PREVIEW / futures_30min / 2009-05-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-29.parquet
  size:    57 KB
  rows:    1,841

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
2009-05-29 00:00:00	ES	Futures	866.04	866.52	865.56	866.28	810.0
2009-05-29 00:30:00	ES	Futures	866.52	867.47	866.04	867.23	864.0
2009-05-29 01:00:00	ES	Futures	867.23	867.71	866.76	867.71	931.0
2009-05-29 01:30:00	ES	Futures	867.71	868.91	867.47	868.67	1670.0
2009-05-29 02:00:00	ES	Futures	868.67	869.63	868.19	869.63	3695.0
2009-05-29 02:30:00	ES	Futures	869.39	872.51	869.39	871.31	8859.0
2009-05-29 03:00:00	ES	Futures	871.31	871.79	869.63	870.59	7605.0
2009-05-29 03:30:00	ES	Futures	870.59	871.55	869.63	870.11	5542.0
2009-05-29 04:00:00	ES	Futures	870.11	870.59	868.43	869.63	5930.0
2009-05-29 04:30:00	ES	Futures	869.87	871.31	869.39	870.35	4361.0
2009-05-29 05:00:00	ES	Futures	870.11	871.79	870.11	870.59	3801.0
2009-05-29 05:30:00	ES	Futures	870.59	873.23	870.11	872.27	6745.0
2009-05-29 06:00:00	ES	Futures	872.27	872.99	871.31	872.27	4031.0
2009-05-29 06:30:00	ES	Futures	872.03	874.18	871.79	873.7	7600.0
2009-05-29 07:00:00	ES	Futures	873.47	875.62	873.23	874.9	13638.0
2009-05-29 07:30:00	ES	Futures	874.66	874.9	873.23	873.23	10015.0
2009-05-29 08:00:00	ES	Futures	873.23	874.42	872.75	873.47	11510.0
2009-05-29 08:30:00	ES	Futures	873.23	873.94	871.31	871.55	25876.0
2009-05-29 09:00:00	ES	Futures	871.55	873.7	871.31	871.79	17111.0
2009-05-29 09:30:00	ES	Futures	872.03	874.42	864.84	869.15	334287.0
2009-05-29 10:00:00	ES	Futures	869.15	873.7	866.76	872.75	196538.0
2009-05-29 10:30:00	ES	Futures	872.99	873.47	868.91	871.07	120889.0
2009-05-29 11:00:00	ES	Futures	870.83	871.79	867.0	867.0	100297.0
2009-05-29 11:30:00	ES	Futures	867.0	869.15	865.8	866.76	118727.0
2009-05-29 12:00:00	ES	Futures	866.76	870.59	866.52	869.87	58004.0
2009-05-29 12:30:00	ES	Futures	869.63	870.11	867.23	868.43	56826.0
2009-05-29 13:00:00	ES	Futures	868.43	870.59	868.43	870.11	33940.0
2009-05-29 13:30:00	ES	Futures	870.11	872.27	870.11	870.83	45265.0
2009-05-29 14:00:00	ES	Futures	870.59	872.03	869.63	870.11	29667.0
2009-05-29 14:30:00	ES	Futures	870.35	870.59	866.04	867.95	67167.0
2009-05-29 15:00:00	ES	Futures	868.19	871.31	867.23	870.59	73242.0
2009-05-29 15:30:00	ES	Futures	870.35	884.49	868.91	883.29	400896.0
2009-05-29 16:00:00	ES	Futures	883.53	889.28	881.13	883.53	205716.0
2009-05-29 00:00:00	NQ	Futures	1608.8	1609.37	1608.52	1608.52	27.0
2009-05-29 00:30:00	NQ	Futures	1609.37	1610.79	1608.8	1610.79	64.0
2009-05-29 01:00:00	NQ	Futures	1611.07	1611.07	1609.94	1611.07	43.0
2009-05-29 01:30:00	NQ	Futures	1611.07	1613.91	1611.07	1611.93	62.0
2009-05-29 02:00:00	NQ	Futures	1611.93	1614.2	1611.64	1613.91	110.0
2009-05-29 02:30:00	NQ	Futures	1614.48	1620.73	1614.48	1618.46	840.0
2009-05-29 03:00:00	NQ	Futures	1618.18	1620.17	1615.9	1619.03	751.0
2009-05-29 03:30:00	NQ	Futures	1619.03	1620.17	1617.04	1618.46	345.0
2009-05-29 04:00:00	NQ	Futures	1618.18	1619.31	1615.34	1618.18	612.0
2009-05-29 04:30:00	NQ	Futures	1618.18	1619.31	1617.32	1618.18	451.0
2009-05-29 05:00:00	NQ	Futures	1617.61	1618.74	1617.04	1617.32	489.0
2009-05-29 05:30:00	NQ	Futures	1617.32	1621.87	1615.9	1619.31	604.0
2009-05-29 06:00:00	NQ	Futures	1619.03	1620.45	1617.89	1620.45	546.0
2009-05-29 06:30:00	NQ	Futures	1620.45	1624.14	1619.88	1623.01	1018.0
2009-05-29 07:00:00	NQ	Futures	1623.29	1630.11	1623.01	1624.71	1674.0
2009-05-29 07:30:00	NQ	Futures	1625.0	1625.28	1621.87	1622.15	647.0
2009-05-29 08:00:00	NQ	Futures	1622.15	1623.01	1620.73	1621.87	1273.0

> showing 50 of 1,841 rows — these rows as CSV

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