PREVIEW / futures_30min / 2008-11-24

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-24.parquet
  size:    69 KB
  rows:    2,208

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
2008-11-24 00:00:00	ES	Futures	760.59	762.01	759.17	761.78	4246.0
2008-11-24 00:30:00	ES	Futures	761.54	763.67	758.7	759.88	2558.0
2008-11-24 01:00:00	ES	Futures	760.12	762.01	758.7	760.12	1759.0
2008-11-24 01:30:00	ES	Futures	760.12	763.2	758.46	762.96	2977.0
2008-11-24 02:00:00	ES	Futures	762.49	762.49	752.31	757.75	8619.0
2008-11-24 02:30:00	ES	Futures	757.75	758.94	749.71	751.13	8914.0
2008-11-24 03:00:00	ES	Futures	751.13	751.6	744.03	746.16	19935.0
2008-11-24 03:30:00	ES	Futures	745.92	750.18	741.42	749.0	13376.0
2008-11-24 04:00:00	ES	Futures	749.23	758.94	748.76	757.28	14730.0
2008-11-24 04:30:00	ES	Futures	757.28	762.72	757.04	761.3	13763.0
2008-11-24 05:00:00	ES	Futures	761.3	764.85	759.88	763.67	12381.0
2008-11-24 05:30:00	ES	Futures	763.67	764.85	759.65	760.12	11021.0
2008-11-24 06:00:00	ES	Futures	760.12	770.29	759.88	770.06	16566.0
2008-11-24 06:30:00	ES	Futures	770.06	772.9	769.11	770.77	20703.0
2008-11-24 07:00:00	ES	Futures	770.77	773.61	769.82	770.53	22695.0
2008-11-24 07:30:00	ES	Futures	770.29	773.61	769.82	770.06	17452.0
2008-11-24 08:00:00	ES	Futures	770.29	771.0	767.45	768.16	21167.0
2008-11-24 08:30:00	ES	Futures	768.16	770.53	767.45	770.06	13467.0
2008-11-24 09:00:00	ES	Futures	770.06	773.37	768.4	771.24	31783.0
2008-11-24 09:30:00	ES	Futures	771.24	774.55	764.14	771.95	245931.0
2008-11-24 10:00:00	ES	Futures	771.71	787.33	771.48	787.1	292027.0
2008-11-24 10:30:00	ES	Futures	787.33	791.83	784.26	790.88	265131.0
2008-11-24 11:00:00	ES	Futures	790.88	793.72	785.91	791.12	187566.0
2008-11-24 11:30:00	ES	Futures	791.36	797.51	789.46	793.96	175880.0
2008-11-24 12:00:00	ES	Futures	793.72	796.56	780.94	782.13	200989.0
2008-11-24 12:30:00	ES	Futures	781.89	791.36	781.65	789.94	131068.0
2008-11-24 13:00:00	ES	Futures	789.94	792.78	785.68	791.83	109283.0
2008-11-24 13:30:00	ES	Futures	791.83	796.8	787.33	796.8	106324.0
2008-11-24 14:00:00	ES	Futures	796.56	796.8	785.2	795.38	176881.0
2008-11-24 14:30:00	ES	Futures	795.38	800.59	790.88	796.56	160910.0
2008-11-24 15:00:00	ES	Futures	796.56	811.0	793.49	811.0	279087.0
2008-11-24 15:30:00	ES	Futures	810.76	819.99	792.3	799.88	588213.0
2008-11-24 16:00:00	ES	Futures	799.88	807.21	797.27	801.77	147713.0
2008-11-24 16:30:00	ES	Futures	802.01	802.72	798.69	800.35	9000.0
2008-11-24 17:00:00	ES	Futures	800.59	803.43	798.93	802.48	3763.0
2008-11-24 18:00:00	ES	Futures	801.77	805.32	799.64	804.61	4905.0
2008-11-24 18:30:00	ES	Futures	804.37	804.85	802.95	803.19	2242.0
2008-11-24 19:00:00	ES	Futures	803.43	805.08	803.19	803.66	3823.0
2008-11-24 19:30:00	ES	Futures	803.66	804.85	803.43	803.9	2042.0
2008-11-24 20:00:00	ES	Futures	803.9	804.14	800.82	803.43	3805.0
2008-11-24 20:30:00	ES	Futures	803.43	804.14	801.77	803.9	1673.0
2008-11-24 21:00:00	ES	Futures	803.66	804.14	801.06	803.43	1853.0
2008-11-24 21:30:00	ES	Futures	803.43	804.14	802.48	803.19	1474.0
2008-11-24 22:00:00	ES	Futures	803.19	804.61	801.3	802.24	1815.0
2008-11-24 22:30:00	ES	Futures	801.77	802.72	800.11	800.11	3140.0
2008-11-24 23:00:00	ES	Futures	800.11	801.3	799.88	800.11	2581.0
2008-11-24 23:30:00	ES	Futures	800.11	801.77	799.4	800.59	1904.0
2008-11-24 00:00:00	NQ	Futures	1248.15	1249.57	1245.32	1249.57	73.0
2008-11-24 00:30:00	NQ	Futures	1248.15	1252.68	1243.91	1246.74	125.0
2008-11-24 01:00:00	NQ	Futures	1246.74	1249.57	1245.6	1248.43	46.0

> showing 50 of 2,208 rows — these rows as CSV

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