PREVIEW / futures_30min / 2008-11-11

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-11.parquet
  size:    69 KB
  rows:    2,264

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
2008-11-11 00:00:00	ES	Futures	874.18	875.37	871.34	872.76	1376.0
2008-11-11 00:30:00	ES	Futures	872.76	872.76	870.16	870.63	1041.0
2008-11-11 01:00:00	ES	Futures	870.63	870.87	869.45	869.92	1168.0
2008-11-11 01:30:00	ES	Futures	869.92	872.53	869.21	872.05	1353.0
2008-11-11 02:00:00	ES	Futures	872.05	872.76	867.56	868.74	3339.0
2008-11-11 02:30:00	ES	Futures	868.74	868.74	865.9	867.32	3039.0
2008-11-11 03:00:00	ES	Futures	867.32	872.29	864.24	871.82	11074.0
2008-11-11 03:30:00	ES	Futures	871.58	872.05	866.37	867.56	7347.0
2008-11-11 04:00:00	ES	Futures	867.56	869.92	865.19	865.9	5623.0
2008-11-11 04:30:00	ES	Futures	866.14	868.98	862.11	863.3	6363.0
2008-11-11 05:00:00	ES	Futures	863.3	865.19	859.98	864.48	10760.0
2008-11-11 05:30:00	ES	Futures	864.48	865.9	862.35	864.48	2888.0
2008-11-11 06:00:00	ES	Futures	864.72	866.61	862.35	863.53	4893.0
2008-11-11 06:30:00	ES	Futures	863.53	864.48	860.46	861.17	6716.0
2008-11-11 07:00:00	ES	Futures	861.17	861.88	852.89	854.78	24453.0
2008-11-11 07:30:00	ES	Futures	855.02	859.04	853.83	857.62	23135.0
2008-11-11 08:00:00	ES	Futures	857.62	858.56	854.78	855.02	21404.0
2008-11-11 08:30:00	ES	Futures	854.78	859.27	854.78	856.91	21228.0
2008-11-11 09:00:00	ES	Futures	856.67	859.04	853.36	855.96	33517.0
2008-11-11 09:30:00	ES	Futures	855.73	857.62	841.53	844.13	283791.0
2008-11-11 10:00:00	ES	Futures	843.89	849.57	841.29	845.08	183228.0
2008-11-11 10:30:00	ES	Futures	844.84	848.63	839.63	840.58	178882.0
2008-11-11 11:00:00	ES	Futures	840.58	844.84	837.5	842.0	148457.0
2008-11-11 11:30:00	ES	Futures	842.0	847.44	838.92	841.76	133273.0
2008-11-11 12:00:00	ES	Futures	841.53	842.47	835.61	837.5	97484.0
2008-11-11 12:30:00	ES	Futures	837.5	842.0	836.08	841.76	64424.0
2008-11-11 13:00:00	ES	Futures	841.76	843.89	838.69	840.58	99147.0
2008-11-11 13:30:00	ES	Futures	840.58	852.41	837.74	851.7	143405.0
2008-11-11 14:00:00	ES	Futures	851.47	864.95	847.68	863.53	286832.0
2008-11-11 14:30:00	ES	Futures	863.53	868.03	847.92	848.39	261901.0
2008-11-11 15:00:00	ES	Futures	848.39	857.85	847.44	852.41	186690.0
2008-11-11 15:30:00	ES	Futures	852.41	853.83	838.92	849.1	298854.0
2008-11-11 16:00:00	ES	Futures	849.1	849.81	844.6	845.79	81747.0
2008-11-11 16:30:00	ES	Futures	845.79	848.15	845.79	846.02	3853.0
2008-11-11 17:00:00	ES	Futures	846.02	846.26	844.84	845.79	1841.0
2008-11-11 18:00:00	ES	Futures	845.79	847.21	845.55	846.02	1587.0
2008-11-11 18:30:00	ES	Futures	845.79	847.68	845.79	846.97	1479.0
2008-11-11 19:00:00	ES	Futures	846.97	850.99	846.73	849.81	3075.0
2008-11-11 19:30:00	ES	Futures	849.81	851.47	849.57	850.28	1606.0
2008-11-11 20:00:00	ES	Futures	850.28	851.7	850.05	851.7	1162.0
2008-11-11 20:30:00	ES	Futures	851.7	862.35	850.99	860.93	9293.0
2008-11-11 21:00:00	ES	Futures	861.4	861.4	855.73	855.96	5279.0
2008-11-11 21:30:00	ES	Futures	855.73	856.67	854.07	855.96	1580.0
2008-11-11 22:00:00	ES	Futures	856.2	856.67	848.15	850.05	3420.0
2008-11-11 22:30:00	ES	Futures	850.05	851.7	849.1	850.05	1933.0
2008-11-11 23:00:00	ES	Futures	850.28	855.49	850.05	854.31	1584.0
2008-11-11 23:30:00	ES	Futures	854.07	854.54	851.94	852.89	1046.0
2008-11-11 00:00:00	NQ	Futures	1423.31	1423.31	1418.5	1421.32	18.0
2008-11-11 00:30:00	NQ	Futures	1419.91	1419.91	1417.08	1417.65	42.0
2008-11-11 01:00:00	NQ	Futures	1417.36	1418.5	1415.95	1416.23	24.0

> showing 50 of 2,264 rows — these rows as CSV

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