PREVIEW / futures_30min / 2009-09-28

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-28.parquet
  size:    66 KB
  rows:    2,353

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
2009-09-28 00:00:00	ES	Futures	1004.49	1005.95	1004.49	1005.95	1555.0
2009-09-28 00:30:00	ES	Futures	1005.95	1006.92	1005.46	1006.19	1314.0
2009-09-28 01:00:00	ES	Futures	1005.95	1006.92	1004.98	1006.67	1525.0
2009-09-28 01:30:00	ES	Futures	1006.43	1006.67	1004.98	1005.22	1360.0
2009-09-28 02:00:00	ES	Futures	1005.46	1007.88	1005.22	1007.16	5390.0
2009-09-28 02:30:00	ES	Futures	1007.4	1008.85	1006.19	1008.61	6202.0
2009-09-28 03:00:00	ES	Futures	1008.37	1010.79	1007.88	1008.13	13290.0
2009-09-28 03:30:00	ES	Futures	1008.13	1008.13	1004.74	1005.95	24296.0
2009-09-28 04:00:00	ES	Futures	1005.95	1007.88	1005.46	1007.88	7613.0
2009-09-28 04:30:00	ES	Futures	1007.64	1010.31	1007.4	1008.85	12396.0
2009-09-28 05:00:00	ES	Futures	1008.61	1010.55	1008.61	1009.34	5260.0
2009-09-28 05:30:00	ES	Futures	1009.1	1010.06	1008.61	1009.1	3505.0
2009-09-28 06:00:00	ES	Futures	1009.34	1011.28	1008.61	1010.79	7881.0
2009-09-28 06:30:00	ES	Futures	1010.79	1011.52	1009.82	1011.03	5743.0
2009-09-28 07:00:00	ES	Futures	1011.03	1012.97	1010.55	1012.24	13940.0
2009-09-28 07:30:00	ES	Futures	1012.0	1012.97	1011.76	1012.0	7868.0
2009-09-28 08:00:00	ES	Futures	1012.0	1014.67	1011.76	1014.18	18607.0
2009-09-28 08:30:00	ES	Futures	1014.18	1015.39	1012.49	1012.49	29333.0
2009-09-28 09:00:00	ES	Futures	1012.49	1013.94	1011.52	1011.52	21337.0
2009-09-28 09:30:00	ES	Futures	1011.52	1020.0	1011.28	1019.03	215943.0
2009-09-28 10:00:00	ES	Futures	1019.03	1022.66	1018.78	1021.93	163882.0
2009-09-28 10:30:00	ES	Futures	1021.93	1024.11	1021.93	1022.9	112595.0
2009-09-28 11:00:00	ES	Futures	1022.66	1024.36	1022.66	1024.11	71294.0
2009-09-28 11:30:00	ES	Futures	1024.11	1026.05	1024.11	1025.08	82861.0
2009-09-28 12:00:00	ES	Futures	1025.08	1027.26	1025.08	1025.81	60816.0
2009-09-28 12:30:00	ES	Futures	1026.05	1027.02	1024.6	1024.84	41996.0
2009-09-28 13:00:00	ES	Futures	1024.84	1026.54	1024.84	1026.29	37387.0
2009-09-28 13:30:00	ES	Futures	1026.29	1027.99	1025.32	1025.57	54384.0
2009-09-28 14:00:00	ES	Futures	1025.57	1026.54	1024.11	1026.05	71344.0
2009-09-28 14:30:00	ES	Futures	1026.05	1026.29	1024.36	1024.6	62605.0
2009-09-28 15:00:00	ES	Futures	1024.36	1026.29	1023.63	1025.32	55762.0
2009-09-28 15:30:00	ES	Futures	1025.32	1026.05	1022.9	1025.57	146785.0
2009-09-28 16:00:00	ES	Futures	1025.57	1027.02	1024.84	1026.29	103373.0
2009-09-28 16:30:00	ES	Futures	1026.29	1027.02	1026.05	1026.78	4847.0
2009-09-28 17:00:00	ES	Futures	1026.54	1027.02	1026.05	1026.78	2133.0
2009-09-28 18:00:00	ES	Futures	1026.54	1027.02	1026.29	1026.54	695.0
2009-09-28 18:30:00	ES	Futures	1026.29	1026.78	1026.29	1026.78	230.0
2009-09-28 19:00:00	ES	Futures	1026.78	1027.99	1026.54	1027.75	1244.0
2009-09-28 19:30:00	ES	Futures	1027.99	1027.99	1026.78	1027.02	1811.0
2009-09-28 20:00:00	ES	Futures	1027.26	1027.26	1026.05	1026.54	2675.0
2009-09-28 20:30:00	ES	Futures	1026.54	1026.78	1024.84	1026.05	4461.0
2009-09-28 21:00:00	ES	Futures	1026.05	1026.29	1025.32	1025.81	1693.0
2009-09-28 21:30:00	ES	Futures	1025.81	1026.29	1025.32	1026.05	1105.0
2009-09-28 22:00:00	ES	Futures	1026.05	1027.26	1026.05	1027.02	1846.0
2009-09-28 22:30:00	ES	Futures	1026.78	1027.02	1025.57	1026.05	1222.0
2009-09-28 23:00:00	ES	Futures	1026.05	1027.26	1026.05	1026.29	1131.0
2009-09-28 23:30:00	ES	Futures	1026.29	1026.54	1025.08	1026.29	1910.0
2009-09-28 00:00:00	NQ	Futures	1927.91	1929.91	1927.06	1929.91	280.0
2009-09-28 00:30:00	NQ	Futures	1929.91	1931.05	1929.05	1929.91	174.0
2009-09-28 01:00:00	NQ	Futures	1930.19	1931.33	1927.34	1931.05	250.0

> showing 50 of 2,353 rows — these rows as CSV

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