PREVIEW / futures_30min / 2009-06-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-09.parquet
  size:    67 KB
  rows:    2,308

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
2009-06-09 00:00:00	ES	Futures	897.43	898.15	896.47	897.91	1752.0
2009-06-09 00:30:00	ES	Futures	898.15	898.63	895.51	897.91	3990.0
2009-06-09 01:00:00	ES	Futures	897.67	897.91	896.47	897.19	900.0
2009-06-09 01:30:00	ES	Futures	897.19	897.43	896.47	897.19	1186.0
2009-06-09 02:00:00	ES	Futures	897.19	898.15	896.47	897.67	4466.0
2009-06-09 02:30:00	ES	Futures	897.67	900.06	897.43	899.59	4622.0
2009-06-09 03:00:00	ES	Futures	899.35	903.18	899.35	902.7	13922.0
2009-06-09 03:30:00	ES	Futures	902.7	902.94	900.06	900.54	6582.0
2009-06-09 04:00:00	ES	Futures	900.3	901.98	898.63	898.87	9906.0
2009-06-09 04:30:00	ES	Futures	898.87	900.06	898.15	899.59	5383.0
2009-06-09 05:00:00	ES	Futures	899.35	900.06	897.67	898.63	3911.0
2009-06-09 05:30:00	ES	Futures	898.63	898.87	897.43	898.39	6380.0
2009-06-09 06:00:00	ES	Futures	898.39	898.63	897.67	897.67	5897.0
2009-06-09 06:30:00	ES	Futures	897.67	898.63	897.43	897.91	5922.0
2009-06-09 07:00:00	ES	Futures	897.67	901.74	897.19	900.78	12200.0
2009-06-09 07:30:00	ES	Futures	900.78	903.9	899.35	903.18	24706.0
2009-06-09 08:00:00	ES	Futures	903.18	903.18	901.26	902.7	14597.0
2009-06-09 08:30:00	ES	Futures	902.7	903.18	900.54	901.26	9858.0
2009-06-09 09:00:00	ES	Futures	901.26	904.14	900.78	903.18	27007.0
2009-06-09 09:30:00	ES	Futures	903.18	906.06	900.06	900.78	251900.0
2009-06-09 10:00:00	ES	Futures	900.54	902.94	898.87	900.06	197635.0
2009-06-09 10:30:00	ES	Futures	900.3	902.22	897.43	898.39	119001.0
2009-06-09 11:00:00	ES	Futures	898.39	899.59	896.71	898.39	79408.0
2009-06-09 11:30:00	ES	Futures	898.39	899.35	898.15	898.63	47046.0
2009-06-09 12:00:00	ES	Futures	898.63	902.94	898.39	902.7	78314.0
2009-06-09 12:30:00	ES	Futures	902.7	902.94	900.3	901.98	79411.0
2009-06-09 13:00:00	ES	Futures	901.74	903.9	900.06	902.46	98356.0
2009-06-09 13:30:00	ES	Futures	902.46	904.62	900.78	904.38	69919.0
2009-06-09 14:00:00	ES	Futures	904.14	906.06	903.42	905.82	99735.0
2009-06-09 14:30:00	ES	Futures	905.82	907.73	903.42	905.34	105694.0
2009-06-09 15:00:00	ES	Futures	905.1	906.3	902.46	903.42	98369.0
2009-06-09 15:30:00	ES	Futures	903.42	906.06	902.22	902.7	171804.0
2009-06-09 16:00:00	ES	Futures	902.7	902.94	899.35	900.54	83933.0
2009-06-09 16:30:00	ES	Futures	900.3	901.26	899.59	900.78	5039.0
2009-06-09 17:00:00	ES	Futures	900.78	901.02	899.82	900.3	1003.0
2009-06-09 17:30:00	ES	Futures	900.54	900.54	900.54	900.54	7.0
2009-06-09 18:00:00	ES	Futures	900.54	900.54	899.82	899.82	1034.0
2009-06-09 18:30:00	ES	Futures	899.82	900.06	898.87	899.35	1360.0
2009-06-09 19:00:00	ES	Futures	899.11	899.35	898.63	898.63	826.0
2009-06-09 19:30:00	ES	Futures	898.87	899.35	898.39	899.11	1724.0
2009-06-09 20:00:00	ES	Futures	899.11	901.02	899.11	900.54	1767.0
2009-06-09 20:30:00	ES	Futures	900.54	901.74	900.3	901.74	2233.0
2009-06-09 21:00:00	ES	Futures	901.74	902.22	901.02	901.74	2126.0
2009-06-09 21:30:00	ES	Futures	901.74	902.22	901.02	902.22	1241.0
2009-06-09 22:00:00	ES	Futures	901.98	902.7	901.26	901.26	2480.0
2009-06-09 22:30:00	ES	Futures	901.26	901.5	901.02	901.5	513.0
2009-06-09 23:00:00	ES	Futures	901.5	901.98	901.26	901.5	549.0
2009-06-09 23:30:00	ES	Futures	901.74	904.38	901.74	904.14	3161.0
2009-06-09 00:00:00	NQ	Futures	1691.77	1693.47	1690.06	1692.91	236.0
2009-06-09 00:30:00	NQ	Futures	1692.62	1694.33	1689.5	1692.91	255.0

> showing 50 of 2,308 rows — these rows as CSV

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