PREVIEW / futures_30min / 2008-12-01

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-01.parquet
  size:    70 KB
  rows:    2,267

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
2008-12-01 00:00:00	ES	Futures	840.34	841.29	838.92	841.05	765.0
2008-12-01 00:30:00	ES	Futures	840.82	841.05	839.4	839.63	511.0
2008-12-01 01:00:00	ES	Futures	839.63	839.87	838.21	839.87	910.0
2008-12-01 01:30:00	ES	Futures	839.63	841.53	839.63	841.53	931.0
2008-12-01 02:00:00	ES	Futures	841.53	843.89	840.58	843.42	2881.0
2008-12-01 02:30:00	ES	Futures	843.42	843.89	839.63	840.34	3024.0
2008-12-01 03:00:00	ES	Futures	840.11	842.47	835.37	835.37	12226.0
2008-12-01 03:30:00	ES	Futures	835.61	837.74	834.19	836.32	10322.0
2008-12-01 04:00:00	ES	Futures	836.08	836.56	833.24	833.24	6011.0
2008-12-01 04:30:00	ES	Futures	833.24	833.24	829.22	830.4	12620.0
2008-12-01 05:00:00	ES	Futures	830.4	830.88	827.09	828.98	9818.0
2008-12-01 05:30:00	ES	Futures	829.46	829.93	823.78	827.33	11828.0
2008-12-01 06:00:00	ES	Futures	827.09	830.17	826.38	829.69	6781.0
2008-12-01 06:30:00	ES	Futures	829.46	830.17	825.67	828.75	6157.0
2008-12-01 07:00:00	ES	Futures	828.75	829.93	827.09	828.04	5581.0
2008-12-01 07:30:00	ES	Futures	827.8	828.51	822.36	825.91	18006.0
2008-12-01 08:00:00	ES	Futures	825.67	826.85	823.3	825.91	14113.0
2008-12-01 08:30:00	ES	Futures	825.67	827.09	824.49	826.14	12631.0
2008-12-01 09:00:00	ES	Futures	826.14	827.33	821.17	823.78	28365.0
2008-12-01 09:30:00	ES	Futures	823.78	824.25	806.03	807.69	323588.0
2008-12-01 10:00:00	ES	Futures	807.45	811.23	805.08	805.79	183627.0
2008-12-01 10:30:00	ES	Futures	805.79	808.4	802.01	802.48	146225.0
2008-12-01 11:00:00	ES	Futures	802.48	804.85	799.4	800.11	119781.0
2008-12-01 11:30:00	ES	Futures	800.11	805.79	799.64	802.72	93927.0
2008-12-01 12:00:00	ES	Futures	802.48	804.37	796.56	797.04	95644.0
2008-12-01 12:30:00	ES	Futures	797.27	799.17	794.2	795.62	94469.0
2008-12-01 13:00:00	ES	Futures	795.38	801.3	795.14	798.46	72827.0
2008-12-01 13:30:00	ES	Futures	798.22	802.48	794.2	798.22	146317.0
2008-12-01 14:00:00	ES	Futures	798.46	799.4	792.78	797.98	137006.0
2008-12-01 14:30:00	ES	Futures	797.98	804.14	795.38	798.69	158435.0
2008-12-01 15:00:00	ES	Futures	798.46	800.35	788.28	789.23	188316.0
2008-12-01 15:30:00	ES	Futures	789.23	790.65	770.77	772.19	484993.0
2008-12-01 16:00:00	ES	Futures	772.66	773.13	769.58	772.66	186479.0
2008-12-01 16:30:00	ES	Futures	772.42	773.37	769.58	771.95	16829.0
2008-12-01 17:00:00	ES	Futures	771.95	773.13	769.82	771.0	4696.0
2008-12-01 17:30:00	ES	Futures	770.77	770.77	770.77	770.77	5.0
2008-12-01 18:00:00	ES	Futures	771.71	773.61	771.48	771.71	3416.0
2008-12-01 18:30:00	ES	Futures	771.95	773.61	771.0	771.24	3101.0
2008-12-01 19:00:00	ES	Futures	771.24	774.79	771.24	774.55	3830.0
2008-12-01 19:30:00	ES	Futures	774.55	775.5	773.61	774.79	2926.0
2008-12-01 20:00:00	ES	Futures	774.79	776.21	774.32	775.5	2831.0
2008-12-01 20:30:00	ES	Futures	775.74	779.05	774.08	778.81	4865.0
2008-12-01 21:00:00	ES	Futures	778.81	779.76	777.63	778.58	2735.0
2008-12-01 21:30:00	ES	Futures	778.58	779.29	776.92	776.92	1736.0
2008-12-01 22:00:00	ES	Futures	776.92	779.05	776.68	777.63	2078.0
2008-12-01 22:30:00	ES	Futures	777.87	778.58	774.79	774.79	2850.0
2008-12-01 23:00:00	ES	Futures	774.79	776.45	773.37	775.03	2483.0
2008-12-01 23:30:00	ES	Futures	775.26	777.39	775.26	776.68	1686.0
2008-12-01 00:00:00	NQ	Futures	1332.47	1333.04	1331.06	1332.76	38.0
2008-12-01 00:30:00	NQ	Futures	1332.76	1332.76	1331.06	1331.06	28.0

> showing 50 of 2,267 rows — these rows as CSV

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