PREVIEW / futures_30min / 2009-01-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-06.parquet
  size:    72 KB
  rows:    2,389

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
2009-01-06 00:00:00	ES	Futures	882.09	882.33	881.38	881.86	911.0
2009-01-06 00:30:00	ES	Futures	881.62	882.8	881.38	881.62	974.0
2009-01-06 01:00:00	ES	Futures	881.62	882.8	880.91	881.14	2163.0
2009-01-06 01:30:00	ES	Futures	881.14	882.57	881.14	882.33	1027.0
2009-01-06 02:00:00	ES	Futures	882.57	882.8	881.38	882.57	1490.0
2009-01-06 02:30:00	ES	Futures	882.57	882.8	881.38	882.09	1319.0
2009-01-06 03:00:00	ES	Futures	882.33	883.04	878.53	879.01	7287.0
2009-01-06 03:30:00	ES	Futures	879.01	880.19	878.06	879.48	4760.0
2009-01-06 04:00:00	ES	Futures	879.48	882.57	879.25	882.33	3745.0
2009-01-06 04:30:00	ES	Futures	882.33	885.41	882.09	884.23	6959.0
2009-01-06 05:00:00	ES	Futures	884.23	886.12	883.52	885.89	4809.0
2009-01-06 05:30:00	ES	Futures	885.89	886.84	884.94	886.6	3960.0
2009-01-06 06:00:00	ES	Futures	886.6	887.78	886.12	886.36	3151.0
2009-01-06 06:30:00	ES	Futures	886.36	886.84	885.41	886.36	4304.0
2009-01-06 07:00:00	ES	Futures	886.12	886.84	884.7	886.12	5347.0
2009-01-06 07:30:00	ES	Futures	885.89	888.5	885.41	887.55	10650.0
2009-01-06 08:00:00	ES	Futures	887.55	888.5	885.89	887.07	13029.0
2009-01-06 08:30:00	ES	Futures	887.07	887.78	886.6	887.07	10317.0
2009-01-06 09:00:00	ES	Futures	887.31	887.31	885.41	885.89	12897.0
2009-01-06 09:30:00	ES	Futures	886.12	893.0	884.23	891.58	205570.0
2009-01-06 10:00:00	ES	Futures	891.82	894.43	878.53	879.96	263414.0
2009-01-06 10:30:00	ES	Futures	879.96	884.7	879.72	880.91	126608.0
2009-01-06 11:00:00	ES	Futures	880.67	881.38	877.11	880.19	108153.0
2009-01-06 11:30:00	ES	Futures	880.19	883.04	880.19	881.62	75313.0
2009-01-06 12:00:00	ES	Futures	881.62	884.94	880.43	882.33	61633.0
2009-01-06 12:30:00	ES	Futures	882.33	886.84	881.86	885.65	98996.0
2009-01-06 13:00:00	ES	Futures	885.89	885.89	879.01	881.38	93096.0
2009-01-06 13:30:00	ES	Futures	881.38	885.18	879.48	882.33	85313.0
2009-01-06 14:00:00	ES	Futures	882.33	888.5	879.48	887.31	137861.0
2009-01-06 14:30:00	ES	Futures	887.31	891.34	886.6	891.11	110691.0
2009-01-06 15:00:00	ES	Futures	891.34	891.58	880.91	882.57	134087.0
2009-01-06 15:30:00	ES	Futures	882.57	885.18	879.01	883.99	219595.0
2009-01-06 16:00:00	ES	Futures	883.99	885.65	882.33	882.8	64479.0
2009-01-06 16:30:00	ES	Futures	882.57	883.28	879.01	880.43	6661.0
2009-01-06 17:00:00	ES	Futures	880.19	880.67	879.72	880.43	880.0
2009-01-06 18:00:00	ES	Futures	880.91	880.91	879.25	879.72	1435.0
2009-01-06 18:30:00	ES	Futures	879.72	880.67	879.25	879.96	454.0
2009-01-06 19:00:00	ES	Futures	880.19	881.14	879.72	881.14	706.0
2009-01-06 19:30:00	ES	Futures	880.91	883.75	880.91	883.52	1798.0
2009-01-06 20:00:00	ES	Futures	883.28	883.99	882.09	883.28	1218.0
2009-01-06 20:30:00	ES	Futures	883.28	883.52	881.14	881.14	1401.0
2009-01-06 21:00:00	ES	Futures	881.14	881.86	880.19	880.67	1356.0
2009-01-06 21:30:00	ES	Futures	880.67	881.86	880.19	881.14	480.0
2009-01-06 22:00:00	ES	Futures	880.91	881.38	879.96	880.43	517.0
2009-01-06 22:30:00	ES	Futures	880.43	880.67	879.72	879.96	1347.0
2009-01-06 23:00:00	ES	Futures	879.96	880.19	879.25	879.72	1176.0
2009-01-06 23:30:00	ES	Futures	879.96	880.43	879.25	880.19	428.0
2009-01-06 00:00:00	NQ	Futures	1432.23	1432.52	1430.82	1432.23	19.0
2009-01-06 00:30:00	NQ	Futures	1432.23	1432.8	1430.26	1430.26	9.0
2009-01-06 01:00:00	NQ	Futures	1431.11	1433.08	1431.11	1432.8	5.0

> showing 50 of 2,389 rows — these rows as CSV

> unlock the full archive -- $79 one-time