PREVIEW / futures_30min / 2009-08-07

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-07.parquet
  size:    58 KB
  rows:    1,898

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
2009-08-07 00:00:00	ES	Futures	957.91	958.63	957.67	958.39	866.0
2009-08-07 00:30:00	ES	Futures	958.39	958.88	958.39	958.88	630.0
2009-08-07 01:00:00	ES	Futures	958.88	959.36	957.19	957.67	2175.0
2009-08-07 01:30:00	ES	Futures	957.67	959.6	957.67	959.6	1567.0
2009-08-07 02:00:00	ES	Futures	959.36	960.56	958.88	960.08	3512.0
2009-08-07 02:30:00	ES	Futures	959.84	960.32	959.12	960.08	2331.0
2009-08-07 03:00:00	ES	Futures	959.84	959.84	957.67	958.39	8336.0
2009-08-07 03:30:00	ES	Futures	958.39	958.63	956.22	956.22	5875.0
2009-08-07 04:00:00	ES	Futures	956.22	956.46	955.02	955.5	10376.0
2009-08-07 04:30:00	ES	Futures	955.74	957.91	955.26	956.7	8677.0
2009-08-07 05:00:00	ES	Futures	956.46	957.91	956.22	957.43	3604.0
2009-08-07 05:30:00	ES	Futures	957.19	957.43	955.98	956.22	3543.0
2009-08-07 06:00:00	ES	Futures	956.22	956.7	955.02	955.74	5642.0
2009-08-07 06:30:00	ES	Futures	955.74	956.95	955.5	956.22	5422.0
2009-08-07 07:00:00	ES	Futures	956.46	958.39	955.98	956.95	8246.0
2009-08-07 07:30:00	ES	Futures	956.7	959.36	956.7	958.39	7970.0
2009-08-07 08:00:00	ES	Futures	958.63	959.84	957.67	958.88	25228.0
2009-08-07 08:30:00	ES	Futures	958.88	969.25	958.88	967.56	154498.0
2009-08-07 09:00:00	ES	Futures	967.32	972.14	967.32	969.0	72668.0
2009-08-07 09:30:00	ES	Futures	969.25	971.66	966.35	966.59	233364.0
2009-08-07 10:00:00	ES	Futures	966.59	968.52	964.18	968.28	205659.0
2009-08-07 10:30:00	ES	Futures	968.28	976.0	968.04	975.27	206762.0
2009-08-07 11:00:00	ES	Futures	975.03	977.2	974.31	975.03	106602.0
2009-08-07 11:30:00	ES	Futures	975.27	976.96	972.62	975.03	98759.0
2009-08-07 12:00:00	ES	Futures	974.79	975.76	973.83	974.31	45790.0
2009-08-07 12:30:00	ES	Futures	974.31	977.2	974.31	976.24	65257.0
2009-08-07 13:00:00	ES	Futures	976.24	979.62	976.0	979.37	78650.0
2009-08-07 13:30:00	ES	Futures	979.13	980.1	977.93	978.17	50906.0
2009-08-07 14:00:00	ES	Futures	977.93	978.89	976.48	977.2	44887.0
2009-08-07 14:30:00	ES	Futures	977.2	977.69	976.0	976.48	44267.0
2009-08-07 15:00:00	ES	Futures	976.24	976.48	971.9	974.79	133976.0
2009-08-07 15:30:00	ES	Futures	975.03	975.52	971.66	971.66	214600.0
2009-08-07 16:00:00	ES	Futures	971.9	971.9	969.97	970.45	99026.0
2009-08-07 00:00:00	NQ	Futures	1822.5	1823.64	1822.22	1823.07	87.0
2009-08-07 00:30:00	NQ	Futures	1822.79	1823.93	1822.79	1823.93	79.0
2009-08-07 01:00:00	NQ	Futures	1823.36	1824.78	1821.65	1821.65	184.0
2009-08-07 01:30:00	NQ	Futures	1821.65	1824.5	1821.65	1824.21	496.0
2009-08-07 02:00:00	NQ	Futures	1824.78	1825.92	1823.93	1825.63	392.0
2009-08-07 02:30:00	NQ	Futures	1825.35	1826.2	1824.5	1824.78	153.0
2009-08-07 03:00:00	NQ	Futures	1825.07	1825.63	1822.22	1823.64	666.0
2009-08-07 03:30:00	NQ	Futures	1823.64	1823.64	1819.65	1819.65	472.0
2009-08-07 04:00:00	NQ	Futures	1819.94	1820.22	1817.94	1817.94	821.0
2009-08-07 04:30:00	NQ	Futures	1817.94	1821.36	1817.38	1819.08	789.0
2009-08-07 05:00:00	NQ	Futures	1819.08	1823.07	1819.08	1822.79	793.0
2009-08-07 05:30:00	NQ	Futures	1822.79	1822.79	1820.22	1820.51	426.0
2009-08-07 06:00:00	NQ	Futures	1820.22	1821.36	1818.51	1819.65	538.0
2009-08-07 06:30:00	NQ	Futures	1819.94	1821.93	1819.37	1820.79	172.0
2009-08-07 07:00:00	NQ	Futures	1821.08	1823.36	1819.08	1820.79	972.0
2009-08-07 07:30:00	NQ	Futures	1821.08	1825.63	1820.51	1823.64	598.0
2009-08-07 08:00:00	NQ	Futures	1823.93	1832.47	1823.64	1831.62	3718.0

> showing 50 of 1,898 rows — these rows as CSV

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