PREVIEW / futures_30min / 2008-12-04

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-04.parquet
  size:    71 KB
  rows:    2,280

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
2008-12-04 00:00:00	ES	Futures	812.42	813.84	811.71	813.84	2752.0
2008-12-04 00:30:00	ES	Futures	813.6	814.55	812.18	813.13	970.0
2008-12-04 01:00:00	ES	Futures	813.36	814.31	811.94	812.65	988.0
2008-12-04 01:30:00	ES	Futures	812.65	813.6	812.18	813.36	1283.0
2008-12-04 02:00:00	ES	Futures	813.6	814.07	811.71	813.84	2951.0
2008-12-04 02:30:00	ES	Futures	813.84	815.97	812.65	812.89	5833.0
2008-12-04 03:00:00	ES	Futures	812.89	816.2	810.05	815.97	10443.0
2008-12-04 03:30:00	ES	Futures	815.97	825.2	815.73	821.41	20128.0
2008-12-04 04:00:00	ES	Futures	821.17	825.2	818.81	822.59	10548.0
2008-12-04 04:30:00	ES	Futures	822.59	826.62	820.46	826.62	7566.0
2008-12-04 05:00:00	ES	Futures	826.62	827.8	824.25	827.56	9145.0
2008-12-04 05:30:00	ES	Futures	827.56	828.75	824.01	825.2	7599.0
2008-12-04 06:00:00	ES	Futures	825.2	828.51	821.88	824.72	8203.0
2008-12-04 06:30:00	ES	Futures	824.72	826.85	821.65	825.43	6764.0
2008-12-04 07:00:00	ES	Futures	825.67	825.67	816.68	820.46	16889.0
2008-12-04 07:30:00	ES	Futures	820.7	827.56	816.2	818.57	25168.0
2008-12-04 08:00:00	ES	Futures	818.81	819.28	805.08	806.03	54296.0
2008-12-04 08:30:00	ES	Futures	805.79	812.89	805.79	809.34	40260.0
2008-12-04 09:00:00	ES	Futures	809.34	812.18	808.87	810.05	16849.0
2008-12-04 09:30:00	ES	Futures	809.82	823.78	808.4	820.23	244988.0
2008-12-04 10:00:00	ES	Futures	820.23	825.91	815.02	818.81	237047.0
2008-12-04 10:30:00	ES	Futures	818.81	828.75	817.39	827.33	211017.0
2008-12-04 11:00:00	ES	Futures	827.56	828.27	819.99	825.67	149769.0
2008-12-04 11:30:00	ES	Futures	825.67	825.67	816.68	820.7	133271.0
2008-12-04 12:00:00	ES	Futures	820.7	821.65	812.42	815.97	136150.0
2008-12-04 12:30:00	ES	Futures	815.97	820.23	813.84	817.15	94576.0
2008-12-04 13:00:00	ES	Futures	817.15	817.86	809.82	809.82	100257.0
2008-12-04 13:30:00	ES	Futures	809.82	821.17	809.34	818.57	124712.0
2008-12-04 14:00:00	ES	Futures	818.57	822.36	815.97	817.62	119346.0
2008-12-04 14:30:00	ES	Futures	817.39	823.54	812.18	812.42	143921.0
2008-12-04 15:00:00	ES	Futures	812.65	814.07	791.12	791.36	352899.0
2008-12-04 15:30:00	ES	Futures	791.36	802.48	787.57	798.46	384870.0
2008-12-04 16:00:00	ES	Futures	798.69	803.19	798.22	802.72	96175.0
2008-12-04 16:30:00	ES	Futures	802.24	802.24	799.88	801.53	4554.0
2008-12-04 17:00:00	ES	Futures	801.53	803.66	799.88	800.82	2108.0
2008-12-04 18:00:00	ES	Futures	801.06	802.01	800.35	801.3	1903.0
2008-12-04 18:30:00	ES	Futures	801.3	802.72	801.06	802.72	1764.0
2008-12-04 19:00:00	ES	Futures	802.72	804.37	802.48	803.66	2592.0
2008-12-04 19:30:00	ES	Futures	803.43	803.43	800.35	801.53	1218.0
2008-12-04 20:00:00	ES	Futures	801.77	803.66	801.06	803.19	988.0
2008-12-04 20:30:00	ES	Futures	803.19	806.27	802.72	805.79	2507.0
2008-12-04 21:00:00	ES	Futures	805.79	807.45	804.37	806.27	1765.0
2008-12-04 21:30:00	ES	Futures	806.27	806.74	803.66	803.9	1252.0
2008-12-04 22:00:00	ES	Futures	803.9	805.79	803.66	805.08	1218.0
2008-12-04 22:30:00	ES	Futures	805.08	806.74	804.61	806.03	798.0
2008-12-04 23:00:00	ES	Futures	806.03	806.03	802.48	803.43	1626.0
2008-12-04 23:30:00	ES	Futures	803.43	803.66	801.3	801.77	1186.0
2008-12-04 00:00:00	NQ	Futures	1292.58	1294.56	1291.44	1294.56	43.0
2008-12-04 00:30:00	NQ	Futures	1294.56	1296.26	1292.58	1293.71	65.0
2008-12-04 01:00:00	NQ	Futures	1294.56	1294.84	1292.01	1292.29	27.0

> showing 50 of 2,280 rows — these rows as CSV

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