PREVIEW / futures_30min / 2008-11-21

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-21.parquet
  size:    61 KB
  rows:    1,891

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
2008-11-21 00:00:00	ES	Futures	722.96	724.62	719.89	721.07	3171.0
2008-11-21 00:30:00	ES	Futures	721.07	728.17	720.12	727.93	6153.0
2008-11-21 01:00:00	ES	Futures	727.93	731.72	725.8	727.93	4489.0
2008-11-21 01:30:00	ES	Futures	727.46	731.72	724.86	727.46	7061.0
2008-11-21 02:00:00	ES	Futures	727.46	737.64	726.99	732.19	21846.0
2008-11-21 02:30:00	ES	Futures	731.96	738.11	730.77	735.51	15571.0
2008-11-21 03:00:00	ES	Futures	735.27	738.11	729.35	735.27	22612.0
2008-11-21 03:30:00	ES	Futures	735.27	740.24	733.85	738.82	17392.0
2008-11-21 04:00:00	ES	Futures	738.82	741.9	736.45	738.11	17386.0
2008-11-21 04:30:00	ES	Futures	738.35	739.29	735.74	736.45	10324.0
2008-11-21 05:00:00	ES	Futures	736.22	743.08	736.22	737.64	11668.0
2008-11-21 05:30:00	ES	Futures	737.64	739.77	731.01	733.85	14920.0
2008-11-21 06:00:00	ES	Futures	733.85	735.27	728.88	729.59	11922.0
2008-11-21 06:30:00	ES	Futures	729.35	732.43	727.22	729.83	15951.0
2008-11-21 07:00:00	ES	Futures	729.83	731.96	726.28	730.06	22855.0
2008-11-21 07:30:00	ES	Futures	730.06	730.54	725.09	725.57	20213.0
2008-11-21 08:00:00	ES	Futures	725.33	730.06	724.15	727.93	31247.0
2008-11-21 08:30:00	ES	Futures	727.93	731.01	724.15	728.64	31918.0
2008-11-21 09:00:00	ES	Futures	728.88	730.06	724.86	728.88	42761.0
2008-11-21 09:30:00	ES	Futures	728.88	731.48	715.39	718.94	405173.0
2008-11-21 10:00:00	ES	Futures	719.18	723.67	711.37	711.84	338824.0
2008-11-21 10:30:00	ES	Futures	712.08	721.31	705.45	707.35	258478.0
2008-11-21 11:00:00	ES	Futures	707.35	715.39	699.54	712.79	255155.0
2008-11-21 11:30:00	ES	Futures	712.55	721.78	710.66	712.32	210181.0
2008-11-21 12:00:00	ES	Futures	712.32	719.89	709.24	719.65	151361.0
2008-11-21 12:30:00	ES	Futures	719.65	726.99	717.52	719.89	176513.0
2008-11-21 13:00:00	ES	Futures	719.89	720.83	711.37	713.74	131338.0
2008-11-21 13:30:00	ES	Futures	713.97	718.47	704.98	705.22	153886.0
2008-11-21 14:00:00	ES	Futures	705.22	718.7	703.56	711.84	226744.0
2008-11-21 14:30:00	ES	Futures	711.84	715.39	701.67	707.82	253257.0
2008-11-21 15:00:00	ES	Futures	707.82	736.45	707.11	733.14	422383.0
2008-11-21 15:30:00	ES	Futures	733.14	758.7	729.59	756.57	653461.0
2008-11-21 16:00:00	ES	Futures	756.57	759.41	747.34	748.76	223081.0
2008-11-21 00:00:00	NQ	Futures	1198.07	1200.61	1194.11	1194.11	53.0
2008-11-21 00:30:00	NQ	Futures	1196.37	1205.14	1195.24	1202.59	149.0
2008-11-21 01:00:00	NQ	Futures	1203.44	1208.25	1202.31	1204.29	160.0
2008-11-21 01:30:00	NQ	Futures	1204.29	1211.08	1202.31	1205.71	211.0
2008-11-21 02:00:00	NQ	Futures	1205.42	1221.55	1204.58	1214.2	455.0
2008-11-21 02:30:00	NQ	Futures	1214.48	1222.12	1209.67	1216.74	221.0
2008-11-21 03:00:00	NQ	Futures	1216.46	1222.12	1207.97	1221.27	1171.0
2008-11-21 03:30:00	NQ	Futures	1222.12	1231.46	1218.44	1231.17	1918.0
2008-11-21 04:00:00	NQ	Futures	1230.61	1234.0	1223.53	1224.1	1165.0
2008-11-21 04:30:00	NQ	Futures	1223.82	1225.51	1218.44	1218.44	988.0
2008-11-21 05:00:00	NQ	Futures	1219.57	1230.32	1219.01	1219.86	611.0
2008-11-21 05:30:00	NQ	Futures	1220.42	1224.38	1213.91	1218.44	827.0
2008-11-21 06:00:00	NQ	Futures	1219.86	1221.55	1211.37	1211.93	466.0
2008-11-21 06:30:00	NQ	Futures	1212.5	1218.72	1211.37	1216.18	768.0
2008-11-21 07:00:00	NQ	Futures	1215.04	1215.33	1204.29	1206.27	1626.0
2008-11-21 07:30:00	NQ	Futures	1206.84	1207.97	1193.26	1193.54	2306.0
2008-11-21 08:00:00	NQ	Futures	1193.54	1202.59	1190.43	1199.48	4360.0

> showing 50 of 1,891 rows — these rows as CSV

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