PREVIEW / futures_30min / 2009-05-18

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-18.parquet
  size:    67 KB
  rows:    2,260

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
2009-05-18 00:00:00	ES	Futures	840.16	841.59	839.92	841.59	1254.0
2009-05-18 00:30:00	ES	Futures	841.35	842.79	841.35	842.07	2242.0
2009-05-18 01:00:00	ES	Futures	842.07	843.27	841.59	842.79	1543.0
2009-05-18 01:30:00	ES	Futures	842.79	842.79	841.59	841.83	692.0
2009-05-18 02:00:00	ES	Futures	841.59	843.51	841.59	843.27	2911.0
2009-05-18 02:30:00	ES	Futures	843.03	843.99	841.83	843.51	4143.0
2009-05-18 03:00:00	ES	Futures	843.51	845.43	841.11	845.19	13296.0
2009-05-18 03:30:00	ES	Futures	844.95	847.11	844.47	845.91	9614.0
2009-05-18 04:00:00	ES	Futures	845.91	846.63	844.71	844.71	4585.0
2009-05-18 04:30:00	ES	Futures	844.71	847.82	843.75	847.82	6077.0
2009-05-18 05:00:00	ES	Futures	847.58	850.22	847.35	849.74	11172.0
2009-05-18 05:30:00	ES	Futures	849.74	852.38	849.74	850.46	11751.0
2009-05-18 06:00:00	ES	Futures	850.46	851.42	848.78	850.22	6699.0
2009-05-18 06:30:00	ES	Futures	850.22	850.7	848.3	849.74	5822.0
2009-05-18 07:00:00	ES	Futures	849.98	852.14	849.5	851.42	11804.0
2009-05-18 07:30:00	ES	Futures	851.66	854.77	850.46	852.86	18363.0
2009-05-18 08:00:00	ES	Futures	853.1	854.53	852.14	852.62	19755.0
2009-05-18 08:30:00	ES	Futures	852.62	853.34	851.66	853.1	14867.0
2009-05-18 09:00:00	ES	Futures	853.1	854.77	852.86	854.05	21641.0
2009-05-18 09:30:00	ES	Futures	854.05	857.17	852.62	854.53	232539.0
2009-05-18 10:00:00	ES	Futures	854.53	857.65	852.14	856.69	178767.0
2009-05-18 10:30:00	ES	Futures	856.45	860.29	855.97	859.57	175373.0
2009-05-18 11:00:00	ES	Futures	859.81	860.52	858.37	859.81	79020.0
2009-05-18 11:30:00	ES	Futures	859.81	861.24	859.09	859.09	85236.0
2009-05-18 12:00:00	ES	Futures	859.33	861.48	858.85	861.0	72017.0
2009-05-18 12:30:00	ES	Futures	861.0	864.36	861.0	863.64	96777.0
2009-05-18 13:00:00	ES	Futures	863.88	864.12	861.0	862.2	70191.0
2009-05-18 13:30:00	ES	Futures	862.2	862.68	861.0	861.48	58154.0
2009-05-18 14:00:00	ES	Futures	861.72	863.4	860.05	860.76	88133.0
2009-05-18 14:30:00	ES	Futures	860.76	866.52	860.76	866.04	141233.0
2009-05-18 15:00:00	ES	Futures	866.28	866.28	864.12	864.36	92300.0
2009-05-18 15:30:00	ES	Futures	864.6	871.07	863.64	870.11	265420.0
2009-05-18 16:00:00	ES	Futures	870.35	871.07	869.15	869.63	91065.0
2009-05-18 16:30:00	ES	Futures	870.11	870.35	869.63	870.11	3019.0
2009-05-18 17:00:00	ES	Futures	870.11	870.35	869.39	869.87	1419.0
2009-05-18 18:00:00	ES	Futures	870.11	870.35	869.63	870.11	1383.0
2009-05-18 18:30:00	ES	Futures	870.11	870.59	869.87	869.87	887.0
2009-05-18 19:00:00	ES	Futures	870.11	870.35	869.63	870.11	294.0
2009-05-18 19:30:00	ES	Futures	870.11	870.59	869.39	870.11	1718.0
2009-05-18 20:00:00	ES	Futures	870.11	870.11	868.91	869.39	2180.0
2009-05-18 20:30:00	ES	Futures	869.63	869.63	868.19	868.19	2907.0
2009-05-18 21:00:00	ES	Futures	867.95	868.43	867.47	867.71	2157.0
2009-05-18 21:30:00	ES	Futures	867.95	868.91	867.47	868.67	2035.0
2009-05-18 22:00:00	ES	Futures	868.67	869.15	868.19	868.91	1867.0
2009-05-18 22:30:00	ES	Futures	868.67	870.35	868.67	869.87	2592.0
2009-05-18 23:00:00	ES	Futures	869.87	870.59	869.39	870.35	1414.0
2009-05-18 23:30:00	ES	Futures	870.35	871.07	869.39	870.59	2052.0
2009-05-18 00:00:00	NQ	Futures	1528.39	1530.38	1528.39	1530.38	27.0
2009-05-18 00:30:00	NQ	Futures	1530.38	1532.65	1529.81	1531.51	75.0
2009-05-18 01:00:00	NQ	Futures	1532.08	1533.22	1530.38	1532.37	58.0

> showing 50 of 2,260 rows — these rows as CSV

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