PREVIEW / futures_30min / 2009-09-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-10.parquet
  size:    65 KB
  rows:    2,267

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
2009-09-10 00:00:00	ES	Futures	998.91	999.39	998.67	999.15	801.0
2009-09-10 00:30:00	ES	Futures	999.39	1000.11	998.91	999.63	1330.0
2009-09-10 01:00:00	ES	Futures	999.63	999.87	999.39	999.87	1020.0
2009-09-10 01:30:00	ES	Futures	1000.11	1001.32	999.87	1001.08	5280.0
2009-09-10 02:00:00	ES	Futures	1000.84	1001.56	1000.6	1001.08	6415.0
2009-09-10 02:30:00	ES	Futures	1000.84	1001.56	1000.36	1000.84	6982.0
2009-09-10 03:00:00	ES	Futures	1000.84	1002.04	998.19	999.15	13818.0
2009-09-10 03:30:00	ES	Futures	999.15	999.15	997.22	997.7	11595.0
2009-09-10 04:00:00	ES	Futures	997.94	999.15	997.46	998.43	5927.0
2009-09-10 04:30:00	ES	Futures	998.43	999.39	998.19	999.39	5183.0
2009-09-10 05:00:00	ES	Futures	999.39	999.63	997.22	997.46	5398.0
2009-09-10 05:30:00	ES	Futures	997.22	997.46	994.57	994.81	9688.0
2009-09-10 06:00:00	ES	Futures	995.05	995.29	993.84	994.81	10947.0
2009-09-10 06:30:00	ES	Futures	995.05	995.29	992.4	992.88	10416.0
2009-09-10 07:00:00	ES	Futures	993.12	995.29	992.88	994.81	11868.0
2009-09-10 07:30:00	ES	Futures	994.81	996.74	993.84	995.77	10796.0
2009-09-10 08:00:00	ES	Futures	995.77	996.26	994.09	995.53	18682.0
2009-09-10 08:30:00	ES	Futures	995.53	998.91	994.81	996.98	34128.0
2009-09-10 09:00:00	ES	Futures	996.98	997.7	996.01	996.74	21462.0
2009-09-10 09:30:00	ES	Futures	996.5	997.46	991.19	994.33	123176.0
2009-09-10 10:00:00	ES	Futures	994.33	996.98	993.84	994.81	64652.0
2009-09-10 10:30:00	ES	Futures	994.81	999.87	994.57	999.63	69085.0
2009-09-10 11:00:00	ES	Futures	999.63	1001.32	997.94	998.67	54465.0
2009-09-10 11:30:00	ES	Futures	998.43	1000.36	997.94	998.91	38868.0
2009-09-10 12:00:00	ES	Futures	998.91	999.39	997.94	998.91	14764.0
2009-09-10 12:30:00	ES	Futures	998.91	1000.6	998.67	1000.11	14227.0
2009-09-10 13:00:00	ES	Futures	1000.36	1002.29	999.39	1000.84	47185.0
2009-09-10 13:30:00	ES	Futures	1000.84	1005.9	1000.36	1005.66	63388.0
2009-09-10 14:00:00	ES	Futures	1005.66	1006.63	1004.21	1004.94	37214.0
2009-09-10 14:30:00	ES	Futures	1005.18	1005.9	1004.46	1004.94	16788.0
2009-09-10 15:00:00	ES	Futures	1005.18	1005.18	1001.56	1003.97	37706.0
2009-09-10 15:30:00	ES	Futures	1003.97	1007.11	1003.49	1006.14	59267.0
2009-09-10 16:00:00	ES	Futures	1006.14	1006.39	1004.46	1004.7	37078.0
2009-09-10 16:30:00	ES	Futures	1004.46	1004.94	1004.21	1004.46	1677.0
2009-09-10 17:00:00	ES	Futures	1004.46	1005.18	1004.21	1004.94	1015.0
2009-09-10 18:00:00	ES	Futures	1004.94	1004.94	1003.73	1003.73	978.0
2009-09-10 18:30:00	ES	Futures	1003.73	1003.97	1003.49	1003.73	726.0
2009-09-10 19:00:00	ES	Futures	1003.97	1004.21	1003.49	1003.73	304.0
2009-09-10 19:30:00	ES	Futures	1003.73	1004.21	1003.25	1003.25	525.0
2009-09-10 20:00:00	ES	Futures	1003.49	1003.73	1002.53	1002.77	1616.0
2009-09-10 20:30:00	ES	Futures	1002.77	1003.97	1002.53	1002.77	1057.0
2009-09-10 21:00:00	ES	Futures	1003.01	1003.73	1002.77	1003.01	1041.0
2009-09-10 21:30:00	ES	Futures	1002.77	1003.49	1002.53	1003.01	1112.0
2009-09-10 22:00:00	ES	Futures	1002.77	1003.97	1002.53	1003.73	2015.0
2009-09-10 22:30:00	ES	Futures	1003.49	1003.97	1003.25	1003.49	640.0
2009-09-10 23:00:00	ES	Futures	1003.49	1004.94	1003.49	1004.46	1409.0
2009-09-10 23:30:00	ES	Futures	1004.21	1004.46	1003.73	1003.97	379.0
2009-09-10 00:00:00	NQ	Futures	1904.81	1905.95	1904.53	1905.67	70.0
2009-09-10 00:30:00	NQ	Futures	1905.67	1906.24	1904.81	1905.67	108.0
2009-09-10 01:00:00	NQ	Futures	1905.95	1907.09	1905.67	1907.09	182.0

> showing 50 of 2,267 rows — these rows as CSV

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