PREVIEW / futures_30min / 2009-02-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-27.parquet
  size:    58 KB
  rows:    1,870

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
2009-02-27 00:00:00	ES	Futures	714.88	716.06	713.45	714.17	1970.0
2009-02-27 00:30:00	ES	Futures	714.17	714.4	708.47	711.32	5604.0
2009-02-27 01:00:00	ES	Futures	711.32	713.93	711.08	713.45	1556.0
2009-02-27 01:30:00	ES	Futures	713.22	713.45	711.56	712.03	907.0
2009-02-27 02:00:00	ES	Futures	712.27	715.11	712.27	714.88	3353.0
2009-02-27 02:30:00	ES	Futures	714.64	717.25	714.4	716.54	6000.0
2009-02-27 03:00:00	ES	Futures	716.77	717.01	712.74	714.64	13081.0
2009-02-27 03:30:00	ES	Futures	714.64	715.35	712.27	712.5	9841.0
2009-02-27 04:00:00	ES	Futures	712.5	714.17	710.84	713.69	8962.0
2009-02-27 04:30:00	ES	Futures	713.69	714.88	712.5	712.74	3996.0
2009-02-27 05:00:00	ES	Futures	712.74	715.11	711.79	715.11	6021.0
2009-02-27 05:30:00	ES	Futures	715.11	716.54	714.17	716.06	5570.0
2009-02-27 06:00:00	ES	Futures	716.06	716.3	712.98	713.45	4732.0
2009-02-27 06:30:00	ES	Futures	713.22	713.69	710.13	711.08	6082.0
2009-02-27 07:00:00	ES	Futures	711.08	711.79	703.02	705.39	29121.0
2009-02-27 07:30:00	ES	Futures	705.63	706.81	702.54	704.91	35434.0
2009-02-27 08:00:00	ES	Futures	705.15	705.86	692.11	698.27	75076.0
2009-02-27 08:30:00	ES	Futures	698.27	698.75	692.82	698.04	68855.0
2009-02-27 09:00:00	ES	Futures	698.27	699.46	696.38	697.8	31744.0
2009-02-27 09:30:00	ES	Futures	697.8	703.97	695.43	701.83	291625.0
2009-02-27 10:00:00	ES	Futures	701.83	708.47	699.22	704.91	268576.0
2009-02-27 10:30:00	ES	Futures	705.15	708.47	702.54	705.39	190275.0
2009-02-27 11:00:00	ES	Futures	705.63	705.86	700.65	703.73	125438.0
2009-02-27 11:30:00	ES	Futures	703.97	709.9	702.07	708.24	160291.0
2009-02-27 12:00:00	ES	Futures	708.24	710.61	706.58	708.47	115834.0
2009-02-27 12:30:00	ES	Futures	708.24	709.42	704.2	708.0	76924.0
2009-02-27 13:00:00	ES	Futures	707.76	710.61	704.91	707.29	99369.0
2009-02-27 13:30:00	ES	Futures	707.29	710.61	701.36	709.66	194587.0
2009-02-27 14:00:00	ES	Futures	709.42	712.27	703.49	704.44	170338.0
2009-02-27 14:30:00	ES	Futures	704.44	709.42	702.07	707.29	145057.0
2009-02-27 15:00:00	ES	Futures	707.52	707.52	696.85	698.99	241450.0
2009-02-27 15:30:00	ES	Futures	698.99	705.39	695.9	696.85	399461.0
2009-02-27 16:00:00	ES	Futures	697.09	698.75	694.95	695.43	173546.0
2009-02-27 00:00:00	NQ	Futures	1281.73	1284.55	1280.31	1280.88	57.0
2009-02-27 00:30:00	NQ	Futures	1280.31	1280.88	1272.12	1276.36	230.0
2009-02-27 01:00:00	NQ	Futures	1276.36	1280.31	1274.95	1278.9	61.0
2009-02-27 01:30:00	NQ	Futures	1278.9	1278.9	1276.36	1276.93	28.0
2009-02-27 02:00:00	NQ	Futures	1277.77	1282.29	1277.77	1281.44	93.0
2009-02-27 02:30:00	NQ	Futures	1282.86	1284.83	1281.44	1284.55	180.0
2009-02-27 03:00:00	NQ	Futures	1284.83	1285.4	1278.05	1280.03	630.0
2009-02-27 03:30:00	NQ	Futures	1280.03	1281.73	1277.21	1277.77	870.0
2009-02-27 04:00:00	NQ	Futures	1277.49	1280.03	1274.95	1279.75	451.0
2009-02-27 04:30:00	NQ	Futures	1279.75	1281.44	1277.77	1278.05	186.0
2009-02-27 05:00:00	NQ	Futures	1277.77	1281.16	1275.23	1281.16	363.0
2009-02-27 05:30:00	NQ	Futures	1281.44	1282.01	1278.34	1281.73	379.0
2009-02-27 06:00:00	NQ	Futures	1281.44	1282.86	1276.36	1277.49	275.0
2009-02-27 06:30:00	NQ	Futures	1277.49	1278.62	1273.54	1276.08	388.0
2009-02-27 07:00:00	NQ	Futures	1275.51	1275.51	1260.55	1264.22	2206.0
2009-02-27 07:30:00	NQ	Futures	1264.22	1268.17	1258.01	1265.91	3594.0
2009-02-27 08:00:00	NQ	Futures	1265.91	1268.45	1254.05	1257.16	5860.0

> showing 50 of 1,870 rows — these rows as CSV

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