PREVIEW / futures_30min / 2008-11-18

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-18.parquet
  size:    66 KB
  rows:    2,220

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
2008-11-18 00:00:00	ES	Futures	802.24	802.95	800.35	802.72	1535.0
2008-11-18 00:30:00	ES	Futures	802.95	803.19	800.59	802.95	1702.0
2008-11-18 01:00:00	ES	Futures	802.95	802.95	797.98	798.69	2353.0
2008-11-18 01:30:00	ES	Futures	798.69	799.4	795.62	798.46	3355.0
2008-11-18 02:00:00	ES	Futures	798.22	799.64	796.33	798.69	2403.0
2008-11-18 02:30:00	ES	Futures	798.69	802.95	798.22	802.24	4675.0
2008-11-18 03:00:00	ES	Futures	802.24	807.45	801.53	802.24	16403.0
2008-11-18 03:30:00	ES	Futures	802.24	803.19	793.72	794.91	22351.0
2008-11-18 04:00:00	ES	Futures	794.91	795.85	787.1	787.81	18600.0
2008-11-18 04:30:00	ES	Futures	787.81	792.07	786.86	787.33	13243.0
2008-11-18 05:00:00	ES	Futures	787.33	793.72	787.33	792.3	7442.0
2008-11-18 05:30:00	ES	Futures	792.3	792.3	787.81	791.36	8694.0
2008-11-18 06:00:00	ES	Futures	791.36	793.01	788.52	788.52	8834.0
2008-11-18 06:30:00	ES	Futures	788.75	791.36	784.97	789.7	14166.0
2008-11-18 07:00:00	ES	Futures	789.7	793.96	789.46	791.83	11396.0
2008-11-18 07:30:00	ES	Futures	791.59	793.25	789.23	791.36	11049.0
2008-11-18 08:00:00	ES	Futures	791.59	801.77	790.88	798.69	42990.0
2008-11-18 08:30:00	ES	Futures	798.46	804.14	796.09	800.35	55538.0
2008-11-18 09:00:00	ES	Futures	800.35	804.61	797.98	802.01	35906.0
2008-11-18 09:30:00	ES	Futures	802.24	812.42	798.93	806.5	269002.0
2008-11-18 10:00:00	ES	Futures	806.27	818.33	799.4	818.33	259537.0
2008-11-18 10:30:00	ES	Futures	818.33	818.33	809.58	811.94	164462.0
2008-11-18 11:00:00	ES	Futures	811.71	811.94	805.32	809.58	154130.0
2008-11-18 11:30:00	ES	Futures	809.34	819.99	808.4	818.81	161408.0
2008-11-18 12:00:00	ES	Futures	819.04	819.04	808.63	810.53	116293.0
2008-11-18 12:30:00	ES	Futures	810.29	810.53	801.77	804.61	118944.0
2008-11-18 13:00:00	ES	Futures	804.61	804.61	793.72	798.93	166087.0
2008-11-18 13:30:00	ES	Futures	798.69	798.93	786.15	797.04	235158.0
2008-11-18 14:00:00	ES	Futures	797.04	797.27	786.86	794.67	208564.0
2008-11-18 14:30:00	ES	Futures	794.67	794.91	780.71	783.55	187913.0
2008-11-18 15:00:00	ES	Futures	783.55	801.77	782.6	795.38	273793.0
2008-11-18 15:30:00	ES	Futures	795.38	812.65	788.04	812.18	461316.0
2008-11-18 16:00:00	ES	Futures	811.94	822.59	810.76	819.75	174487.0
2008-11-18 16:30:00	ES	Futures	819.04	819.04	817.15	818.33	7280.0
2008-11-18 17:00:00	ES	Futures	818.1	818.81	816.44	816.68	4712.0
2008-11-18 18:00:00	ES	Futures	816.2	816.91	815.02	815.49	3058.0
2008-11-18 18:30:00	ES	Futures	815.49	815.73	813.6	813.84	2482.0
2008-11-18 19:00:00	ES	Futures	813.84	815.26	812.65	814.31	4328.0
2008-11-18 19:30:00	ES	Futures	814.07	814.07	811.0	811.47	4154.0
2008-11-18 20:00:00	ES	Futures	811.47	813.13	809.82	812.42	3407.0
2008-11-18 20:30:00	ES	Futures	812.18	813.13	810.53	810.76	1720.0
2008-11-18 21:00:00	ES	Futures	811.23	812.65	810.53	811.0	1185.0
2008-11-18 21:30:00	ES	Futures	811.0	811.71	809.82	811.0	1921.0
2008-11-18 22:00:00	ES	Futures	811.0	811.71	809.58	809.58	1549.0
2008-11-18 22:30:00	ES	Futures	809.58	811.71	807.92	811.23	3444.0
2008-11-18 23:00:00	ES	Futures	811.23	813.13	810.76	811.0	2542.0
2008-11-18 23:30:00	ES	Futures	811.0	813.84	810.76	813.6	1376.0
2008-11-18 00:00:00	NQ	Futures	1306.44	1307.86	1305.88	1307.86	9.0
2008-11-18 00:30:00	NQ	Futures	1308.42	1308.42	1305.59	1307.86	62.0
2008-11-18 01:00:00	NQ	Futures	1306.16	1306.16	1299.93	1299.93	106.0

> showing 50 of 2,220 rows — these rows as CSV

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