PREVIEW / futures_30min / 2008-11-17

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-17.parquet
  size:    65 KB
  rows:    2,140

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
2008-11-17 00:00:00	ES	Futures	820.94	824.49	818.1	818.81	3896.0
2008-11-17 00:30:00	ES	Futures	819.28	820.7	814.55	814.78	2328.0
2008-11-17 01:00:00	ES	Futures	815.02	818.81	814.78	816.44	1463.0
2008-11-17 01:30:00	ES	Futures	816.44	818.81	816.2	818.81	750.0
2008-11-17 02:00:00	ES	Futures	818.81	822.12	818.1	820.23	3684.0
2008-11-17 02:30:00	ES	Futures	820.23	821.41	816.68	820.23	4585.0
2008-11-17 03:00:00	ES	Futures	820.46	824.01	818.1	823.54	11946.0
2008-11-17 03:30:00	ES	Futures	823.54	826.38	822.36	826.38	9125.0
2008-11-17 04:00:00	ES	Futures	826.38	827.56	824.25	826.85	8233.0
2008-11-17 04:30:00	ES	Futures	826.62	827.09	818.57	819.52	12143.0
2008-11-17 05:00:00	ES	Futures	819.28	819.75	815.49	817.15	10275.0
2008-11-17 05:30:00	ES	Futures	817.39	817.62	811.94	812.18	10439.0
2008-11-17 06:00:00	ES	Futures	812.18	814.07	807.92	809.11	10814.0
2008-11-17 06:30:00	ES	Futures	808.87	811.23	807.92	810.53	7927.0
2008-11-17 07:00:00	ES	Futures	810.76	811.23	807.45	807.92	9164.0
2008-11-17 07:30:00	ES	Futures	807.92	810.76	805.79	807.92	18046.0
2008-11-17 08:00:00	ES	Futures	807.69	811.0	806.98	809.58	15214.0
2008-11-17 08:30:00	ES	Futures	809.58	810.29	805.32	806.27	22911.0
2008-11-17 09:00:00	ES	Futures	806.03	815.49	806.03	813.84	43328.0
2008-11-17 09:30:00	ES	Futures	814.07	819.75	808.63	817.86	274437.0
2008-11-17 10:00:00	ES	Futures	817.86	818.1	801.77	806.27	230697.0
2008-11-17 10:30:00	ES	Futures	806.27	810.76	803.9	804.37	169278.0
2008-11-17 11:00:00	ES	Futures	804.37	815.73	804.14	809.58	162788.0
2008-11-17 11:30:00	ES	Futures	809.82	825.91	808.16	823.54	194949.0
2008-11-17 12:00:00	ES	Futures	823.78	830.88	820.7	829.93	202376.0
2008-11-17 12:30:00	ES	Futures	830.17	834.66	824.25	826.62	168782.0
2008-11-17 13:00:00	ES	Futures	826.62	827.56	819.99	824.01	132935.0
2008-11-17 13:30:00	ES	Futures	823.78	825.2	815.26	822.36	130848.0
2008-11-17 14:00:00	ES	Futures	822.36	827.56	816.2	817.86	136215.0
2008-11-17 14:30:00	ES	Futures	817.86	827.33	814.78	817.86	175076.0
2008-11-17 15:00:00	ES	Futures	817.62	826.14	815.26	820.46	142985.0
2008-11-17 15:30:00	ES	Futures	820.7	823.07	802.24	804.14	299353.0
2008-11-17 16:00:00	ES	Futures	804.14	807.69	803.19	805.32	102896.0
2008-11-17 16:30:00	ES	Futures	805.32	806.5	802.48	802.95	5976.0
2008-11-17 17:00:00	ES	Futures	802.95	805.32	802.48	804.61	2800.0
2008-11-17 18:00:00	ES	Futures	803.9	804.37	801.77	802.24	3108.0
2008-11-17 18:30:00	ES	Futures	802.01	803.9	801.53	803.66	1942.0
2008-11-17 19:00:00	ES	Futures	803.66	805.08	802.95	804.14	2564.0
2008-11-17 19:30:00	ES	Futures	803.9	804.14	802.01	803.19	2077.0
2008-11-17 20:00:00	ES	Futures	802.95	805.08	801.06	804.14	2916.0
2008-11-17 20:30:00	ES	Futures	803.9	804.37	801.53	804.14	2123.0
2008-11-17 21:00:00	ES	Futures	804.14	804.61	801.77	802.72	1546.0
2008-11-17 21:30:00	ES	Futures	802.95	804.14	801.77	804.14	1475.0
2008-11-17 22:00:00	ES	Futures	804.14	804.61	802.24	802.48	1910.0
2008-11-17 22:30:00	ES	Futures	802.48	803.66	798.69	799.64	3483.0
2008-11-17 23:00:00	ES	Futures	799.64	802.72	796.56	799.4	3830.0
2008-11-17 23:30:00	ES	Futures	799.64	802.72	799.64	802.01	2115.0
2008-11-17 00:00:00	NQ	Futures	1317.48	1320.87	1310.12	1312.1	110.0
2008-11-17 00:30:00	NQ	Futures	1312.67	1313.52	1305.03	1306.16	138.0
2008-11-17 01:00:00	NQ	Futures	1306.16	1311.54	1305.59	1307.57	121.0

> showing 50 of 2,140 rows — these rows as CSV

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