PREVIEW / futures_30min / 2008-11-10

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-10.parquet
  size:    70 KB
  rows:    2,234

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
2008-11-10 00:00:00	ES	Futures	900.93	901.64	899.27	899.74	2040.0
2008-11-10 00:30:00	ES	Futures	899.98	900.22	899.27	899.98	1483.0
2008-11-10 01:00:00	ES	Futures	900.22	901.16	899.74	900.22	1415.0
2008-11-10 01:30:00	ES	Futures	900.22	904.47	899.74	902.82	2753.0
2008-11-10 02:00:00	ES	Futures	903.06	903.53	896.67	899.03	9330.0
2008-11-10 02:30:00	ES	Futures	899.27	903.76	897.38	902.11	6189.0
2008-11-10 03:00:00	ES	Futures	901.64	905.18	897.85	904.71	13809.0
2008-11-10 03:30:00	ES	Futures	904.95	905.18	901.64	904.0	10898.0
2008-11-10 04:00:00	ES	Futures	904.0	904.95	902.11	904.24	7117.0
2008-11-10 04:30:00	ES	Futures	904.24	906.6	903.29	904.24	6213.0
2008-11-10 05:00:00	ES	Futures	904.24	909.44	904.0	908.73	8831.0
2008-11-10 05:30:00	ES	Futures	908.73	911.1	908.02	908.5	10204.0
2008-11-10 06:00:00	ES	Futures	908.26	910.39	907.31	907.79	6444.0
2008-11-10 06:30:00	ES	Futures	907.79	909.21	904.95	905.18	7872.0
2008-11-10 07:00:00	ES	Futures	904.95	905.42	900.45	901.16	12742.0
2008-11-10 07:30:00	ES	Futures	901.4	905.18	900.69	904.95	9068.0
2008-11-10 08:00:00	ES	Futures	904.95	906.13	901.4	903.29	14583.0
2008-11-10 08:30:00	ES	Futures	903.29	905.66	901.4	901.87	22662.0
2008-11-10 09:00:00	ES	Futures	901.64	902.35	896.9	897.85	34325.0
2008-11-10 09:30:00	ES	Futures	898.09	901.4	890.75	893.12	206141.0
2008-11-10 10:00:00	ES	Futures	893.35	895.72	889.09	891.22	143661.0
2008-11-10 10:30:00	ES	Futures	891.22	893.12	883.18	884.6	151259.0
2008-11-10 11:00:00	ES	Futures	884.6	885.54	880.34	884.6	130678.0
2008-11-10 11:30:00	ES	Futures	884.6	886.25	873.0	874.42	130360.0
2008-11-10 12:00:00	ES	Futures	874.18	878.44	870.87	871.11	93495.0
2008-11-10 12:30:00	ES	Futures	871.11	872.29	863.3	865.66	131314.0
2008-11-10 13:00:00	ES	Futures	865.66	871.34	862.59	870.16	95862.0
2008-11-10 13:30:00	ES	Futures	870.4	874.89	867.08	873.47	90510.0
2008-11-10 14:00:00	ES	Futures	873.71	876.31	868.03	869.21	98270.0
2008-11-10 14:30:00	ES	Futures	868.98	870.16	861.88	864.01	112146.0
2008-11-10 15:00:00	ES	Futures	864.01	867.56	857.14	859.04	186094.0
2008-11-10 15:30:00	ES	Futures	859.04	870.63	857.85	869.69	234273.0
2008-11-10 16:00:00	ES	Futures	869.92	872.53	869.45	872.05	81079.0
2008-11-10 16:30:00	ES	Futures	870.4	872.76	870.16	871.34	4262.0
2008-11-10 17:00:00	ES	Futures	871.34	872.76	871.34	872.53	1066.0
2008-11-10 18:00:00	ES	Futures	873.0	873.0	868.03	869.69	2895.0
2008-11-10 18:30:00	ES	Futures	869.92	870.16	868.98	869.69	719.0
2008-11-10 19:00:00	ES	Futures	869.45	872.05	868.98	869.21	2560.0
2008-11-10 19:30:00	ES	Futures	869.21	869.45	867.56	867.79	2327.0
2008-11-10 20:00:00	ES	Futures	867.79	868.27	867.08	868.27	1664.0
2008-11-10 20:30:00	ES	Futures	868.27	868.5	867.32	867.32	840.0
2008-11-10 21:00:00	ES	Futures	867.56	870.63	867.32	869.69	1242.0
2008-11-10 21:30:00	ES	Futures	869.92	874.18	869.69	873.0	2052.0
2008-11-10 22:00:00	ES	Futures	873.0	874.18	870.87	872.05	1143.0
2008-11-10 22:30:00	ES	Futures	872.29	876.31	872.29	876.08	2629.0
2008-11-10 23:00:00	ES	Futures	876.08	877.73	874.66	875.13	1622.0
2008-11-10 23:30:00	ES	Futures	875.37	876.08	873.71	874.42	808.0
2008-11-10 00:00:00	NQ	Futures	1481.03	1482.16	1478.77	1478.77	12.0
2008-11-10 00:30:00	NQ	Futures	1479.33	1480.46	1478.48	1479.05	27.0
2008-11-10 01:00:00	NQ	Futures	1479.33	1480.75	1479.33	1480.75	9.0

> showing 50 of 2,234 rows — these rows as CSV

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