PREVIEW / futures_30min / 2008-11-06

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-06.parquet
  size:    73 KB
  rows:    2,333

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
2008-11-06 00:00:00	ES	Futures	895.48	897.85	893.35	897.38	2349.0
2008-11-06 00:30:00	ES	Futures	897.38	899.03	894.06	898.56	2389.0
2008-11-06 01:00:00	ES	Futures	898.32	899.27	897.61	899.03	1641.0
2008-11-06 01:30:00	ES	Futures	898.8	899.27	897.14	898.56	1076.0
2008-11-06 02:00:00	ES	Futures	898.8	900.22	896.43	897.38	5183.0
2008-11-06 02:30:00	ES	Futures	897.38	897.38	893.35	895.01	7828.0
2008-11-06 03:00:00	ES	Futures	895.25	900.69	893.35	899.74	14326.0
2008-11-06 03:30:00	ES	Futures	899.51	901.4	898.09	899.74	12085.0
2008-11-06 04:00:00	ES	Futures	899.51	902.11	897.38	898.56	6606.0
2008-11-06 04:30:00	ES	Futures	898.56	899.74	894.54	895.01	7095.0
2008-11-06 05:00:00	ES	Futures	894.77	895.01	887.91	892.41	16315.0
2008-11-06 05:30:00	ES	Futures	892.41	894.06	890.75	890.75	7713.0
2008-11-06 06:00:00	ES	Futures	890.75	891.22	886.02	888.62	9096.0
2008-11-06 06:30:00	ES	Futures	888.62	895.48	887.44	894.54	11328.0
2008-11-06 07:00:00	ES	Futures	894.77	902.35	891.7	900.93	55013.0
2008-11-06 07:30:00	ES	Futures	900.93	906.84	887.91	888.86	52151.0
2008-11-06 08:00:00	ES	Futures	889.09	893.12	885.54	890.28	29721.0
2008-11-06 08:30:00	ES	Futures	890.04	897.14	889.09	894.54	34887.0
2008-11-06 09:00:00	ES	Futures	894.77	895.25	889.09	890.75	35748.0
2008-11-06 09:30:00	ES	Futures	890.75	900.22	886.02	889.09	310495.0
2008-11-06 10:00:00	ES	Futures	889.09	890.28	881.28	883.41	266612.0
2008-11-06 10:30:00	ES	Futures	883.65	883.65	874.18	879.63	268732.0
2008-11-06 11:00:00	ES	Futures	879.39	881.28	869.92	873.47	239652.0
2008-11-06 11:30:00	ES	Futures	873.47	875.84	868.03	871.34	170364.0
2008-11-06 12:00:00	ES	Futures	871.34	873.95	862.59	863.06	193690.0
2008-11-06 12:30:00	ES	Futures	863.06	866.85	859.98	864.48	203083.0
2008-11-06 13:00:00	ES	Futures	864.48	865.43	854.78	859.51	177051.0
2008-11-06 13:30:00	ES	Futures	859.51	860.46	852.41	860.22	176360.0
2008-11-06 14:00:00	ES	Futures	860.22	867.08	857.14	858.56	195392.0
2008-11-06 14:30:00	ES	Futures	858.56	871.11	858.09	864.72	188495.0
2008-11-06 15:00:00	ES	Futures	864.72	867.08	852.65	854.54	233113.0
2008-11-06 15:30:00	ES	Futures	854.54	860.22	849.1	854.78	382225.0
2008-11-06 16:00:00	ES	Futures	854.78	858.33	851.94	856.44	140580.0
2008-11-06 16:30:00	ES	Futures	855.25	860.69	855.25	859.04	7920.0
2008-11-06 17:00:00	ES	Futures	859.04	859.75	856.91	856.91	2242.0
2008-11-06 18:00:00	ES	Futures	857.14	857.85	855.96	857.14	2186.0
2008-11-06 18:30:00	ES	Futures	857.14	858.33	856.2	858.09	1577.0
2008-11-06 19:00:00	ES	Futures	858.09	860.46	857.62	858.33	2650.0
2008-11-06 19:30:00	ES	Futures	858.33	859.04	855.73	856.44	3522.0
2008-11-06 20:00:00	ES	Futures	856.67	858.8	856.2	857.38	2150.0
2008-11-06 20:30:00	ES	Futures	857.38	863.3	856.91	862.35	3479.0
2008-11-06 21:00:00	ES	Futures	862.11	864.72	861.64	862.35	2290.0
2008-11-06 21:30:00	ES	Futures	862.35	866.61	861.17	864.48	4528.0
2008-11-06 22:00:00	ES	Futures	864.48	864.72	860.22	860.93	2254.0
2008-11-06 22:30:00	ES	Futures	860.93	866.85	860.93	865.9	5394.0
2008-11-06 23:00:00	ES	Futures	865.9	869.69	865.66	869.45	8448.0
2008-11-06 23:30:00	ES	Futures	869.21	870.63	868.74	868.98	5056.0
2008-11-06 00:00:00	NQ	Futures	1447.07	1449.62	1444.81	1448.77	126.0
2008-11-06 00:30:00	NQ	Futures	1449.62	1451.32	1444.81	1451.04	165.0
2008-11-06 01:00:00	NQ	Futures	1451.04	1451.32	1449.06	1451.32	154.0

> showing 50 of 2,333 rows — these rows as CSV

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