PREVIEW / futures_30min / 2009-11-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-11.parquet
  size:    67 KB
  rows:    2,409

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
2009-11-11 00:00:00	ES	Futures	1059.24	1059.72	1059.24	1059.24	1064.0
2009-11-11 00:30:00	ES	Futures	1059.24	1060.45	1059.24	1059.96	1649.0
2009-11-11 01:00:00	ES	Futures	1059.96	1060.2	1059.24	1059.24	1209.0
2009-11-11 01:30:00	ES	Futures	1059.48	1060.2	1058.99	1059.72	2588.0
2009-11-11 02:00:00	ES	Futures	1059.72	1061.66	1059.72	1061.42	4447.0
2009-11-11 02:30:00	ES	Futures	1061.17	1062.87	1061.17	1062.63	5427.0
2009-11-11 03:00:00	ES	Futures	1062.63	1063.6	1062.38	1062.87	15037.0
2009-11-11 03:30:00	ES	Futures	1062.87	1063.35	1061.9	1062.63	9965.0
2009-11-11 04:00:00	ES	Futures	1062.87	1065.78	1062.38	1065.05	15901.0
2009-11-11 04:30:00	ES	Futures	1065.29	1067.71	1064.56	1066.74	23532.0
2009-11-11 05:00:00	ES	Futures	1066.74	1067.23	1065.29	1065.53	10685.0
2009-11-11 05:30:00	ES	Futures	1065.78	1066.02	1064.32	1065.29	10435.0
2009-11-11 06:00:00	ES	Futures	1065.53	1066.26	1065.29	1065.53	10307.0
2009-11-11 06:30:00	ES	Futures	1065.53	1066.26	1065.05	1066.02	6222.0
2009-11-11 07:00:00	ES	Futures	1066.26	1067.47	1065.78	1066.26	17730.0
2009-11-11 07:30:00	ES	Futures	1066.5	1066.74	1064.81	1065.05	17752.0
2009-11-11 08:00:00	ES	Futures	1065.29	1065.78	1064.32	1064.56	13732.0
2009-11-11 08:30:00	ES	Futures	1064.56	1065.29	1064.08	1064.56	11597.0
2009-11-11 09:00:00	ES	Futures	1064.32	1065.05	1063.84	1064.08	25106.0
2009-11-11 09:30:00	ES	Futures	1064.08	1065.53	1061.17	1065.05	197194.0
2009-11-11 10:00:00	ES	Futures	1065.05	1068.92	1064.81	1067.71	207907.0
2009-11-11 10:30:00	ES	Futures	1067.71	1067.96	1059.72	1061.66	232241.0
2009-11-11 11:00:00	ES	Futures	1061.42	1061.9	1058.27	1060.45	151089.0
2009-11-11 11:30:00	ES	Futures	1060.45	1062.38	1057.54	1059.48	128048.0
2009-11-11 12:00:00	ES	Futures	1059.24	1061.42	1058.51	1061.17	65155.0
2009-11-11 12:30:00	ES	Futures	1061.42	1063.35	1060.45	1060.93	91627.0
2009-11-11 13:00:00	ES	Futures	1060.93	1062.63	1060.45	1060.93	37933.0
2009-11-11 13:30:00	ES	Futures	1060.93	1061.42	1057.3	1058.99	91926.0
2009-11-11 14:00:00	ES	Futures	1058.99	1061.42	1058.51	1060.45	57126.0
2009-11-11 14:30:00	ES	Futures	1060.2	1062.63	1059.96	1061.9	48681.0
2009-11-11 15:00:00	ES	Futures	1061.66	1062.38	1059.24	1061.17	54740.0
2009-11-11 15:30:00	ES	Futures	1061.42	1062.87	1060.45	1062.38	120137.0
2009-11-11 16:00:00	ES	Futures	1062.38	1063.35	1061.66	1061.9	66030.0
2009-11-11 16:30:00	ES	Futures	1061.9	1062.63	1061.66	1061.9	4482.0
2009-11-11 17:00:00	ES	Futures	1061.66	1062.63	1061.66	1062.14	1886.0
2009-11-11 18:00:00	ES	Futures	1062.38	1062.63	1061.9	1061.9	1558.0
2009-11-11 18:30:00	ES	Futures	1061.9	1062.63	1061.42	1062.63	1860.0
2009-11-11 19:00:00	ES	Futures	1062.38	1063.35	1062.14	1063.35	1940.0
2009-11-11 19:30:00	ES	Futures	1063.35	1064.08	1063.35	1063.6	2496.0
2009-11-11 20:00:00	ES	Futures	1063.84	1063.84	1062.38	1063.11	1773.0
2009-11-11 20:30:00	ES	Futures	1063.11	1063.11	1062.38	1062.63	804.0
2009-11-11 21:00:00	ES	Futures	1062.63	1063.11	1061.42	1061.42	1872.0
2009-11-11 21:30:00	ES	Futures	1061.66	1062.14	1061.42	1061.66	1628.0
2009-11-11 22:00:00	ES	Futures	1061.9	1062.14	1061.42	1061.66	1050.0
2009-11-11 22:30:00	ES	Futures	1061.9	1062.14	1058.99	1059.24	3994.0
2009-11-11 23:00:00	ES	Futures	1059.24	1059.72	1058.02	1058.51	4129.0
2009-11-11 23:30:00	ES	Futures	1058.51	1058.99	1058.27	1058.27	1195.0
2009-11-11 00:00:00	NQ	Futures	2023.45	2023.45	2022.6	2023.45	83.0
2009-11-11 00:30:00	NQ	Futures	2023.45	2025.45	2023.45	2024.88	139.0
2009-11-11 01:00:00	NQ	Futures	2024.31	2024.88	2023.45	2023.45	33.0

> showing 50 of 2,409 rows — these rows as CSV

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