PREVIEW / futures_30min / 2008-12-03

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-03.parquet
  size:    67 KB
  rows:    2,243

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
2008-12-03 00:00:00	ES	Futures	797.75	800.11	797.51	798.93	1861.0
2008-12-03 00:30:00	ES	Futures	799.17	800.11	798.46	800.11	606.0
2008-12-03 01:00:00	ES	Futures	800.35	800.82	799.4	800.82	628.0
2008-12-03 01:30:00	ES	Futures	800.82	800.82	798.46	799.64	1088.0
2008-12-03 02:00:00	ES	Futures	799.64	799.64	796.09	796.33	2754.0
2008-12-03 02:30:00	ES	Futures	796.33	801.06	796.09	797.75	4805.0
2008-12-03 03:00:00	ES	Futures	797.75	799.4	791.36	793.01	13625.0
2008-12-03 03:30:00	ES	Futures	793.01	794.67	788.04	788.52	11658.0
2008-12-03 04:00:00	ES	Futures	788.52	790.17	787.1	789.23	7175.0
2008-12-03 04:30:00	ES	Futures	788.99	790.88	787.1	789.94	6000.0
2008-12-03 05:00:00	ES	Futures	789.7	791.12	787.57	789.23	7202.0
2008-12-03 05:30:00	ES	Futures	789.46	793.25	788.52	793.01	5890.0
2008-12-03 06:00:00	ES	Futures	793.01	794.67	789.94	791.12	9917.0
2008-12-03 06:30:00	ES	Futures	791.36	791.83	787.33	791.83	7182.0
2008-12-03 07:00:00	ES	Futures	792.07	797.51	790.17	796.33	14885.0
2008-12-03 07:30:00	ES	Futures	796.09	796.33	790.17	791.83	11859.0
2008-12-03 08:00:00	ES	Futures	791.83	793.01	785.2	785.68	24110.0
2008-12-03 08:30:00	ES	Futures	785.91	789.46	784.49	787.1	21388.0
2008-12-03 09:00:00	ES	Futures	786.86	787.1	781.89	784.97	28684.0
2008-12-03 09:30:00	ES	Futures	784.73	792.07	782.36	785.44	247792.0
2008-12-03 10:00:00	ES	Futures	785.44	797.51	782.13	797.04	255158.0
2008-12-03 10:30:00	ES	Futures	796.8	811.71	795.85	811.0	273968.0
2008-12-03 11:00:00	ES	Futures	811.0	818.57	807.69	811.0	254680.0
2008-12-03 11:30:00	ES	Futures	811.0	818.57	808.87	817.62	186297.0
2008-12-03 12:00:00	ES	Futures	817.86	817.86	805.08	809.58	154405.0
2008-12-03 12:30:00	ES	Futures	809.82	813.84	807.92	810.29	126462.0
2008-12-03 13:00:00	ES	Futures	810.29	811.0	800.11	800.82	102076.0
2008-12-03 13:30:00	ES	Futures	800.59	800.59	789.94	792.54	192803.0
2008-12-03 14:00:00	ES	Futures	792.54	807.45	789.23	805.08	259666.0
2008-12-03 14:30:00	ES	Futures	805.32	815.73	804.85	807.45	269897.0
2008-12-03 15:00:00	ES	Futures	807.21	813.13	801.77	810.76	229187.0
2008-12-03 15:30:00	ES	Futures	810.76	827.09	806.27	823.54	416472.0
2008-12-03 16:00:00	ES	Futures	823.54	824.01	819.28	821.88	122283.0
2008-12-03 16:30:00	ES	Futures	822.59	823.07	821.41	822.12	4874.0
2008-12-03 17:00:00	ES	Futures	822.12	822.36	820.23	820.23	1887.0
2008-12-03 18:00:00	ES	Futures	820.23	823.07	819.52	821.88	3171.0
2008-12-03 18:30:00	ES	Futures	821.65	821.65	819.75	819.75	2003.0
2008-12-03 19:00:00	ES	Futures	819.75	820.94	819.28	820.46	1497.0
2008-12-03 19:30:00	ES	Futures	820.46	820.7	818.57	819.28	2001.0
2008-12-03 20:00:00	ES	Futures	819.28	820.23	817.15	819.28	3435.0
2008-12-03 20:30:00	ES	Futures	819.28	820.7	818.57	819.52	1481.0
2008-12-03 21:00:00	ES	Futures	819.28	819.75	817.39	817.62	1326.0
2008-12-03 21:30:00	ES	Futures	817.62	817.86	816.44	817.15	1570.0
2008-12-03 22:00:00	ES	Futures	817.15	818.57	816.68	818.1	920.0
2008-12-03 22:30:00	ES	Futures	818.33	818.33	815.02	815.49	1769.0
2008-12-03 23:00:00	ES	Futures	815.26	815.49	813.13	813.6	3764.0
2008-12-03 23:30:00	ES	Futures	813.36	814.78	812.18	812.42	2616.0
2008-12-03 00:00:00	NQ	Futures	1271.64	1275.6	1271.35	1274.47	52.0
2008-12-03 00:30:00	NQ	Futures	1273.9	1275.6	1273.34	1275.6	19.0
2008-12-03 01:00:00	NQ	Futures	1276.16	1277.01	1275.03	1276.16	11.0

> showing 50 of 2,243 rows — these rows as CSV

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