PREVIEW / futures_30min / 2009-10-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-02.parquet
  size:    59 KB
  rows:    1,994

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
2009-10-02 00:00:00	ES	Futures	993.11	994.08	992.87	993.59	1501.0
2009-10-02 00:30:00	ES	Futures	993.35	993.59	992.38	992.62	1294.0
2009-10-02 01:00:00	ES	Futures	992.62	993.11	992.14	993.11	1820.0
2009-10-02 01:30:00	ES	Futures	993.11	993.59	991.9	992.62	3335.0
2009-10-02 02:00:00	ES	Futures	992.62	993.59	992.14	992.87	5842.0
2009-10-02 02:30:00	ES	Futures	992.87	993.11	992.38	992.62	4282.0
2009-10-02 03:00:00	ES	Futures	992.38	994.56	991.41	991.41	18728.0
2009-10-02 03:30:00	ES	Futures	991.41	994.32	990.44	993.35	22283.0
2009-10-02 04:00:00	ES	Futures	993.11	993.59	991.66	991.9	7096.0
2009-10-02 04:30:00	ES	Futures	991.9	994.08	991.41	993.11	9459.0
2009-10-02 05:00:00	ES	Futures	993.11	995.05	992.38	992.87	7732.0
2009-10-02 05:30:00	ES	Futures	993.11	993.35	991.41	991.66	8605.0
2009-10-02 06:00:00	ES	Futures	991.66	992.87	991.41	992.14	6264.0
2009-10-02 06:30:00	ES	Futures	992.14	993.84	991.66	991.66	9209.0
2009-10-02 07:00:00	ES	Futures	991.9	993.11	991.41	991.9	8489.0
2009-10-02 07:30:00	ES	Futures	991.9	993.59	991.66	992.62	11696.0
2009-10-02 08:00:00	ES	Futures	992.62	992.87	990.44	991.17	30003.0
2009-10-02 08:30:00	ES	Futures	990.93	990.93	981.0	981.48	215707.0
2009-10-02 09:00:00	ES	Futures	981.48	985.12	980.51	983.66	96494.0
2009-10-02 09:30:00	ES	Futures	983.66	989.23	983.42	986.81	360861.0
2009-10-02 10:00:00	ES	Futures	986.81	991.9	984.87	991.41	330164.0
2009-10-02 10:30:00	ES	Futures	991.66	994.32	987.78	989.23	268452.0
2009-10-02 11:00:00	ES	Futures	989.23	991.17	988.51	989.48	106010.0
2009-10-02 11:30:00	ES	Futures	989.48	992.38	987.05	987.78	151670.0
2009-10-02 12:00:00	ES	Futures	987.78	991.66	987.78	991.41	98366.0
2009-10-02 12:30:00	ES	Futures	991.41	992.62	989.23	991.17	90692.0
2009-10-02 13:00:00	ES	Futures	991.17	994.08	990.93	992.87	84117.0
2009-10-02 13:30:00	ES	Futures	993.11	993.84	991.17	992.14	76163.0
2009-10-02 14:00:00	ES	Futures	992.14	993.59	990.44	992.87	81114.0
2009-10-02 14:30:00	ES	Futures	992.62	993.59	991.17	991.41	75594.0
2009-10-02 15:00:00	ES	Futures	991.41	992.14	989.72	989.96	70814.0
2009-10-02 15:30:00	ES	Futures	989.72	991.9	987.3	989.23	161658.0
2009-10-02 16:00:00	ES	Futures	989.23	990.69	988.26	990.2	90128.0
2009-10-02 00:00:00	NQ	Futures	1900.53	1901.96	1900.25	1901.1	86.0
2009-10-02 00:30:00	NQ	Futures	1901.1	1901.1	1899.96	1899.96	92.0
2009-10-02 01:00:00	NQ	Futures	1899.96	1900.53	1899.39	1900.25	67.0
2009-10-02 01:30:00	NQ	Futures	1900.53	1901.39	1898.82	1899.96	222.0
2009-10-02 02:00:00	NQ	Futures	1900.25	1900.82	1899.11	1900.25	245.0
2009-10-02 02:30:00	NQ	Futures	1899.96	1901.1	1899.39	1899.96	384.0
2009-10-02 03:00:00	NQ	Futures	1899.96	1903.39	1897.68	1897.68	1463.0
2009-10-02 03:30:00	NQ	Futures	1897.68	1901.96	1896.26	1900.25	2097.0
2009-10-02 04:00:00	NQ	Futures	1899.96	1900.82	1897.97	1897.97	768.0
2009-10-02 04:30:00	NQ	Futures	1897.68	1900.25	1896.83	1899.39	1445.0
2009-10-02 05:00:00	NQ	Futures	1899.39	1903.39	1898.25	1899.39	860.0
2009-10-02 05:30:00	NQ	Futures	1899.68	1899.68	1897.11	1897.68	542.0
2009-10-02 06:00:00	NQ	Futures	1898.25	1899.39	1897.68	1898.54	494.0
2009-10-02 06:30:00	NQ	Futures	1898.54	1901.39	1897.68	1897.68	654.0
2009-10-02 07:00:00	NQ	Futures	1897.97	1899.96	1897.4	1898.54	685.0
2009-10-02 07:30:00	NQ	Futures	1898.54	1901.39	1898.25	1899.68	784.0
2009-10-02 08:00:00	NQ	Futures	1900.25	1900.53	1897.4	1898.25	1924.0

> showing 50 of 1,994 rows — these rows as CSV

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