PREVIEW / futures_30min / 2009-03-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-15.parquet
  size:    17 KB
  rows:    395

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
2009-03-15 18:00:00	ES	Futures	719.62	720.82	715.31	716.98	6965.0
2009-03-15 18:30:00	ES	Futures	716.98	717.46	716.03	716.51	1299.0
2009-03-15 19:00:00	ES	Futures	716.51	718.42	716.51	718.42	1807.0
2009-03-15 19:30:00	ES	Futures	718.18	718.42	716.27	716.51	1399.0
2009-03-15 20:00:00	ES	Futures	716.51	718.18	716.27	717.7	1258.0
2009-03-15 20:30:00	ES	Futures	717.7	720.58	717.46	720.58	2765.0
2009-03-15 21:00:00	ES	Futures	720.58	720.58	719.14	719.14	1184.0
2009-03-15 21:30:00	ES	Futures	719.38	719.38	718.66	719.38	1020.0
2009-03-15 22:00:00	ES	Futures	719.38	720.58	719.14	720.1	1205.0
2009-03-15 22:30:00	ES	Futures	719.86	720.1	719.62	719.86	929.0
2009-03-15 23:00:00	ES	Futures	719.86	720.82	719.38	719.38	857.0
2009-03-15 23:30:00	ES	Futures	719.38	719.86	718.66	719.14	812.0
2009-03-15 18:00:00	NQ	Futures	1322.67	1324.94	1316.7	1317.27	309.0
2009-03-15 18:30:00	NQ	Futures	1317.56	1318.69	1315.28	1315.85	201.0
2009-03-15 19:00:00	NQ	Futures	1315.85	1318.98	1315.85	1318.98	82.0
2009-03-15 19:30:00	NQ	Futures	1318.98	1318.98	1315.85	1315.85	38.0
2009-03-15 20:00:00	NQ	Futures	1315.57	1318.98	1315.57	1318.41	65.0
2009-03-15 20:30:00	NQ	Futures	1318.12	1322.39	1318.12	1322.39	171.0
2009-03-15 21:00:00	NQ	Futures	1322.1	1322.1	1319.83	1320.4	49.0
2009-03-15 21:30:00	NQ	Futures	1318.69	1320.4	1318.41	1319.83	81.0
2009-03-15 22:00:00	NQ	Futures	1320.11	1322.1	1319.26	1320.97	81.0
2009-03-15 22:30:00	NQ	Futures	1320.97	1320.97	1320.11	1320.4	34.0
2009-03-15 23:00:00	NQ	Futures	1320.4	1321.25	1318.41	1318.69	103.0
2009-03-15 23:30:00	NQ	Futures	1318.69	1318.69	1317.56	1317.84	81.0
2009-03-15 18:00:00	YM	Futures	6575.1	6580.6	6538.3	6542.9	258.0
2009-03-15 18:30:00	YM	Futures	6546.6	6551.2	6542.9	6542.9	116.0
2009-03-15 19:00:00	YM	Futures	6547.5	6565.0	6547.5	6561.3	90.0
2009-03-15 19:30:00	YM	Futures	6560.4	6560.4	6543.8	6545.7	97.0
2009-03-15 20:00:00	YM	Futures	6545.7	6559.5	6544.8	6553.9	138.0
2009-03-15 20:30:00	YM	Futures	6553.9	6578.8	6553.0	6578.8	146.0
2009-03-15 21:00:00	YM	Futures	6578.8	6578.8	6565.9	6565.9	101.0
2009-03-15 21:30:00	YM	Futures	6566.8	6569.6	6560.4	6568.6	56.0
2009-03-15 22:00:00	YM	Futures	6566.8	6577.8	6566.8	6575.1	105.0
2009-03-15 22:30:00	YM	Futures	6573.2	6574.2	6569.6	6571.4	13.0
2009-03-15 23:00:00	YM	Futures	6572.3	6577.8	6567.7	6568.6	95.0
2009-03-15 23:30:00	YM	Futures	6568.6	6568.6	6560.4	6567.7	73.0
2009-03-15 18:00:00	CL	Futures	118.32	118.32	114.55	115.59	535.0
2009-03-15 18:30:00	CL	Futures	115.44	115.9	115.31	115.8	90.0
2009-03-15 19:00:00	CL	Futures	115.67	115.85	115.57	115.85	104.0
2009-03-15 19:30:00	CL	Futures	115.9	116.05	115.62	115.72	74.0
2009-03-15 20:00:00	CL	Futures	115.67	115.8	115.11	115.31	122.0
2009-03-15 20:30:00	CL	Futures	115.31	116.08	115.31	116.08	98.0
2009-03-15 21:00:00	CL	Futures	116.08	116.16	115.42	116.16	65.0
2009-03-15 21:30:00	CL	Futures	116.16	116.18	116.08	116.08	25.0
2009-03-15 22:00:00	CL	Futures	116.26	116.79	116.26	116.79	102.0
2009-03-15 22:30:00	CL	Futures	116.79	116.79	116.59	116.59	35.0
2009-03-15 23:00:00	CL	Futures	116.59	116.59	116.44	116.51	18.0
2009-03-15 23:30:00	CL	Futures	116.46	116.49	115.67	115.98	133.0
2009-03-15 18:00:00	GC	Futures	1320.6	1321.6	1316.2	1318.1	729.0
2009-03-15 18:30:00	GC	Futures	1318.2	1319.9	1316.9	1316.9	147.0

> showing 50 of 395 rows — these rows as CSV

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