PREVIEW / futures_30min / 2009-10-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-05.parquet
  size:    67 KB
  rows:    2,425

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
2009-10-05 00:00:00	ES	Futures	992.87	993.11	990.69	991.66	1640.0
2009-10-05 00:30:00	ES	Futures	991.66	992.38	991.41	991.66	771.0
2009-10-05 01:00:00	ES	Futures	991.9	992.38	990.44	991.17	2070.0
2009-10-05 01:30:00	ES	Futures	990.93	992.38	990.44	991.41	1745.0
2009-10-05 02:00:00	ES	Futures	991.17	995.05	991.17	994.56	7953.0
2009-10-05 02:30:00	ES	Futures	994.56	995.05	992.62	992.87	3592.0
2009-10-05 03:00:00	ES	Futures	992.62	993.11	990.2	992.62	15569.0
2009-10-05 03:30:00	ES	Futures	992.62	994.56	991.41	994.32	9251.0
2009-10-05 04:00:00	ES	Futures	994.32	996.5	994.08	995.29	12869.0
2009-10-05 04:30:00	ES	Futures	995.29	995.77	993.84	994.56	5010.0
2009-10-05 05:00:00	ES	Futures	994.8	996.02	993.84	994.32	6358.0
2009-10-05 05:30:00	ES	Futures	994.32	995.77	994.08	995.05	3210.0
2009-10-05 06:00:00	ES	Futures	994.8	996.02	994.56	995.53	4469.0
2009-10-05 06:30:00	ES	Futures	995.53	996.02	995.05	995.53	3415.0
2009-10-05 07:00:00	ES	Futures	995.53	996.02	995.05	995.29	5732.0
2009-10-05 07:30:00	ES	Futures	995.53	996.02	994.56	995.77	6322.0
2009-10-05 08:00:00	ES	Futures	995.77	995.77	993.35	993.35	14984.0
2009-10-05 08:30:00	ES	Futures	993.11	994.56	992.14	992.62	19480.0
2009-10-05 09:00:00	ES	Futures	992.62	993.59	992.38	992.38	18124.0
2009-10-05 09:30:00	ES	Futures	992.38	997.71	989.48	996.74	230175.0
2009-10-05 10:00:00	ES	Futures	996.74	998.92	990.93	995.53	257889.0
2009-10-05 10:30:00	ES	Futures	995.53	999.41	994.56	998.92	125306.0
2009-10-05 11:00:00	ES	Futures	999.16	1000.38	997.23	998.2	96392.0
2009-10-05 11:30:00	ES	Futures	997.95	999.65	996.26	998.44	68017.0
2009-10-05 12:00:00	ES	Futures	998.44	999.65	997.95	998.44	33654.0
2009-10-05 12:30:00	ES	Futures	998.44	1001.59	998.2	1000.86	71108.0
2009-10-05 13:00:00	ES	Futures	1000.86	1001.83	1000.38	1000.86	39307.0
2009-10-05 13:30:00	ES	Futures	1000.86	1001.34	999.65	1000.62	34932.0
2009-10-05 14:00:00	ES	Futures	1000.86	1001.34	999.16	1000.38	43219.0
2009-10-05 14:30:00	ES	Futures	1000.62	1006.19	1000.62	1004.98	146121.0
2009-10-05 15:00:00	ES	Futures	1004.98	1005.7	1004.01	1004.74	90470.0
2009-10-05 15:30:00	ES	Futures	1004.49	1005.22	1002.8	1003.28	182850.0
2009-10-05 16:00:00	ES	Futures	1003.28	1004.98	1002.8	1004.74	84962.0
2009-10-05 16:30:00	ES	Futures	1004.49	1005.22	1004.25	1004.74	4243.0
2009-10-05 17:00:00	ES	Futures	1004.49	1005.22	1003.77	1004.25	2085.0
2009-10-05 18:00:00	ES	Futures	1004.01	1004.49	1003.77	1004.49	1360.0
2009-10-05 18:30:00	ES	Futures	1004.49	1004.74	1004.25	1004.49	894.0
2009-10-05 19:00:00	ES	Futures	1004.49	1004.98	1004.25	1004.98	808.0
2009-10-05 19:30:00	ES	Futures	1004.98	1005.22	1003.77	1004.25	1801.0
2009-10-05 20:00:00	ES	Futures	1004.25	1004.74	1004.01	1004.49	1325.0
2009-10-05 20:30:00	ES	Futures	1004.74	1004.98	1003.77	1004.25	1626.0
2009-10-05 21:00:00	ES	Futures	1004.25	1005.22	1003.28	1004.25	3235.0
2009-10-05 21:30:00	ES	Futures	1004.49	1005.46	1004.25	1004.25	1832.0
2009-10-05 22:00:00	ES	Futures	1004.25	1004.74	1004.01	1004.74	1099.0
2009-10-05 22:30:00	ES	Futures	1004.74	1005.95	1004.74	1005.22	2263.0
2009-10-05 23:00:00	ES	Futures	1004.98	1005.46	1003.52	1004.25	1498.0
2009-10-05 23:30:00	ES	Futures	1004.25	1004.98	1003.52	1004.49	3208.0
2009-10-05 00:00:00	NQ	Futures	1902.82	1902.82	1898.25	1900.25	193.0
2009-10-05 00:30:00	NQ	Futures	1900.53	1901.39	1900.25	1900.82	32.0
2009-10-05 01:00:00	NQ	Futures	1900.82	1901.67	1898.25	1899.96	177.0

> showing 50 of 2,425 rows — these rows as CSV

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