PREVIEW / futures_30min / 2008-12-09

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-09.parquet
  size:    68 KB
  rows:    2,250

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
2008-12-09 00:00:00	ES	Futures	851.23	851.94	850.05	850.05	883.0
2008-12-09 00:30:00	ES	Futures	850.05	851.7	849.81	850.99	1070.0
2008-12-09 01:00:00	ES	Futures	851.23	853.12	850.99	851.7	1253.0
2008-12-09 01:30:00	ES	Futures	851.7	853.6	850.99	852.18	1167.0
2008-12-09 02:00:00	ES	Futures	852.18	853.83	851.7	852.41	3289.0
2008-12-09 02:30:00	ES	Futures	852.41	855.49	851.23	852.65	4735.0
2008-12-09 03:00:00	ES	Futures	852.65	852.89	848.15	848.63	10593.0
2008-12-09 03:30:00	ES	Futures	848.63	853.12	848.63	849.81	6766.0
2008-12-09 04:00:00	ES	Futures	850.05	857.85	849.81	856.67	10527.0
2008-12-09 04:30:00	ES	Futures	856.67	859.04	854.54	858.09	6422.0
2008-12-09 05:00:00	ES	Futures	857.62	860.93	855.96	860.69	12167.0
2008-12-09 05:30:00	ES	Futures	860.69	863.53	859.04	862.59	14897.0
2008-12-09 06:00:00	ES	Futures	862.59	863.77	859.75	859.98	8549.0
2008-12-09 06:30:00	ES	Futures	859.98	862.35	858.33	860.22	7355.0
2008-12-09 07:00:00	ES	Futures	859.98	861.88	859.51	860.69	10388.0
2008-12-09 07:30:00	ES	Futures	860.69	861.64	858.8	859.04	7333.0
2008-12-09 08:00:00	ES	Futures	859.04	859.27	854.78	855.96	16846.0
2008-12-09 08:30:00	ES	Futures	855.96	858.56	850.52	852.18	29937.0
2008-12-09 09:00:00	ES	Futures	852.18	853.6	849.57	850.99	27107.0
2008-12-09 09:30:00	ES	Futures	850.76	855.96	846.26	848.39	215384.0
2008-12-09 10:00:00	ES	Futures	848.39	862.35	848.39	859.51	234762.0
2008-12-09 10:30:00	ES	Futures	859.51	866.85	859.27	864.24	184932.0
2008-12-09 11:00:00	ES	Futures	864.24	867.32	854.54	854.54	140108.0
2008-12-09 11:30:00	ES	Futures	854.78	860.22	853.36	857.62	125389.0
2008-12-09 12:00:00	ES	Futures	857.85	861.64	854.07	856.2	98497.0
2008-12-09 12:30:00	ES	Futures	856.44	861.64	854.78	855.96	119492.0
2008-12-09 13:00:00	ES	Futures	855.96	858.33	849.34	850.05	118424.0
2008-12-09 13:30:00	ES	Futures	850.05	853.6	846.97	849.57	131516.0
2008-12-09 14:00:00	ES	Futures	849.81	850.05	838.21	839.87	192131.0
2008-12-09 14:30:00	ES	Futures	839.87	849.34	837.27	848.15	160901.0
2008-12-09 15:00:00	ES	Futures	847.92	852.18	839.16	839.87	209067.0
2008-12-09 15:30:00	ES	Futures	840.11	846.26	837.5	841.29	275052.0
2008-12-09 16:00:00	ES	Futures	841.29	843.18	840.82	842.24	85724.0
2008-12-09 16:30:00	ES	Futures	842.95	843.42	842.0	842.95	3858.0
2008-12-09 17:00:00	ES	Futures	843.18	846.26	841.76	843.42	1913.0
2008-12-09 18:00:00	ES	Futures	844.13	845.31	841.53	841.53	1783.0
2008-12-09 18:30:00	ES	Futures	841.53	843.42	841.05	842.71	1144.0
2008-12-09 19:00:00	ES	Futures	842.71	845.31	842.71	844.13	1101.0
2008-12-09 19:30:00	ES	Futures	844.37	844.84	842.71	842.95	975.0
2008-12-09 20:00:00	ES	Futures	842.71	843.66	842.47	842.95	638.0
2008-12-09 20:30:00	ES	Futures	843.18	846.02	842.95	845.31	1876.0
2008-12-09 21:00:00	ES	Futures	845.31	848.39	845.31	846.97	3611.0
2008-12-09 21:30:00	ES	Futures	846.97	848.63	846.26	847.21	1295.0
2008-12-09 22:00:00	ES	Futures	846.97	848.15	846.26	847.68	629.0
2008-12-09 22:30:00	ES	Futures	847.68	849.34	846.26	848.86	1479.0
2008-12-09 23:00:00	ES	Futures	848.86	851.94	848.63	851.7	4700.0
2008-12-09 23:30:00	ES	Futures	851.7	853.36	850.99	852.89	1910.0
2008-12-09 00:00:00	NQ	Futures	1363.88	1364.73	1361.62	1361.62	23.0
2008-12-09 00:30:00	NQ	Futures	1363.88	1363.88	1362.19	1363.88	10.0
2008-12-09 01:00:00	NQ	Futures	1364.17	1366.71	1363.32	1364.17	42.0

> showing 50 of 2,250 rows — these rows as CSV

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