PREVIEW / futures_30min / 2009-07-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-27.parquet
  size:    62 KB
  rows:    2,291

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
2009-07-27 00:00:00	ES	Futures	945.61	947.06	944.65	946.58	2863.0
2009-07-27 00:30:00	ES	Futures	946.33	948.99	946.33	948.75	3690.0
2009-07-27 01:00:00	ES	Futures	948.51	949.23	947.78	948.26	2223.0
2009-07-27 01:30:00	ES	Futures	948.02	948.26	946.82	947.06	1641.0
2009-07-27 02:00:00	ES	Futures	947.3	947.3	944.65	945.61	5450.0
2009-07-27 02:30:00	ES	Futures	945.61	946.82	945.37	946.33	4165.0
2009-07-27 03:00:00	ES	Futures	946.58	946.58	943.68	944.89	13459.0
2009-07-27 03:30:00	ES	Futures	944.89	945.13	943.68	944.65	6964.0
2009-07-27 04:00:00	ES	Futures	944.65	944.89	942.48	943.2	8141.0
2009-07-27 04:30:00	ES	Futures	943.2	944.41	942.48	943.2	4453.0
2009-07-27 05:00:00	ES	Futures	942.96	943.68	942.48	943.2	3557.0
2009-07-27 05:30:00	ES	Futures	943.44	946.33	942.96	946.09	3981.0
2009-07-27 06:00:00	ES	Futures	946.09	946.58	945.37	945.61	4232.0
2009-07-27 06:30:00	ES	Futures	945.85	947.3	945.61	946.82	6217.0
2009-07-27 07:00:00	ES	Futures	946.82	946.82	943.68	943.92	8733.0
2009-07-27 07:30:00	ES	Futures	944.16	944.16	942.72	943.68	11901.0
2009-07-27 08:00:00	ES	Futures	943.68	943.92	940.79	941.75	16966.0
2009-07-27 08:30:00	ES	Futures	941.75	943.44	940.55	942.96	17204.0
2009-07-27 09:00:00	ES	Futures	942.96	943.2	939.34	940.06	21964.0
2009-07-27 09:30:00	ES	Futures	939.82	941.99	938.38	940.31	209402.0
2009-07-27 10:00:00	ES	Futures	940.31	945.13	936.93	936.93	234189.0
2009-07-27 10:30:00	ES	Futures	936.93	937.65	934.76	936.21	141613.0
2009-07-27 11:00:00	ES	Futures	936.45	940.55	936.21	939.58	79009.0
2009-07-27 11:30:00	ES	Futures	939.82	941.27	938.14	938.38	73216.0
2009-07-27 12:00:00	ES	Futures	938.62	939.82	937.41	938.86	49184.0
2009-07-27 12:30:00	ES	Futures	939.1	939.82	937.65	939.34	45147.0
2009-07-27 13:00:00	ES	Futures	939.34	939.82	936.69	937.17	40470.0
2009-07-27 13:30:00	ES	Futures	936.93	941.27	936.45	940.55	61276.0
2009-07-27 14:00:00	ES	Futures	940.55	941.75	939.34	940.79	55674.0
2009-07-27 14:30:00	ES	Futures	940.79	943.68	940.31	942.72	88770.0
2009-07-27 15:00:00	ES	Futures	942.72	943.68	940.55	941.51	73526.0
2009-07-27 15:30:00	ES	Futures	941.51	944.89	939.82	944.65	118885.0
2009-07-27 16:00:00	ES	Futures	944.41	945.37	944.16	945.13	78284.0
2009-07-27 16:30:00	ES	Futures	943.92	944.89	943.92	944.41	3404.0
2009-07-27 17:00:00	ES	Futures	944.41	945.37	944.16	945.37	1748.0
2009-07-27 18:00:00	ES	Futures	945.37	945.61	943.44	944.41	1489.0
2009-07-27 18:30:00	ES	Futures	944.41	944.41	943.44	943.68	465.0
2009-07-27 19:00:00	ES	Futures	943.44	943.68	942.96	942.96	634.0
2009-07-27 19:30:00	ES	Futures	942.96	943.44	942.96	943.2	679.0
2009-07-27 20:00:00	ES	Futures	943.2	943.68	942.96	942.96	1682.0
2009-07-27 20:30:00	ES	Futures	942.96	943.92	942.96	942.96	1026.0
2009-07-27 21:00:00	ES	Futures	942.96	944.65	942.96	943.92	1359.0
2009-07-27 21:30:00	ES	Futures	943.92	944.16	942.96	943.68	948.0
2009-07-27 22:00:00	ES	Futures	943.44	943.92	942.96	943.2	1440.0
2009-07-27 22:30:00	ES	Futures	943.44	943.44	942.48	942.72	1344.0
2009-07-27 23:00:00	ES	Futures	942.72	943.92	942.48	943.44	2073.0
2009-07-27 23:30:00	ES	Futures	943.44	943.92	942.96	943.44	702.0
2009-07-27 00:00:00	NQ	Futures	1825.63	1833.04	1823.93	1828.48	848.0
2009-07-27 00:30:00	NQ	Futures	1828.2	1833.04	1827.91	1832.47	322.0
2009-07-27 01:00:00	NQ	Futures	1832.76	1833.04	1830.76	1830.76	213.0

> showing 50 of 2,291 rows — these rows as CSV

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