PREVIEW / futures_30min / 2008-11-13

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-13.parquet
  size:    71 KB
  rows:    2,276

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
2008-11-13 00:00:00	ES	Futures	800.59	802.72	799.4	802.24	2209.0
2008-11-13 00:30:00	ES	Futures	801.77	805.32	799.4	802.72	3823.0
2008-11-13 01:00:00	ES	Futures	802.72	806.03	800.82	803.9	1443.0
2008-11-13 01:30:00	ES	Futures	804.14	806.74	802.95	806.27	2552.0
2008-11-13 02:00:00	ES	Futures	806.27	806.27	800.59	800.82	7141.0
2008-11-13 02:30:00	ES	Futures	800.82	802.01	799.4	800.35	7876.0
2008-11-13 03:00:00	ES	Futures	800.35	812.18	800.35	811.94	18977.0
2008-11-13 03:30:00	ES	Futures	811.94	812.89	807.92	808.4	13524.0
2008-11-13 04:00:00	ES	Futures	808.16	817.39	807.21	816.2	15301.0
2008-11-13 04:30:00	ES	Futures	815.73	816.2	813.13	813.36	7226.0
2008-11-13 05:00:00	ES	Futures	813.36	813.36	802.72	805.56	14553.0
2008-11-13 05:30:00	ES	Futures	805.79	806.27	799.88	804.61	12861.0
2008-11-13 06:00:00	ES	Futures	804.61	804.85	797.98	803.19	17230.0
2008-11-13 06:30:00	ES	Futures	803.19	808.63	803.19	806.03	10454.0
2008-11-13 07:00:00	ES	Futures	806.03	814.07	805.08	813.13	15880.0
2008-11-13 07:30:00	ES	Futures	813.36	814.55	805.32	806.03	19726.0
2008-11-13 08:00:00	ES	Futures	806.27	809.11	803.43	803.66	22027.0
2008-11-13 08:30:00	ES	Futures	803.66	808.63	801.77	804.85	44544.0
2008-11-13 09:00:00	ES	Futures	804.85	811.94	804.61	811.23	33693.0
2008-11-13 09:30:00	ES	Futures	811.47	818.57	801.06	802.01	289423.0
2008-11-13 10:00:00	ES	Futures	802.01	820.46	801.06	815.73	284365.0
2008-11-13 10:30:00	ES	Futures	815.73	818.33	805.08	809.58	199336.0
2008-11-13 11:00:00	ES	Futures	809.58	811.71	800.59	809.82	208436.0
2008-11-13 11:30:00	ES	Futures	809.82	811.0	802.72	804.37	146674.0
2008-11-13 12:00:00	ES	Futures	804.37	806.5	795.14	796.8	158846.0
2008-11-13 12:30:00	ES	Futures	796.8	798.93	773.61	774.08	262729.0
2008-11-13 13:00:00	ES	Futures	773.84	792.07	773.13	792.07	318540.0
2008-11-13 13:30:00	ES	Futures	792.3	815.97	790.41	802.48	444152.0
2008-11-13 14:00:00	ES	Futures	802.24	825.2	799.88	820.94	299359.0
2008-11-13 14:30:00	ES	Futures	821.17	834.9	816.44	826.38	375248.0
2008-11-13 15:00:00	ES	Futures	826.38	841.05	812.42	841.05	373143.0
2008-11-13 15:30:00	ES	Futures	840.82	864.95	838.21	863.06	597553.0
2008-11-13 16:00:00	ES	Futures	863.06	864.01	857.85	859.51	167502.0
2008-11-13 16:30:00	ES	Futures	859.04	860.93	857.14	857.38	11398.0
2008-11-13 17:00:00	ES	Futures	857.62	860.69	857.62	859.51	3449.0
2008-11-13 18:00:00	ES	Futures	859.51	860.46	856.67	859.98	3741.0
2008-11-13 18:30:00	ES	Futures	859.98	860.93	858.56	859.04	1977.0
2008-11-13 19:00:00	ES	Futures	859.04	859.27	855.25	855.49	3239.0
2008-11-13 19:30:00	ES	Futures	855.49	857.14	854.07	854.54	3812.0
2008-11-13 20:00:00	ES	Futures	854.31	855.73	852.65	855.49	4503.0
2008-11-13 20:30:00	ES	Futures	855.25	855.73	852.41	852.65	3154.0
2008-11-13 21:00:00	ES	Futures	852.65	853.83	850.28	850.76	4719.0
2008-11-13 21:30:00	ES	Futures	850.76	852.18	850.28	851.94	2046.0
2008-11-13 22:00:00	ES	Futures	852.18	852.18	850.05	850.76	2090.0
2008-11-13 22:30:00	ES	Futures	850.52	852.89	849.57	851.47	2536.0
2008-11-13 23:00:00	ES	Futures	851.47	852.18	848.39	849.57	3201.0
2008-11-13 23:30:00	ES	Futures	850.05	850.99	847.92	849.34	2272.0
2008-11-13 00:00:00	NQ	Futures	1297.67	1299.93	1294.56	1299.65	160.0
2008-11-13 00:30:00	NQ	Futures	1297.67	1302.76	1296.26	1297.95	195.0
2008-11-13 01:00:00	NQ	Futures	1301.07	1304.46	1298.52	1303.9	65.0

> showing 50 of 2,276 rows — these rows as CSV

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