PREVIEW / futures_30min / 2008-11-04

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-04.parquet
  size:    74 KB
  rows:    2,339

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
2008-11-04 00:00:00	ES	Futures	917.25	918.67	915.6	917.96	2600.0
2008-11-04 00:30:00	ES	Futures	917.96	919.15	917.02	917.96	1349.0
2008-11-04 01:00:00	ES	Futures	918.44	920.57	918.2	919.15	974.0
2008-11-04 01:30:00	ES	Futures	919.38	920.33	918.67	918.67	860.0
2008-11-04 02:00:00	ES	Futures	918.67	920.8	918.2	920.8	2690.0
2008-11-04 02:30:00	ES	Futures	920.57	921.75	920.33	921.51	2914.0
2008-11-04 03:00:00	ES	Futures	921.28	921.51	915.36	920.8	10207.0
2008-11-04 03:30:00	ES	Futures	920.8	924.59	920.57	923.88	9269.0
2008-11-04 04:00:00	ES	Futures	924.12	926.01	921.99	925.54	5262.0
2008-11-04 04:30:00	ES	Futures	925.77	932.16	925.3	931.93	14248.0
2008-11-04 05:00:00	ES	Futures	931.93	935.0	929.8	934.06	12962.0
2008-11-04 05:30:00	ES	Futures	934.06	936.42	932.4	936.19	8339.0
2008-11-04 06:00:00	ES	Futures	936.19	938.55	935.48	937.13	15142.0
2008-11-04 06:30:00	ES	Futures	937.13	938.08	934.53	934.77	11560.0
2008-11-04 07:00:00	ES	Futures	934.77	941.87	934.53	940.68	17469.0
2008-11-04 07:30:00	ES	Futures	940.68	942.58	938.79	939.74	18944.0
2008-11-04 08:00:00	ES	Futures	939.97	940.92	935.71	937.13	14489.0
2008-11-04 08:30:00	ES	Futures	937.13	939.03	934.77	936.19	15366.0
2008-11-04 09:00:00	ES	Futures	936.19	938.08	933.35	935.24	24550.0
2008-11-04 09:30:00	ES	Futures	935.24	936.19	927.9	928.85	204119.0
2008-11-04 10:00:00	ES	Futures	928.85	939.74	927.67	939.26	193713.0
2008-11-04 10:30:00	ES	Futures	939.5	947.78	938.32	945.18	219081.0
2008-11-04 11:00:00	ES	Futures	945.18	950.86	945.18	947.31	157515.0
2008-11-04 11:30:00	ES	Futures	947.55	951.8	944.94	949.67	118551.0
2008-11-04 12:00:00	ES	Futures	949.67	950.62	945.42	945.42	86150.0
2008-11-04 12:30:00	ES	Futures	945.42	946.36	942.81	944.47	70465.0
2008-11-04 13:00:00	ES	Futures	944.23	948.02	942.34	947.55	73380.0
2008-11-04 13:30:00	ES	Futures	947.55	950.86	944.71	947.07	82863.0
2008-11-04 14:00:00	ES	Futures	947.07	947.31	939.03	943.29	144669.0
2008-11-04 14:30:00	ES	Futures	943.05	944.47	934.77	937.37	135957.0
2008-11-04 15:00:00	ES	Futures	937.37	941.63	932.87	939.74	164392.0
2008-11-04 15:30:00	ES	Futures	939.74	952.99	939.5	948.26	359716.0
2008-11-04 16:00:00	ES	Futures	948.49	949.91	947.31	948.97	98895.0
2008-11-04 16:30:00	ES	Futures	948.97	949.44	945.89	947.31	6529.0
2008-11-04 17:00:00	ES	Futures	947.31	948.97	947.07	948.02	1843.0
2008-11-04 18:00:00	ES	Futures	948.02	948.73	947.31	948.02	1845.0
2008-11-04 18:30:00	ES	Futures	948.02	951.09	948.02	949.91	2239.0
2008-11-04 19:00:00	ES	Futures	949.91	949.91	947.78	948.26	2455.0
2008-11-04 19:30:00	ES	Futures	948.02	949.44	947.07	948.97	2006.0
2008-11-04 20:00:00	ES	Futures	948.97	948.97	943.05	943.76	4435.0
2008-11-04 20:30:00	ES	Futures	944.23	946.13	942.81	943.76	3457.0
2008-11-04 21:00:00	ES	Futures	943.76	948.26	943.29	946.6	3291.0
2008-11-04 21:30:00	ES	Futures	946.84	952.51	946.6	950.15	5964.0
2008-11-04 22:00:00	ES	Futures	950.15	954.64	950.15	952.99	6875.0
2008-11-04 22:30:00	ES	Futures	953.22	953.7	948.73	949.2	3593.0
2008-11-04 23:00:00	ES	Futures	949.2	953.93	944.94	952.75	9085.0
2008-11-04 23:30:00	ES	Futures	953.22	953.46	947.07	948.26	4529.0
2008-11-04 00:00:00	NQ	Futures	1518.95	1520.93	1516.97	1516.97	46.0
2008-11-04 00:30:00	NQ	Futures	1520.65	1520.93	1520.08	1520.65	77.0
2008-11-04 01:00:00	NQ	Futures	1521.21	1524.32	1521.21	1522.63	68.0

> showing 50 of 2,339 rows — these rows as CSV

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