PREVIEW / futures_30min / 2008-11-27

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-27.parquet
  size:    44 KB
  rows:    1,387

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
2008-11-27 00:00:00	ES	Futures	830.64	831.11	828.51	828.51	722.0
2008-11-27 00:30:00	ES	Futures	828.75	830.88	828.51	830.4	398.0
2008-11-27 01:00:00	ES	Futures	830.4	833.95	830.4	831.59	1138.0
2008-11-27 01:30:00	ES	Futures	831.82	832.53	831.35	832.06	436.0
2008-11-27 02:00:00	ES	Futures	831.82	832.3	828.27	828.51	2111.0
2008-11-27 02:30:00	ES	Futures	828.51	833.01	828.27	831.59	3531.0
2008-11-27 03:00:00	ES	Futures	831.82	835.37	831.11	833.95	5971.0
2008-11-27 03:30:00	ES	Futures	833.95	836.56	833.72	835.61	4295.0
2008-11-27 04:00:00	ES	Futures	835.61	839.4	834.66	835.85	6158.0
2008-11-27 04:30:00	ES	Futures	835.85	837.5	833.24	835.14	3276.0
2008-11-27 05:00:00	ES	Futures	834.9	837.03	833.24	835.85	2693.0
2008-11-27 05:30:00	ES	Futures	835.61	835.61	832.06	834.19	4627.0
2008-11-27 06:00:00	ES	Futures	834.19	835.61	833.24	833.95	2144.0
2008-11-27 06:30:00	ES	Futures	833.72	834.66	833.01	834.43	1660.0
2008-11-27 07:00:00	ES	Futures	834.19	834.66	831.11	831.35	2325.0
2008-11-27 07:30:00	ES	Futures	831.11	831.35	829.69	830.4	3574.0
2008-11-27 08:00:00	ES	Futures	830.4	832.53	830.17	832.53	1639.0
2008-11-27 08:30:00	ES	Futures	832.77	836.56	831.59	835.85	3480.0
2008-11-27 09:00:00	ES	Futures	835.85	836.56	834.19	835.85	1711.0
2008-11-27 09:30:00	ES	Futures	836.08	837.5	834.66	836.79	3746.0
2008-11-27 10:00:00	ES	Futures	836.79	838.69	836.56	837.03	3552.0
2008-11-27 10:30:00	ES	Futures	837.27	840.58	836.56	837.27	5088.0
2008-11-27 11:00:00	ES	Futures	837.27	842.24	836.08	841.76	6859.0
2008-11-27 18:00:00	ES	Futures	841.76	841.76	838.21	838.45	1238.0
2008-11-27 18:30:00	ES	Futures	838.21	838.92	837.27	837.27	390.0
2008-11-27 19:00:00	ES	Futures	837.27	837.98	834.43	834.9	1189.0
2008-11-27 19:30:00	ES	Futures	834.9	837.03	834.9	836.79	392.0
2008-11-27 20:00:00	ES	Futures	837.03	837.5	835.85	837.03	239.0
2008-11-27 20:30:00	ES	Futures	836.79	837.03	834.9	835.37	346.0
2008-11-27 21:00:00	ES	Futures	835.61	837.5	835.14	836.32	456.0
2008-11-27 21:30:00	ES	Futures	836.32	838.21	836.08	837.03	638.0
2008-11-27 22:00:00	ES	Futures	837.03	837.5	835.85	835.85	523.0
2008-11-27 22:30:00	ES	Futures	835.85	837.27	835.37	836.79	666.0
2008-11-27 23:00:00	ES	Futures	837.03	838.45	836.79	837.98	570.0
2008-11-27 23:30:00	ES	Futures	838.45	840.82	837.98	838.21	1270.0
2008-11-27 00:00:00	NQ	Futures	1339.55	1339.55	1337.28	1337.28	15.0
2008-11-27 00:30:00	NQ	Futures	1337.85	1338.98	1337.57	1338.98	7.0
2008-11-27 01:00:00	NQ	Futures	1337.57	1343.79	1337.57	1340.4	44.0
2008-11-27 01:30:00	NQ	Futures	1340.96	1342.1	1339.83	1340.96	23.0
2008-11-27 02:00:00	NQ	Futures	1340.96	1340.96	1336.72	1337.28	74.0
2008-11-27 02:30:00	NQ	Futures	1336.15	1342.1	1335.87	1341.53	136.0
2008-11-27 03:00:00	NQ	Futures	1338.98	1345.77	1338.98	1343.51	152.0
2008-11-27 03:30:00	NQ	Futures	1344.92	1346.62	1342.38	1343.51	140.0
2008-11-27 04:00:00	NQ	Futures	1345.21	1350.02	1343.51	1344.08	182.0
2008-11-27 04:30:00	NQ	Futures	1343.51	1346.91	1341.81	1343.51	82.0
2008-11-27 05:00:00	NQ	Futures	1343.51	1346.34	1341.53	1345.21	111.0
2008-11-27 05:30:00	NQ	Futures	1344.08	1344.08	1340.68	1342.66	109.0
2008-11-27 06:00:00	NQ	Futures	1342.1	1344.64	1340.11	1341.81	80.0
2008-11-27 06:30:00	NQ	Futures	1341.25	1342.38	1340.11	1341.53	93.0
2008-11-27 07:00:00	NQ	Futures	1341.53	1341.53	1338.42	1338.42	150.0

> showing 50 of 1,387 rows — these rows as CSV

> unlock the full archive -- $79 one-time