PREVIEW / futures_30min / 2009-09-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-23.parquet
  size:    68 KB
  rows:    2,332

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
2009-09-23 00:00:00	ES	Futures	1033.08	1033.32	1032.83	1033.32	326.0
2009-09-23 00:30:00	ES	Futures	1033.08	1034.29	1033.08	1033.8	1076.0
2009-09-23 01:00:00	ES	Futures	1034.04	1034.29	1033.8	1034.04	573.0
2009-09-23 01:30:00	ES	Futures	1034.04	1034.53	1033.8	1034.29	1331.0
2009-09-23 02:00:00	ES	Futures	1034.04	1034.29	1032.35	1033.08	2887.0
2009-09-23 02:30:00	ES	Futures	1033.08	1033.32	1032.11	1033.32	4349.0
2009-09-23 03:00:00	ES	Futures	1033.32	1034.77	1032.59	1034.29	8604.0
2009-09-23 03:30:00	ES	Futures	1034.04	1037.19	1033.8	1036.95	13827.0
2009-09-23 04:00:00	ES	Futures	1036.95	1037.19	1035.26	1035.74	6729.0
2009-09-23 04:30:00	ES	Futures	1035.74	1036.71	1035.5	1035.98	5395.0
2009-09-23 05:00:00	ES	Futures	1035.98	1036.95	1035.98	1036.22	4736.0
2009-09-23 05:30:00	ES	Futures	1036.22	1036.47	1032.83	1033.56	11724.0
2009-09-23 06:00:00	ES	Futures	1033.56	1035.01	1033.32	1034.29	6369.0
2009-09-23 06:30:00	ES	Futures	1034.53	1035.26	1034.04	1034.77	3334.0
2009-09-23 07:00:00	ES	Futures	1034.53	1036.22	1034.53	1036.22	5397.0
2009-09-23 07:30:00	ES	Futures	1035.98	1037.19	1035.98	1036.22	8450.0
2009-09-23 08:00:00	ES	Futures	1036.22	1036.71	1035.74	1035.98	9482.0
2009-09-23 08:30:00	ES	Futures	1035.98	1036.71	1035.5	1035.98	9259.0
2009-09-23 09:00:00	ES	Futures	1035.98	1036.71	1035.5	1035.5	15308.0
2009-09-23 09:30:00	ES	Futures	1035.5	1035.74	1032.11	1032.35	186879.0
2009-09-23 10:00:00	ES	Futures	1032.35	1034.77	1031.86	1034.04	98024.0
2009-09-23 10:30:00	ES	Futures	1034.04	1034.04	1029.2	1031.38	173802.0
2009-09-23 11:00:00	ES	Futures	1031.62	1032.11	1029.93	1031.86	56515.0
2009-09-23 11:30:00	ES	Futures	1031.86	1033.32	1031.14	1033.32	59878.0
2009-09-23 12:00:00	ES	Futures	1033.32	1035.01	1033.08	1034.53	58055.0
2009-09-23 12:30:00	ES	Futures	1034.53	1035.5	1033.8	1035.26	31473.0
2009-09-23 13:00:00	ES	Futures	1035.26	1036.47	1034.04	1034.53	39778.0
2009-09-23 13:30:00	ES	Futures	1034.53	1036.22	1033.8	1035.74	37176.0
2009-09-23 14:00:00	ES	Futures	1035.74	1040.34	1033.8	1039.62	172715.0
2009-09-23 14:30:00	ES	Futures	1039.37	1042.28	1035.26	1036.22	261121.0
2009-09-23 15:00:00	ES	Futures	1036.22	1039.13	1031.38	1032.35	241702.0
2009-09-23 15:30:00	ES	Futures	1032.11	1032.35	1022.42	1023.63	438977.0
2009-09-23 16:00:00	ES	Futures	1023.87	1027.5	1023.63	1026.05	130119.0
2009-09-23 16:30:00	ES	Futures	1025.57	1025.81	1024.84	1025.57	7071.0
2009-09-23 17:00:00	ES	Futures	1025.57	1025.57	1024.11	1024.6	3121.0
2009-09-23 18:00:00	ES	Futures	1024.6	1024.6	1024.11	1024.36	2365.0
2009-09-23 18:30:00	ES	Futures	1024.36	1024.6	1024.11	1024.11	493.0
2009-09-23 19:00:00	ES	Futures	1024.36	1024.36	1023.63	1023.87	1627.0
2009-09-23 19:30:00	ES	Futures	1023.87	1024.84	1023.87	1024.6	2193.0
2009-09-23 20:00:00	ES	Futures	1024.6	1027.02	1023.87	1026.78	8132.0
2009-09-23 20:30:00	ES	Futures	1027.02	1027.99	1026.78	1027.75	7215.0
2009-09-23 21:00:00	ES	Futures	1027.75	1027.75	1026.54	1026.78	2134.0
2009-09-23 21:30:00	ES	Futures	1026.54	1027.5	1026.05	1027.26	1965.0
2009-09-23 22:00:00	ES	Futures	1027.26	1027.75	1026.78	1026.78	2301.0
2009-09-23 22:30:00	ES	Futures	1027.02	1027.02	1025.57	1025.57	2351.0
2009-09-23 23:00:00	ES	Futures	1025.81	1025.81	1024.36	1024.6	3157.0
2009-09-23 23:30:00	ES	Futures	1024.6	1024.84	1023.14	1023.14	5090.0
2009-09-23 00:00:00	NQ	Futures	1978.11	1978.68	1978.11	1978.68	27.0
2009-09-23 00:30:00	NQ	Futures	1978.96	1980.39	1978.96	1980.1	101.0
2009-09-23 01:00:00	NQ	Futures	1980.1	1980.1	1979.53	1979.82	48.0

> showing 50 of 2,332 rows — these rows as CSV

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