PREVIEW / futures_30min / 2008-12-15

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-15.parquet
  size:    67 KB
  rows:    2,239

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
2008-12-15 00:00:00	ES	Futures	845.57	846.75	844.62	844.85	1302.0
2008-12-15 00:30:00	ES	Futures	844.85	845.33	843.91	844.38	579.0
2008-12-15 01:00:00	ES	Futures	844.62	846.28	844.38	846.04	726.0
2008-12-15 01:30:00	ES	Futures	846.04	847.23	843.67	843.67	901.0
2008-12-15 02:00:00	ES	Futures	843.67	843.91	840.58	840.58	3019.0
2008-12-15 02:30:00	ES	Futures	840.82	842.25	838.69	838.92	3452.0
2008-12-15 03:00:00	ES	Futures	839.16	841.3	836.32	840.35	7389.0
2008-12-15 03:30:00	ES	Futures	840.58	842.01	835.6	835.84	6181.0
2008-12-15 04:00:00	ES	Futures	836.08	836.55	831.33	833.71	8588.0
2008-12-15 04:30:00	ES	Futures	833.71	834.42	831.1	833.71	3660.0
2008-12-15 05:00:00	ES	Futures	833.71	837.5	833.23	836.79	4659.0
2008-12-15 05:30:00	ES	Futures	836.79	839.87	835.13	839.64	4737.0
2008-12-15 06:00:00	ES	Futures	839.64	841.06	838.21	840.82	8536.0
2008-12-15 06:30:00	ES	Futures	840.82	842.01	839.16	841.3	8523.0
2008-12-15 07:00:00	ES	Futures	841.3	841.3	835.84	837.74	6301.0
2008-12-15 07:30:00	ES	Futures	837.98	838.69	834.66	836.32	7076.0
2008-12-15 08:00:00	ES	Futures	836.32	837.5	835.6	836.08	4989.0
2008-12-15 08:30:00	ES	Futures	836.08	840.58	836.08	837.26	14696.0
2008-12-15 09:00:00	ES	Futures	837.26	841.53	836.32	838.92	23287.0
2008-12-15 09:30:00	ES	Futures	839.16	840.35	828.25	828.49	174580.0
2008-12-15 10:00:00	ES	Futures	828.49	829.44	822.8	825.4	172567.0
2008-12-15 10:30:00	ES	Futures	825.4	828.01	820.19	820.9	136388.0
2008-12-15 11:00:00	ES	Futures	820.9	825.4	819.24	823.74	131455.0
2008-12-15 11:30:00	ES	Futures	823.51	826.83	820.9	824.93	87359.0
2008-12-15 12:00:00	ES	Futures	824.93	828.96	822.56	828.25	75293.0
2008-12-15 12:30:00	ES	Futures	828.25	828.96	821.61	822.8	52594.0
2008-12-15 13:00:00	ES	Futures	822.8	823.74	816.87	822.08	90565.0
2008-12-15 13:30:00	ES	Futures	822.08	825.17	821.14	822.32	67971.0
2008-12-15 14:00:00	ES	Futures	822.32	826.12	819.48	819.95	74356.0
2008-12-15 14:30:00	ES	Futures	819.95	823.74	817.1	817.34	85837.0
2008-12-15 15:00:00	ES	Futures	817.1	819.71	812.36	815.44	120811.0
2008-12-15 15:30:00	ES	Futures	815.21	829.44	813.07	824.46	263562.0
2008-12-15 16:00:00	ES	Futures	824.46	828.01	823.98	827.78	76781.0
2008-12-15 16:30:00	ES	Futures	827.78	828.25	827.54	828.01	4814.0
2008-12-15 17:00:00	ES	Futures	828.01	829.2	826.83	827.54	2065.0
2008-12-15 18:00:00	ES	Futures	827.54	828.49	827.07	827.54	1489.0
2008-12-15 18:30:00	ES	Futures	827.54	828.01	826.59	827.07	519.0
2008-12-15 19:00:00	ES	Futures	827.07	827.54	825.4	825.4	1458.0
2008-12-15 19:30:00	ES	Futures	825.4	825.88	824.93	825.4	1678.0
2008-12-15 20:00:00	ES	Futures	825.4	825.88	823.98	825.64	1052.0
2008-12-15 20:30:00	ES	Futures	825.4	827.78	825.4	827.54	1154.0
2008-12-15 21:00:00	ES	Futures	827.54	827.78	824.69	825.88	1129.0
2008-12-15 21:30:00	ES	Futures	825.64	825.88	824.46	824.93	922.0
2008-12-15 22:00:00	ES	Futures	825.17	826.12	824.46	826.12	707.0
2008-12-15 22:30:00	ES	Futures	825.88	826.83	824.69	826.35	1128.0
2008-12-15 23:00:00	ES	Futures	826.59	826.59	825.17	826.12	475.0
2008-12-15 23:30:00	ES	Futures	826.12	826.59	825.4	826.12	503.0
2008-12-15 00:00:00	NQ	Futures	1381.97	1383.1	1379.99	1380.28	70.0
2008-12-15 00:30:00	NQ	Futures	1380.28	1380.28	1379.43	1379.99	35.0
2008-12-15 01:00:00	NQ	Futures	1379.43	1380.84	1379.15	1380.84	17.0

> showing 50 of 2,239 rows — these rows as CSV

> unlock the full archive -- $79 one-time