PREVIEW / futures_30min / 2009-09-14

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-14.parquet
  size:    64 KB
  rows:    2,279

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
2009-09-14 00:00:00	ES	Futures	995.77	996.5	995.77	996.5	664.0
2009-09-14 00:30:00	ES	Futures	996.26	996.5	994.8	995.05	1371.0
2009-09-14 01:00:00	ES	Futures	995.29	996.02	994.32	995.77	1783.0
2009-09-14 01:30:00	ES	Futures	996.02	996.26	995.05	995.77	1145.0
2009-09-14 02:00:00	ES	Futures	996.02	997.71	995.29	996.98	4861.0
2009-09-14 02:30:00	ES	Futures	997.23	997.47	995.77	997.23	4593.0
2009-09-14 03:00:00	ES	Futures	997.23	998.68	996.26	998.44	20595.0
2009-09-14 03:30:00	ES	Futures	998.2	998.92	996.98	997.71	10773.0
2009-09-14 04:00:00	ES	Futures	997.71	998.2	995.29	996.02	8556.0
2009-09-14 04:30:00	ES	Futures	996.02	996.26	994.32	995.05	9594.0
2009-09-14 05:00:00	ES	Futures	995.29	995.77	994.56	995.77	3780.0
2009-09-14 05:30:00	ES	Futures	995.77	996.98	994.56	996.02	5186.0
2009-09-14 06:00:00	ES	Futures	996.02	998.44	996.02	997.71	5908.0
2009-09-14 06:30:00	ES	Futures	997.71	997.95	996.5	996.98	2570.0
2009-09-14 07:00:00	ES	Futures	996.74	997.47	996.26	996.74	4142.0
2009-09-14 07:30:00	ES	Futures	996.74	998.2	996.5	997.71	4567.0
2009-09-14 08:00:00	ES	Futures	997.95	998.92	997.71	998.2	7564.0
2009-09-14 08:30:00	ES	Futures	998.2	998.68	996.98	998.68	8290.0
2009-09-14 09:00:00	ES	Futures	998.68	998.68	997.23	997.71	15611.0
2009-09-14 09:30:00	ES	Futures	997.47	1002.8	997.47	1002.31	186648.0
2009-09-14 10:00:00	ES	Futures	1002.07	1004.25	1000.13	1003.04	157794.0
2009-09-14 10:30:00	ES	Futures	1003.28	1006.67	1002.8	1005.22	169512.0
2009-09-14 11:00:00	ES	Futures	1005.22	1007.64	1004.49	1006.19	90471.0
2009-09-14 11:30:00	ES	Futures	1006.19	1006.67	1004.01	1004.49	56056.0
2009-09-14 12:00:00	ES	Futures	1004.49	1005.95	1004.25	1005.7	33936.0
2009-09-14 12:30:00	ES	Futures	1005.46	1005.95	1004.74	1005.46	27281.0
2009-09-14 13:00:00	ES	Futures	1005.7	1005.7	1004.01	1004.98	35128.0
2009-09-14 13:30:00	ES	Futures	1005.22	1007.4	1004.98	1006.92	83121.0
2009-09-14 14:00:00	ES	Futures	1006.92	1010.06	1006.19	1010.06	65990.0
2009-09-14 14:30:00	ES	Futures	1009.82	1010.79	1008.85	1010.31	131860.0
2009-09-14 15:00:00	ES	Futures	1010.06	1010.79	1009.1	1009.58	83740.0
2009-09-14 15:30:00	ES	Futures	1009.58	1012.73	1009.1	1011.52	168821.0
2009-09-14 16:00:00	ES	Futures	1011.52	1011.76	1010.06	1011.03	78984.0
2009-09-14 16:30:00	ES	Futures	1010.79	1011.03	1010.06	1010.55	3678.0
2009-09-14 17:00:00	ES	Futures	1010.55	1010.55	1010.06	1010.06	2013.0
2009-09-14 18:00:00	ES	Futures	1010.31	1010.31	1009.58	1009.82	1603.0
2009-09-14 18:30:00	ES	Futures	1009.58	1010.06	1009.58	1009.58	847.0
2009-09-14 19:00:00	ES	Futures	1009.82	1010.06	1009.34	1009.58	700.0
2009-09-14 19:30:00	ES	Futures	1009.58	1010.06	1009.1	1009.58	1360.0
2009-09-14 20:00:00	ES	Futures	1009.82	1010.06	1009.1	1010.06	1240.0
2009-09-14 20:30:00	ES	Futures	1010.06	1010.31	1009.1	1009.34	1245.0
2009-09-14 21:00:00	ES	Futures	1009.34	1009.58	1008.13	1008.13	2927.0
2009-09-14 21:30:00	ES	Futures	1008.13	1008.61	1007.88	1008.37	1837.0
2009-09-14 22:00:00	ES	Futures	1008.37	1008.85	1008.13	1008.37	1651.0
2009-09-14 22:30:00	ES	Futures	1008.37	1008.61	1007.88	1008.13	1541.0
2009-09-14 23:00:00	ES	Futures	1008.13	1008.85	1007.64	1008.61	1261.0
2009-09-14 23:30:00	ES	Futures	1008.37	1008.85	1007.88	1008.61	622.0
2009-09-14 00:00:00	NQ	Futures	1905.1	1906.81	1905.1	1905.95	90.0
2009-09-14 00:30:00	NQ	Futures	1905.67	1905.67	1903.1	1903.1	89.0
2009-09-14 01:00:00	NQ	Futures	1903.1	1905.38	1902.25	1905.1	149.0

> showing 50 of 2,279 rows — these rows as CSV

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