PREVIEW / futures_30min / 2009-02-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-06.parquet
  size:    61 KB
  rows:    1,959

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
2009-02-06 00:00:00	ES	Futures	796.94	797.65	796.47	796.94	656.0
2009-02-06 00:30:00	ES	Futures	796.47	796.94	795.99	796.47	550.0
2009-02-06 01:00:00	ES	Futures	796.47	798.37	796.23	797.89	715.0
2009-02-06 01:30:00	ES	Futures	798.13	798.6	796.47	796.47	1182.0
2009-02-06 02:00:00	ES	Futures	796.47	796.71	794.1	794.1	4030.0
2009-02-06 02:30:00	ES	Futures	794.33	799.31	794.1	797.89	4095.0
2009-02-06 03:00:00	ES	Futures	797.89	799.55	796.47	797.18	6149.0
2009-02-06 03:30:00	ES	Futures	797.18	798.84	794.81	795.28	6496.0
2009-02-06 04:00:00	ES	Futures	795.28	796.47	793.86	795.76	6735.0
2009-02-06 04:30:00	ES	Futures	795.76	797.42	795.52	796.23	2668.0
2009-02-06 05:00:00	ES	Futures	796.23	798.84	796.23	798.37	4621.0
2009-02-06 05:30:00	ES	Futures	798.37	798.84	796.47	798.37	4311.0
2009-02-06 06:00:00	ES	Futures	798.37	799.55	797.65	798.13	4829.0
2009-02-06 06:30:00	ES	Futures	797.89	800.5	797.18	799.31	5420.0
2009-02-06 07:00:00	ES	Futures	799.31	800.5	798.37	799.08	5908.0
2009-02-06 07:30:00	ES	Futures	799.08	799.08	796.71	798.6	7175.0
2009-02-06 08:00:00	ES	Futures	798.6	800.03	796.71	798.6	21120.0
2009-02-06 08:30:00	ES	Futures	798.84	804.77	794.57	803.11	96952.0
2009-02-06 09:00:00	ES	Futures	803.11	804.3	799.79	800.74	32643.0
2009-02-06 09:30:00	ES	Futures	800.97	814.97	799.08	813.55	342223.0
2009-02-06 10:00:00	ES	Futures	813.78	814.97	809.99	812.6	186721.0
2009-02-06 10:30:00	ES	Futures	812.36	815.44	810.23	813.07	142445.0
2009-02-06 11:00:00	ES	Futures	813.31	817.82	813.07	815.68	175663.0
2009-02-06 11:30:00	ES	Futures	815.92	818.05	814.49	816.87	85957.0
2009-02-06 12:00:00	ES	Futures	816.87	817.34	813.31	813.78	101118.0
2009-02-06 12:30:00	ES	Futures	814.02	817.82	813.55	816.63	81724.0
2009-02-06 13:00:00	ES	Futures	816.63	822.8	815.44	821.85	130156.0
2009-02-06 13:30:00	ES	Futures	822.08	823.98	821.61	822.8	112161.0
2009-02-06 14:00:00	ES	Futures	822.8	823.03	818.76	821.14	125660.0
2009-02-06 14:30:00	ES	Futures	821.37	823.98	818.05	820.19	136779.0
2009-02-06 15:00:00	ES	Futures	820.19	820.42	815.68	819.0	174953.0
2009-02-06 15:30:00	ES	Futures	819.0	824.69	819.0	820.66	264359.0
2009-02-06 16:00:00	ES	Futures	820.9	823.98	820.19	823.51	112384.0
2009-02-06 00:00:00	NQ	Futures	1394.96	1396.09	1394.68	1395.24	56.0
2009-02-06 00:30:00	NQ	Futures	1395.24	1396.09	1394.4	1394.96	157.0
2009-02-06 01:00:00	NQ	Futures	1394.96	1398.63	1394.96	1397.22	26.0
2009-02-06 01:30:00	NQ	Futures	1397.22	1397.78	1395.24	1395.81	33.0
2009-02-06 02:00:00	NQ	Futures	1395.81	1396.09	1391.01	1391.01	240.0
2009-02-06 02:30:00	NQ	Futures	1391.29	1399.76	1390.72	1398.07	253.0
2009-02-06 03:00:00	NQ	Futures	1399.48	1400.61	1396.09	1396.37	352.0
2009-02-06 03:30:00	NQ	Futures	1396.37	1399.76	1392.98	1392.98	198.0
2009-02-06 04:00:00	NQ	Futures	1393.55	1395.81	1391.29	1394.68	483.0
2009-02-06 04:30:00	NQ	Futures	1393.83	1397.22	1393.27	1394.68	182.0
2009-02-06 05:00:00	NQ	Futures	1396.09	1399.76	1394.68	1399.2	176.0
2009-02-06 05:30:00	NQ	Futures	1399.76	1401.74	1397.22	1400.89	682.0
2009-02-06 06:00:00	NQ	Futures	1401.17	1404.28	1400.33	1402.87	946.0
2009-02-06 06:30:00	NQ	Futures	1402.87	1405.69	1401.74	1403.71	578.0
2009-02-06 07:00:00	NQ	Futures	1402.87	1404.84	1400.89	1402.02	476.0
2009-02-06 07:30:00	NQ	Futures	1402.02	1402.3	1397.78	1400.61	465.0
2009-02-06 08:00:00	NQ	Futures	1400.89	1401.17	1393.55	1396.65	1461.0

> showing 50 of 1,959 rows — these rows as CSV

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