PREVIEW / futures_30min / 2009-09-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-09.parquet
  size:    65 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
2009-09-09 00:00:00	ES	Futures	985.64	985.64	984.68	985.16	2383.0
2009-09-09 00:30:00	ES	Futures	985.16	985.4	984.92	985.16	1187.0
2009-09-09 01:00:00	ES	Futures	984.92	985.89	984.92	985.64	987.0
2009-09-09 01:30:00	ES	Futures	985.64	986.37	984.44	985.4	2997.0
2009-09-09 02:00:00	ES	Futures	985.64	986.13	985.16	985.4	3235.0
2009-09-09 02:30:00	ES	Futures	985.4	985.4	982.75	983.23	6637.0
2009-09-09 03:00:00	ES	Futures	983.47	985.64	983.23	983.96	11575.0
2009-09-09 03:30:00	ES	Futures	984.2	984.44	982.75	983.72	10815.0
2009-09-09 04:00:00	ES	Futures	983.96	984.44	983.23	984.2	8173.0
2009-09-09 04:30:00	ES	Futures	984.2	985.64	983.96	985.16	5601.0
2009-09-09 05:00:00	ES	Futures	985.16	986.37	985.16	986.37	5898.0
2009-09-09 05:30:00	ES	Futures	986.13	989.26	986.13	988.78	11377.0
2009-09-09 06:00:00	ES	Futures	988.78	989.5	987.57	988.06	7442.0
2009-09-09 06:30:00	ES	Futures	988.06	988.54	987.09	987.57	5534.0
2009-09-09 07:00:00	ES	Futures	987.57	989.02	987.33	988.3	8692.0
2009-09-09 07:30:00	ES	Futures	988.3	990.47	988.3	989.5	15125.0
2009-09-09 08:00:00	ES	Futures	989.26	991.92	988.54	991.67	35453.0
2009-09-09 08:30:00	ES	Futures	991.67	991.92	989.26	989.5	25055.0
2009-09-09 09:00:00	ES	Futures	989.26	990.47	989.02	989.99	18882.0
2009-09-09 09:30:00	ES	Futures	989.99	993.12	987.09	991.19	238954.0
2009-09-09 10:00:00	ES	Futures	991.43	993.84	991.19	992.4	153930.0
2009-09-09 10:30:00	ES	Futures	992.4	993.36	991.19	992.64	86189.0
2009-09-09 11:00:00	ES	Futures	992.4	996.5	992.4	996.26	119220.0
2009-09-09 11:30:00	ES	Futures	996.26	998.67	996.01	996.98	141945.0
2009-09-09 12:00:00	ES	Futures	996.74	997.7	996.5	996.98	37577.0
2009-09-09 12:30:00	ES	Futures	997.22	998.19	996.5	998.19	47439.0
2009-09-09 13:00:00	ES	Futures	998.19	999.63	996.74	997.7	99632.0
2009-09-09 13:30:00	ES	Futures	997.7	998.19	996.5	997.22	48042.0
2009-09-09 14:00:00	ES	Futures	997.22	998.19	991.92	992.88	145849.0
2009-09-09 14:30:00	ES	Futures	992.88	994.33	990.71	992.16	124605.0
2009-09-09 15:00:00	ES	Futures	992.4	995.53	991.67	994.33	94743.0
2009-09-09 15:30:00	ES	Futures	994.57	997.94	992.88	996.5	158272.0
2009-09-09 16:00:00	ES	Futures	996.26	997.22	995.53	996.26	62677.0
2009-09-09 16:30:00	ES	Futures	996.01	996.26	995.29	995.77	4352.0
2009-09-09 17:00:00	ES	Futures	995.77	995.77	995.05	995.05	1277.0
2009-09-09 18:00:00	ES	Futures	995.29	995.53	994.57	994.81	1180.0
2009-09-09 18:30:00	ES	Futures	995.05	995.29	994.81	995.29	332.0
2009-09-09 19:00:00	ES	Futures	995.05	995.29	994.81	995.29	220.0
2009-09-09 19:30:00	ES	Futures	995.05	995.29	994.57	994.81	854.0
2009-09-09 20:00:00	ES	Futures	994.81	996.5	994.33	996.26	2436.0
2009-09-09 20:30:00	ES	Futures	996.26	997.22	995.53	997.22	2330.0
2009-09-09 21:00:00	ES	Futures	997.22	997.94	996.26	996.5	2067.0
2009-09-09 21:30:00	ES	Futures	996.74	997.94	996.5	997.46	1980.0
2009-09-09 22:00:00	ES	Futures	997.46	998.19	996.98	997.7	1444.0
2009-09-09 22:30:00	ES	Futures	997.7	997.94	997.22	997.7	1369.0
2009-09-09 23:00:00	ES	Futures	997.7	999.15	997.46	998.43	2773.0
2009-09-09 23:30:00	ES	Futures	998.67	999.15	998.43	999.15	1711.0
2009-09-09 00:00:00	NQ	Futures	1878.89	1878.89	1877.19	1877.76	225.0
2009-09-09 00:30:00	NQ	Futures	1877.76	1878.04	1877.19	1877.47	108.0
2009-09-09 01:00:00	NQ	Futures	1877.19	1878.89	1877.19	1878.89	143.0

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

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