PREVIEW / futures_30min / 2009-01-28

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-28.parquet
  size:    71 KB
  rows:    2,388

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
2009-01-28 00:00:00	ES	Futures	812.36	812.83	811.41	812.36	2369.0
2009-01-28 00:30:00	ES	Futures	812.36	812.36	810.94	811.89	1117.0
2009-01-28 01:00:00	ES	Futures	812.12	812.12	811.17	811.41	1065.0
2009-01-28 01:30:00	ES	Futures	811.41	811.89	811.17	811.89	1075.0
2009-01-28 02:00:00	ES	Futures	811.89	812.36	810.46	811.65	4062.0
2009-01-28 02:30:00	ES	Futures	811.65	813.55	810.7	812.12	5558.0
2009-01-28 03:00:00	ES	Futures	812.12	814.73	811.41	814.49	15664.0
2009-01-28 03:30:00	ES	Futures	814.73	816.15	814.49	815.21	17499.0
2009-01-28 04:00:00	ES	Futures	814.97	815.68	812.83	813.07	8644.0
2009-01-28 04:30:00	ES	Futures	813.07	814.26	812.83	813.78	3388.0
2009-01-28 05:00:00	ES	Futures	813.78	816.15	812.36	812.6	7772.0
2009-01-28 05:30:00	ES	Futures	812.36	814.49	811.65	812.36	7668.0
2009-01-28 06:00:00	ES	Futures	812.12	814.26	811.89	813.78	8883.0
2009-01-28 06:30:00	ES	Futures	813.78	816.39	813.55	815.68	9643.0
2009-01-28 07:00:00	ES	Futures	815.44	815.68	812.36	814.26	8439.0
2009-01-28 07:30:00	ES	Futures	814.26	817.34	811.89	817.1	18768.0
2009-01-28 08:00:00	ES	Futures	817.1	819.48	815.21	818.05	37108.0
2009-01-28 08:30:00	ES	Futures	818.05	819.0	814.49	816.87	22197.0
2009-01-28 09:00:00	ES	Futures	817.1	817.1	814.49	815.68	23044.0
2009-01-28 09:30:00	ES	Futures	815.68	818.76	812.6	813.31	235016.0
2009-01-28 10:00:00	ES	Futures	813.31	816.63	812.6	816.63	118229.0
2009-01-28 10:30:00	ES	Futures	816.63	820.42	815.44	819.0	167604.0
2009-01-28 11:00:00	ES	Futures	819.0	821.37	818.05	819.71	136178.0
2009-01-28 11:30:00	ES	Futures	819.71	820.42	816.39	818.05	104266.0
2009-01-28 12:00:00	ES	Futures	817.82	820.42	817.58	820.42	58658.0
2009-01-28 12:30:00	ES	Futures	820.19	820.66	819.24	819.48	48840.0
2009-01-28 13:00:00	ES	Futures	819.48	824.22	818.29	823.74	95450.0
2009-01-28 13:30:00	ES	Futures	823.98	827.3	823.51	824.22	118167.0
2009-01-28 14:00:00	ES	Futures	823.98	831.1	823.27	825.64	191927.0
2009-01-28 14:30:00	ES	Futures	825.88	827.54	821.37	827.07	210615.0
2009-01-28 15:00:00	ES	Futures	827.07	828.73	817.1	818.76	229666.0
2009-01-28 15:30:00	ES	Futures	818.76	826.83	817.58	825.4	228687.0
2009-01-28 16:00:00	ES	Futures	825.64	827.78	825.17	826.83	88155.0
2009-01-28 16:30:00	ES	Futures	826.83	827.07	825.88	826.12	4036.0
2009-01-28 17:00:00	ES	Futures	826.12	826.83	825.88	826.12	838.0
2009-01-28 18:00:00	ES	Futures	825.88	826.83	824.93	825.64	2752.0
2009-01-28 18:30:00	ES	Futures	825.4	825.88	824.46	824.93	1321.0
2009-01-28 19:00:00	ES	Futures	824.93	825.17	823.98	824.46	1477.0
2009-01-28 19:30:00	ES	Futures	824.46	824.46	822.8	823.98	1777.0
2009-01-28 20:00:00	ES	Futures	823.74	824.46	823.51	823.74	857.0
2009-01-28 20:30:00	ES	Futures	823.74	825.17	823.51	824.46	976.0
2009-01-28 21:00:00	ES	Futures	824.22	824.46	822.8	823.03	1153.0
2009-01-28 21:30:00	ES	Futures	823.03	823.74	822.32	823.27	1526.0
2009-01-28 22:00:00	ES	Futures	823.27	824.46	823.03	823.27	786.0
2009-01-28 22:30:00	ES	Futures	823.51	823.51	821.85	821.85	1837.0
2009-01-28 23:00:00	ES	Futures	822.08	823.51	820.9	821.14	2238.0
2009-01-28 23:30:00	ES	Futures	821.14	822.56	820.9	821.85	937.0
2009-01-28 00:00:00	NQ	Futures	1364.18	1364.18	1362.2	1363.05	56.0
2009-01-28 00:30:00	NQ	Futures	1363.33	1363.33	1361.92	1363.05	61.0
2009-01-28 01:00:00	NQ	Futures	1363.05	1363.33	1361.64	1361.64	51.0

> showing 50 of 2,388 rows — these rows as CSV

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