PREVIEW / futures_30min / 2009-09-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-13.parquet
  size:    18 KB
  rows:    421

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
2009-09-13 18:00:00	ES	Futures	1003.73	1003.73	1001.56	1002.77	1047.0
2009-09-13 18:30:00	ES	Futures	1002.77	1002.77	1001.8	1002.04	352.0
2009-09-13 19:00:00	ES	Futures	1001.8	1002.53	1001.32	1002.04	419.0
2009-09-13 19:30:00	ES	Futures	1002.04	1002.53	1000.36	1001.32	1240.0
2009-09-13 20:00:00	ES	Futures	1001.32	1001.32	995.53	996.01	4755.0
2009-09-13 20:30:00	ES	Futures	996.01	996.5	994.57	996.01	2476.0
2009-09-13 21:00:00	ES	Futures	995.77	996.5	994.33	994.57	1808.0
2009-09-13 21:30:00	ES	Futures	994.81	995.29	993.6	995.05	1604.0
2009-09-13 22:00:00	ES	Futures	994.81	996.26	994.57	996.01	737.0
2009-09-13 22:30:00	ES	Futures	996.01	996.01	994.81	995.05	1261.0
2009-09-13 23:00:00	ES	Futures	995.05	995.53	994.57	995.53	421.0
2009-09-13 23:30:00	ES	Futures	995.53	996.74	994.81	995.77	601.0
2009-09-13 18:00:00	NQ	Futures	1919.62	1919.91	1913.93	1916.77	199.0
2009-09-13 18:30:00	NQ	Futures	1916.77	1916.77	1914.5	1914.78	22.0
2009-09-13 19:00:00	NQ	Futures	1914.78	1916.49	1914.78	1915.63	16.0
2009-09-13 19:30:00	NQ	Futures	1916.2	1916.2	1913.93	1914.5	22.0
2009-09-13 20:00:00	NQ	Futures	1913.93	1913.93	1905.38	1905.38	180.0
2009-09-13 20:30:00	NQ	Futures	1904.81	1905.95	1902.82	1905.95	155.0
2009-09-13 21:00:00	NQ	Futures	1905.1	1905.95	1901.39	1902.25	199.0
2009-09-13 21:30:00	NQ	Futures	1902.25	1903.67	1901.39	1903.67	29.0
2009-09-13 22:00:00	NQ	Futures	1903.39	1905.95	1902.82	1904.81	41.0
2009-09-13 22:30:00	NQ	Futures	1905.1	1905.1	1903.39	1903.67	30.0
2009-09-13 23:00:00	NQ	Futures	1903.39	1903.67	1902.82	1903.67	12.0
2009-09-13 23:30:00	NQ	Futures	1903.67	1906.81	1903.39	1905.1	51.0
2009-09-13 18:00:00	YM	Futures	8858.1	8858.1	8830.2	8849.8	261.0
2009-09-13 18:30:00	YM	Futures	8849.8	8849.8	8836.8	8838.6	162.0
2009-09-13 19:00:00	YM	Futures	8838.6	8844.2	8834.9	8842.3	65.0
2009-09-13 19:30:00	YM	Futures	8843.3	8845.1	8827.5	8836.8	121.0
2009-09-13 20:00:00	YM	Futures	8834.9	8835.8	8791.2	8796.8	815.0
2009-09-13 20:30:00	YM	Futures	8796.8	8797.7	8774.4	8794.9	733.0
2009-09-13 21:00:00	YM	Futures	8794.9	8796.8	8781.9	8781.9	196.0
2009-09-13 21:30:00	YM	Futures	8781.9	8789.3	8776.3	8787.5	230.0
2009-09-13 22:00:00	YM	Futures	8788.4	8796.8	8782.8	8793.0	258.0
2009-09-13 22:30:00	YM	Futures	8793.0	8795.8	8786.5	8787.5	83.0
2009-09-13 23:00:00	YM	Futures	8788.4	8790.2	8783.7	8790.2	100.0
2009-09-13 23:30:00	YM	Futures	8790.2	8800.5	8787.5	8794.9	153.0
2009-09-13 18:00:00	CL	Futures	157.01	157.01	156.36	156.65	68.0
2009-09-13 18:30:00	CL	Futures	156.65	156.65	156.47	156.51	8.0
2009-09-13 19:00:00	CL	Futures	156.47	156.58	156.15	156.22	47.0
2009-09-13 19:30:00	CL	Futures	156.13	156.13	155.19	155.41	161.0
2009-09-13 20:00:00	CL	Futures	155.34	155.41	154.58	154.78	178.0
2009-09-13 20:30:00	CL	Futures	154.71	154.76	154.22	154.69	345.0
2009-09-13 21:00:00	CL	Futures	154.69	154.89	154.44	154.47	142.0
2009-09-13 21:30:00	CL	Futures	154.44	154.87	154.17	154.71	211.0
2009-09-13 22:00:00	CL	Futures	154.74	155.14	154.74	154.92	93.0
2009-09-13 22:30:00	CL	Futures	154.89	154.94	154.85	154.87	93.0
2009-09-13 23:00:00	CL	Futures	155.07	155.12	154.92	155.03	51.0
2009-09-13 23:30:00	CL	Futures	154.98	155.37	154.98	155.25	56.0
2009-09-13 18:00:00	GC	Futures	1422.4	1424.1	1420.3	1421.4	452.0
2009-09-13 18:30:00	GC	Futures	1421.3	1424.3	1420.6	1424.1	293.0

> showing 50 of 421 rows — these rows as CSV

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