PREVIEW / futures_30min / 2008-11-19

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-19.parquet
  size:    69 KB
  rows:    2,237

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
2008-11-19 00:00:00	ES	Futures	813.6	815.02	813.36	814.55	1729.0
2008-11-19 00:30:00	ES	Futures	814.55	816.44	813.36	816.44	1200.0
2008-11-19 01:00:00	ES	Futures	816.44	817.86	816.2	817.39	1779.0
2008-11-19 01:30:00	ES	Futures	817.62	819.75	817.39	818.81	3330.0
2008-11-19 02:00:00	ES	Futures	818.81	819.04	814.07	816.44	5296.0
2008-11-19 02:30:00	ES	Futures	816.2	816.91	813.36	815.02	4629.0
2008-11-19 03:00:00	ES	Futures	814.78	815.02	808.16	808.63	11191.0
2008-11-19 03:30:00	ES	Futures	808.87	812.18	806.03	807.45	11582.0
2008-11-19 04:00:00	ES	Futures	807.69	808.63	802.72	807.45	17230.0
2008-11-19 04:30:00	ES	Futures	807.69	808.87	804.37	806.98	7550.0
2008-11-19 05:00:00	ES	Futures	806.74	809.34	805.79	808.63	6235.0
2008-11-19 05:30:00	ES	Futures	808.87	813.13	808.4	811.47	7295.0
2008-11-19 06:00:00	ES	Futures	811.47	811.47	807.21	807.69	5375.0
2008-11-19 06:30:00	ES	Futures	807.45	809.82	805.56	809.82	6187.0
2008-11-19 07:00:00	ES	Futures	809.58	812.18	806.27	807.21	14039.0
2008-11-19 07:30:00	ES	Futures	806.98	809.58	804.14	804.61	20209.0
2008-11-19 08:00:00	ES	Futures	804.37	807.21	802.48	806.5	23961.0
2008-11-19 08:30:00	ES	Futures	806.98	810.29	799.64	801.77	46458.0
2008-11-19 09:00:00	ES	Futures	801.77	810.53	801.06	809.34	47448.0
2008-11-19 09:30:00	ES	Futures	809.34	817.62	802.72	806.27	287209.0
2008-11-19 10:00:00	ES	Futures	806.27	818.33	804.85	811.47	259782.0
2008-11-19 10:30:00	ES	Futures	811.47	811.47	793.49	794.2	214016.0
2008-11-19 11:00:00	ES	Futures	794.43	798.93	787.57	788.52	188701.0
2008-11-19 11:30:00	ES	Futures	788.52	792.3	783.78	788.99	222341.0
2008-11-19 12:00:00	ES	Futures	789.23	790.41	781.42	783.07	159641.0
2008-11-19 12:30:00	ES	Futures	782.84	790.17	781.89	788.52	126848.0
2008-11-19 13:00:00	ES	Futures	788.52	793.72	782.36	782.6	122976.0
2008-11-19 13:30:00	ES	Futures	782.6	790.88	778.58	787.81	158428.0
2008-11-19 14:00:00	ES	Futures	787.81	787.81	778.1	780.71	185871.0
2008-11-19 14:30:00	ES	Futures	780.71	792.3	775.26	788.99	257713.0
2008-11-19 15:00:00	ES	Futures	788.75	791.83	773.84	778.81	296922.0
2008-11-19 15:30:00	ES	Futures	778.81	782.13	761.3	763.67	464426.0
2008-11-19 16:00:00	ES	Futures	763.67	769.58	763.43	768.87	192026.0
2008-11-19 16:30:00	ES	Futures	767.22	768.4	765.09	765.32	6561.0
2008-11-19 17:00:00	ES	Futures	765.32	768.4	765.09	767.93	2506.0
2008-11-19 18:00:00	ES	Futures	766.51	769.58	766.51	767.45	4033.0
2008-11-19 18:30:00	ES	Futures	767.45	768.87	764.38	768.64	4030.0
2008-11-19 19:00:00	ES	Futures	768.87	769.82	763.91	763.91	3765.0
2008-11-19 19:30:00	ES	Futures	763.91	768.4	763.91	768.4	3848.0
2008-11-19 20:00:00	ES	Futures	768.4	770.06	767.93	769.11	3157.0
2008-11-19 20:30:00	ES	Futures	769.11	771.95	767.69	769.82	3213.0
2008-11-19 21:00:00	ES	Futures	770.06	771.24	768.87	769.35	3097.0
2008-11-19 21:30:00	ES	Futures	769.35	771.24	769.11	770.29	1745.0
2008-11-19 22:00:00	ES	Futures	770.53	770.53	769.11	769.35	1814.0
2008-11-19 22:30:00	ES	Futures	769.35	770.06	768.64	768.64	3184.0
2008-11-19 23:00:00	ES	Futures	768.64	769.11	763.67	764.61	3311.0
2008-11-19 23:30:00	ES	Futures	764.61	765.56	759.65	760.12	6512.0
2008-11-19 00:00:00	NQ	Futures	1316.91	1318.04	1315.21	1315.21	92.0
2008-11-19 00:30:00	NQ	Futures	1315.78	1319.18	1315.21	1318.33	209.0
2008-11-19 01:00:00	NQ	Futures	1318.89	1321.44	1318.89	1320.87	49.0

> showing 50 of 2,237 rows — these rows as CSV

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