PREVIEW / futures_30min / 2009-11-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-19.parquet
  size:    67 KB
  rows:    2,382

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
2009-11-19 00:00:00	ES	Futures	1071.1	1071.83	1070.38	1070.62	2123.0
2009-11-19 00:30:00	ES	Futures	1070.38	1070.86	1070.14	1070.38	1305.0
2009-11-19 01:00:00	ES	Futures	1070.62	1071.83	1070.38	1071.35	1312.0
2009-11-19 01:30:00	ES	Futures	1071.35	1072.32	1071.1	1071.83	1974.0
2009-11-19 02:00:00	ES	Futures	1071.83	1071.83	1070.62	1071.1	2281.0
2009-11-19 02:30:00	ES	Futures	1071.1	1071.35	1068.44	1068.44	8913.0
2009-11-19 03:00:00	ES	Futures	1068.44	1069.41	1067.96	1069.41	11781.0
2009-11-19 03:30:00	ES	Futures	1069.41	1069.65	1067.71	1067.96	7699.0
2009-11-19 04:00:00	ES	Futures	1068.2	1068.44	1066.5	1066.5	11812.0
2009-11-19 04:30:00	ES	Futures	1066.5	1067.71	1066.26	1066.99	8417.0
2009-11-19 05:00:00	ES	Futures	1067.23	1067.96	1066.74	1067.47	7436.0
2009-11-19 05:30:00	ES	Futures	1067.47	1068.68	1067.23	1068.2	6073.0
2009-11-19 06:00:00	ES	Futures	1068.2	1068.44	1066.26	1066.5	9878.0
2009-11-19 06:30:00	ES	Futures	1066.5	1066.5	1063.6	1064.56	24321.0
2009-11-19 07:00:00	ES	Futures	1064.56	1065.53	1063.6	1065.05	15948.0
2009-11-19 07:30:00	ES	Futures	1065.05	1066.02	1063.6	1065.78	17140.0
2009-11-19 08:00:00	ES	Futures	1065.78	1066.26	1064.08	1064.81	17493.0
2009-11-19 08:30:00	ES	Futures	1064.56	1067.96	1064.32	1066.26	44743.0
2009-11-19 09:00:00	ES	Futures	1066.5	1067.23	1066.02	1066.02	17971.0
2009-11-19 09:30:00	ES	Futures	1066.26	1066.5	1053.91	1056.09	407411.0
2009-11-19 10:00:00	ES	Futures	1056.33	1058.75	1054.63	1057.78	243103.0
2009-11-19 10:30:00	ES	Futures	1057.78	1057.78	1053.18	1053.91	143973.0
2009-11-19 11:00:00	ES	Futures	1053.91	1055.36	1052.7	1054.88	119055.0
2009-11-19 11:30:00	ES	Futures	1054.88	1056.57	1054.39	1056.57	63389.0
2009-11-19 12:00:00	ES	Futures	1056.57	1057.3	1055.84	1057.06	59577.0
2009-11-19 12:30:00	ES	Futures	1056.81	1058.02	1055.36	1056.57	65183.0
2009-11-19 13:00:00	ES	Futures	1056.33	1057.3	1054.15	1055.6	56140.0
2009-11-19 13:30:00	ES	Futures	1055.6	1057.78	1055.12	1056.81	53713.0
2009-11-19 14:00:00	ES	Futures	1056.81	1057.78	1054.39	1056.81	77199.0
2009-11-19 14:30:00	ES	Futures	1057.06	1059.24	1056.57	1057.78	81041.0
2009-11-19 15:00:00	ES	Futures	1058.02	1058.75	1056.33	1057.54	79708.0
2009-11-19 15:30:00	ES	Futures	1057.54	1061.17	1056.81	1058.99	196647.0
2009-11-19 16:00:00	ES	Futures	1059.24	1060.93	1058.27	1060.2	144364.0
2009-11-19 16:30:00	ES	Futures	1059.96	1060.69	1058.27	1058.51	8615.0
2009-11-19 17:00:00	ES	Futures	1058.27	1058.99	1058.02	1058.51	2445.0
2009-11-19 18:00:00	ES	Futures	1058.51	1058.75	1057.06	1058.02	4487.0
2009-11-19 18:30:00	ES	Futures	1058.02	1058.75	1057.54	1057.54	1374.0
2009-11-19 19:00:00	ES	Futures	1057.78	1059.24	1057.3	1058.99	2618.0
2009-11-19 19:30:00	ES	Futures	1058.99	1060.2	1058.75	1059.48	2048.0
2009-11-19 20:00:00	ES	Futures	1059.48	1059.96	1057.78	1058.27	2785.0
2009-11-19 20:30:00	ES	Futures	1058.27	1058.51	1057.54	1057.78	1682.0
2009-11-19 21:00:00	ES	Futures	1057.78	1058.02	1057.3	1057.78	1682.0
2009-11-19 21:30:00	ES	Futures	1057.78	1058.02	1057.06	1057.3	1818.0
2009-11-19 22:00:00	ES	Futures	1057.54	1058.51	1057.3	1058.27	1314.0
2009-11-19 22:30:00	ES	Futures	1058.02	1059.24	1058.02	1058.99	2198.0
2009-11-19 23:00:00	ES	Futures	1058.99	1060.45	1058.51	1060.45	3241.0
2009-11-19 23:30:00	ES	Futures	1060.2	1060.93	1059.96	1060.69	1665.0
2009-11-19 00:00:00	NQ	Futures	2049.41	2050.26	2048.26	2048.55	223.0
2009-11-19 00:30:00	NQ	Futures	2048.83	2048.83	2047.69	2048.26	46.0
2009-11-19 01:00:00	NQ	Futures	2047.98	2050.26	2047.98	2049.98	135.0

> showing 50 of 2,382 rows — these rows as CSV

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