PREVIEW / futures_30min / 2009-05-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-22.parquet
  size:    54 KB
  rows:    1,787

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
2009-05-22 00:00:00	ES	Futures	854.29	854.29	851.18	852.38	2980.0
2009-05-22 00:30:00	ES	Futures	852.62	853.1	851.9	853.1	830.0
2009-05-22 01:00:00	ES	Futures	853.1	853.1	851.66	852.14	937.0
2009-05-22 01:30:00	ES	Futures	852.14	852.62	851.42	852.14	1330.0
2009-05-22 02:00:00	ES	Futures	852.14	852.14	850.46	850.94	3565.0
2009-05-22 02:30:00	ES	Futures	850.7	853.82	849.74	853.58	5840.0
2009-05-22 03:00:00	ES	Futures	853.34	854.53	851.18	851.18	12097.0
2009-05-22 03:30:00	ES	Futures	851.42	853.58	850.22	853.34	8721.0
2009-05-22 04:00:00	ES	Futures	853.1	857.17	852.38	856.21	12610.0
2009-05-22 04:30:00	ES	Futures	855.97	858.85	855.97	856.93	8806.0
2009-05-22 05:00:00	ES	Futures	856.93	857.89	856.45	857.65	4372.0
2009-05-22 05:30:00	ES	Futures	857.89	858.13	857.41	857.89	5033.0
2009-05-22 06:00:00	ES	Futures	858.13	858.37	856.45	858.13	7024.0
2009-05-22 06:30:00	ES	Futures	858.13	858.13	856.21	857.65	5663.0
2009-05-22 07:00:00	ES	Futures	857.65	858.13	855.97	856.93	5205.0
2009-05-22 07:30:00	ES	Futures	856.93	857.17	854.29	855.01	9446.0
2009-05-22 08:00:00	ES	Futures	855.25	857.89	854.29	857.89	15625.0
2009-05-22 08:30:00	ES	Futures	857.89	857.89	855.25	855.49	17006.0
2009-05-22 09:00:00	ES	Futures	855.49	855.73	851.9	853.1	33124.0
2009-05-22 09:30:00	ES	Futures	853.1	853.82	845.43	848.3	263026.0
2009-05-22 10:00:00	ES	Futures	848.3	854.77	847.11	853.34	221017.0
2009-05-22 10:30:00	ES	Futures	853.1	856.69	851.42	855.49	149711.0
2009-05-22 11:00:00	ES	Futures	855.25	857.41	854.29	855.49	91224.0
2009-05-22 11:30:00	ES	Futures	855.49	855.97	853.1	854.05	78905.0
2009-05-22 12:00:00	ES	Futures	854.29	856.45	852.38	852.86	70218.0
2009-05-22 12:30:00	ES	Futures	852.62	855.73	852.14	855.49	58303.0
2009-05-22 13:00:00	ES	Futures	855.49	856.69	854.05	855.01	57068.0
2009-05-22 13:30:00	ES	Futures	855.01	855.25	852.14	854.53	57592.0
2009-05-22 14:00:00	ES	Futures	854.53	855.73	853.34	854.77	48780.0
2009-05-22 14:30:00	ES	Futures	854.77	857.17	854.05	856.93	54096.0
2009-05-22 15:00:00	ES	Futures	856.93	858.37	852.62	853.34	95990.0
2009-05-22 15:30:00	ES	Futures	853.58	855.73	848.54	849.26	149499.0
2009-05-22 16:00:00	ES	Futures	849.26	849.26	846.63	848.3	62121.0
2009-05-22 00:00:00	NQ	Futures	1560.21	1560.21	1554.81	1558.22	190.0
2009-05-22 00:30:00	NQ	Futures	1556.23	1558.51	1555.95	1558.22	21.0
2009-05-22 01:00:00	NQ	Futures	1558.51	1559.36	1557.37	1557.94	143.0
2009-05-22 01:30:00	NQ	Futures	1557.94	1558.51	1557.09	1557.65	123.0
2009-05-22 02:00:00	NQ	Futures	1557.09	1557.09	1554.53	1555.1	191.0
2009-05-22 02:30:00	NQ	Futures	1554.81	1560.5	1553.39	1560.21	198.0
2009-05-22 03:00:00	NQ	Futures	1560.21	1561.06	1555.1	1555.67	404.0
2009-05-22 03:30:00	NQ	Futures	1555.38	1559.64	1553.96	1558.51	471.0
2009-05-22 04:00:00	NQ	Futures	1558.22	1564.76	1557.09	1564.47	850.0
2009-05-22 04:30:00	NQ	Futures	1564.47	1567.32	1564.47	1564.76	821.0
2009-05-22 05:00:00	NQ	Futures	1564.76	1567.32	1564.19	1566.75	232.0
2009-05-22 05:30:00	NQ	Futures	1567.03	1567.6	1565.61	1566.75	255.0
2009-05-22 06:00:00	NQ	Futures	1566.75	1567.32	1563.62	1567.32	245.0
2009-05-22 06:30:00	NQ	Futures	1567.32	1567.6	1563.91	1565.89	284.0
2009-05-22 07:00:00	NQ	Futures	1566.18	1567.6	1563.91	1566.46	399.0
2009-05-22 07:30:00	NQ	Futures	1566.18	1567.03	1560.5	1561.35	710.0
2009-05-22 08:00:00	NQ	Futures	1561.06	1564.19	1559.93	1564.19	1348.0

> showing 50 of 1,787 rows — these rows as CSV

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