PREVIEW / futures_30min / 2008-11-30

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-11-30.parquet
  size:    18 KB
  rows:    402

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
2008-11-30 18:00:00	ES	Futures	849.57	849.57	843.66	844.13	5304.0
2008-11-30 18:30:00	ES	Futures	843.89	845.31	838.69	839.63	4146.0
2008-11-30 19:00:00	ES	Futures	839.63	839.63	836.32	837.27	5089.0
2008-11-30 19:30:00	ES	Futures	837.27	839.16	836.32	837.5	1886.0
2008-11-30 20:00:00	ES	Futures	837.5	838.92	837.03	837.5	1428.0
2008-11-30 20:30:00	ES	Futures	837.5	838.45	837.03	837.74	939.0
2008-11-30 21:00:00	ES	Futures	837.98	840.58	837.5	840.34	1504.0
2008-11-30 21:30:00	ES	Futures	840.34	841.29	839.16	840.11	1560.0
2008-11-30 22:00:00	ES	Futures	840.34	841.05	839.63	840.11	605.0
2008-11-30 22:30:00	ES	Futures	840.11	841.05	839.4	840.58	609.0
2008-11-30 23:00:00	ES	Futures	840.58	842.24	838.92	839.63	1434.0
2008-11-30 23:30:00	ES	Futures	839.63	840.82	838.92	840.34	494.0
2008-11-30 18:00:00	NQ	Futures	1342.1	1344.92	1335.87	1336.72	361.0
2008-11-30 18:30:00	NQ	Futures	1337.28	1337.28	1328.8	1331.06	154.0
2008-11-30 19:00:00	NQ	Futures	1329.64	1329.64	1325.68	1327.1	199.0
2008-11-30 19:30:00	NQ	Futures	1327.66	1329.64	1327.1	1327.66	135.0
2008-11-30 20:00:00	NQ	Futures	1328.51	1329.93	1327.38	1327.95	111.0
2008-11-30 20:30:00	NQ	Futures	1327.66	1330.21	1327.38	1328.8	74.0
2008-11-30 21:00:00	NQ	Futures	1328.8	1332.19	1328.8	1332.19	134.0
2008-11-30 21:30:00	NQ	Futures	1332.47	1333.89	1331.34	1332.19	113.0
2008-11-30 22:00:00	NQ	Futures	1332.19	1333.04	1331.91	1332.47	35.0
2008-11-30 22:30:00	NQ	Futures	1331.63	1333.04	1331.06	1332.47	21.0
2008-11-30 23:00:00	NQ	Futures	1332.76	1334.46	1330.21	1330.21	114.0
2008-11-30 23:30:00	NQ	Futures	1330.49	1333.32	1329.93	1332.19	10.0
2008-11-30 18:00:00	YM	Futures	8022.9	8033.8	7993.8	7999.2	370.0
2008-11-30 18:30:00	YM	Futures	8001.0	8004.7	7958.3	7965.6	309.0
2008-11-30 19:00:00	YM	Futures	7965.6	7965.6	7938.3	7945.6	286.0
2008-11-30 19:30:00	YM	Futures	7946.5	7958.3	7938.3	7947.4	139.0
2008-11-30 20:00:00	YM	Futures	7945.6	7958.3	7941.9	7946.5	177.0
2008-11-30 20:30:00	YM	Futures	7948.3	7955.6	7944.6	7951.0	125.0
2008-11-30 21:00:00	YM	Futures	7951.0	7970.1	7951.0	7968.3	128.0
2008-11-30 21:30:00	YM	Futures	7969.2	7978.3	7960.1	7965.6	312.0
2008-11-30 22:00:00	YM	Futures	7967.4	7970.1	7957.4	7962.8	197.0
2008-11-30 22:30:00	YM	Futures	7963.7	7971.9	7953.7	7966.5	105.0
2008-11-30 23:00:00	YM	Futures	7965.6	7979.2	7953.7	7958.3	165.0
2008-11-30 23:30:00	YM	Futures	7955.6	7971.0	7955.6	7964.7	86.0
2008-11-30 18:00:00	CL	Futures	201.74	201.74	197.49	198.19	1793.0
2008-11-30 18:30:00	CL	Futures	198.04	198.52	197.82	197.97	299.0
2008-11-30 19:00:00	CL	Futures	197.97	198.23	196.12	196.38	1080.0
2008-11-30 19:30:00	CL	Futures	196.42	196.6	195.79	195.83	821.0
2008-11-30 20:00:00	CL	Futures	195.9	197.19	195.61	196.6	793.0
2008-11-30 20:30:00	CL	Futures	196.6	197.01	196.23	196.68	196.0
2008-11-30 21:00:00	CL	Futures	196.6	197.01	196.01	196.97	171.0
2008-11-30 21:30:00	CL	Futures	196.97	197.05	196.6	196.79	195.0
2008-11-30 22:00:00	CL	Futures	196.86	198.15	196.86	197.9	226.0
2008-11-30 22:30:00	CL	Futures	197.86	198.52	197.56	197.64	187.0
2008-11-30 23:00:00	CL	Futures	197.6	197.93	197.23	197.53	133.0
2008-11-30 23:30:00	CL	Futures	197.6	197.64	196.38	197.08	325.0
2008-11-30 18:00:00	GC	Futures	1167.7	1169.2	1165.6	1167.9	222.0
2008-11-30 18:30:00	GC	Futures	1168.0	1168.0	1164.2	1165.0	242.0

> showing 50 of 402 rows — these rows as CSV

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