PREVIEW / futures_30min / 2009-09-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-21.parquet
  size:    66 KB
  rows:    2,335

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
2009-09-21 00:00:00	ES	Futures	1024.84	1026.29	1024.84	1026.29	734.0
2009-09-21 00:30:00	ES	Futures	1026.29	1026.54	1026.05	1026.29	664.0
2009-09-21 01:00:00	ES	Futures	1026.29	1026.54	1025.57	1025.81	1002.0
2009-09-21 01:30:00	ES	Futures	1025.57	1026.78	1025.32	1026.78	1158.0
2009-09-21 02:00:00	ES	Futures	1026.54	1027.26	1025.08	1025.32	3295.0
2009-09-21 02:30:00	ES	Futures	1025.32	1025.57	1024.11	1025.57	4203.0
2009-09-21 03:00:00	ES	Futures	1025.32	1025.81	1023.39	1023.63	12950.0
2009-09-21 03:30:00	ES	Futures	1023.63	1024.36	1021.69	1022.18	12060.0
2009-09-21 04:00:00	ES	Futures	1022.18	1022.9	1021.21	1022.9	14043.0
2009-09-21 04:30:00	ES	Futures	1022.66	1023.63	1020.72	1020.72	10024.0
2009-09-21 05:00:00	ES	Futures	1020.96	1021.45	1020.24	1020.48	7597.0
2009-09-21 05:30:00	ES	Futures	1020.72	1020.72	1019.27	1020.72	10766.0
2009-09-21 06:00:00	ES	Futures	1020.72	1021.45	1019.75	1020.72	6040.0
2009-09-21 06:30:00	ES	Futures	1020.48	1022.18	1020.0	1021.45	7330.0
2009-09-21 07:00:00	ES	Futures	1021.45	1022.9	1020.96	1021.69	9692.0
2009-09-21 07:30:00	ES	Futures	1021.45	1023.14	1021.21	1021.45	8293.0
2009-09-21 08:00:00	ES	Futures	1021.45	1022.66	1018.78	1020.48	31176.0
2009-09-21 08:30:00	ES	Futures	1020.48	1021.69	1019.51	1021.45	22251.0
2009-09-21 09:00:00	ES	Futures	1021.45	1021.69	1020.0	1021.69	19564.0
2009-09-21 09:30:00	ES	Futures	1021.69	1025.08	1020.0	1020.72	232387.0
2009-09-21 10:00:00	ES	Futures	1020.72	1024.36	1019.27	1023.39	207474.0
2009-09-21 10:30:00	ES	Futures	1023.39	1023.87	1020.48	1023.14	113879.0
2009-09-21 11:00:00	ES	Futures	1022.9	1027.5	1022.9	1026.29	158370.0
2009-09-21 11:30:00	ES	Futures	1026.29	1028.47	1026.29	1027.26	103114.0
2009-09-21 12:00:00	ES	Futures	1027.26	1027.5	1025.81	1026.29	42200.0
2009-09-21 12:30:00	ES	Futures	1026.29	1027.99	1025.08	1025.81	45861.0
2009-09-21 13:00:00	ES	Futures	1025.81	1026.29	1024.36	1026.29	41560.0
2009-09-21 13:30:00	ES	Futures	1026.29	1027.26	1025.81	1026.54	44145.0
2009-09-21 14:00:00	ES	Futures	1026.78	1027.75	1025.08	1026.05	64024.0
2009-09-21 14:30:00	ES	Futures	1026.05	1027.99	1025.57	1026.54	77573.0
2009-09-21 15:00:00	ES	Futures	1026.78	1029.68	1026.05	1028.23	115971.0
2009-09-21 15:30:00	ES	Futures	1028.23	1028.47	1024.6	1027.02	169959.0
2009-09-21 16:00:00	ES	Futures	1027.02	1027.99	1025.57	1027.26	78558.0
2009-09-21 16:30:00	ES	Futures	1027.02	1027.02	1026.54	1026.78	3523.0
2009-09-21 17:00:00	ES	Futures	1026.78	1027.26	1026.78	1026.78	1618.0
2009-09-21 18:00:00	ES	Futures	1027.02	1027.02	1026.54	1027.02	1125.0
2009-09-21 18:30:00	ES	Futures	1027.02	1027.26	1026.54	1027.26	465.0
2009-09-21 19:00:00	ES	Futures	1027.26	1027.5	1026.54	1026.78	824.0
2009-09-21 19:30:00	ES	Futures	1027.02	1028.47	1026.78	1027.99	3026.0
2009-09-21 20:00:00	ES	Futures	1027.99	1028.96	1027.5	1028.47	1776.0
2009-09-21 20:30:00	ES	Futures	1028.47	1028.96	1027.99	1028.23	930.0
2009-09-21 21:00:00	ES	Futures	1028.23	1028.96	1028.23	1028.47	951.0
2009-09-21 21:30:00	ES	Futures	1028.72	1028.96	1027.75	1027.99	945.0
2009-09-21 22:00:00	ES	Futures	1027.99	1029.68	1027.75	1029.2	2618.0
2009-09-21 22:30:00	ES	Futures	1029.2	1029.68	1028.96	1029.44	796.0
2009-09-21 23:00:00	ES	Futures	1029.2	1029.44	1028.96	1029.2	560.0
2009-09-21 23:30:00	ES	Futures	1029.2	1029.44	1028.96	1029.44	489.0
2009-09-21 00:00:00	NQ	Futures	1956.72	1959.28	1956.72	1959.28	99.0
2009-09-21 00:30:00	NQ	Futures	1959.28	1959.28	1958.71	1959.0	73.0
2009-09-21 01:00:00	NQ	Futures	1959.28	1959.28	1957.57	1957.86	106.0

> showing 50 of 2,335 rows — these rows as CSV

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