PREVIEW / futures_30min / 2008-11-25

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-25.parquet
  size:    68 KB
  rows:    2,195

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
2008-11-25 00:00:00	ES	Futures	800.82	803.43	800.35	802.01	2675.0
2008-11-25 00:30:00	ES	Futures	802.48	803.66	802.01	802.95	1721.0
2008-11-25 01:00:00	ES	Futures	803.43	804.61	802.95	803.19	2197.0
2008-11-25 01:30:00	ES	Futures	803.19	804.37	802.48	804.14	1414.0
2008-11-25 02:00:00	ES	Futures	804.14	804.61	799.17	801.3	5325.0
2008-11-25 02:30:00	ES	Futures	801.06	802.72	798.69	799.4	7691.0
2008-11-25 03:00:00	ES	Futures	799.4	799.88	795.38	796.09	19241.0
2008-11-25 03:30:00	ES	Futures	796.09	796.8	794.67	796.09	15105.0
2008-11-25 04:00:00	ES	Futures	796.09	796.33	793.25	796.33	10882.0
2008-11-25 04:30:00	ES	Futures	796.56	799.88	796.33	799.64	8814.0
2008-11-25 05:00:00	ES	Futures	799.64	800.11	793.72	798.22	12339.0
2008-11-25 05:30:00	ES	Futures	797.98	801.3	797.04	798.22	11867.0
2008-11-25 06:00:00	ES	Futures	798.22	804.85	798.22	803.9	8792.0
2008-11-25 06:30:00	ES	Futures	803.9	813.6	803.66	813.13	21230.0
2008-11-25 07:00:00	ES	Futures	813.36	813.6	806.98	806.98	16458.0
2008-11-25 07:30:00	ES	Futures	807.21	808.16	800.82	802.01	16283.0
2008-11-25 08:00:00	ES	Futures	802.01	819.28	798.22	813.36	91804.0
2008-11-25 08:30:00	ES	Futures	813.36	827.33	811.71	822.36	94010.0
2008-11-25 09:00:00	ES	Futures	822.12	827.33	820.46	822.59	53916.0
2008-11-25 09:30:00	ES	Futures	822.36	824.25	809.58	815.26	319773.0
2008-11-25 10:00:00	ES	Futures	815.49	823.07	810.29	816.44	283664.0
2008-11-25 10:30:00	ES	Futures	816.44	817.39	800.82	804.61	222548.0
2008-11-25 11:00:00	ES	Futures	804.61	806.74	794.91	805.56	219175.0
2008-11-25 11:30:00	ES	Futures	805.79	812.18	803.43	808.63	143741.0
2008-11-25 12:00:00	ES	Futures	808.4	809.58	798.22	801.3	141406.0
2008-11-25 12:30:00	ES	Futures	801.3	803.9	791.59	795.38	146691.0
2008-11-25 13:00:00	ES	Futures	795.62	803.66	792.78	802.01	129965.0
2008-11-25 13:30:00	ES	Futures	802.24	806.03	798.93	799.4	114416.0
2008-11-25 14:00:00	ES	Futures	799.17	801.77	788.99	793.25	139445.0
2008-11-25 14:30:00	ES	Futures	793.01	809.11	791.59	807.21	148389.0
2008-11-25 15:00:00	ES	Futures	807.21	815.49	802.01	807.45	207492.0
2008-11-25 15:30:00	ES	Futures	807.45	818.1	804.61	810.76	341905.0
2008-11-25 16:00:00	ES	Futures	810.76	811.71	806.74	806.98	98952.0
2008-11-25 16:30:00	ES	Futures	807.45	807.69	804.14	806.74	4024.0
2008-11-25 17:00:00	ES	Futures	806.74	806.98	803.9	804.14	2430.0
2008-11-25 18:00:00	ES	Futures	803.19	803.66	802.24	802.48	2093.0
2008-11-25 18:30:00	ES	Futures	802.24	804.85	801.77	804.37	900.0
2008-11-25 19:00:00	ES	Futures	804.61	806.5	802.24	803.9	2194.0
2008-11-25 19:30:00	ES	Futures	803.9	805.56	803.66	804.61	919.0
2008-11-25 20:00:00	ES	Futures	804.61	805.08	802.01	802.01	880.0
2008-11-25 20:30:00	ES	Futures	802.01	804.85	802.01	804.37	1515.0
2008-11-25 21:00:00	ES	Futures	804.37	805.79	803.43	805.08	1209.0
2008-11-25 21:30:00	ES	Futures	804.85	805.79	803.43	803.9	957.0
2008-11-25 22:00:00	ES	Futures	803.9	804.61	802.72	803.43	990.0
2008-11-25 22:30:00	ES	Futures	803.66	805.56	803.19	804.14	957.0
2008-11-25 23:00:00	ES	Futures	804.14	805.56	803.43	804.37	1057.0
2008-11-25 23:30:00	ES	Futures	804.37	804.61	802.72	803.9	1517.0
2008-11-25 00:00:00	NQ	Futures	1291.16	1295.69	1290.88	1293.43	123.0
2008-11-25 00:30:00	NQ	Futures	1293.43	1295.97	1292.58	1294.56	30.0
2008-11-25 01:00:00	NQ	Futures	1295.97	1297.1	1293.71	1293.71	59.0

> showing 50 of 2,195 rows — these rows as CSV

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