PREVIEW / futures_30min / 2009-04-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-22.parquet
  size:    65 KB
  rows:    2,244

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
2009-04-22 00:00:00	ES	Futures	807.81	809.0	807.57	808.05	1173.0
2009-04-22 00:30:00	ES	Futures	808.05	809.0	807.81	808.52	471.0
2009-04-22 01:00:00	ES	Futures	808.52	808.52	807.57	808.28	833.0
2009-04-22 01:30:00	ES	Futures	808.52	808.76	807.09	808.05	1555.0
2009-04-22 02:00:00	ES	Futures	808.05	808.28	806.13	806.13	5423.0
2009-04-22 02:30:00	ES	Futures	806.13	806.61	804.21	805.17	6032.0
2009-04-22 03:00:00	ES	Futures	805.17	805.41	802.53	802.77	14335.0
2009-04-22 03:30:00	ES	Futures	802.53	806.85	802.29	806.13	13910.0
2009-04-22 04:00:00	ES	Futures	805.89	806.85	803.97	806.85	13186.0
2009-04-22 04:30:00	ES	Futures	806.85	807.09	803.97	806.37	11940.0
2009-04-22 05:00:00	ES	Futures	806.37	808.76	805.65	808.28	10301.0
2009-04-22 05:30:00	ES	Futures	808.28	809.48	806.85	808.52	7076.0
2009-04-22 06:00:00	ES	Futures	808.52	809.24	805.41	808.76	7851.0
2009-04-22 06:30:00	ES	Futures	808.52	809.24	806.85	807.57	5269.0
2009-04-22 07:00:00	ES	Futures	807.57	807.81	804.69	807.09	13125.0
2009-04-22 07:30:00	ES	Futures	807.09	810.44	805.65	809.0	15307.0
2009-04-22 08:00:00	ES	Futures	809.0	809.72	801.58	803.49	55757.0
2009-04-22 08:30:00	ES	Futures	803.73	804.21	801.34	803.01	30985.0
2009-04-22 09:00:00	ES	Futures	803.25	803.73	800.86	803.73	22880.0
2009-04-22 09:30:00	ES	Futures	803.49	807.33	801.34	806.85	238597.0
2009-04-22 10:00:00	ES	Futures	806.61	818.83	806.61	818.35	372494.0
2009-04-22 10:30:00	ES	Futures	818.35	819.07	815.47	815.95	195217.0
2009-04-22 11:00:00	ES	Futures	815.95	818.83	814.99	818.83	120493.0
2009-04-22 11:30:00	ES	Futures	818.83	821.23	818.35	820.75	143276.0
2009-04-22 12:00:00	ES	Futures	820.75	820.99	815.47	815.71	136219.0
2009-04-22 12:30:00	ES	Futures	815.47	815.95	810.44	812.84	177372.0
2009-04-22 13:00:00	ES	Futures	813.08	815.95	810.92	815.47	126675.0
2009-04-22 13:30:00	ES	Futures	815.23	818.35	813.56	813.8	108333.0
2009-04-22 14:00:00	ES	Futures	813.8	819.79	813.32	819.07	134306.0
2009-04-22 14:30:00	ES	Futures	819.31	822.9	818.83	819.31	144340.0
2009-04-22 15:00:00	ES	Futures	819.31	823.14	816.67	818.11	214237.0
2009-04-22 15:30:00	ES	Futures	817.87	819.07	803.97	805.89	419157.0
2009-04-22 16:00:00	ES	Futures	805.65	806.13	800.62	801.58	120253.0
2009-04-22 16:30:00	ES	Futures	801.34	804.45	800.86	803.01	18733.0
2009-04-22 17:00:00	ES	Futures	803.01	804.21	802.05	803.97	4609.0
2009-04-22 18:00:00	ES	Futures	803.01	803.97	802.05	803.49	2841.0
2009-04-22 18:30:00	ES	Futures	803.49	804.69	803.49	803.97	1210.0
2009-04-22 19:00:00	ES	Futures	803.97	804.21	803.73	803.73	228.0
2009-04-22 19:30:00	ES	Futures	803.73	803.97	802.29	803.73	1379.0
2009-04-22 20:00:00	ES	Futures	803.73	803.97	802.29	802.29	1440.0
2009-04-22 20:30:00	ES	Futures	802.29	802.53	798.46	799.18	9427.0
2009-04-22 21:00:00	ES	Futures	799.18	799.66	798.46	799.42	1718.0
2009-04-22 21:30:00	ES	Futures	799.42	800.38	798.94	799.9	1412.0
2009-04-22 22:00:00	ES	Futures	799.66	800.86	798.94	799.18	2115.0
2009-04-22 22:30:00	ES	Futures	799.18	800.62	798.94	800.38	1141.0
2009-04-22 23:00:00	ES	Futures	800.38	800.62	799.42	799.66	1105.0
2009-04-22 23:30:00	ES	Futures	799.66	800.86	798.94	800.62	1716.0
2009-04-22 00:00:00	NQ	Futures	1505.09	1505.94	1504.8	1505.66	41.0
2009-04-22 00:30:00	NQ	Futures	1504.52	1506.79	1504.52	1505.94	23.0
2009-04-22 01:00:00	NQ	Futures	1505.94	1505.94	1505.09	1505.09	7.0

> showing 50 of 2,244 rows — these rows as CSV

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