PREVIEW / futures_30min / 2008-12-08

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-08.parquet
  size:    67 KB
  rows:    2,230

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
2008-12-08 00:00:00	ES	Futures	841.05	844.37	840.58	842.0	2613.0
2008-12-08 00:30:00	ES	Futures	841.76	842.71	841.05	841.05	1622.0
2008-12-08 01:00:00	ES	Futures	841.29	845.31	841.05	844.84	2825.0
2008-12-08 01:30:00	ES	Futures	845.08	847.68	845.08	845.79	5363.0
2008-12-08 02:00:00	ES	Futures	845.79	848.15	844.13	846.73	7425.0
2008-12-08 02:30:00	ES	Futures	846.73	848.15	844.6	847.68	6884.0
2008-12-08 03:00:00	ES	Futures	847.68	849.34	846.5	847.21	16410.0
2008-12-08 03:30:00	ES	Futures	847.21	848.39	845.08	847.92	9504.0
2008-12-08 04:00:00	ES	Futures	847.92	849.1	846.02	847.21	6964.0
2008-12-08 04:30:00	ES	Futures	847.21	847.92	842.95	845.08	11604.0
2008-12-08 05:00:00	ES	Futures	845.08	846.26	840.34	842.47	10084.0
2008-12-08 05:30:00	ES	Futures	842.47	846.02	841.05	845.08	5832.0
2008-12-08 06:00:00	ES	Futures	844.84	850.05	844.84	846.73	9381.0
2008-12-08 06:30:00	ES	Futures	846.5	851.23	846.02	850.99	11303.0
2008-12-08 07:00:00	ES	Futures	850.99	851.7	847.68	848.39	13135.0
2008-12-08 07:30:00	ES	Futures	848.39	852.89	846.73	850.76	19865.0
2008-12-08 08:00:00	ES	Futures	850.52	856.67	849.1	854.07	24792.0
2008-12-08 08:30:00	ES	Futures	854.54	857.38	852.18	853.12	28154.0
2008-12-08 09:00:00	ES	Futures	852.89	853.12	849.57	850.52	30761.0
2008-12-08 09:30:00	ES	Futures	850.76	859.04	847.44	850.28	273876.0
2008-12-08 10:00:00	ES	Futures	850.28	856.2	847.92	854.78	201481.0
2008-12-08 10:30:00	ES	Futures	854.54	862.59	853.36	861.17	185544.0
2008-12-08 11:00:00	ES	Futures	861.17	862.59	856.67	857.62	129852.0
2008-12-08 11:30:00	ES	Futures	857.62	860.46	849.81	851.7	138603.0
2008-12-08 12:00:00	ES	Futures	851.47	856.2	848.39	855.02	105788.0
2008-12-08 12:30:00	ES	Futures	855.25	856.44	848.86	850.76	77651.0
2008-12-08 13:00:00	ES	Futures	850.99	856.2	848.63	851.47	115657.0
2008-12-08 13:30:00	ES	Futures	851.47	851.94	845.08	849.81	170389.0
2008-12-08 14:00:00	ES	Futures	849.81	860.69	848.86	858.56	126529.0
2008-12-08 14:30:00	ES	Futures	858.56	866.14	855.49	865.9	164500.0
2008-12-08 15:00:00	ES	Futures	866.14	869.45	863.06	867.32	174108.0
2008-12-08 15:30:00	ES	Futures	867.32	870.16	853.36	859.04	345249.0
2008-12-08 16:00:00	ES	Futures	858.8	861.64	855.73	856.2	110157.0
2008-12-08 16:30:00	ES	Futures	857.85	857.85	850.05	851.47	13703.0
2008-12-08 17:00:00	ES	Futures	851.7	852.65	850.52	851.7	2319.0
2008-12-08 18:00:00	ES	Futures	850.52	852.18	849.34	851.94	2910.0
2008-12-08 18:30:00	ES	Futures	851.94	853.6	850.52	850.52	1507.0
2008-12-08 19:00:00	ES	Futures	850.52	853.6	850.28	853.6	1461.0
2008-12-08 19:30:00	ES	Futures	853.6	854.78	851.94	852.41	1756.0
2008-12-08 20:00:00	ES	Futures	852.41	853.6	850.28	851.23	1800.0
2008-12-08 20:30:00	ES	Futures	850.99	852.18	849.34	849.81	1878.0
2008-12-08 21:00:00	ES	Futures	850.05	853.12	848.86	852.41	2243.0
2008-12-08 21:30:00	ES	Futures	852.18	853.12	851.47	851.7	925.0
2008-12-08 22:00:00	ES	Futures	851.7	853.6	850.99	851.94	952.0
2008-12-08 22:30:00	ES	Futures	851.47	852.41	848.15	849.81	3414.0
2008-12-08 23:00:00	ES	Futures	849.81	850.52	848.39	850.28	1161.0
2008-12-08 23:30:00	ES	Futures	850.52	851.7	850.05	851.23	1009.0
2008-12-08 00:00:00	NQ	Futures	1356.53	1363.03	1356.24	1358.22	195.0
2008-12-08 00:30:00	NQ	Futures	1358.51	1360.77	1357.94	1358.79	61.0
2008-12-08 01:00:00	NQ	Futures	1358.79	1363.6	1357.94	1363.32	98.0

> showing 50 of 2,230 rows — these rows as CSV

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