PREVIEW / futures_30min / 2008-01-06

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-06.parquet
  size:    15 KB
  rows:    295

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
2008-01-06 18:00:00	ES	Futures	1326.66	1328.06	1325.26	1327.36	3215.0
2008-01-06 18:30:00	ES	Futures	1327.36	1327.82	1326.43	1327.59	2014.0
2008-01-06 19:00:00	ES	Futures	1327.59	1327.59	1326.43	1326.43	997.0
2008-01-06 19:30:00	ES	Futures	1326.43	1329.69	1326.19	1329.22	3237.0
2008-01-06 20:00:00	ES	Futures	1329.22	1331.32	1328.76	1331.09	1942.0
2008-01-06 20:30:00	ES	Futures	1330.86	1331.55	1329.46	1330.16	2504.0
2008-01-06 21:00:00	ES	Futures	1330.16	1330.86	1329.69	1330.62	1230.0
2008-01-06 21:30:00	ES	Futures	1330.62	1331.09	1330.39	1330.62	936.0
2008-01-06 22:00:00	ES	Futures	1330.62	1332.02	1330.62	1331.79	1408.0
2008-01-06 22:30:00	ES	Futures	1332.02	1332.02	1329.46	1330.39	1346.0
2008-01-06 23:00:00	ES	Futures	1330.39	1330.62	1329.46	1330.16	757.0
2008-01-06 23:30:00	ES	Futures	1330.16	1330.39	1329.69	1329.92	299.0
2008-01-06 18:00:00	NQ	Futures	2253.43	2254.85	2249.74	2254.0	244.0
2008-01-06 18:30:00	NQ	Futures	2254.0	2254.85	2253.15	2254.57	80.0
2008-01-06 19:00:00	NQ	Futures	2253.43	2254.29	2251.16	2251.16	63.0
2008-01-06 19:30:00	NQ	Futures	2251.45	2256.84	2250.88	2256.56	454.0
2008-01-06 20:00:00	NQ	Futures	2256.56	2259.11	2255.71	2257.98	384.0
2008-01-06 20:30:00	NQ	Futures	2258.26	2259.4	2255.99	2257.69	373.0
2008-01-06 21:00:00	NQ	Futures	2257.12	2258.26	2256.56	2257.69	138.0
2008-01-06 21:30:00	NQ	Futures	2258.26	2259.4	2257.69	2259.11	188.0
2008-01-06 22:00:00	NQ	Futures	2258.83	2259.96	2258.83	2259.96	90.0
2008-01-06 22:30:00	NQ	Futures	2259.96	2260.25	2256.27	2256.27	82.0
2008-01-06 23:00:00	NQ	Futures	2257.12	2257.12	2255.71	2255.99	89.0
2008-01-06 23:30:00	NQ	Futures	2255.42	2256.56	2255.14	2255.14	44.0
2008-01-06 19:00:00	YM	Futures	11708.7	11709.6	11703.3	11706.9	154.0
2008-01-06 19:30:00	YM	Futures	11706.9	11728.7	11706.0	11722.4	157.0
2008-01-06 20:00:00	YM	Futures	11724.2	11734.2	11724.2	11733.3	128.0
2008-01-06 20:30:00	YM	Futures	11733.3	11740.5	11726.0	11729.6	148.0
2008-01-06 21:00:00	YM	Futures	11730.5	11734.2	11725.1	11726.0	158.0
2008-01-06 21:30:00	YM	Futures	11728.7	11732.3	11723.3	11732.3	128.0
2008-01-06 22:00:00	YM	Futures	11732.3	11741.4	11732.3	11741.4	72.0
2008-01-06 22:30:00	YM	Futures	11741.4	11741.4	11725.1	11727.8	102.0
2008-01-06 23:00:00	YM	Futures	11728.7	11728.7	11722.4	11726.0	52.0
2008-01-06 23:30:00	YM	Futures	11726.0	11726.9	11723.3	11723.3	35.0
2008-01-06 18:00:00	CL	Futures	365.3	365.97	365.11	365.71	475.0
2008-01-06 18:30:00	CL	Futures	365.67	365.67	364.44	364.66	162.0
2008-01-06 19:00:00	CL	Futures	364.7	364.7	363.69	363.99	312.0
2008-01-06 19:30:00	CL	Futures	364.07	364.33	363.65	363.65	184.0
2008-01-06 20:00:00	CL	Futures	363.77	363.77	362.76	363.17	618.0
2008-01-06 20:30:00	CL	Futures	363.02	363.47	362.98	363.43	180.0
2008-01-06 21:00:00	CL	Futures	363.36	363.54	363.17	363.32	92.0
2008-01-06 21:30:00	CL	Futures	363.43	363.54	363.09	363.47	111.0
2008-01-06 22:00:00	CL	Futures	363.5	363.58	363.32	363.36	60.0
2008-01-06 22:30:00	CL	Futures	363.39	363.5	363.28	363.32	46.0
2008-01-06 23:00:00	CL	Futures	363.36	363.62	363.13	363.62	151.0
2008-01-06 23:30:00	CL	Futures	363.62	363.65	363.24	363.32	103.0
2008-01-06 19:00:00	ZN	Futures	83.733677	83.790638	83.710892	83.745069	7800.0
2008-01-06 19:30:00	ZN	Futures	83.745069	83.745069	83.65393	83.676715	5359.0
2008-01-06 20:00:00	ZN	Futures	83.676715	83.6995	83.676715	83.676715	1578.0
2008-01-06 20:30:00	ZN	Futures	83.688107	83.756461	83.688107	83.745069	3126.0

> showing 50 of 295 rows — these rows as CSV

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