PREVIEW / futures_30min / 2008-11-12

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-12.parquet
  size:    72 KB
  rows:    2,325

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
2008-11-12 00:00:00	ES	Futures	853.12	854.78	852.18	853.83	1244.0
2008-11-12 00:30:00	ES	Futures	853.83	856.2	851.94	855.73	1471.0
2008-11-12 01:00:00	ES	Futures	855.73	857.14	855.25	856.91	1119.0
2008-11-12 01:30:00	ES	Futures	856.91	858.33	855.73	856.67	2437.0
2008-11-12 02:00:00	ES	Futures	857.14	859.75	855.96	858.33	2893.0
2008-11-12 02:30:00	ES	Futures	858.33	859.98	856.67	857.14	2868.0
2008-11-12 03:00:00	ES	Futures	856.91	859.51	854.31	856.67	11426.0
2008-11-12 03:30:00	ES	Futures	856.67	858.09	846.73	848.39	16453.0
2008-11-12 04:00:00	ES	Futures	848.63	850.76	847.21	848.86	5860.0
2008-11-12 04:30:00	ES	Futures	849.1	850.52	841.53	843.66	11779.0
2008-11-12 05:00:00	ES	Futures	843.66	846.02	843.18	845.08	6989.0
2008-11-12 05:30:00	ES	Futures	845.31	846.97	844.84	846.97	6554.0
2008-11-12 06:00:00	ES	Futures	846.97	851.23	845.08	850.52	9942.0
2008-11-12 06:30:00	ES	Futures	850.52	853.83	849.1	853.6	7722.0
2008-11-12 07:00:00	ES	Futures	853.83	854.54	849.57	850.52	13821.0
2008-11-12 07:30:00	ES	Futures	850.52	851.47	840.34	841.29	29007.0
2008-11-12 08:00:00	ES	Futures	841.53	843.42	838.21	842.24	34501.0
2008-11-12 08:30:00	ES	Futures	842.24	842.95	834.43	836.32	46613.0
2008-11-12 09:00:00	ES	Futures	836.56	836.79	828.98	831.59	58468.0
2008-11-12 09:30:00	ES	Futures	831.59	838.45	828.27	834.19	251204.0
2008-11-12 10:00:00	ES	Futures	833.95	837.98	826.62	827.09	253757.0
2008-11-12 10:30:00	ES	Futures	827.09	829.22	819.04	824.01	321536.0
2008-11-12 11:00:00	ES	Futures	824.01	826.14	817.62	825.43	232215.0
2008-11-12 11:30:00	ES	Futures	825.43	826.85	817.86	823.54	162762.0
2008-11-12 12:00:00	ES	Futures	823.54	826.14	818.81	824.25	112682.0
2008-11-12 12:30:00	ES	Futures	824.25	828.51	823.54	827.33	83397.0
2008-11-12 13:00:00	ES	Futures	827.56	828.98	819.28	822.36	97952.0
2008-11-12 13:30:00	ES	Futures	822.12	822.83	815.02	816.91	126702.0
2008-11-12 14:00:00	ES	Futures	816.68	820.7	812.65	818.1	154080.0
2008-11-12 14:30:00	ES	Futures	818.1	822.12	813.13	813.36	154501.0
2008-11-12 15:00:00	ES	Futures	813.13	814.31	805.79	807.92	225603.0
2008-11-12 15:30:00	ES	Futures	807.92	813.84	803.19	806.98	375179.0
2008-11-12 16:00:00	ES	Futures	807.21	810.53	805.32	807.69	137781.0
2008-11-12 16:30:00	ES	Futures	808.4	811.0	805.79	807.92	6489.0
2008-11-12 17:00:00	ES	Futures	807.92	807.92	796.33	799.4	19565.0
2008-11-12 18:00:00	ES	Futures	798.93	800.59	798.46	800.11	3870.0
2008-11-12 18:30:00	ES	Futures	799.88	801.77	799.17	801.06	1744.0
2008-11-12 19:00:00	ES	Futures	800.82	802.72	800.35	800.35	2626.0
2008-11-12 19:30:00	ES	Futures	800.35	803.43	799.17	799.4	3119.0
2008-11-12 20:00:00	ES	Futures	799.4	804.37	799.17	802.95	1830.0
2008-11-12 20:30:00	ES	Futures	802.72	804.14	801.06	803.43	1538.0
2008-11-12 21:00:00	ES	Futures	803.43	803.9	800.82	801.77	1334.0
2008-11-12 21:30:00	ES	Futures	801.77	802.95	800.35	801.53	1288.0
2008-11-12 22:00:00	ES	Futures	801.53	802.24	799.4	801.53	1581.0
2008-11-12 22:30:00	ES	Futures	801.53	803.19	800.59	800.82	1299.0
2008-11-12 23:00:00	ES	Futures	801.06	801.06	797.98	798.22	2437.0
2008-11-12 23:30:00	ES	Futures	798.22	800.59	798.22	800.59	1239.0
2008-11-12 00:00:00	NQ	Futures	1396.14	1396.71	1394.44	1396.14	32.0
2008-11-12 00:30:00	NQ	Futures	1396.14	1399.82	1394.44	1399.82	152.0
2008-11-12 01:00:00	NQ	Futures	1399.82	1400.1	1398.4	1400.1	48.0

> showing 50 of 2,325 rows — these rows as CSV

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