PREVIEW / futures_30min / 2008-11-07

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-07.parquet
  size:    59 KB
  rows:    1,882

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
2008-11-07 00:00:00	ES	Futures	868.98	869.69	865.66	868.03	3714.0
2008-11-07 00:30:00	ES	Futures	868.03	870.4	867.08	868.03	2026.0
2008-11-07 01:00:00	ES	Futures	868.27	869.21	867.08	867.32	1325.0
2008-11-07 01:30:00	ES	Futures	867.32	867.56	864.24	866.14	2764.0
2008-11-07 02:00:00	ES	Futures	865.9	869.45	864.01	869.21	4492.0
2008-11-07 02:30:00	ES	Futures	869.45	870.4	864.95	868.98	9819.0
2008-11-07 03:00:00	ES	Futures	868.98	876.31	868.74	873.0	24370.0
2008-11-07 03:30:00	ES	Futures	873.24	876.79	872.53	873.47	10896.0
2008-11-07 04:00:00	ES	Futures	873.47	876.31	870.16	870.16	12777.0
2008-11-07 04:30:00	ES	Futures	870.16	872.05	868.5	869.69	10359.0
2008-11-07 05:00:00	ES	Futures	869.69	872.29	869.69	871.82	5444.0
2008-11-07 05:30:00	ES	Futures	871.82	874.89	871.34	874.42	8868.0
2008-11-07 06:00:00	ES	Futures	874.18	874.66	868.03	870.4	8063.0
2008-11-07 06:30:00	ES	Futures	870.16	871.82	866.61	867.08	7107.0
2008-11-07 07:00:00	ES	Futures	867.08	867.56	863.06	865.43	14637.0
2008-11-07 07:30:00	ES	Futures	865.66	868.27	863.06	864.24	13759.0
2008-11-07 08:00:00	ES	Futures	864.01	867.08	862.11	865.66	22211.0
2008-11-07 08:30:00	ES	Futures	866.37	867.08	853.83	855.02	131981.0
2008-11-07 09:00:00	ES	Futures	855.02	863.53	852.89	863.53	77882.0
2008-11-07 09:30:00	ES	Futures	863.53	867.56	856.67	860.69	254476.0
2008-11-07 10:00:00	ES	Futures	860.93	877.26	860.46	873.47	266005.0
2008-11-07 10:30:00	ES	Futures	873.47	879.86	871.82	873.0	203573.0
2008-11-07 11:00:00	ES	Futures	873.0	874.18	862.82	864.24	215331.0
2008-11-07 11:30:00	ES	Futures	864.01	873.24	862.35	873.0	161554.0
2008-11-07 12:00:00	ES	Futures	873.0	876.31	868.74	870.4	88510.0
2008-11-07 12:30:00	ES	Futures	870.4	874.89	867.32	873.24	69442.0
2008-11-07 13:00:00	ES	Futures	873.24	875.6	869.92	874.18	67335.0
2008-11-07 13:30:00	ES	Futures	874.18	875.13	868.98	874.42	67649.0
2008-11-07 14:00:00	ES	Futures	873.95	875.13	870.16	871.58	75834.0
2008-11-07 14:30:00	ES	Futures	871.82	880.1	864.01	865.43	197170.0
2008-11-07 15:00:00	ES	Futures	865.43	871.34	859.27	863.3	209795.0
2008-11-07 15:30:00	ES	Futures	863.3	881.28	861.64	879.39	248831.0
2008-11-07 16:00:00	ES	Futures	879.39	887.44	878.68	887.2	131713.0
2008-11-07 00:00:00	NQ	Futures	1425.57	1426.14	1419.63	1422.46	64.0
2008-11-07 00:30:00	NQ	Futures	1422.74	1426.14	1420.76	1421.32	69.0
2008-11-07 01:00:00	NQ	Futures	1422.74	1422.74	1420.76	1422.74	49.0
2008-11-07 01:30:00	NQ	Futures	1421.61	1421.61	1417.93	1421.61	97.0
2008-11-07 02:00:00	NQ	Futures	1421.89	1423.87	1417.93	1423.31	141.0
2008-11-07 02:30:00	NQ	Futures	1423.59	1425.29	1417.08	1421.61	237.0
2008-11-07 03:00:00	NQ	Futures	1424.44	1432.93	1423.31	1430.38	1107.0
2008-11-07 03:30:00	NQ	Futures	1429.53	1434.62	1428.68	1429.25	1237.0
2008-11-07 04:00:00	NQ	Futures	1428.97	1434.62	1425.0	1426.14	1259.0
2008-11-07 04:30:00	NQ	Futures	1426.42	1430.38	1425.57	1428.68	566.0
2008-11-07 05:00:00	NQ	Futures	1429.81	1432.64	1428.12	1431.51	557.0
2008-11-07 05:30:00	NQ	Futures	1431.79	1439.72	1431.79	1438.59	1027.0
2008-11-07 06:00:00	NQ	Futures	1438.59	1439.15	1433.21	1435.47	990.0
2008-11-07 06:30:00	NQ	Futures	1435.76	1439.43	1432.93	1432.93	820.0
2008-11-07 07:00:00	NQ	Futures	1432.93	1434.34	1426.42	1429.53	938.0
2008-11-07 07:30:00	NQ	Futures	1430.1	1434.06	1426.42	1427.55	1268.0
2008-11-07 08:00:00	NQ	Futures	1427.55	1431.79	1419.91	1425.57	3117.0

> showing 50 of 1,882 rows — these rows as CSV

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