PREVIEW / futures_30min / 2008-11-20

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-20.parquet
  size:    71 KB
  rows:    2,295

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
2008-11-20 00:00:00	ES	Futures	760.36	761.54	759.65	761.3	2983.0
2008-11-20 00:30:00	ES	Futures	761.07	761.3	757.99	759.41	4786.0
2008-11-20 01:00:00	ES	Futures	759.65	760.36	753.02	753.73	6677.0
2008-11-20 01:30:00	ES	Futures	753.97	759.17	752.78	757.28	2972.0
2008-11-20 02:00:00	ES	Futures	757.28	760.36	753.97	759.88	8392.0
2008-11-20 02:30:00	ES	Futures	759.65	759.65	754.68	757.52	6168.0
2008-11-20 03:00:00	ES	Futures	757.52	764.14	756.33	763.67	14843.0
2008-11-20 03:30:00	ES	Futures	763.91	764.38	754.44	755.86	19274.0
2008-11-20 04:00:00	ES	Futures	755.86	760.12	754.91	759.41	8679.0
2008-11-20 04:30:00	ES	Futures	759.41	759.88	753.49	756.1	12676.0
2008-11-20 05:00:00	ES	Futures	756.1	756.57	753.26	753.97	8624.0
2008-11-20 05:30:00	ES	Futures	753.97	758.7	752.78	755.62	12800.0
2008-11-20 06:00:00	ES	Futures	755.39	758.94	753.97	755.86	7650.0
2008-11-20 06:30:00	ES	Futures	755.62	760.36	754.44	759.88	9072.0
2008-11-20 07:00:00	ES	Futures	759.88	768.64	758.7	764.61	29992.0
2008-11-20 07:30:00	ES	Futures	764.38	766.03	759.17	762.49	21819.0
2008-11-20 08:00:00	ES	Futures	762.72	765.09	760.59	761.3	15824.0
2008-11-20 08:30:00	ES	Futures	761.07	761.07	748.76	751.13	66593.0
2008-11-20 09:00:00	ES	Futures	750.89	754.2	748.29	754.2	45278.0
2008-11-20 09:30:00	ES	Futures	754.2	759.65	741.9	743.08	386808.0
2008-11-20 10:00:00	ES	Futures	742.84	746.16	732.9	744.74	377340.0
2008-11-20 10:30:00	ES	Futures	744.5	760.36	740.24	758.46	378563.0
2008-11-20 11:00:00	ES	Futures	758.46	764.85	749.47	753.73	310260.0
2008-11-20 11:30:00	ES	Futures	753.73	755.15	748.05	749.0	133531.0
2008-11-20 12:00:00	ES	Futures	749.0	766.27	743.08	765.09	248681.0
2008-11-20 12:30:00	ES	Futures	765.09	776.92	762.96	765.09	271230.0
2008-11-20 13:00:00	ES	Futures	764.85	766.51	750.89	753.49	253008.0
2008-11-20 13:30:00	ES	Futures	753.49	762.01	748.29	760.36	174430.0
2008-11-20 14:00:00	ES	Futures	760.59	762.49	743.32	744.03	171436.0
2008-11-20 14:30:00	ES	Futures	744.26	749.94	736.93	740.71	198141.0
2008-11-20 15:00:00	ES	Futures	740.71	746.63	728.88	731.25	306183.0
2008-11-20 15:30:00	ES	Futures	731.25	735.03	705.69	712.55	735594.0
2008-11-20 16:00:00	ES	Futures	712.79	713.5	705.22	709.71	160586.0
2008-11-20 16:30:00	ES	Futures	709.71	713.26	708.77	712.79	14964.0
2008-11-20 17:00:00	ES	Futures	712.79	714.21	710.42	711.13	7393.0
2008-11-20 18:00:00	ES	Futures	710.66	713.26	710.19	712.79	5771.0
2008-11-20 18:30:00	ES	Futures	712.79	716.58	712.79	715.39	4083.0
2008-11-20 19:00:00	ES	Futures	715.39	718.7	711.61	711.84	5368.0
2008-11-20 19:30:00	ES	Futures	712.08	715.16	711.84	714.45	3369.0
2008-11-20 20:00:00	ES	Futures	714.45	715.87	713.26	713.5	2185.0
2008-11-20 20:30:00	ES	Futures	713.5	714.92	711.13	713.74	4631.0
2008-11-20 21:00:00	ES	Futures	713.97	715.16	712.79	713.5	2443.0
2008-11-20 21:30:00	ES	Futures	713.5	714.21	712.79	712.79	2377.0
2008-11-20 22:00:00	ES	Futures	712.79	715.39	712.79	715.16	3441.0
2008-11-20 22:30:00	ES	Futures	715.16	716.81	713.03	716.58	5859.0
2008-11-20 23:00:00	ES	Futures	716.58	724.38	716.1	723.91	10985.0
2008-11-20 23:30:00	ES	Futures	723.91	724.38	721.31	722.96	3452.0
2008-11-20 00:00:00	NQ	Futures	1224.67	1226.93	1222.97	1225.23	103.0
2008-11-20 00:30:00	NQ	Futures	1226.36	1226.36	1220.99	1222.68	116.0
2008-11-20 01:00:00	NQ	Futures	1224.1	1224.1	1213.35	1215.61	337.0

> showing 50 of 2,295 rows — these rows as CSV

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