PREVIEW / futures_30min / 2009-08-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-20.parquet
  size:    62 KB
  rows:    2,236

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
2009-08-20 00:00:00	ES	Futures	964.18	964.9	964.18	964.9	1468.0
2009-08-20 00:30:00	ES	Futures	964.9	967.32	964.66	967.07	5759.0
2009-08-20 01:00:00	ES	Futures	967.07	967.32	966.59	967.07	1674.0
2009-08-20 01:30:00	ES	Futures	967.32	967.56	966.59	966.83	6386.0
2009-08-20 02:00:00	ES	Futures	967.07	967.07	965.63	965.63	6246.0
2009-08-20 02:30:00	ES	Futures	965.63	967.07	965.63	966.11	5204.0
2009-08-20 03:00:00	ES	Futures	966.35	967.07	965.39	967.07	11539.0
2009-08-20 03:30:00	ES	Futures	967.07	967.56	966.35	966.59	11369.0
2009-08-20 04:00:00	ES	Futures	966.59	967.8	966.11	967.56	9066.0
2009-08-20 04:30:00	ES	Futures	967.32	968.28	967.07	968.04	8895.0
2009-08-20 05:00:00	ES	Futures	967.8	968.04	966.35	967.07	8290.0
2009-08-20 05:30:00	ES	Futures	967.07	967.32	966.35	966.83	3062.0
2009-08-20 06:00:00	ES	Futures	967.07	967.07	964.66	965.87	9775.0
2009-08-20 06:30:00	ES	Futures	965.87	966.11	964.9	965.87	4536.0
2009-08-20 07:00:00	ES	Futures	965.87	966.11	962.98	964.18	8539.0
2009-08-20 07:30:00	ES	Futures	964.42	966.35	964.18	965.87	8351.0
2009-08-20 08:00:00	ES	Futures	965.87	966.83	965.39	965.87	16285.0
2009-08-20 08:30:00	ES	Futures	966.11	966.11	960.8	961.77	57533.0
2009-08-20 09:00:00	ES	Futures	961.53	961.77	959.12	961.53	23220.0
2009-08-20 09:30:00	ES	Futures	961.29	967.32	959.12	967.32	217202.0
2009-08-20 10:00:00	ES	Futures	967.07	967.8	963.94	966.35	153938.0
2009-08-20 10:30:00	ES	Futures	966.11	969.25	965.87	968.04	131666.0
2009-08-20 11:00:00	ES	Futures	968.04	968.52	966.83	967.56	67971.0
2009-08-20 11:30:00	ES	Futures	967.8	968.28	965.87	966.83	81107.0
2009-08-20 12:00:00	ES	Futures	966.83	967.8	966.35	966.83	48977.0
2009-08-20 12:30:00	ES	Futures	967.07	968.76	966.83	967.8	47070.0
2009-08-20 13:00:00	ES	Futures	968.04	968.52	967.07	968.04	36599.0
2009-08-20 13:30:00	ES	Futures	968.28	969.0	967.32	968.04	56431.0
2009-08-20 14:00:00	ES	Futures	968.04	969.0	967.32	967.32	54110.0
2009-08-20 14:30:00	ES	Futures	967.56	968.28	966.59	967.8	79617.0
2009-08-20 15:00:00	ES	Futures	967.8	970.93	967.8	970.45	101699.0
2009-08-20 15:30:00	ES	Futures	970.21	972.14	969.97	970.21	232050.0
2009-08-20 16:00:00	ES	Futures	970.21	970.93	969.0	969.25	88150.0
2009-08-20 16:30:00	ES	Futures	969.0	969.49	968.76	969.0	4189.0
2009-08-20 17:00:00	ES	Futures	969.0	969.25	968.28	968.28	1436.0
2009-08-20 18:00:00	ES	Futures	968.28	968.76	968.28	968.28	913.0
2009-08-20 18:30:00	ES	Futures	968.28	968.52	968.28	968.28	618.0
2009-08-20 19:00:00	ES	Futures	968.28	968.76	968.28	968.28	365.0
2009-08-20 19:30:00	ES	Futures	968.52	968.76	968.04	968.52	814.0
2009-08-20 20:00:00	ES	Futures	968.52	968.52	967.07	967.56	2170.0
2009-08-20 20:30:00	ES	Futures	967.56	968.52	967.07	968.04	1822.0
2009-08-20 21:00:00	ES	Futures	968.04	968.28	965.87	966.59	3632.0
2009-08-20 21:30:00	ES	Futures	966.59	967.32	965.87	966.11	4155.0
2009-08-20 22:00:00	ES	Futures	966.11	968.04	965.87	967.07	2448.0
2009-08-20 22:30:00	ES	Futures	967.07	967.8	966.83	967.07	1339.0
2009-08-20 23:00:00	ES	Futures	966.83	967.07	964.42	965.15	4876.0
2009-08-20 23:30:00	ES	Futures	965.15	965.15	961.77	961.77	9081.0
2009-08-20 00:00:00	NQ	Futures	1825.07	1826.2	1824.78	1825.63	135.0
2009-08-20 00:30:00	NQ	Futures	1825.35	1830.76	1825.35	1828.48	847.0
2009-08-20 01:00:00	NQ	Futures	1828.2	1830.19	1827.91	1829.62	153.0

> showing 50 of 2,236 rows — these rows as CSV

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