PREVIEW / futures_30min / 2008-11-26

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-26.parquet
  size:    65 KB
  rows:    2,111

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
2008-11-26 00:00:00	ES	Futures	803.9	804.85	802.72	803.19	1477.0
2008-11-26 00:30:00	ES	Futures	803.19	803.43	802.01	802.48	844.0
2008-11-26 01:00:00	ES	Futures	802.72	803.19	799.88	799.88	2133.0
2008-11-26 01:30:00	ES	Futures	799.88	801.77	798.93	801.53	1085.0
2008-11-26 02:00:00	ES	Futures	801.53	805.08	799.17	803.43	3132.0
2008-11-26 02:30:00	ES	Futures	803.43	805.79	801.53	802.48	2792.0
2008-11-26 03:00:00	ES	Futures	802.48	805.08	798.93	802.95	7324.0
2008-11-26 03:30:00	ES	Futures	802.72	808.63	799.4	807.92	10228.0
2008-11-26 04:00:00	ES	Futures	807.92	809.82	803.19	808.4	13741.0
2008-11-26 04:30:00	ES	Futures	808.16	809.82	801.06	803.19	9302.0
2008-11-26 05:00:00	ES	Futures	803.19	804.14	798.22	798.93	8520.0
2008-11-26 05:30:00	ES	Futures	799.17	800.11	794.91	797.51	10968.0
2008-11-26 06:00:00	ES	Futures	797.75	800.11	797.27	797.27	3979.0
2008-11-26 06:30:00	ES	Futures	797.27	799.4	795.85	798.46	5643.0
2008-11-26 07:00:00	ES	Futures	798.22	801.06	797.98	800.59	12481.0
2008-11-26 07:30:00	ES	Futures	800.82	801.53	789.94	791.12	29919.0
2008-11-26 08:00:00	ES	Futures	791.12	793.72	788.75	790.65	36317.0
2008-11-26 08:30:00	ES	Futures	790.41	795.14	785.2	793.01	46745.0
2008-11-26 09:00:00	ES	Futures	793.01	796.33	792.78	793.49	30125.0
2008-11-26 09:30:00	ES	Futures	793.49	806.03	793.01	802.95	210907.0
2008-11-26 10:00:00	ES	Futures	802.95	809.58	798.46	807.92	202211.0
2008-11-26 10:30:00	ES	Futures	807.92	812.89	802.72	811.23	159411.0
2008-11-26 11:00:00	ES	Futures	811.23	818.33	807.45	814.55	149590.0
2008-11-26 11:30:00	ES	Futures	814.55	821.41	813.6	816.44	121095.0
2008-11-26 12:00:00	ES	Futures	816.68	818.57	813.36	817.86	71848.0
2008-11-26 12:30:00	ES	Futures	817.62	824.25	816.2	821.88	88738.0
2008-11-26 13:00:00	ES	Futures	821.88	826.38	819.28	822.59	89725.0
2008-11-26 13:30:00	ES	Futures	822.83	823.07	817.86	819.75	65102.0
2008-11-26 14:00:00	ES	Futures	819.75	825.43	816.44	824.72	68686.0
2008-11-26 14:30:00	ES	Futures	824.72	835.14	824.49	833.01	160132.0
2008-11-26 15:00:00	ES	Futures	833.01	839.4	830.4	837.5	165338.0
2008-11-26 15:30:00	ES	Futures	837.27	839.87	831.82	839.16	252966.0
2008-11-26 16:00:00	ES	Futures	839.16	840.34	837.27	838.69	108821.0
2008-11-26 16:30:00	ES	Futures	839.16	839.87	836.79	838.45	4837.0
2008-11-26 17:00:00	ES	Futures	838.45	838.69	837.5	838.21	608.0
2008-11-26 18:00:00	ES	Futures	837.27	837.5	834.43	835.85	1265.0
2008-11-26 18:30:00	ES	Futures	835.85	838.45	834.43	834.66	1615.0
2008-11-26 19:00:00	ES	Futures	834.66	836.32	834.43	835.85	730.0
2008-11-26 19:30:00	ES	Futures	835.61	835.61	834.19	835.14	913.0
2008-11-26 20:00:00	ES	Futures	835.14	835.14	832.53	832.53	1800.0
2008-11-26 20:30:00	ES	Futures	832.3	832.77	829.22	829.93	2578.0
2008-11-26 21:00:00	ES	Futures	830.17	830.88	829.22	830.4	1337.0
2008-11-26 21:30:00	ES	Futures	830.17	831.11	828.98	830.17	619.0
2008-11-26 22:00:00	ES	Futures	830.17	832.77	829.69	831.82	809.0
2008-11-26 22:30:00	ES	Futures	831.82	833.95	830.64	832.77	1293.0
2008-11-26 23:00:00	ES	Futures	832.53	832.53	828.51	828.98	1262.0
2008-11-26 23:30:00	ES	Futures	829.22	831.35	828.98	830.64	510.0
2008-11-26 00:00:00	NQ	Futures	1283.8	1284.65	1279.84	1280.69	164.0
2008-11-26 00:30:00	NQ	Futures	1280.41	1280.41	1278.99	1278.99	17.0
2008-11-26 01:00:00	NQ	Futures	1280.13	1280.13	1274.18	1275.88	92.0

> showing 50 of 2,111 rows — these rows as CSV

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