PREVIEW / futures_30min / 2009-09-07

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-07.parquet
  size:    43 KB
  rows:    1,535

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
2009-09-07 00:00:00	ES	Futures	977.93	978.41	977.93	978.17	403.0
2009-09-07 00:30:00	ES	Futures	978.41	978.89	978.17	978.65	1159.0
2009-09-07 01:00:00	ES	Futures	978.65	978.89	978.65	978.89	324.0
2009-09-07 01:30:00	ES	Futures	978.89	978.89	977.93	978.41	1191.0
2009-09-07 02:00:00	ES	Futures	978.17	979.13	978.17	979.13	2508.0
2009-09-07 02:30:00	ES	Futures	978.89	979.13	978.41	978.65	1819.0
2009-09-07 03:00:00	ES	Futures	978.65	979.86	978.17	978.89	10472.0
2009-09-07 03:30:00	ES	Futures	979.13	981.79	978.89	981.79	11185.0
2009-09-07 04:00:00	ES	Futures	981.54	983.72	981.3	981.79	12725.0
2009-09-07 04:30:00	ES	Futures	981.79	982.27	981.06	981.79	4434.0
2009-09-07 05:00:00	ES	Futures	981.79	983.23	981.54	982.75	2852.0
2009-09-07 05:30:00	ES	Futures	982.75	983.72	982.51	982.75	3136.0
2009-09-07 06:00:00	ES	Futures	982.75	982.75	981.79	982.03	1977.0
2009-09-07 06:30:00	ES	Futures	981.79	982.99	981.54	982.27	3826.0
2009-09-07 07:00:00	ES	Futures	982.27	982.99	982.27	982.51	1550.0
2009-09-07 07:30:00	ES	Futures	982.27	982.75	982.03	982.51	2073.0
2009-09-07 08:00:00	ES	Futures	982.27	982.51	981.54	982.03	2745.0
2009-09-07 08:30:00	ES	Futures	982.03	982.27	981.54	982.03	2874.0
2009-09-07 09:00:00	ES	Futures	982.27	983.23	981.79	982.99	2492.0
2009-09-07 09:30:00	ES	Futures	982.99	984.68	982.99	984.2	7871.0
2009-09-07 10:00:00	ES	Futures	984.44	984.68	983.96	984.68	4656.0
2009-09-07 10:30:00	ES	Futures	984.68	986.85	984.44	986.13	10340.0
2009-09-07 11:00:00	ES	Futures	986.13	986.85	984.92	985.89	8648.0
2009-09-07 11:30:00	ES	Futures	985.64	985.64	985.64	985.64	39.0
2009-09-07 18:00:00	ES	Futures	985.16	985.4	984.2	984.44	2283.0
2009-09-07 18:30:00	ES	Futures	984.44	984.44	983.72	983.96	1073.0
2009-09-07 19:00:00	ES	Futures	983.96	983.96	983.23	983.96	871.0
2009-09-07 19:30:00	ES	Futures	983.96	984.68	983.72	983.72	812.0
2009-09-07 20:00:00	ES	Futures	983.72	984.2	983.23	984.2	1785.0
2009-09-07 20:30:00	ES	Futures	983.96	984.2	983.23	983.47	1050.0
2009-09-07 21:00:00	ES	Futures	983.47	983.96	983.23	983.23	843.0
2009-09-07 21:30:00	ES	Futures	983.47	983.47	982.51	982.99	2658.0
2009-09-07 22:00:00	ES	Futures	982.99	983.72	982.99	983.47	1179.0
2009-09-07 22:30:00	ES	Futures	983.47	983.96	983.23	983.47	817.0
2009-09-07 23:00:00	ES	Futures	983.47	983.72	982.51	983.23	1214.0
2009-09-07 23:30:00	ES	Futures	983.23	983.96	982.99	983.72	802.0
2009-09-07 00:00:00	NQ	Futures	1864.65	1864.65	1864.08	1864.37	22.0
2009-09-07 00:30:00	NQ	Futures	1864.94	1866.08	1864.37	1866.08	169.0
2009-09-07 01:00:00	NQ	Futures	1866.36	1867.22	1865.79	1866.93	261.0
2009-09-07 01:30:00	NQ	Futures	1867.22	1867.22	1864.94	1865.51	182.0
2009-09-07 02:00:00	NQ	Futures	1865.51	1867.22	1865.51	1866.65	303.0
2009-09-07 02:30:00	NQ	Futures	1866.36	1866.36	1865.22	1865.79	123.0
2009-09-07 03:00:00	NQ	Futures	1865.51	1868.64	1864.08	1864.94	1499.0
2009-09-07 03:30:00	NQ	Futures	1865.22	1870.07	1864.94	1869.78	885.0
2009-09-07 04:00:00	NQ	Futures	1870.07	1873.48	1869.21	1871.2	1874.0
2009-09-07 04:30:00	NQ	Futures	1871.2	1872.06	1869.5	1870.35	518.0
2009-09-07 05:00:00	NQ	Futures	1870.07	1872.91	1869.78	1872.34	237.0
2009-09-07 05:30:00	NQ	Futures	1872.34	1873.48	1870.92	1871.2	250.0
2009-09-07 06:00:00	NQ	Futures	1871.2	1871.2	1870.07	1870.07	109.0
2009-09-07 06:30:00	NQ	Futures	1870.07	1871.2	1869.5	1870.07	321.0

> showing 50 of 1,535 rows — these rows as CSV

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