PREVIEW / futures_30min / 2008-11-05

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-05.parquet
  size:    73 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
2008-11-05 00:00:00	ES	Futures	948.02	953.22	946.84	950.86	4183.0
2008-11-05 00:30:00	ES	Futures	950.86	953.7	948.02	952.28	2593.0
2008-11-05 01:00:00	ES	Futures	952.51	954.17	951.33	953.22	3078.0
2008-11-05 01:30:00	ES	Futures	953.22	954.17	949.67	949.91	2307.0
2008-11-05 02:00:00	ES	Futures	949.91	950.15	941.16	944.23	11952.0
2008-11-05 02:30:00	ES	Futures	944.47	945.65	937.37	938.32	9961.0
2008-11-05 03:00:00	ES	Futures	938.55	939.97	932.64	935.24	18767.0
2008-11-05 03:30:00	ES	Futures	935.24	937.37	933.35	934.53	9992.0
2008-11-05 04:00:00	ES	Futures	934.29	935.0	930.51	931.69	13194.0
2008-11-05 04:30:00	ES	Futures	931.69	935.95	931.22	932.64	9147.0
2008-11-05 05:00:00	ES	Futures	932.87	934.53	928.85	933.11	9578.0
2008-11-05 05:30:00	ES	Futures	933.11	935.0	931.45	934.53	6403.0
2008-11-05 06:00:00	ES	Futures	934.53	940.68	934.29	938.55	11358.0
2008-11-05 06:30:00	ES	Futures	938.55	943.76	937.37	940.92	11638.0
2008-11-05 07:00:00	ES	Futures	940.92	943.29	938.55	940.92	8942.0
2008-11-05 07:30:00	ES	Futures	941.16	941.39	934.77	938.08	13165.0
2008-11-05 08:00:00	ES	Futures	938.08	939.26	932.87	934.77	23316.0
2008-11-05 08:30:00	ES	Futures	934.77	938.79	934.77	937.84	19852.0
2008-11-05 09:00:00	ES	Futures	938.08	938.55	935.0	935.48	20546.0
2008-11-05 09:30:00	ES	Futures	935.48	938.32	930.03	934.29	227612.0
2008-11-05 10:00:00	ES	Futures	934.06	944.47	932.16	944.0	231175.0
2008-11-05 10:30:00	ES	Futures	944.0	946.36	938.79	939.74	166256.0
2008-11-05 11:00:00	ES	Futures	939.5	941.87	935.24	936.42	119719.0
2008-11-05 11:30:00	ES	Futures	936.42	936.42	929.09	933.35	180774.0
2008-11-05 12:00:00	ES	Futures	933.35	934.29	922.46	923.41	158306.0
2008-11-05 12:30:00	ES	Futures	923.41	925.3	916.54	921.51	146949.0
2008-11-05 13:00:00	ES	Futures	921.51	924.35	918.91	921.28	89008.0
2008-11-05 13:30:00	ES	Futures	921.28	922.46	916.07	918.44	110327.0
2008-11-05 14:00:00	ES	Futures	918.44	921.51	913.94	916.78	138407.0
2008-11-05 14:30:00	ES	Futures	917.02	924.12	916.31	918.91	154352.0
2008-11-05 15:00:00	ES	Futures	918.91	923.17	908.02	910.86	197066.0
2008-11-05 15:30:00	ES	Futures	910.63	913.47	896.43	900.45	430157.0
2008-11-05 16:00:00	ES	Futures	900.45	907.55	899.98	906.6	118218.0
2008-11-05 16:30:00	ES	Futures	906.37	906.6	895.48	896.19	17367.0
2008-11-05 17:00:00	ES	Futures	895.96	896.67	893.59	896.19	7067.0
2008-11-05 18:00:00	ES	Futures	895.48	896.19	892.64	895.25	4925.0
2008-11-05 18:30:00	ES	Futures	895.25	897.14	894.54	896.67	1502.0
2008-11-05 19:00:00	ES	Futures	896.67	897.14	894.06	894.06	2547.0
2008-11-05 19:30:00	ES	Futures	894.3	895.96	893.59	893.83	2041.0
2008-11-05 20:00:00	ES	Futures	894.06	896.43	893.35	895.96	1536.0
2008-11-05 20:30:00	ES	Futures	895.96	896.43	894.54	895.25	1520.0
2008-11-05 21:00:00	ES	Futures	895.01	895.96	894.06	895.48	1254.0
2008-11-05 21:30:00	ES	Futures	895.48	897.85	895.25	897.61	1964.0
2008-11-05 22:00:00	ES	Futures	897.61	899.27	895.48	899.03	2819.0
2008-11-05 22:30:00	ES	Futures	899.27	899.51	898.32	899.03	2725.0
2008-11-05 23:00:00	ES	Futures	899.03	899.27	897.38	898.09	1439.0
2008-11-05 23:30:00	ES	Futures	898.09	898.09	895.48	895.72	1102.0
2008-11-05 00:00:00	NQ	Futures	1560.83	1569.88	1559.98	1563.66	60.0
2008-11-05 00:30:00	NQ	Futures	1563.66	1570.45	1561.96	1570.45	76.0
2008-11-05 01:00:00	NQ	Futures	1570.73	1572.14	1567.33	1569.03	95.0

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

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