PREVIEW / futures_30min / 2009-09-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-04.parquet
  size:    54 KB
  rows:    1,765

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
2009-09-04 00:00:00	ES	Futures	965.63	966.35	965.15	966.11	679.0
2009-09-04 00:30:00	ES	Futures	966.11	966.83	965.87	965.87	1319.0
2009-09-04 01:00:00	ES	Futures	966.11	966.59	965.39	965.63	967.0
2009-09-04 01:30:00	ES	Futures	965.63	965.63	965.15	965.39	767.0
2009-09-04 02:00:00	ES	Futures	965.39	966.11	964.9	965.63	3218.0
2009-09-04 02:30:00	ES	Futures	965.63	965.63	964.66	965.63	2238.0
2009-09-04 03:00:00	ES	Futures	965.63	969.49	965.39	968.76	18925.0
2009-09-04 03:30:00	ES	Futures	968.76	970.21	968.28	968.76	11220.0
2009-09-04 04:00:00	ES	Futures	968.52	970.21	968.28	969.73	7211.0
2009-09-04 04:30:00	ES	Futures	969.97	971.42	969.0	970.93	11075.0
2009-09-04 05:00:00	ES	Futures	970.93	971.42	969.97	970.69	4318.0
2009-09-04 05:30:00	ES	Futures	970.69	970.69	968.76	968.76	4419.0
2009-09-04 06:00:00	ES	Futures	968.76	969.49	968.52	969.0	3286.0
2009-09-04 06:30:00	ES	Futures	969.0	969.25	968.76	969.0	1971.0
2009-09-04 07:00:00	ES	Futures	969.25	971.17	969.0	969.73	8614.0
2009-09-04 07:30:00	ES	Futures	969.73	970.69	969.25	970.45	6104.0
2009-09-04 08:00:00	ES	Futures	970.69	971.42	968.76	969.0	24525.0
2009-09-04 08:30:00	ES	Futures	968.76	974.07	964.66	968.28	158405.0
2009-09-04 09:00:00	ES	Futures	968.04	969.25	965.63	968.04	54431.0
2009-09-04 09:30:00	ES	Futures	968.04	971.17	965.39	966.35	225108.0
2009-09-04 10:00:00	ES	Futures	966.59	971.42	966.35	970.21	105505.0
2009-09-04 10:30:00	ES	Futures	969.97	972.62	969.73	971.9	82837.0
2009-09-04 11:00:00	ES	Futures	971.9	971.9	968.52	969.73	75295.0
2009-09-04 11:30:00	ES	Futures	969.49	973.1	969.0	972.86	64447.0
2009-09-04 12:00:00	ES	Futures	973.1	977.93	972.62	977.2	148314.0
2009-09-04 12:30:00	ES	Futures	977.2	977.69	976.24	977.45	49751.0
2009-09-04 13:00:00	ES	Futures	977.45	979.86	976.48	979.13	69750.0
2009-09-04 13:30:00	ES	Futures	979.13	979.62	976.72	976.72	44521.0
2009-09-04 14:00:00	ES	Futures	976.72	977.69	976.24	976.48	34370.0
2009-09-04 14:30:00	ES	Futures	976.24	979.13	975.76	978.65	58014.0
2009-09-04 15:00:00	ES	Futures	978.65	979.62	976.72	978.17	61277.0
2009-09-04 15:30:00	ES	Futures	978.17	980.34	976.96	979.86	149996.0
2009-09-04 16:00:00	ES	Futures	980.1	980.34	977.69	978.17	75343.0
2009-09-04 00:00:00	NQ	Futures	1826.77	1828.2	1826.49	1827.91	126.0
2009-09-04 00:30:00	NQ	Futures	1828.2	1829.34	1827.34	1828.2	251.0
2009-09-04 01:00:00	NQ	Futures	1828.2	1829.05	1826.49	1826.77	181.0
2009-09-04 01:30:00	NQ	Futures	1826.77	1827.06	1825.92	1825.92	87.0
2009-09-04 02:00:00	NQ	Futures	1825.92	1827.34	1825.63	1826.2	203.0
2009-09-04 02:30:00	NQ	Futures	1826.49	1826.49	1825.35	1826.2	130.0
2009-09-04 03:00:00	NQ	Futures	1826.49	1833.32	1825.92	1832.47	1434.0
2009-09-04 03:30:00	NQ	Futures	1832.19	1835.32	1831.62	1833.04	1028.0
2009-09-04 04:00:00	NQ	Futures	1833.04	1835.32	1832.47	1834.75	557.0
2009-09-04 04:30:00	NQ	Futures	1834.75	1837.31	1833.61	1836.46	711.0
2009-09-04 05:00:00	NQ	Futures	1836.46	1837.03	1835.03	1835.89	206.0
2009-09-04 05:30:00	NQ	Futures	1835.89	1835.89	1832.76	1833.04	418.0
2009-09-04 06:00:00	NQ	Futures	1833.04	1834.18	1832.47	1832.76	178.0
2009-09-04 06:30:00	NQ	Futures	1832.76	1834.18	1832.76	1834.18	192.0
2009-09-04 07:00:00	NQ	Futures	1834.18	1837.88	1833.89	1835.32	595.0
2009-09-04 07:30:00	NQ	Futures	1835.32	1836.74	1834.18	1836.74	429.0
2009-09-04 08:00:00	NQ	Futures	1836.74	1838.45	1831.05	1831.05	2685.0

> showing 50 of 1,765 rows — these rows as CSV

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