PREVIEW / futures_30min / 2009-07-07

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-07.parquet
  size:    68 KB
  rows:    2,331

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
2009-07-07 00:00:00	ES	Futures	863.61	863.61	862.89	863.37	809.0
2009-07-07 00:30:00	ES	Futures	863.13	863.37	862.65	862.89	879.0
2009-07-07 01:00:00	ES	Futures	863.13	863.13	862.17	862.65	532.0
2009-07-07 01:30:00	ES	Futures	862.41	862.65	861.93	862.17	871.0
2009-07-07 02:00:00	ES	Futures	862.17	862.41	860.72	860.72	3764.0
2009-07-07 02:30:00	ES	Futures	860.96	861.93	860.72	861.44	4183.0
2009-07-07 03:00:00	ES	Futures	861.44	861.69	859.27	859.76	11218.0
2009-07-07 03:30:00	ES	Futures	859.76	860.0	858.07	859.03	9110.0
2009-07-07 04:00:00	ES	Futures	858.79	861.44	858.79	861.2	6831.0
2009-07-07 04:30:00	ES	Futures	861.2	864.34	860.96	864.1	10336.0
2009-07-07 05:00:00	ES	Futures	864.1	864.58	862.89	863.61	6804.0
2009-07-07 05:30:00	ES	Futures	863.61	864.82	863.37	864.82	3341.0
2009-07-07 06:00:00	ES	Futures	864.82	866.51	864.58	865.3	9071.0
2009-07-07 06:30:00	ES	Futures	865.3	865.79	864.34	865.3	4106.0
2009-07-07 07:00:00	ES	Futures	865.3	866.03	864.34	865.79	4281.0
2009-07-07 07:30:00	ES	Futures	866.03	866.03	863.13	863.13	7829.0
2009-07-07 08:00:00	ES	Futures	863.37	863.37	860.48	861.44	16611.0
2009-07-07 08:30:00	ES	Futures	861.44	862.65	861.2	861.2	8540.0
2009-07-07 09:00:00	ES	Futures	861.2	861.93	859.76	861.2	21864.0
2009-07-07 09:30:00	ES	Futures	860.96	861.93	857.83	859.52	208722.0
2009-07-07 10:00:00	ES	Futures	859.27	859.52	855.42	857.1	151191.0
2009-07-07 10:30:00	ES	Futures	857.1	857.1	854.21	855.17	112422.0
2009-07-07 11:00:00	ES	Futures	855.17	857.1	853.97	853.97	68204.0
2009-07-07 11:30:00	ES	Futures	853.97	854.93	852.04	853.73	129705.0
2009-07-07 12:00:00	ES	Futures	853.73	853.97	851.56	852.28	56197.0
2009-07-07 12:30:00	ES	Futures	852.28	853.0	851.07	852.52	59065.0
2009-07-07 13:00:00	ES	Futures	852.52	855.9	852.04	854.93	100565.0
2009-07-07 13:30:00	ES	Futures	855.17	856.86	853.49	854.45	89758.0
2009-07-07 14:00:00	ES	Futures	854.21	854.69	852.04	853.97	67811.0
2009-07-07 14:30:00	ES	Futures	853.73	854.69	849.39	850.35	118238.0
2009-07-07 15:00:00	ES	Futures	850.11	850.35	846.97	849.63	180360.0
2009-07-07 15:30:00	ES	Futures	849.39	849.87	844.32	845.05	289613.0
2009-07-07 16:00:00	ES	Futures	845.29	848.66	844.8	848.18	143783.0
2009-07-07 16:30:00	ES	Futures	848.42	848.66	846.73	847.22	7371.0
2009-07-07 17:00:00	ES	Futures	846.97	847.22	846.49	846.73	1716.0
2009-07-07 18:00:00	ES	Futures	847.22	847.46	846.97	846.97	1821.0
2009-07-07 18:30:00	ES	Futures	847.22	847.46	846.49	846.73	1071.0
2009-07-07 19:00:00	ES	Futures	846.73	847.94	846.73	847.46	1482.0
2009-07-07 19:30:00	ES	Futures	847.46	847.94	846.49	846.73	1254.0
2009-07-07 20:00:00	ES	Futures	846.73	848.66	846.73	847.94	1852.0
2009-07-07 20:30:00	ES	Futures	847.7	848.18	846.73	846.97	2760.0
2009-07-07 21:00:00	ES	Futures	846.73	847.46	846.49	846.73	1610.0
2009-07-07 21:30:00	ES	Futures	846.73	847.46	846.49	847.22	1307.0
2009-07-07 22:00:00	ES	Futures	847.22	847.7	846.49	846.73	1430.0
2009-07-07 22:30:00	ES	Futures	846.73	846.97	846.49	846.73	1230.0
2009-07-07 23:00:00	ES	Futures	846.73	846.97	846.01	846.25	1750.0
2009-07-07 23:30:00	ES	Futures	846.25	846.73	845.77	846.25	2313.0
2009-07-07 00:00:00	NQ	Futures	1641.36	1641.65	1639.94	1641.36	28.0
2009-07-07 00:30:00	NQ	Futures	1640.79	1640.79	1639.37	1639.37	32.0
2009-07-07 01:00:00	NQ	Futures	1639.65	1639.65	1638.8	1638.8	49.0

> showing 50 of 2,331 rows — these rows as CSV

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