PREVIEW / futures_30min / 2008-01-02

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-02.parquet
  size:    39 KB
  rows:    1,215

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
2008-01-02 06:00:00	ES	Futures	1379.12	1382.85	1378.89	1380.98	11741.0
2008-01-02 06:30:00	ES	Futures	1380.98	1382.85	1380.98	1382.62	4701.0
2008-01-02 07:00:00	ES	Futures	1382.38	1382.62	1379.82	1380.52	7182.0
2008-01-02 07:30:00	ES	Futures	1380.52	1380.75	1378.65	1379.12	6510.0
2008-01-02 08:00:00	ES	Futures	1379.12	1379.59	1376.55	1377.95	7643.0
2008-01-02 08:30:00	ES	Futures	1377.95	1379.35	1377.25	1379.12	8714.0
2008-01-02 09:00:00	ES	Futures	1379.35	1380.05	1375.62	1376.55	18457.0
2008-01-02 09:30:00	ES	Futures	1376.55	1380.75	1376.32	1377.95	111165.0
2008-01-02 10:00:00	ES	Futures	1377.95	1378.19	1366.3	1368.86	200356.0
2008-01-02 10:30:00	ES	Futures	1368.86	1369.56	1365.6	1366.3	83868.0
2008-01-02 11:00:00	ES	Futures	1366.3	1367.69	1360.7	1362.56	136052.0
2008-01-02 11:30:00	ES	Futures	1362.56	1363.03	1358.13	1362.1	106612.0
2008-01-02 12:00:00	ES	Futures	1362.1	1362.1	1355.1	1355.8	90860.0
2008-01-02 12:30:00	ES	Futures	1356.04	1358.37	1355.1	1357.44	49948.0
2008-01-02 13:00:00	ES	Futures	1357.44	1358.6	1353.47	1355.8	69673.0
2008-01-02 13:30:00	ES	Futures	1355.57	1359.77	1354.64	1358.13	62162.0
2008-01-02 14:00:00	ES	Futures	1358.37	1366.76	1357.44	1362.33	175185.0
2008-01-02 14:30:00	ES	Futures	1362.33	1364.2	1355.8	1356.04	104402.0
2008-01-02 15:00:00	ES	Futures	1356.04	1356.27	1351.37	1353.7	128015.0
2008-01-02 15:30:00	ES	Futures	1353.94	1358.37	1353.24	1356.97	146688.0
2008-01-02 16:00:00	ES	Futures	1357.2	1360.47	1356.97	1360.23	77851.0
2008-01-02 16:30:00	ES	Futures	1360.23	1361.87	1360.0	1360.93	3611.0
2008-01-02 17:00:00	ES	Futures	1360.93	1362.1	1360.93	1361.63	2122.0
2008-01-02 18:00:00	ES	Futures	1361.87	1363.26	1361.4	1362.8	6165.0
2008-01-02 18:30:00	ES	Futures	1362.8	1363.03	1361.4	1361.63	1466.0
2008-01-02 19:00:00	ES	Futures	1361.63	1362.33	1361.4	1362.33	595.0
2008-01-02 19:30:00	ES	Futures	1362.33	1363.03	1362.1	1363.03	635.0
2008-01-02 20:00:00	ES	Futures	1363.03	1363.03	1362.33	1362.56	895.0
2008-01-02 20:30:00	ES	Futures	1362.56	1362.56	1362.1	1362.33	568.0
2008-01-02 21:00:00	ES	Futures	1362.56	1362.8	1362.33	1362.56	349.0
2008-01-02 21:30:00	ES	Futures	1362.56	1363.26	1362.56	1363.03	541.0
2008-01-02 22:00:00	ES	Futures	1363.26	1363.73	1363.03	1363.5	1170.0
2008-01-02 22:30:00	ES	Futures	1363.5	1363.5	1362.8	1363.26	368.0
2008-01-02 23:00:00	ES	Futures	1363.5	1363.96	1363.03	1363.73	1633.0
2008-01-02 23:30:00	ES	Futures	1363.73	1363.96	1363.26	1363.96	419.0
2008-01-02 06:00:00	NQ	Futures	2397.06	2403.59	2396.21	2401.6	1095.0
2008-01-02 06:30:00	NQ	Futures	2401.6	2402.74	2401.6	2402.74	342.0
2008-01-02 07:00:00	NQ	Futures	2402.45	2402.74	2398.48	2399.9	554.0
2008-01-02 07:30:00	NQ	Futures	2399.33	2399.61	2396.21	2396.78	452.0
2008-01-02 08:00:00	NQ	Futures	2396.78	2397.91	2392.23	2395.07	926.0
2008-01-02 08:30:00	NQ	Futures	2395.07	2397.06	2393.09	2393.09	1018.0
2008-01-02 09:00:00	NQ	Futures	2393.09	2394.79	2387.41	2389.68	2766.0
2008-01-02 09:30:00	NQ	Futures	2389.68	2398.76	2388.83	2394.51	25317.0
2008-01-02 10:00:00	NQ	Futures	2394.51	2394.51	2379.18	2387.41	37806.0
2008-01-02 10:30:00	NQ	Futures	2387.69	2387.69	2372.65	2373.22	26869.0
2008-01-02 11:00:00	NQ	Futures	2373.22	2378.33	2357.32	2359.31	31902.0
2008-01-02 11:30:00	NQ	Futures	2359.02	2359.59	2341.71	2351.36	39762.0
2008-01-02 12:00:00	NQ	Futures	2351.36	2351.36	2335.18	2336.88	29360.0
2008-01-02 12:30:00	NQ	Futures	2336.88	2345.68	2336.32	2343.41	15960.0
2008-01-02 13:00:00	NQ	Futures	2343.7	2345.97	2334.9	2339.16	20442.0

> showing 50 of 1,215 rows — these rows as CSV

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