PREVIEW / futures_30min / 2009-07-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-01.parquet
  size:    65 KB
  rows:    2,295

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
2009-07-01 00:00:00	ES	Futures	884.84	885.56	884.84	885.32	2080.0
2009-07-01 00:30:00	ES	Futures	885.56	885.56	885.32	885.56	837.0
2009-07-01 01:00:00	ES	Futures	885.56	886.04	882.18	882.18	5354.0
2009-07-01 01:30:00	ES	Futures	882.18	883.63	881.22	882.91	4458.0
2009-07-01 02:00:00	ES	Futures	882.91	883.39	881.22	882.91	4412.0
2009-07-01 02:30:00	ES	Futures	883.15	884.36	882.18	884.11	3168.0
2009-07-01 03:00:00	ES	Futures	884.36	889.66	883.87	888.7	18958.0
2009-07-01 03:30:00	ES	Futures	888.94	889.9	887.49	889.42	11702.0
2009-07-01 04:00:00	ES	Futures	889.66	889.66	887.97	888.45	5541.0
2009-07-01 04:30:00	ES	Futures	888.45	889.9	888.45	888.94	4535.0
2009-07-01 05:00:00	ES	Futures	888.94	889.42	888.21	889.18	2918.0
2009-07-01 05:30:00	ES	Futures	889.42	889.42	888.7	888.94	3403.0
2009-07-01 06:00:00	ES	Futures	888.94	891.11	888.7	890.87	5511.0
2009-07-01 06:30:00	ES	Futures	890.63	890.87	887.73	888.21	8376.0
2009-07-01 07:00:00	ES	Futures	888.21	888.45	886.53	887.01	10033.0
2009-07-01 07:30:00	ES	Futures	887.01	889.66	887.01	889.42	7561.0
2009-07-01 08:00:00	ES	Futures	889.42	889.66	884.84	888.45	37627.0
2009-07-01 08:30:00	ES	Futures	888.21	888.94	885.8	887.49	22588.0
2009-07-01 09:00:00	ES	Futures	887.49	888.7	886.53	886.53	26134.0
2009-07-01 09:30:00	ES	Futures	886.53	891.83	886.53	891.59	182105.0
2009-07-01 10:00:00	ES	Futures	891.59	895.21	887.25	895.21	261840.0
2009-07-01 10:30:00	ES	Futures	894.97	895.45	893.28	894.0	100189.0
2009-07-01 11:00:00	ES	Futures	894.0	894.48	891.35	891.59	83251.0
2009-07-01 11:30:00	ES	Futures	891.35	893.28	891.35	892.8	69464.0
2009-07-01 12:00:00	ES	Futures	892.55	893.76	891.11	892.8	64718.0
2009-07-01 12:30:00	ES	Futures	892.8	893.04	890.87	890.87	32861.0
2009-07-01 13:00:00	ES	Futures	891.11	892.8	890.87	892.55	41824.0
2009-07-01 13:30:00	ES	Futures	892.55	892.8	890.87	891.59	44897.0
2009-07-01 14:00:00	ES	Futures	891.59	892.07	888.94	889.9	68229.0
2009-07-01 14:30:00	ES	Futures	889.9	890.63	888.45	889.18	68942.0
2009-07-01 15:00:00	ES	Futures	889.42	890.38	887.73	888.21	69479.0
2009-07-01 15:30:00	ES	Futures	887.97	889.42	885.32	886.53	155529.0
2009-07-01 16:00:00	ES	Futures	886.77	887.49	885.8	887.01	79813.0
2009-07-01 16:30:00	ES	Futures	886.77	887.25	886.53	887.01	1545.0
2009-07-01 17:00:00	ES	Futures	886.77	887.25	886.77	887.25	644.0
2009-07-01 18:00:00	ES	Futures	887.01	887.25	886.77	887.01	739.0
2009-07-01 18:30:00	ES	Futures	887.01	887.25	886.77	887.25	172.0
2009-07-01 19:00:00	ES	Futures	887.01	887.25	886.77	887.25	153.0
2009-07-01 19:30:00	ES	Futures	887.01	887.25	886.53	887.01	571.0
2009-07-01 20:00:00	ES	Futures	887.01	887.01	886.04	886.28	1125.0
2009-07-01 20:30:00	ES	Futures	886.53	886.53	886.04	886.28	667.0
2009-07-01 21:00:00	ES	Futures	886.04	886.28	885.8	886.04	858.0
2009-07-01 21:30:00	ES	Futures	885.8	886.77	885.8	886.77	1102.0
2009-07-01 22:00:00	ES	Futures	886.53	886.77	885.56	885.56	1713.0
2009-07-01 22:30:00	ES	Futures	885.8	886.04	885.56	885.8	825.0
2009-07-01 23:00:00	ES	Futures	885.56	885.8	885.08	885.08	1097.0
2009-07-01 23:30:00	ES	Futures	885.08	886.04	884.36	884.84	1870.0
2009-07-01 00:00:00	NQ	Futures	1687.22	1687.79	1686.65	1687.79	34.0
2009-07-01 00:30:00	NQ	Futures	1687.22	1688.07	1687.22	1688.07	15.0
2009-07-01 01:00:00	NQ	Futures	1687.79	1688.93	1682.66	1683.23	195.0

> showing 50 of 2,295 rows — these rows as CSV

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