PREVIEW / futures_30min / 2009-03-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-27.parquet
  size:    57 KB
  rows:    1,869

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
2009-03-27 00:00:00	ES	Futures	790.31	791.03	789.59	790.79	1354.0
2009-03-27 00:30:00	ES	Futures	790.79	790.79	789.35	790.07	699.0
2009-03-27 01:00:00	ES	Futures	790.07	790.79	788.87	788.87	898.0
2009-03-27 01:30:00	ES	Futures	788.87	789.11	788.63	788.63	922.0
2009-03-27 02:00:00	ES	Futures	788.87	789.83	788.63	789.11	850.0
2009-03-27 02:30:00	ES	Futures	788.87	789.59	788.16	789.35	1106.0
2009-03-27 03:00:00	ES	Futures	789.35	791.51	789.11	791.51	2001.0
2009-03-27 03:30:00	ES	Futures	791.27	791.51	787.92	788.63	4982.0
2009-03-27 04:00:00	ES	Futures	788.4	790.79	787.68	789.59	11038.0
2009-03-27 04:30:00	ES	Futures	789.59	790.79	788.63	790.07	8115.0
2009-03-27 05:00:00	ES	Futures	790.07	791.03	787.92	788.63	5793.0
2009-03-27 05:30:00	ES	Futures	788.63	788.87	786.48	787.92	8760.0
2009-03-27 06:00:00	ES	Futures	788.16	788.4	785.04	785.52	12773.0
2009-03-27 06:30:00	ES	Futures	785.52	786.72	785.04	786.0	11490.0
2009-03-27 07:00:00	ES	Futures	785.76	788.4	785.52	787.92	11284.0
2009-03-27 07:30:00	ES	Futures	787.92	788.87	783.84	784.56	19197.0
2009-03-27 08:00:00	ES	Futures	784.56	784.56	782.16	783.6	25793.0
2009-03-27 08:30:00	ES	Futures	783.36	786.48	782.4	784.08	20872.0
2009-03-27 09:00:00	ES	Futures	784.32	785.04	780.97	782.88	36100.0
2009-03-27 09:30:00	ES	Futures	782.88	784.8	779.53	782.4	193141.0
2009-03-27 10:00:00	ES	Futures	782.4	783.36	777.85	782.16	194023.0
2009-03-27 10:30:00	ES	Futures	781.93	785.52	779.77	783.6	151163.0
2009-03-27 11:00:00	ES	Futures	783.6	787.44	782.16	784.8	144572.0
2009-03-27 11:30:00	ES	Futures	784.8	787.2	783.36	784.8	114483.0
2009-03-27 12:00:00	ES	Futures	784.8	787.44	782.64	782.64	93486.0
2009-03-27 12:30:00	ES	Futures	782.64	785.28	780.49	780.97	79514.0
2009-03-27 13:00:00	ES	Futures	780.97	781.93	778.81	781.45	81404.0
2009-03-27 13:30:00	ES	Futures	781.45	784.8	775.93	777.85	177517.0
2009-03-27 14:00:00	ES	Futures	777.61	783.12	775.93	780.73	152693.0
2009-03-27 14:30:00	ES	Futures	780.73	782.4	777.37	782.16	133090.0
2009-03-27 15:00:00	ES	Futures	782.16	786.0	779.77	780.49	132244.0
2009-03-27 15:30:00	ES	Futures	780.49	782.4	776.17	778.81	235349.0
2009-03-27 16:00:00	ES	Futures	778.57	783.12	778.33	781.69	111907.0
2009-03-27 00:00:00	NQ	Futures	1442.01	1442.86	1440.87	1441.16	37.0
2009-03-27 00:30:00	NQ	Futures	1442.01	1442.29	1440.59	1442.29	39.0
2009-03-27 01:00:00	NQ	Futures	1441.73	1442.58	1439.74	1439.74	61.0
2009-03-27 01:30:00	NQ	Futures	1440.3	1440.3	1438.88	1438.88	62.0
2009-03-27 02:00:00	NQ	Futures	1439.17	1440.59	1438.6	1439.74	94.0
2009-03-27 02:30:00	NQ	Futures	1439.74	1440.59	1438.88	1440.59	123.0
2009-03-27 03:00:00	NQ	Futures	1440.3	1444.85	1439.45	1444.28	257.0
2009-03-27 03:30:00	NQ	Futures	1443.71	1444.0	1438.6	1439.17	240.0
2009-03-27 04:00:00	NQ	Futures	1438.88	1442.86	1437.75	1440.02	484.0
2009-03-27 04:30:00	NQ	Futures	1440.3	1442.58	1438.6	1441.16	259.0
2009-03-27 05:00:00	NQ	Futures	1441.16	1442.86	1438.03	1438.6	271.0
2009-03-27 05:30:00	NQ	Futures	1438.32	1439.45	1435.76	1438.88	454.0
2009-03-27 06:00:00	NQ	Futures	1438.6	1438.88	1434.05	1434.91	788.0
2009-03-27 06:30:00	NQ	Futures	1434.91	1436.33	1433.49	1434.62	719.0
2009-03-27 07:00:00	NQ	Futures	1434.91	1440.3	1434.62	1439.74	730.0
2009-03-27 07:30:00	NQ	Futures	1440.02	1440.87	1428.37	1431.21	3293.0
2009-03-27 08:00:00	NQ	Futures	1431.21	1433.49	1427.52	1430.08	2578.0

> showing 50 of 1,869 rows — these rows as CSV

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