PREVIEW / futures_30min / 2009-11-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-01.parquet
  size:    19 KB
  rows:    446

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
2009-11-01 18:00:00	ES	Futures	999.16	1001.1	996.5	999.89	15766.0
2009-11-01 18:30:00	ES	Futures	999.89	1002.31	999.65	1002.07	4714.0
2009-11-01 19:00:00	ES	Futures	1002.07	1003.04	1001.34	1002.56	7463.0
2009-11-01 19:30:00	ES	Futures	1002.31	1005.95	1002.31	1004.49	8248.0
2009-11-01 20:00:00	ES	Futures	1004.49	1005.22	1003.04	1003.28	4652.0
2009-11-01 20:30:00	ES	Futures	1003.04	1004.49	1003.04	1004.01	2937.0
2009-11-01 21:00:00	ES	Futures	1004.01	1005.7	1003.28	1004.98	3389.0
2009-11-01 21:30:00	ES	Futures	1004.98	1005.7	1004.49	1004.98	1795.0
2009-11-01 22:00:00	ES	Futures	1004.98	1005.7	1004.74	1005.7	1451.0
2009-11-01 22:30:00	ES	Futures	1005.7	1005.7	1004.74	1005.22	3512.0
2009-11-01 23:00:00	ES	Futures	1005.22	1005.7	1004.74	1005.22	2708.0
2009-11-01 23:30:00	ES	Futures	1005.22	1005.22	1003.52	1004.01	1634.0
2009-11-01 18:00:00	NQ	Futures	1894.83	1895.4	1885.42	1895.12	1059.0
2009-11-01 18:30:00	NQ	Futures	1894.83	1898.54	1892.55	1898.54	308.0
2009-11-01 19:00:00	NQ	Futures	1898.25	1899.11	1896.83	1898.54	713.0
2009-11-01 19:30:00	NQ	Futures	1898.54	1904.81	1898.54	1901.96	695.0
2009-11-01 20:00:00	NQ	Futures	1902.25	1903.1	1899.39	1899.68	215.0
2009-11-01 20:30:00	NQ	Futures	1899.96	1901.96	1899.96	1901.1	198.0
2009-11-01 21:00:00	NQ	Futures	1901.1	1904.24	1899.96	1902.53	232.0
2009-11-01 21:30:00	NQ	Futures	1902.25	1903.39	1901.96	1902.82	73.0
2009-11-01 22:00:00	NQ	Futures	1902.82	1904.53	1902.82	1903.96	110.0
2009-11-01 22:30:00	NQ	Futures	1903.96	1904.53	1902.82	1903.39	182.0
2009-11-01 23:00:00	NQ	Futures	1903.1	1904.24	1902.82	1903.1	65.0
2009-11-01 23:30:00	NQ	Futures	1902.82	1903.67	1900.82	1901.39	106.0
2009-11-01 18:00:00	YM	Futures	8983.7	8990.2	8926.1	8984.7	428.0
2009-11-01 18:30:00	YM	Futures	8987.4	9004.2	8983.7	9004.2	431.0
2009-11-01 19:00:00	YM	Futures	9006.0	9009.8	8997.7	9006.0	179.0
2009-11-01 19:30:00	YM	Futures	9004.2	9032.1	9004.2	9021.9	643.0
2009-11-01 20:00:00	YM	Futures	9020.9	9025.6	9006.0	9008.8	414.0
2009-11-01 20:30:00	YM	Futures	9009.8	9020.0	9008.8	9014.4	114.0
2009-11-01 21:00:00	YM	Futures	9015.3	9031.2	9010.7	9022.8	234.0
2009-11-01 21:30:00	YM	Futures	9022.8	9029.3	9021.9	9022.8	155.0
2009-11-01 22:00:00	YM	Futures	9023.7	9029.3	9021.9	9029.3	93.0
2009-11-01 22:30:00	YM	Futures	9029.3	9029.3	9022.8	9023.7	143.0
2009-11-01 23:00:00	YM	Futures	9024.7	9029.3	9021.9	9024.7	77.0
2009-11-01 23:30:00	YM	Futures	9023.7	9024.7	9010.7	9016.3	84.0
2009-11-01 18:00:00	CL	Futures	172.1	172.17	171.27	171.27	986.0
2009-11-01 18:30:00	CL	Futures	171.36	171.7	171.07	171.45	562.0
2009-11-01 19:00:00	CL	Futures	171.38	171.59	171.25	171.52	454.0
2009-11-01 19:30:00	CL	Futures	171.54	172.05	171.5	171.9	757.0
2009-11-01 20:00:00	CL	Futures	171.94	172.08	171.7	171.76	502.0
2009-11-01 20:30:00	CL	Futures	171.83	172.01	171.74	171.76	174.0
2009-11-01 21:00:00	CL	Futures	171.76	172.5	171.61	172.32	651.0
2009-11-01 21:30:00	CL	Futures	172.37	172.75	172.26	172.61	599.0
2009-11-01 22:00:00	CL	Futures	172.57	173.28	172.57	173.17	615.0
2009-11-01 22:30:00	CL	Futures	173.13	173.37	172.97	173.28	744.0
2009-11-01 23:00:00	CL	Futures	173.28	173.57	173.24	173.46	491.0
2009-11-01 23:30:00	CL	Futures	173.48	173.53	173.13	173.26	233.0
2009-11-01 18:00:00	GC	Futures	1472.8	1473.8	1471.1	1472.4	900.0
2009-11-01 18:30:00	GC	Futures	1472.5	1473.8	1472.0	1473.8	467.0

> showing 50 of 446 rows — these rows as CSV

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