PREVIEW / futures_30min / 2008-11-14

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-14.parquet
  size:    58 KB
  rows:    1,827

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
2008-11-14 00:00:00	ES	Futures	849.34	850.28	846.5	849.1	3706.0
2008-11-14 00:30:00	ES	Futures	848.86	851.47	848.15	849.57	1724.0
2008-11-14 01:00:00	ES	Futures	850.05	852.65	849.57	851.47	1311.0
2008-11-14 01:30:00	ES	Futures	851.7	854.07	851.47	852.41	1946.0
2008-11-14 02:00:00	ES	Futures	852.18	855.96	848.39	854.31	9040.0
2008-11-14 02:30:00	ES	Futures	853.83	855.02	847.44	847.68	7784.0
2008-11-14 03:00:00	ES	Futures	847.92	849.34	842.24	846.73	22845.0
2008-11-14 03:30:00	ES	Futures	846.73	849.1	845.08	846.97	14370.0
2008-11-14 04:00:00	ES	Futures	846.97	850.76	846.5	847.21	8213.0
2008-11-14 04:30:00	ES	Futures	847.44	849.57	844.6	845.79	7706.0
2008-11-14 05:00:00	ES	Futures	845.79	848.39	842.24	848.15	8514.0
2008-11-14 05:30:00	ES	Futures	848.39	850.28	846.97	848.15	6467.0
2008-11-14 06:00:00	ES	Futures	848.39	851.94	847.92	851.47	6390.0
2008-11-14 06:30:00	ES	Futures	851.47	851.94	850.28	851.47	5846.0
2008-11-14 07:00:00	ES	Futures	851.23	853.83	846.26	848.15	11956.0
2008-11-14 07:30:00	ES	Futures	848.15	852.89	845.79	846.26	13742.0
2008-11-14 08:00:00	ES	Futures	846.02	846.73	841.05	845.08	32558.0
2008-11-14 08:30:00	ES	Futures	845.08	848.39	840.82	846.73	54148.0
2008-11-14 09:00:00	ES	Futures	846.97	847.92	841.05	842.71	33546.0
2008-11-14 09:30:00	ES	Futures	842.71	858.56	841.76	854.78	251651.0
2008-11-14 10:00:00	ES	Futures	855.02	857.62	838.21	842.47	226106.0
2008-11-14 10:30:00	ES	Futures	842.47	842.71	830.64	834.19	233066.0
2008-11-14 11:00:00	ES	Futures	833.95	839.16	829.22	833.24	163821.0
2008-11-14 11:30:00	ES	Futures	833.24	834.43	827.56	829.22	144678.0
2008-11-14 12:00:00	ES	Futures	829.22	829.46	821.65	828.04	161917.0
2008-11-14 12:30:00	ES	Futures	827.8	836.32	824.72	833.24	146392.0
2008-11-14 13:00:00	ES	Futures	833.48	835.61	823.78	835.37	120134.0
2008-11-14 13:30:00	ES	Futures	835.14	841.53	830.88	836.56	164440.0
2008-11-14 14:00:00	ES	Futures	836.56	855.25	834.66	848.39	253841.0
2008-11-14 14:30:00	ES	Futures	848.63	866.14	843.89	864.95	280676.0
2008-11-14 15:00:00	ES	Futures	865.19	868.98	850.99	854.31	279909.0
2008-11-14 15:30:00	ES	Futures	854.31	855.96	822.36	824.49	435042.0
2008-11-14 16:00:00	ES	Futures	824.49	825.67	814.31	814.55	200003.0
2008-11-14 00:00:00	NQ	Futures	1386.8	1389.35	1383.41	1387.37	78.0
2008-11-14 00:30:00	NQ	Futures	1386.8	1389.92	1385.95	1389.07	174.0
2008-11-14 01:00:00	NQ	Futures	1388.78	1391.05	1388.78	1390.48	46.0
2008-11-14 01:30:00	NQ	Futures	1390.76	1394.16	1389.92	1391.33	238.0
2008-11-14 02:00:00	NQ	Futures	1393.31	1398.12	1388.22	1395.58	748.0
2008-11-14 02:30:00	NQ	Futures	1395.58	1395.86	1384.26	1385.67	471.0
2008-11-14 03:00:00	NQ	Futures	1386.24	1387.94	1378.88	1384.82	1076.0
2008-11-14 03:30:00	NQ	Futures	1384.82	1388.22	1381.71	1383.12	647.0
2008-11-14 04:00:00	NQ	Futures	1383.41	1391.05	1383.41	1385.67	793.0
2008-11-14 04:30:00	NQ	Futures	1385.67	1388.78	1380.86	1382.56	354.0
2008-11-14 05:00:00	NQ	Futures	1382.84	1385.11	1377.18	1384.82	444.0
2008-11-14 05:30:00	NQ	Futures	1385.39	1390.48	1383.97	1387.09	411.0
2008-11-14 06:00:00	NQ	Futures	1387.94	1392.46	1385.95	1390.48	216.0
2008-11-14 06:30:00	NQ	Futures	1390.48	1393.31	1389.35	1391.33	310.0
2008-11-14 07:00:00	NQ	Futures	1391.05	1394.73	1384.82	1387.94	569.0
2008-11-14 07:30:00	NQ	Futures	1388.5	1393.59	1385.11	1386.24	1165.0
2008-11-14 08:00:00	NQ	Futures	1385.67	1386.24	1373.22	1376.9	3515.0

> showing 50 of 1,827 rows — these rows as CSV

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