PREVIEW / futures_30min / 2009-03-31

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-31.parquet
  size:    67 KB
  rows:    2,291

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
2009-03-31 00:00:00	ES	Futures	756.52	757.48	754.61	754.85	2290.0
2009-03-31 00:30:00	ES	Futures	755.09	756.52	754.37	754.37	2532.0
2009-03-31 01:00:00	ES	Futures	754.61	755.57	753.41	754.61	2554.0
2009-03-31 01:30:00	ES	Futures	754.85	754.85	751.73	752.21	3463.0
2009-03-31 02:00:00	ES	Futures	752.21	753.89	751.49	753.41	4324.0
2009-03-31 02:30:00	ES	Futures	753.65	757.48	752.93	756.04	7454.0
2009-03-31 03:00:00	ES	Futures	756.28	758.2	755.81	757.96	14194.0
2009-03-31 03:30:00	ES	Futures	757.72	759.4	756.76	759.16	16094.0
2009-03-31 04:00:00	ES	Futures	759.16	760.12	757.96	759.16	10649.0
2009-03-31 04:30:00	ES	Futures	759.16	759.88	757.72	757.72	5404.0
2009-03-31 05:00:00	ES	Futures	757.96	758.92	757.48	758.92	5386.0
2009-03-31 05:30:00	ES	Futures	758.92	759.88	757.48	757.96	6029.0
2009-03-31 06:00:00	ES	Futures	758.2	760.12	755.81	759.4	10637.0
2009-03-31 06:30:00	ES	Futures	759.64	760.6	758.68	759.88	10450.0
2009-03-31 07:00:00	ES	Futures	760.12	760.36	757.96	758.2	8308.0
2009-03-31 07:30:00	ES	Futures	758.2	758.92	757.72	758.68	6929.0
2009-03-31 08:00:00	ES	Futures	758.68	760.84	758.68	759.64	13702.0
2009-03-31 08:30:00	ES	Futures	759.4	760.84	758.92	759.64	17373.0
2009-03-31 09:00:00	ES	Futures	759.64	759.88	757.96	758.92	19833.0
2009-03-31 09:30:00	ES	Futures	758.92	760.84	754.37	755.81	196450.0
2009-03-31 10:00:00	ES	Futures	755.57	759.4	753.89	759.4	217382.0
2009-03-31 10:30:00	ES	Futures	759.4	762.51	757.72	758.92	170085.0
2009-03-31 11:00:00	ES	Futures	758.92	763.23	758.92	762.51	172172.0
2009-03-31 11:30:00	ES	Futures	762.51	763.47	759.88	762.28	106049.0
2009-03-31 12:00:00	ES	Futures	762.04	762.28	758.68	759.4	99993.0
2009-03-31 12:30:00	ES	Futures	759.4	762.99	758.68	762.51	63066.0
2009-03-31 13:00:00	ES	Futures	762.75	766.35	762.28	765.15	135285.0
2009-03-31 13:30:00	ES	Futures	765.15	767.55	764.67	767.07	111042.0
2009-03-31 14:00:00	ES	Futures	767.07	769.94	766.11	768.51	143100.0
2009-03-31 14:30:00	ES	Futures	768.51	773.54	768.51	770.9	186071.0
2009-03-31 15:00:00	ES	Futures	770.9	771.38	767.79	771.14	149175.0
2009-03-31 15:30:00	ES	Futures	771.14	771.14	757.48	758.68	536368.0
2009-03-31 16:00:00	ES	Futures	758.44	760.36	756.76	757.72	194554.0
2009-03-31 16:30:00	ES	Futures	757.72	758.68	755.57	756.28	10537.0
2009-03-31 17:00:00	ES	Futures	756.04	756.52	753.65	754.13	7915.0
2009-03-31 18:00:00	ES	Futures	754.13	754.61	752.93	753.65	4010.0
2009-03-31 18:30:00	ES	Futures	753.65	753.89	752.93	753.17	1386.0
2009-03-31 19:00:00	ES	Futures	752.93	756.04	752.45	755.81	4923.0
2009-03-31 19:30:00	ES	Futures	755.81	755.81	753.17	753.41	2137.0
2009-03-31 20:00:00	ES	Futures	753.41	753.89	747.18	749.57	11819.0
2009-03-31 20:30:00	ES	Futures	749.57	751.01	749.33	750.05	5655.0
2009-03-31 21:00:00	ES	Futures	750.29	755.33	749.33	755.09	8108.0
2009-03-31 21:30:00	ES	Futures	755.09	755.09	752.93	753.17	4169.0
2009-03-31 22:00:00	ES	Futures	753.17	754.13	752.45	752.45	3274.0
2009-03-31 22:30:00	ES	Futures	752.69	753.65	751.49	752.45	3533.0
2009-03-31 23:00:00	ES	Futures	752.21	752.45	751.49	752.21	1768.0
2009-03-31 23:30:00	ES	Futures	752.21	752.21	750.53	751.25	1806.0
2009-03-31 00:00:00	NQ	Futures	1400.24	1400.81	1396.83	1397.12	197.0
2009-03-31 00:30:00	NQ	Futures	1397.68	1400.24	1396.26	1396.83	85.0
2009-03-31 01:00:00	NQ	Futures	1396.55	1398.54	1395.13	1397.4	104.0

> showing 50 of 2,291 rows — these rows as CSV

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