PREVIEW / futures_30min / 2009-10-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-23.parquet
  size:    58 KB
  rows:    1,954

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
2009-10-23 00:00:00	ES	Futures	1060.2	1060.93	1059.72	1060.2	1567.0
2009-10-23 00:30:00	ES	Futures	1060.45	1060.69	1059.72	1060.45	1583.0
2009-10-23 01:00:00	ES	Futures	1060.45	1060.69	1058.27	1058.51	1697.0
2009-10-23 01:30:00	ES	Futures	1058.27	1059.72	1057.78	1058.51	2259.0
2009-10-23 02:00:00	ES	Futures	1058.51	1058.99	1058.02	1058.75	2666.0
2009-10-23 02:30:00	ES	Futures	1058.75	1058.99	1057.06	1057.54	6536.0
2009-10-23 03:00:00	ES	Futures	1057.78	1060.45	1057.06	1060.2	17038.0
2009-10-23 03:30:00	ES	Futures	1060.2	1060.69	1059.48	1060.2	10430.0
2009-10-23 04:00:00	ES	Futures	1059.96	1060.45	1058.75	1058.99	8818.0
2009-10-23 04:30:00	ES	Futures	1058.99	1059.48	1056.57	1056.81	17987.0
2009-10-23 05:00:00	ES	Futures	1057.06	1058.75	1055.36	1058.27	10235.0
2009-10-23 05:30:00	ES	Futures	1058.27	1058.51	1057.06	1057.06	4006.0
2009-10-23 06:00:00	ES	Futures	1057.3	1057.78	1055.6	1056.33	5857.0
2009-10-23 06:30:00	ES	Futures	1056.33	1057.3	1056.09	1056.33	6603.0
2009-10-23 07:00:00	ES	Futures	1056.57	1058.75	1055.84	1058.51	10004.0
2009-10-23 07:30:00	ES	Futures	1058.51	1059.24	1057.54	1058.02	5537.0
2009-10-23 08:00:00	ES	Futures	1058.02	1058.51	1057.3	1058.27	10598.0
2009-10-23 08:30:00	ES	Futures	1058.02	1060.93	1058.02	1060.45	53259.0
2009-10-23 09:00:00	ES	Futures	1060.45	1061.17	1058.27	1058.51	30141.0
2009-10-23 09:30:00	ES	Futures	1058.27	1058.99	1053.42	1055.6	237479.0
2009-10-23 10:00:00	ES	Futures	1055.6	1058.51	1049.55	1052.21	256420.0
2009-10-23 10:30:00	ES	Futures	1052.21	1052.45	1046.88	1047.61	230170.0
2009-10-23 11:00:00	ES	Futures	1047.37	1049.06	1042.28	1044.22	244105.0
2009-10-23 11:30:00	ES	Futures	1044.22	1047.85	1043.49	1046.16	109714.0
2009-10-23 12:00:00	ES	Futures	1046.16	1048.09	1044.94	1046.16	63692.0
2009-10-23 12:30:00	ES	Futures	1045.91	1048.82	1044.94	1046.16	55308.0
2009-10-23 13:00:00	ES	Futures	1046.16	1047.12	1043.01	1043.49	86261.0
2009-10-23 13:30:00	ES	Futures	1043.49	1043.49	1039.62	1041.8	158255.0
2009-10-23 14:00:00	ES	Futures	1042.04	1044.46	1039.37	1043.01	113309.0
2009-10-23 14:30:00	ES	Futures	1043.01	1044.7	1040.83	1041.31	86731.0
2009-10-23 15:00:00	ES	Futures	1041.55	1043.98	1040.1	1041.55	109253.0
2009-10-23 15:30:00	ES	Futures	1041.55	1043.25	1038.16	1042.76	263822.0
2009-10-23 16:00:00	ES	Futures	1043.01	1043.98	1042.28	1043.25	87957.0
2009-10-23 00:00:00	NQ	Futures	2016.04	2017.46	2016.04	2016.61	148.0
2009-10-23 00:30:00	NQ	Futures	2016.89	2017.46	2016.32	2017.18	121.0
2009-10-23 01:00:00	NQ	Futures	2016.89	2017.46	2013.47	2013.47	375.0
2009-10-23 01:30:00	NQ	Futures	2013.76	2016.61	2012.9	2013.76	371.0
2009-10-23 02:00:00	NQ	Futures	2014.04	2014.33	2012.62	2013.47	408.0
2009-10-23 02:30:00	NQ	Futures	2013.76	2013.76	2012.04	2012.62	393.0
2009-10-23 03:00:00	NQ	Futures	2012.62	2017.46	2012.04	2016.61	1365.0
2009-10-23 03:30:00	NQ	Futures	2016.89	2017.46	2015.47	2016.61	946.0
2009-10-23 04:00:00	NQ	Futures	2016.32	2016.89	2014.04	2014.61	744.0
2009-10-23 04:30:00	NQ	Futures	2014.61	2016.04	2011.47	2011.47	1979.0
2009-10-23 05:00:00	NQ	Futures	2012.04	2016.89	2010.05	2016.32	1084.0
2009-10-23 05:30:00	NQ	Futures	2016.61	2016.61	2013.76	2014.33	392.0
2009-10-23 06:00:00	NQ	Futures	2014.33	2015.18	2011.47	2012.9	546.0
2009-10-23 06:30:00	NQ	Futures	2012.62	2014.04	2012.33	2012.62	558.0
2009-10-23 07:00:00	NQ	Futures	2012.62	2016.32	2011.76	2016.32	1041.0
2009-10-23 07:30:00	NQ	Futures	2016.04	2016.89	2014.33	2015.47	511.0
2009-10-23 08:00:00	NQ	Futures	2015.18	2016.04	2013.76	2014.9	989.0

> showing 50 of 1,954 rows — these rows as CSV

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