PREVIEW / futures_30min / 2008-12-11

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-11.parquet
  size:    70 KB
  rows:    2,290

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
2008-12-11 00:00:00	ES	Futures	844.6	845.31	842.95	842.95	1353.0
2008-12-11 00:30:00	ES	Futures	843.18	844.84	842.95	844.6	765.0
2008-12-11 01:00:00	ES	Futures	844.84	845.08	842.95	843.89	1768.0
2008-12-11 01:30:00	ES	Futures	843.89	846.02	843.66	845.31	1186.0
2008-12-11 02:00:00	ES	Futures	845.31	845.55	843.66	844.84	2148.0
2008-12-11 02:30:00	ES	Futures	844.84	846.5	841.53	842.0	4704.0
2008-12-11 03:00:00	ES	Futures	841.76	843.66	838.92	841.29	11042.0
2008-12-11 03:30:00	ES	Futures	841.05	842.24	838.21	840.58	8687.0
2008-12-11 04:00:00	ES	Futures	840.82	841.76	838.45	841.29	5891.0
2008-12-11 04:30:00	ES	Futures	841.29	843.18	840.34	842.47	7122.0
2008-12-11 05:00:00	ES	Futures	842.0	847.92	841.53	847.44	4820.0
2008-12-11 05:30:00	ES	Futures	847.21	851.23	846.97	850.52	10683.0
2008-12-11 06:00:00	ES	Futures	850.28	851.23	848.39	849.34	3965.0
2008-12-11 06:30:00	ES	Futures	849.34	851.47	847.68	851.23	5157.0
2008-12-11 07:00:00	ES	Futures	850.99	850.99	846.26	846.73	5907.0
2008-12-11 07:30:00	ES	Futures	846.73	848.39	846.02	847.44	5153.0
2008-12-11 08:00:00	ES	Futures	847.44	847.44	842.47	842.95	10849.0
2008-12-11 08:30:00	ES	Futures	842.71	844.13	838.21	843.42	35170.0
2008-12-11 09:00:00	ES	Futures	843.42	844.84	841.29	842.47	16155.0
2008-12-11 09:30:00	ES	Futures	842.47	849.57	837.98	847.68	111858.0
2008-12-11 10:00:00	ES	Futures	847.68	855.25	845.08	852.41	105099.0
2008-12-11 10:30:00	ES	Futures	852.41	855.49	849.1	850.52	52972.0
2008-12-11 11:00:00	ES	Futures	850.52	854.07	846.97	847.68	47080.0
2008-12-11 11:30:00	ES	Futures	847.68	854.31	846.5	853.6	52809.0
2008-12-11 12:00:00	ES	Futures	853.6	856.67	850.28	850.52	51135.0
2008-12-11 12:30:00	ES	Futures	850.52	855.73	850.28	854.78	41154.0
2008-12-11 13:00:00	ES	Futures	855.02	855.02	846.26	848.39	35208.0
2008-12-11 13:30:00	ES	Futures	848.63	850.52	844.6	845.31	28978.0
2008-12-11 14:00:00	ES	Futures	845.31	847.21	841.53	843.66	25583.0
2008-12-11 14:30:00	ES	Futures	843.66	846.73	831.11	832.3	77132.0
2008-12-11 15:00:00	ES	Futures	832.3	832.53	824.72	828.98	100853.0
2008-12-11 15:30:00	ES	Futures	829.22	830.17	821.88	827.56	131916.0
2008-12-11 16:00:00	ES	Futures	827.8	828.98	826.38	827.8	36022.0
2008-12-11 16:30:00	ES	Futures	826.38	826.38	816.2	818.81	9382.0
2008-12-11 17:00:00	ES	Futures	818.81	819.04	811.71	813.36	5175.0
2008-12-11 18:00:00	ES	Futures	813.84	814.07	811.23	812.42	4343.0
2008-12-11 18:30:00	ES	Futures	812.42	813.6	808.87	809.34	4808.0
2008-12-11 19:00:00	ES	Futures	809.34	809.58	806.27	806.27	8243.0
2008-12-11 19:30:00	ES	Futures	806.27	807.21	805.08	805.79	4520.0
2008-12-11 20:00:00	ES	Futures	805.79	811.0	805.79	809.11	5272.0
2008-12-11 20:30:00	ES	Futures	808.87	814.07	808.63	813.6	3523.0
2008-12-11 21:00:00	ES	Futures	813.6	814.31	811.71	814.07	3040.0
2008-12-11 21:30:00	ES	Futures	814.07	815.26	811.0	811.47	1635.0
2008-12-11 22:00:00	ES	Futures	811.47	813.36	796.09	796.33	8234.0
2008-12-11 22:30:00	ES	Futures	796.33	801.06	785.68	791.83	8445.0
2008-12-11 23:00:00	ES	Futures	792.07	793.25	784.73	787.1	6497.0
2008-12-11 23:30:00	ES	Futures	787.57	791.83	785.44	791.59	3969.0
2008-12-11 00:00:00	NQ	Futures	1373.79	1373.79	1371.24	1371.24	35.0
2008-12-11 00:30:00	NQ	Futures	1371.52	1374.35	1371.52	1374.35	15.0
2008-12-11 01:00:00	NQ	Futures	1374.35	1374.64	1372.37	1372.37	41.0

> showing 50 of 2,290 rows — these rows as CSV

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