PREVIEW / futures_30min / 2009-06-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-04.parquet
  size:    68 KB
  rows:    2,336

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
2009-06-04 00:00:00	ES	Futures	892.4	892.88	891.2	891.92	1830.0
2009-06-04 00:30:00	ES	Futures	891.92	892.16	891.2	891.68	772.0
2009-06-04 01:00:00	ES	Futures	891.68	892.88	891.44	892.64	713.0
2009-06-04 01:30:00	ES	Futures	892.64	892.88	891.2	892.16	1076.0
2009-06-04 02:00:00	ES	Futures	891.92	893.35	891.44	893.35	2201.0
2009-06-04 02:30:00	ES	Futures	893.35	894.79	893.12	894.31	3557.0
2009-06-04 03:00:00	ES	Futures	894.55	897.19	894.55	896.47	18010.0
2009-06-04 03:30:00	ES	Futures	896.47	899.82	895.99	899.11	20571.0
2009-06-04 04:00:00	ES	Futures	899.35	899.82	897.19	897.43	6700.0
2009-06-04 04:30:00	ES	Futures	897.43	899.11	896.47	896.95	5040.0
2009-06-04 05:00:00	ES	Futures	896.95	897.91	896.71	897.19	2579.0
2009-06-04 05:30:00	ES	Futures	897.43	899.59	897.43	899.11	6376.0
2009-06-04 06:00:00	ES	Futures	899.11	899.59	897.67	898.15	5400.0
2009-06-04 06:30:00	ES	Futures	897.91	898.39	896.47	897.67	6239.0
2009-06-04 07:00:00	ES	Futures	897.91	897.91	894.79	895.51	8660.0
2009-06-04 07:30:00	ES	Futures	895.51	895.75	892.16	892.16	15795.0
2009-06-04 08:00:00	ES	Futures	892.4	894.79	890.96	893.59	20099.0
2009-06-04 08:30:00	ES	Futures	893.12	897.67	892.88	896.47	29863.0
2009-06-04 09:00:00	ES	Futures	896.71	897.91	895.75	896.23	16456.0
2009-06-04 09:30:00	ES	Futures	895.99	896.95	891.68	893.83	190327.0
2009-06-04 10:00:00	ES	Futures	894.07	895.51	889.52	894.55	185304.0
2009-06-04 10:30:00	ES	Futures	894.79	899.11	893.12	898.15	127895.0
2009-06-04 11:00:00	ES	Futures	898.15	899.11	896.71	897.19	104319.0
2009-06-04 11:30:00	ES	Futures	897.19	897.67	895.75	895.99	71232.0
2009-06-04 12:00:00	ES	Futures	895.99	897.67	894.07	897.43	72110.0
2009-06-04 12:30:00	ES	Futures	897.43	899.11	896.95	897.67	50803.0
2009-06-04 13:00:00	ES	Futures	897.91	900.78	897.19	899.82	87689.0
2009-06-04 13:30:00	ES	Futures	900.06	902.22	899.82	901.5	89234.0
2009-06-04 14:00:00	ES	Futures	901.5	902.7	900.3	901.74	76829.0
2009-06-04 14:30:00	ES	Futures	901.5	902.46	900.06	900.54	103138.0
2009-06-04 15:00:00	ES	Futures	900.78	901.5	899.11	901.02	91654.0
2009-06-04 15:30:00	ES	Futures	901.26	902.94	899.59	901.74	216528.0
2009-06-04 16:00:00	ES	Futures	901.98	902.46	900.78	902.22	104678.0
2009-06-04 16:30:00	ES	Futures	901.98	902.7	901.74	902.7	2329.0
2009-06-04 17:00:00	ES	Futures	902.7	902.94	901.5	901.98	1627.0
2009-06-04 18:00:00	ES	Futures	901.98	902.22	901.5	901.74	985.0
2009-06-04 18:30:00	ES	Futures	901.98	902.94	901.98	902.7	856.0
2009-06-04 19:00:00	ES	Futures	902.46	902.7	902.22	902.22	403.0
2009-06-04 19:30:00	ES	Futures	902.22	902.94	902.22	902.46	725.0
2009-06-04 20:00:00	ES	Futures	902.46	904.14	902.22	903.9	2441.0
2009-06-04 20:30:00	ES	Futures	903.9	904.38	903.18	903.18	1548.0
2009-06-04 21:00:00	ES	Futures	903.42	903.66	901.74	902.46	1209.0
2009-06-04 21:30:00	ES	Futures	902.22	902.22	901.74	901.98	682.0
2009-06-04 22:00:00	ES	Futures	901.98	902.7	901.74	902.46	936.0
2009-06-04 22:30:00	ES	Futures	902.46	902.94	901.98	902.22	890.0
2009-06-04 23:00:00	ES	Futures	901.98	902.46	901.98	902.22	670.0
2009-06-04 23:30:00	ES	Futures	902.22	903.18	902.22	902.7	733.0
2009-06-04 00:00:00	NQ	Futures	1676.99	1677.28	1675.86	1675.86	142.0
2009-06-04 00:30:00	NQ	Futures	1676.14	1676.71	1675.86	1675.86	17.0
2009-06-04 01:00:00	NQ	Futures	1676.43	1677.85	1675.57	1677.85	34.0

> showing 50 of 2,336 rows — these rows as CSV

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