PREVIEW / futures_30min / 2009-09-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-08.parquet
  size:    65 KB
  rows:    2,333

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
2009-09-08 00:00:00	ES	Futures	983.72	984.92	983.23	984.44	1266.0
2009-09-08 00:30:00	ES	Futures	984.68	984.92	983.96	984.92	840.0
2009-09-08 01:00:00	ES	Futures	984.68	985.4	984.2	985.4	988.0
2009-09-08 01:30:00	ES	Futures	985.16	985.89	985.16	985.64	2449.0
2009-09-08 02:00:00	ES	Futures	985.64	985.89	984.2	985.16	3249.0
2009-09-08 02:30:00	ES	Futures	985.4	987.33	985.4	987.09	5095.0
2009-09-08 03:00:00	ES	Futures	987.33	987.57	984.92	986.13	12078.0
2009-09-08 03:30:00	ES	Futures	986.37	989.74	986.13	989.26	16519.0
2009-09-08 04:00:00	ES	Futures	989.02	990.71	989.02	989.74	11710.0
2009-09-08 04:30:00	ES	Futures	989.99	989.99	987.57	988.3	8065.0
2009-09-08 05:00:00	ES	Futures	988.3	988.78	987.82	988.06	3797.0
2009-09-08 05:30:00	ES	Futures	988.06	989.99	987.82	988.3	5720.0
2009-09-08 06:00:00	ES	Futures	988.3	988.78	987.33	987.57	8003.0
2009-09-08 06:30:00	ES	Futures	987.82	988.3	987.09	987.33	7263.0
2009-09-08 07:00:00	ES	Futures	987.33	989.5	987.33	989.5	8650.0
2009-09-08 07:30:00	ES	Futures	989.5	989.5	988.78	989.26	7242.0
2009-09-08 08:00:00	ES	Futures	989.26	989.26	987.09	987.82	13237.0
2009-09-08 08:30:00	ES	Futures	988.06	988.3	987.09	988.3	11840.0
2009-09-08 09:00:00	ES	Futures	988.3	989.5	987.82	989.26	22101.0
2009-09-08 09:30:00	ES	Futures	989.02	989.5	984.44	985.16	227169.0
2009-09-08 10:00:00	ES	Futures	985.16	987.33	982.99	986.85	174996.0
2009-09-08 10:30:00	ES	Futures	987.09	989.26	987.09	988.78	93539.0
2009-09-08 11:00:00	ES	Futures	988.54	989.26	987.09	988.78	65938.0
2009-09-08 11:30:00	ES	Futures	988.78	988.78	984.44	985.89	66880.0
2009-09-08 12:00:00	ES	Futures	985.89	987.09	984.92	986.37	40676.0
2009-09-08 12:30:00	ES	Futures	986.61	987.33	986.13	986.37	21626.0
2009-09-08 13:00:00	ES	Futures	986.13	987.09	984.44	985.89	40575.0
2009-09-08 13:30:00	ES	Futures	985.89	986.61	984.2	986.13	47012.0
2009-09-08 14:00:00	ES	Futures	986.13	987.57	984.92	986.85	49897.0
2009-09-08 14:30:00	ES	Futures	986.85	989.02	986.61	987.82	68336.0
2009-09-08 15:00:00	ES	Futures	987.82	988.54	986.13	988.06	57779.0
2009-09-08 15:30:00	ES	Futures	988.06	989.26	987.33	988.3	117741.0
2009-09-08 16:00:00	ES	Futures	988.3	989.02	987.82	988.78	71855.0
2009-09-08 16:30:00	ES	Futures	988.3	988.54	986.37	986.61	5453.0
2009-09-08 17:00:00	ES	Futures	986.37	987.33	986.13	986.85	2083.0
2009-09-08 18:00:00	ES	Futures	986.85	987.33	986.37	987.09	1098.0
2009-09-08 18:30:00	ES	Futures	986.85	987.33	986.85	987.33	538.0
2009-09-08 19:00:00	ES	Futures	987.09	988.06	987.09	987.33	2124.0
2009-09-08 19:30:00	ES	Futures	987.33	988.06	987.33	987.33	1887.0
2009-09-08 20:00:00	ES	Futures	987.57	987.82	986.85	987.57	1659.0
2009-09-08 20:30:00	ES	Futures	987.57	988.3	987.33	988.06	2119.0
2009-09-08 21:00:00	ES	Futures	988.06	988.3	987.82	988.3	765.0
2009-09-08 21:30:00	ES	Futures	988.06	988.54	987.82	987.82	1249.0
2009-09-08 22:00:00	ES	Futures	988.06	988.06	986.85	987.09	2951.0
2009-09-08 22:30:00	ES	Futures	987.09	987.82	986.85	987.82	1215.0
2009-09-08 23:00:00	ES	Futures	987.82	988.06	987.09	987.09	535.0
2009-09-08 23:30:00	ES	Futures	987.09	987.09	985.64	985.64	2962.0
2009-09-08 00:00:00	NQ	Futures	1871.49	1873.77	1871.49	1873.48	144.0
2009-09-08 00:30:00	NQ	Futures	1873.2	1873.77	1872.63	1873.77	59.0
2009-09-08 01:00:00	NQ	Futures	1873.48	1874.91	1873.2	1874.91	81.0

> showing 50 of 2,333 rows — these rows as CSV

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