PREVIEW / futures_30min / 2008-12-02

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-02.parquet
  size:    68 KB
  rows:    2,263

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
2008-12-02 00:00:00	ES	Futures	776.45	777.16	773.37	774.55	1642.0
2008-12-02 00:30:00	ES	Futures	774.79	775.97	773.37	773.61	1832.0
2008-12-02 01:00:00	ES	Futures	773.61	775.74	772.19	774.32	1863.0
2008-12-02 01:30:00	ES	Futures	774.32	776.21	773.84	773.84	1424.0
2008-12-02 02:00:00	ES	Futures	774.08	775.26	771.0	773.13	7921.0
2008-12-02 02:30:00	ES	Futures	773.13	775.26	772.42	774.08	7129.0
2008-12-02 03:00:00	ES	Futures	774.32	776.92	769.82	771.24	20269.0
2008-12-02 03:30:00	ES	Futures	771.24	775.5	771.0	774.08	13123.0
2008-12-02 04:00:00	ES	Futures	774.08	779.52	772.9	777.63	14459.0
2008-12-02 04:30:00	ES	Futures	777.39	780.94	775.03	780.47	11027.0
2008-12-02 05:00:00	ES	Futures	780.23	788.04	780.0	786.86	22778.0
2008-12-02 05:30:00	ES	Futures	786.86	787.57	782.84	783.31	13985.0
2008-12-02 06:00:00	ES	Futures	783.31	788.99	782.84	786.62	15639.0
2008-12-02 06:30:00	ES	Futures	786.62	791.36	784.97	790.88	23967.0
2008-12-02 07:00:00	ES	Futures	790.88	792.07	787.81	789.94	22614.0
2008-12-02 07:30:00	ES	Futures	789.94	790.41	784.02	787.1	21804.0
2008-12-02 08:00:00	ES	Futures	787.33	788.28	781.89	786.15	36307.0
2008-12-02 08:30:00	ES	Futures	786.15	789.94	785.91	788.28	26622.0
2008-12-02 09:00:00	ES	Futures	788.28	788.52	784.02	785.44	25781.0
2008-12-02 09:30:00	ES	Futures	785.44	786.39	774.08	777.16	280155.0
2008-12-02 10:00:00	ES	Futures	777.39	793.25	776.45	789.94	286858.0
2008-12-02 10:30:00	ES	Futures	789.7	796.33	789.46	792.07	189018.0
2008-12-02 11:00:00	ES	Futures	791.83	795.85	787.33	793.72	143757.0
2008-12-02 11:30:00	ES	Futures	793.72	798.69	789.46	796.8	186171.0
2008-12-02 12:00:00	ES	Futures	796.8	802.24	796.09	801.3	105244.0
2008-12-02 12:30:00	ES	Futures	801.53	802.72	796.56	798.93	89788.0
2008-12-02 13:00:00	ES	Futures	798.69	801.3	796.56	798.46	71007.0
2008-12-02 13:30:00	ES	Futures	798.22	798.46	787.33	788.52	180871.0
2008-12-02 14:00:00	ES	Futures	788.28	789.94	774.08	778.58	291360.0
2008-12-02 14:30:00	ES	Futures	778.34	788.52	776.45	787.81	197971.0
2008-12-02 15:00:00	ES	Futures	788.04	799.17	779.05	796.56	258253.0
2008-12-02 15:30:00	ES	Futures	796.56	805.08	787.1	804.14	459839.0
2008-12-02 16:00:00	ES	Futures	803.9	805.32	801.53	803.19	111187.0
2008-12-02 16:30:00	ES	Futures	803.19	806.5	802.48	803.43	6788.0
2008-12-02 17:00:00	ES	Futures	803.19	804.14	802.01	802.01	3168.0
2008-12-02 18:00:00	ES	Futures	801.77	802.01	800.35	801.3	3002.0
2008-12-02 18:30:00	ES	Futures	801.3	801.53	799.88	800.11	1284.0
2008-12-02 19:00:00	ES	Futures	800.35	802.01	799.4	800.59	2470.0
2008-12-02 19:30:00	ES	Futures	800.59	801.06	799.4	799.88	2441.0
2008-12-02 20:00:00	ES	Futures	799.88	799.88	796.56	797.98	3152.0
2008-12-02 20:30:00	ES	Futures	797.75	799.17	796.8	798.46	1661.0
2008-12-02 21:00:00	ES	Futures	798.46	798.69	797.75	798.22	1031.0
2008-12-02 21:30:00	ES	Futures	798.22	799.88	798.22	799.4	2283.0
2008-12-02 22:00:00	ES	Futures	799.17	799.4	797.04	797.51	1184.0
2008-12-02 22:30:00	ES	Futures	797.51	799.88	796.56	798.93	1957.0
2008-12-02 23:00:00	ES	Futures	798.93	798.93	796.56	796.8	1079.0
2008-12-02 23:30:00	ES	Futures	797.04	797.98	796.56	797.75	607.0
2008-12-02 00:00:00	NQ	Futures	1242.78	1243.06	1239.38	1242.21	63.0
2008-12-02 00:30:00	NQ	Futures	1241.93	1242.78	1238.81	1239.95	37.0
2008-12-02 01:00:00	NQ	Futures	1239.95	1242.78	1236.83	1242.78	88.0

> showing 50 of 2,263 rows — these rows as CSV

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