PREVIEW / futures_30min / 2009-06-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-02.parquet
  size:    66 KB
  rows:    2,297

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
2009-06-02 00:00:00	ES	Futures	899.82	900.06	899.59	899.82	1117.0
2009-06-02 00:30:00	ES	Futures	900.06	900.3	898.63	898.87	1496.0
2009-06-02 01:00:00	ES	Futures	899.11	899.11	898.39	898.87	1208.0
2009-06-02 01:30:00	ES	Futures	898.63	899.59	897.91	898.63	2484.0
2009-06-02 02:00:00	ES	Futures	898.39	899.11	897.67	899.11	5074.0
2009-06-02 02:30:00	ES	Futures	899.11	899.11	895.99	896.71	9609.0
2009-06-02 03:00:00	ES	Futures	896.71	899.11	895.75	898.39	11960.0
2009-06-02 03:30:00	ES	Futures	898.39	899.35	897.43	899.35	8708.0
2009-06-02 04:00:00	ES	Futures	899.11	900.3	896.95	898.87	11028.0
2009-06-02 04:30:00	ES	Futures	898.87	900.3	897.67	898.15	6208.0
2009-06-02 05:00:00	ES	Futures	898.39	899.11	897.19	898.63	4271.0
2009-06-02 05:30:00	ES	Futures	898.87	901.74	898.15	901.26	9193.0
2009-06-02 06:00:00	ES	Futures	901.26	902.7	900.3	900.54	10407.0
2009-06-02 06:30:00	ES	Futures	900.54	903.42	900.3	902.46	9058.0
2009-06-02 07:00:00	ES	Futures	902.22	903.42	900.54	901.74	8970.0
2009-06-02 07:30:00	ES	Futures	901.98	903.42	900.78	903.18	10391.0
2009-06-02 08:00:00	ES	Futures	903.18	903.42	898.63	899.11	16239.0
2009-06-02 08:30:00	ES	Futures	899.11	901.26	897.91	900.3	18298.0
2009-06-02 09:00:00	ES	Futures	900.3	900.78	898.15	900.54	18206.0
2009-06-02 09:30:00	ES	Futures	900.54	904.62	897.91	904.62	227650.0
2009-06-02 10:00:00	ES	Futures	904.62	909.65	903.9	906.77	296365.0
2009-06-02 10:30:00	ES	Futures	906.53	907.73	903.42	904.38	141495.0
2009-06-02 11:00:00	ES	Futures	904.38	906.3	903.42	904.86	107808.0
2009-06-02 11:30:00	ES	Futures	904.62	905.34	900.78	902.22	114012.0
2009-06-02 12:00:00	ES	Futures	902.22	903.9	900.54	901.02	97769.0
2009-06-02 12:30:00	ES	Futures	900.78	903.66	900.3	902.94	49331.0
2009-06-02 13:00:00	ES	Futures	902.94	904.62	901.74	904.14	54640.0
2009-06-02 13:30:00	ES	Futures	904.14	906.3	904.14	905.58	65634.0
2009-06-02 14:00:00	ES	Futures	905.58	907.73	903.42	906.3	103391.0
2009-06-02 14:30:00	ES	Futures	906.53	908.21	905.34	905.82	73068.0
2009-06-02 15:00:00	ES	Futures	905.82	908.45	905.34	905.82	126759.0
2009-06-02 15:30:00	ES	Futures	905.82	907.97	903.9	904.86	180004.0
2009-06-02 16:00:00	ES	Futures	904.86	905.34	902.22	903.66	91789.0
2009-06-02 16:30:00	ES	Futures	903.66	903.9	901.5	902.94	5507.0
2009-06-02 17:00:00	ES	Futures	902.7	902.94	902.22	902.7	1043.0
2009-06-02 18:00:00	ES	Futures	902.7	902.94	901.02	901.26	2247.0
2009-06-02 18:30:00	ES	Futures	901.26	901.74	901.02	901.26	720.0
2009-06-02 19:00:00	ES	Futures	901.26	901.5	901.02	901.5	681.0
2009-06-02 19:30:00	ES	Futures	901.5	901.98	901.26	901.5	822.0
2009-06-02 20:00:00	ES	Futures	901.5	902.94	901.26	901.98	2337.0
2009-06-02 20:30:00	ES	Futures	901.74	902.46	901.26	901.5	1473.0
2009-06-02 21:00:00	ES	Futures	901.74	901.98	901.26	901.5	926.0
2009-06-02 21:30:00	ES	Futures	901.5	901.98	900.54	900.78	3162.0
2009-06-02 22:00:00	ES	Futures	900.78	901.5	900.3	901.02	2064.0
2009-06-02 22:30:00	ES	Futures	901.02	902.46	901.02	902.22	1639.0
2009-06-02 23:00:00	ES	Futures	902.22	903.18	901.74	902.94	2192.0
2009-06-02 23:30:00	ES	Futures	902.94	903.66	902.46	903.66	1289.0
2009-06-02 00:00:00	NQ	Futures	1669.61	1670.46	1669.61	1669.89	43.0
2009-06-02 00:30:00	NQ	Futures	1669.89	1670.74	1667.9	1667.9	72.0
2009-06-02 01:00:00	NQ	Futures	1668.47	1668.75	1667.62	1668.19	113.0

> showing 50 of 2,297 rows — these rows as CSV

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