PREVIEW / futures_30min / 2009-02-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-24.parquet
  size:    69 KB
  rows:    2,338

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
2009-02-24 00:00:00	ES	Futures	708.47	709.9	708.24	709.9	1598.0
2009-02-24 00:30:00	ES	Futures	709.9	711.32	709.66	711.32	2703.0
2009-02-24 01:00:00	ES	Futures	711.08	713.22	711.08	712.5	3417.0
2009-02-24 01:30:00	ES	Futures	712.5	715.83	711.32	713.45	3804.0
2009-02-24 02:00:00	ES	Futures	713.45	714.4	712.03	713.69	5894.0
2009-02-24 02:30:00	ES	Futures	713.69	715.35	713.45	714.64	8196.0
2009-02-24 03:00:00	ES	Futures	714.64	716.3	714.17	716.06	18739.0
2009-02-24 03:30:00	ES	Futures	715.83	716.77	711.79	712.03	18760.0
2009-02-24 04:00:00	ES	Futures	711.79	714.88	711.32	712.74	12331.0
2009-02-24 04:30:00	ES	Futures	712.5	712.98	708.0	709.66	19336.0
2009-02-24 05:00:00	ES	Futures	709.42	711.08	708.95	710.84	6531.0
2009-02-24 05:30:00	ES	Futures	710.84	713.22	710.37	711.79	8521.0
2009-02-24 06:00:00	ES	Futures	712.03	715.59	711.56	713.22	11874.0
2009-02-24 06:30:00	ES	Futures	713.22	713.69	710.13	710.84	10354.0
2009-02-24 07:00:00	ES	Futures	710.84	713.45	710.13	712.5	8347.0
2009-02-24 07:30:00	ES	Futures	712.5	714.17	710.61	712.98	9771.0
2009-02-24 08:00:00	ES	Futures	713.22	713.69	711.32	711.32	12839.0
2009-02-24 08:30:00	ES	Futures	711.32	711.56	707.05	708.0	24798.0
2009-02-24 09:00:00	ES	Futures	708.24	712.98	708.0	709.9	25412.0
2009-02-24 09:30:00	ES	Futures	709.66	714.88	708.24	710.37	230404.0
2009-02-24 10:00:00	ES	Futures	710.37	712.03	705.39	711.08	285241.0
2009-02-24 10:30:00	ES	Futures	711.32	718.91	710.84	715.11	254243.0
2009-02-24 11:00:00	ES	Futures	714.88	716.77	713.22	714.64	142250.0
2009-02-24 11:30:00	ES	Futures	714.88	715.35	709.42	710.61	124703.0
2009-02-24 12:00:00	ES	Futures	710.61	713.45	708.0	710.84	140869.0
2009-02-24 12:30:00	ES	Futures	710.84	716.3	710.61	714.88	123953.0
2009-02-24 13:00:00	ES	Futures	715.11	722.23	712.27	721.76	135464.0
2009-02-24 13:30:00	ES	Futures	721.76	726.02	721.52	725.31	190834.0
2009-02-24 14:00:00	ES	Futures	725.08	729.34	722.94	728.16	169274.0
2009-02-24 14:30:00	ES	Futures	728.16	729.82	725.08	728.63	112742.0
2009-02-24 15:00:00	ES	Futures	728.4	735.04	728.4	732.43	188356.0
2009-02-24 15:30:00	ES	Futures	732.19	734.09	729.34	731.48	263819.0
2009-02-24 16:00:00	ES	Futures	731.48	731.95	727.92	729.58	125559.0
2009-02-24 16:30:00	ES	Futures	729.58	730.53	729.34	729.58	4974.0
2009-02-24 17:00:00	ES	Futures	729.58	731.48	729.11	731.48	3011.0
2009-02-24 18:00:00	ES	Futures	731.24	732.19	730.53	732.19	3015.0
2009-02-24 18:30:00	ES	Futures	732.43	732.67	730.77	731.72	2201.0
2009-02-24 19:00:00	ES	Futures	731.95	732.19	730.77	731.01	2531.0
2009-02-24 19:30:00	ES	Futures	731.24	731.48	729.34	729.58	2658.0
2009-02-24 20:00:00	ES	Futures	729.34	730.06	728.4	728.63	1664.0
2009-02-24 20:30:00	ES	Futures	728.63	729.58	727.45	727.68	1877.0
2009-02-24 21:00:00	ES	Futures	727.68	730.06	727.45	729.11	2750.0
2009-02-24 21:30:00	ES	Futures	729.34	730.06	728.16	728.87	2547.0
2009-02-24 22:00:00	ES	Futures	728.87	729.58	724.36	725.79	6338.0
2009-02-24 22:30:00	ES	Futures	725.55	725.79	723.42	723.65	3670.0
2009-02-24 23:00:00	ES	Futures	723.42	724.6	722.94	724.13	1699.0
2009-02-24 23:30:00	ES	Futures	724.13	725.31	723.65	725.08	1707.0
2009-02-24 00:00:00	NQ	Futures	1286.24	1286.81	1285.68	1286.81	94.0
2009-02-24 00:30:00	NQ	Futures	1286.81	1289.63	1286.81	1289.63	230.0
2009-02-24 01:00:00	NQ	Futures	1289.35	1292.46	1289.35	1292.46	114.0

> showing 50 of 2,338 rows — these rows as CSV

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