures	965.63	966.11	965.63	965.87	586.0
2009-09-03 23:30:00	ES	Futures	965.87	966.11	965.15	965.63	980.0
2009-09-03 00:00:00	NQ	Futures	1815.95	1817.38	1815.95	1817.09	42.0
2009-09-03 00:30:00	NQ	Futures	1817.09	1817.66	1815.1	1817.66	102.0
2009-09-03 01:00:00	NQ	Futures	1817.09	1817.66	1816.81	1817.09	43.0

> showing 50 of 2,271 rows — these rows as CSV

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