PREVIEW / futures_30min / 2008-11-16

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-16.parquet
  size:    19 KB
  rows:    417

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
2008-11-16 18:00:00	ES	Futures	815.97	816.91	810.76	814.31	8620.0
2008-11-16 18:30:00	ES	Futures	814.31	815.02	812.18	813.6	3944.0
2008-11-16 19:00:00	ES	Futures	813.6	814.78	806.03	806.98	7693.0
2008-11-16 19:30:00	ES	Futures	806.74	808.16	804.61	807.21	3747.0
2008-11-16 20:00:00	ES	Futures	807.45	811.71	807.45	811.47	4831.0
2008-11-16 20:30:00	ES	Futures	811.23	815.02	810.05	815.02	6430.0
2008-11-16 21:00:00	ES	Futures	814.78	815.49	812.65	812.89	4805.0
2008-11-16 21:30:00	ES	Futures	812.65	814.55	810.29	812.65	3663.0
2008-11-16 22:00:00	ES	Futures	812.42	817.62	812.42	817.62	5698.0
2008-11-16 22:30:00	ES	Futures	817.39	823.07	817.39	821.88	6928.0
2008-11-16 23:00:00	ES	Futures	821.65	823.07	819.04	819.75	3490.0
2008-11-16 23:30:00	ES	Futures	819.52	821.65	818.57	820.7	1805.0
2008-11-16 18:00:00	NQ	Futures	1309.84	1313.52	1302.76	1308.42	743.0
2008-11-16 18:30:00	NQ	Futures	1308.42	1308.42	1305.03	1306.72	182.0
2008-11-16 19:00:00	NQ	Futures	1306.44	1307.86	1292.86	1293.71	363.0
2008-11-16 19:30:00	NQ	Futures	1293.71	1294.84	1289.46	1292.01	304.0
2008-11-16 20:00:00	NQ	Futures	1293.99	1299.93	1292.29	1299.37	315.0
2008-11-16 20:30:00	NQ	Futures	1299.08	1305.31	1297.95	1305.31	308.0
2008-11-16 21:00:00	NQ	Futures	1305.59	1307.29	1301.91	1301.91	152.0
2008-11-16 21:30:00	NQ	Futures	1301.91	1304.46	1298.24	1303.9	126.0
2008-11-16 22:00:00	NQ	Futures	1302.48	1310.69	1302.48	1310.69	329.0
2008-11-16 22:30:00	NQ	Futures	1310.97	1318.61	1310.97	1317.19	527.0
2008-11-16 23:00:00	NQ	Futures	1317.48	1319.74	1312.95	1312.95	71.0
2008-11-16 23:30:00	NQ	Futures	1312.95	1316.06	1311.82	1313.23	35.0
2008-11-16 18:00:00	YM	Futures	7630.9	7630.9	7576.3	7603.6	550.0
2008-11-16 18:30:00	YM	Futures	7603.6	7609.9	7585.4	7598.1	175.0
2008-11-16 19:00:00	YM	Futures	7598.1	7609.9	7539.0	7545.4	349.0
2008-11-16 19:30:00	YM	Futures	7544.5	7555.4	7525.4	7547.2	311.0
2008-11-16 20:00:00	YM	Futures	7547.2	7589.0	7542.6	7579.9	355.0
2008-11-16 20:30:00	YM	Futures	7579.9	7615.4	7572.7	7615.4	326.0
2008-11-16 21:00:00	YM	Futures	7615.4	7618.1	7594.5	7598.1	211.0
2008-11-16 21:30:00	YM	Futures	7595.4	7606.3	7570.8	7594.5	285.0
2008-11-16 22:00:00	YM	Futures	7597.2	7637.2	7597.2	7636.3	219.0
2008-11-16 22:30:00	YM	Futures	7636.3	7682.7	7636.3	7669.1	457.0
2008-11-16 23:00:00	YM	Futures	7669.1	7680.0	7645.4	7649.1	243.0
2008-11-16 23:30:00	YM	Futures	7650.0	7665.4	7640.9	7657.2	112.0
2008-11-16 18:00:00	CL	Futures	210.9	210.9	207.68	209.42	249.0
2008-11-16 18:30:00	CL	Futures	209.42	209.42	208.68	208.87	111.0
2008-11-16 19:00:00	CL	Futures	208.5	208.61	208.13	208.31	259.0
2008-11-16 19:30:00	CL	Futures	208.2	208.31	207.94	208.13	78.0
2008-11-16 20:00:00	CL	Futures	208.13	208.35	207.94	208.31	72.0
2008-11-16 20:30:00	CL	Futures	208.31	209.31	208.16	209.31	377.0
2008-11-16 21:00:00	CL	Futures	209.31	209.31	208.9	208.9	26.0
2008-11-16 21:30:00	CL	Futures	208.87	208.98	208.35	208.61	56.0
2008-11-16 22:00:00	CL	Futures	208.53	209.16	208.53	209.16	57.0
2008-11-16 22:30:00	CL	Futures	209.23	210.05	209.23	209.53	189.0
2008-11-16 23:00:00	CL	Futures	209.68	210.31	209.6	210.01	143.0
2008-11-16 23:30:00	CL	Futures	210.16	210.31	209.49	209.49	58.0
2008-11-16 18:00:00	GC	Futures	1056.1	1061.9	1054.1	1057.7	556.0
2008-11-16 18:30:00	GC	Futures	1056.7	1061.6	1051.4	1055.4	587.0

> showing 50 of 417 rows — these rows as CSV

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