PREVIEW / futures_30min / 2008-11-03

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-03.parquet
  size:    70 KB
  rows:    2,259

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
2008-11-03 00:00:00	ES	Futures	924.83	926.48	922.93	925.06	1247.0
2008-11-03 00:30:00	ES	Futures	925.3	925.54	922.93	924.83	1041.0
2008-11-03 01:00:00	ES	Futures	924.83	925.3	922.93	923.41	397.0
2008-11-03 01:30:00	ES	Futures	923.41	923.41	919.38	920.57	1266.0
2008-11-03 02:00:00	ES	Futures	920.57	925.3	919.86	922.22	3452.0
2008-11-03 02:30:00	ES	Futures	922.22	923.17	919.86	920.57	4403.0
2008-11-03 03:00:00	ES	Futures	920.8	924.83	914.89	917.02	11804.0
2008-11-03 03:30:00	ES	Futures	917.25	918.67	914.65	917.25	8121.0
2008-11-03 04:00:00	ES	Futures	917.25	921.28	915.6	920.8	7811.0
2008-11-03 04:30:00	ES	Futures	920.8	921.28	917.25	917.96	5257.0
2008-11-03 05:00:00	ES	Futures	917.96	918.91	916.07	916.07	3033.0
2008-11-03 05:30:00	ES	Futures	916.07	917.96	914.65	917.25	5741.0
2008-11-03 06:00:00	ES	Futures	917.25	917.49	913.94	916.31	5613.0
2008-11-03 06:30:00	ES	Futures	916.31	920.33	914.89	920.09	6638.0
2008-11-03 07:00:00	ES	Futures	920.09	922.7	918.91	919.86	9402.0
2008-11-03 07:30:00	ES	Futures	919.62	920.57	917.49	918.2	6484.0
2008-11-03 08:00:00	ES	Futures	917.96	919.38	911.1	913.7	19316.0
2008-11-03 08:30:00	ES	Futures	913.7	914.41	912.05	912.99	13217.0
2008-11-03 09:00:00	ES	Futures	912.99	914.18	911.34	913.94	11305.0
2008-11-03 09:30:00	ES	Futures	913.7	922.46	910.63	916.07	171751.0
2008-11-03 10:00:00	ES	Futures	916.07	919.15	910.63	911.34	167392.0
2008-11-03 10:30:00	ES	Futures	911.57	919.15	908.97	915.83	120626.0
2008-11-03 11:00:00	ES	Futures	915.83	917.96	912.28	915.12	74066.0
2008-11-03 11:30:00	ES	Futures	915.36	920.57	914.41	919.38	69172.0
2008-11-03 12:00:00	ES	Futures	919.38	920.09	916.31	918.67	75069.0
2008-11-03 12:30:00	ES	Futures	918.67	919.86	913.94	914.65	67670.0
2008-11-03 13:00:00	ES	Futures	914.41	918.2	913.47	914.18	50867.0
2008-11-03 13:30:00	ES	Futures	913.94	915.83	910.39	911.57	63560.0
2008-11-03 14:00:00	ES	Futures	911.57	912.05	906.84	910.63	99133.0
2008-11-03 14:30:00	ES	Futures	910.63	913.23	908.5	908.73	64926.0
2008-11-03 15:00:00	ES	Futures	908.97	911.81	905.89	910.63	102915.0
2008-11-03 15:30:00	ES	Futures	910.63	917.73	909.21	913.47	173313.0
2008-11-03 16:00:00	ES	Futures	913.47	917.96	912.05	917.73	54018.0
2008-11-03 16:30:00	ES	Futures	917.73	918.91	917.49	918.2	3595.0
2008-11-03 17:00:00	ES	Futures	918.2	919.15	914.65	917.73	3741.0
2008-11-03 18:00:00	ES	Futures	917.49	919.38	916.54	917.96	1742.0
2008-11-03 18:30:00	ES	Futures	918.2	918.2	915.12	916.07	993.0
2008-11-03 19:00:00	ES	Futures	916.07	919.38	914.65	914.65	2405.0
2008-11-03 19:30:00	ES	Futures	914.89	915.6	912.52	914.41	3080.0
2008-11-03 20:00:00	ES	Futures	914.65	915.83	912.52	912.76	1709.0
2008-11-03 20:30:00	ES	Futures	912.76	913.94	912.52	913.7	1328.0
2008-11-03 21:00:00	ES	Futures	913.7	914.65	913.23	914.18	691.0
2008-11-03 21:30:00	ES	Futures	914.41	915.6	913.7	914.65	916.0
2008-11-03 22:00:00	ES	Futures	914.65	915.6	914.41	915.36	437.0
2008-11-03 22:30:00	ES	Futures	915.6	916.31	914.18	914.65	1521.0
2008-11-03 23:00:00	ES	Futures	914.65	917.02	914.41	915.83	1590.0
2008-11-03 23:30:00	ES	Futures	916.07	918.44	915.83	917.49	1236.0
2008-11-03 00:00:00	NQ	Futures	1528.85	1530.83	1524.89	1530.27	69.0
2008-11-03 00:30:00	NQ	Futures	1527.44	1529.42	1525.46	1529.13	38.0
2008-11-03 01:00:00	NQ	Futures	1527.72	1529.98	1527.72	1528.0	35.0

> showing 50 of 2,259 rows — these rows as CSV

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