PREVIEW / futures_30min / 2009-04-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-24.parquet
  size:    58 KB
  rows:    1,883

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
2009-04-24 00:00:00	ES	Futures	810.92	811.4	807.33	808.28	3515.0
2009-04-24 00:30:00	ES	Futures	808.28	808.52	807.09	807.33	1940.0
2009-04-24 01:00:00	ES	Futures	807.09	808.76	806.61	808.28	1872.0
2009-04-24 01:30:00	ES	Futures	808.28	809.0	807.81	808.52	1157.0
2009-04-24 02:00:00	ES	Futures	808.28	809.72	808.28	809.72	3584.0
2009-04-24 02:30:00	ES	Futures	809.72	810.44	809.48	809.72	2282.0
2009-04-24 03:00:00	ES	Futures	809.72	811.88	808.52	811.64	7514.0
2009-04-24 03:30:00	ES	Futures	811.64	813.8	810.92	813.56	7747.0
2009-04-24 04:00:00	ES	Futures	813.32	814.99	812.84	814.52	11823.0
2009-04-24 04:30:00	ES	Futures	814.52	814.75	811.88	812.12	3664.0
2009-04-24 05:00:00	ES	Futures	811.88	813.08	811.4	812.36	3647.0
2009-04-24 05:30:00	ES	Futures	812.12	813.08	810.68	811.4	4432.0
2009-04-24 06:00:00	ES	Futures	811.64	814.04	811.4	813.56	3308.0
2009-04-24 06:30:00	ES	Futures	813.56	815.23	813.32	814.99	6511.0
2009-04-24 07:00:00	ES	Futures	814.99	820.03	814.52	818.59	19568.0
2009-04-24 07:30:00	ES	Futures	818.59	818.83	815.95	818.35	10206.0
2009-04-24 08:00:00	ES	Futures	818.35	819.07	816.91	818.83	8811.0
2009-04-24 08:30:00	ES	Futures	818.83	820.27	815.71	816.91	24737.0
2009-04-24 09:00:00	ES	Futures	816.91	821.46	816.91	820.03	25705.0
2009-04-24 09:30:00	ES	Futures	820.27	822.9	816.91	822.42	212775.0
2009-04-24 10:00:00	ES	Futures	822.66	824.58	817.63	820.03	240153.0
2009-04-24 10:30:00	ES	Futures	820.03	824.58	819.55	823.38	155695.0
2009-04-24 11:00:00	ES	Futures	823.14	825.3	821.94	824.34	125369.0
2009-04-24 11:30:00	ES	Futures	824.34	827.93	823.86	826.98	160851.0
2009-04-24 12:00:00	ES	Futures	826.74	827.7	825.3	826.02	59024.0
2009-04-24 12:30:00	ES	Futures	826.02	828.65	825.78	828.17	89760.0
2009-04-24 13:00:00	ES	Futures	828.41	829.37	827.22	827.7	57695.0
2009-04-24 13:30:00	ES	Futures	827.7	827.93	824.58	825.3	72718.0
2009-04-24 14:00:00	ES	Futures	825.3	828.65	817.15	824.58	303224.0
2009-04-24 14:30:00	ES	Futures	824.58	830.81	823.86	830.09	168422.0
2009-04-24 15:00:00	ES	Futures	830.33	832.73	828.89	829.85	147829.0
2009-04-24 15:30:00	ES	Futures	829.85	832.01	821.23	825.78	309235.0
2009-04-24 16:00:00	ES	Futures	826.02	831.05	825.54	830.57	104660.0
2009-04-24 00:00:00	NQ	Futures	1525.26	1525.26	1518.73	1520.72	176.0
2009-04-24 00:30:00	NQ	Futures	1520.72	1521.0	1519.01	1519.01	39.0
2009-04-24 01:00:00	NQ	Futures	1519.01	1520.43	1517.88	1519.86	115.0
2009-04-24 01:30:00	NQ	Futures	1519.86	1520.43	1519.3	1519.3	74.0
2009-04-24 02:00:00	NQ	Futures	1520.15	1522.14	1519.01	1521.0	203.0
2009-04-24 02:30:00	NQ	Futures	1521.28	1523.56	1521.28	1521.85	142.0
2009-04-24 03:00:00	NQ	Futures	1521.85	1524.69	1519.58	1523.84	502.0
2009-04-24 03:30:00	NQ	Futures	1523.27	1528.67	1522.71	1527.54	657.0
2009-04-24 04:00:00	NQ	Futures	1527.54	1529.52	1525.26	1528.96	883.0
2009-04-24 04:30:00	NQ	Futures	1528.96	1528.96	1523.56	1523.56	262.0
2009-04-24 05:00:00	NQ	Futures	1523.56	1525.26	1523.56	1523.84	370.0
2009-04-24 05:30:00	NQ	Futures	1524.13	1525.83	1521.85	1523.27	253.0
2009-04-24 06:00:00	NQ	Futures	1523.84	1528.39	1522.99	1528.39	228.0
2009-04-24 06:30:00	NQ	Futures	1528.1	1530.95	1527.82	1530.95	975.0
2009-04-24 07:00:00	NQ	Futures	1530.66	1539.75	1530.09	1538.33	2056.0
2009-04-24 07:30:00	NQ	Futures	1538.33	1540.04	1534.92	1538.9	1552.0
2009-04-24 08:00:00	NQ	Futures	1538.9	1540.61	1536.91	1539.19	1316.0

> showing 50 of 1,883 rows — these rows as CSV

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