PREVIEW / futures_30min / 2008-11-28

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-28.parquet
  size:    49 KB
  rows:    1,517

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
2008-11-28 00:00:00	ES	Futures	838.21	839.16	837.98	838.69	583.0
2008-11-28 00:30:00	ES	Futures	838.92	842.47	838.92	841.29	1541.0
2008-11-28 01:00:00	ES	Futures	841.53	842.24	838.92	839.4	793.0
2008-11-28 01:30:00	ES	Futures	839.16	841.29	838.69	841.29	486.0
2008-11-28 02:00:00	ES	Futures	840.58	843.42	839.63	842.95	1779.0
2008-11-28 02:30:00	ES	Futures	842.95	844.6	842.0	842.71	2144.0
2008-11-28 03:00:00	ES	Futures	842.95	845.79	838.92	844.37	5820.0
2008-11-28 03:30:00	ES	Futures	844.37	845.79	840.58	842.95	4274.0
2008-11-28 04:00:00	ES	Futures	842.95	842.95	837.98	838.21	4527.0
2008-11-28 04:30:00	ES	Futures	838.45	839.16	834.43	834.66	6826.0
2008-11-28 05:00:00	ES	Futures	834.9	836.79	834.43	834.43	3206.0
2008-11-28 05:30:00	ES	Futures	834.43	838.69	834.19	837.5	2257.0
2008-11-28 06:00:00	ES	Futures	837.5	838.21	833.72	837.27	3116.0
2008-11-28 06:30:00	ES	Futures	837.27	838.21	834.19	834.43	2693.0
2008-11-28 07:00:00	ES	Futures	834.19	835.14	829.69	831.82	8484.0
2008-11-28 07:30:00	ES	Futures	831.82	832.77	829.46	832.06	7237.0
2008-11-28 08:00:00	ES	Futures	832.3	834.43	831.11	833.24	6440.0
2008-11-28 08:30:00	ES	Futures	833.24	835.61	832.06	833.48	13032.0
2008-11-28 09:00:00	ES	Futures	833.48	836.08	832.06	834.43	15110.0
2008-11-28 09:30:00	ES	Futures	834.43	841.76	833.48	836.79	114007.0
2008-11-28 10:00:00	ES	Futures	836.79	839.16	833.48	836.32	79354.0
2008-11-28 10:30:00	ES	Futures	836.08	837.5	833.24	837.03	66955.0
2008-11-28 11:00:00	ES	Futures	837.27	840.58	834.19	839.4	58889.0
2008-11-28 11:30:00	ES	Futures	839.4	843.42	836.79	842.95	76265.0
2008-11-28 12:00:00	ES	Futures	843.18	844.37	840.11	840.58	54832.0
2008-11-28 12:30:00	ES	Futures	840.82	848.15	839.63	846.02	178750.0
2008-11-28 13:00:00	ES	Futures	846.5	849.1	845.31	846.97	70846.0
2008-11-28 00:00:00	NQ	Futures	1349.17	1349.45	1346.91	1346.91	5.0
2008-11-28 00:30:00	NQ	Futures	1349.17	1352.56	1349.17	1352.28	34.0
2008-11-28 01:00:00	NQ	Futures	1352.56	1353.13	1349.45	1349.45	17.0
2008-11-28 01:30:00	NQ	Futures	1350.02	1351.43	1348.32	1349.17	46.0
2008-11-28 02:00:00	NQ	Futures	1350.58	1352.56	1348.6	1352.56	25.0
2008-11-28 02:30:00	NQ	Futures	1351.43	1355.96	1351.43	1354.26	89.0
2008-11-28 03:00:00	NQ	Futures	1354.55	1357.66	1349.17	1356.81	407.0
2008-11-28 03:30:00	NQ	Futures	1356.24	1356.81	1351.43	1353.7	278.0
2008-11-28 04:00:00	NQ	Futures	1353.7	1353.7	1344.08	1344.64	420.0
2008-11-28 04:30:00	NQ	Futures	1344.92	1345.21	1338.13	1338.98	557.0
2008-11-28 05:00:00	NQ	Futures	1339.27	1343.23	1337.85	1337.85	248.0
2008-11-28 05:30:00	NQ	Futures	1337.85	1344.36	1336.72	1342.66	249.0
2008-11-28 06:00:00	NQ	Futures	1342.38	1343.51	1337.28	1343.23	115.0
2008-11-28 06:30:00	NQ	Futures	1342.94	1345.21	1339.55	1339.55	109.0
2008-11-28 07:00:00	NQ	Futures	1340.68	1341.25	1332.19	1337.0	522.0
2008-11-28 07:30:00	NQ	Futures	1337.28	1339.27	1332.19	1337.0	498.0
2008-11-28 08:00:00	NQ	Futures	1337.0	1340.11	1334.46	1334.74	824.0
2008-11-28 08:30:00	NQ	Futures	1334.46	1340.68	1333.32	1334.46	1426.0
2008-11-28 09:00:00	NQ	Futures	1334.46	1337.85	1331.63	1335.87	2455.0
2008-11-28 09:30:00	NQ	Futures	1336.15	1342.66	1329.64	1331.06	14699.0
2008-11-28 10:00:00	NQ	Futures	1331.06	1336.15	1328.8	1331.63	8303.0
2008-11-28 10:30:00	NQ	Futures	1331.63	1332.19	1325.68	1329.64	7785.0
2008-11-28 11:00:00	NQ	Futures	1329.36	1335.3	1326.25	1334.17	7046.0

> showing 50 of 1,517 rows — these rows as CSV

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