PREVIEW / futures_30min / 2008-01-08

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-08.parquet
  size:    42 KB
  rows:    1,383

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
2008-01-08 00:00:00	ES	Futures	1328.52	1330.16	1328.29	1330.16	571.0
2008-01-08 00:30:00	ES	Futures	1329.92	1329.92	1329.46	1329.46	678.0
2008-01-08 01:00:00	ES	Futures	1329.46	1330.16	1329.22	1329.69	489.0
2008-01-08 01:30:00	ES	Futures	1329.92	1329.92	1328.52	1328.52	662.0
2008-01-08 02:00:00	ES	Futures	1328.29	1329.22	1327.59	1328.06	1952.0
2008-01-08 02:30:00	ES	Futures	1328.29	1329.22	1328.06	1328.99	1554.0
2008-01-08 03:00:00	ES	Futures	1328.99	1332.02	1328.29	1330.62	6745.0
2008-01-08 03:30:00	ES	Futures	1330.86	1332.02	1330.62	1331.32	4858.0
2008-01-08 04:00:00	ES	Futures	1331.32	1331.55	1330.39	1330.62	3128.0
2008-01-08 04:30:00	ES	Futures	1330.62	1332.02	1330.16	1332.02	5950.0
2008-01-08 05:00:00	ES	Futures	1331.79	1331.79	1330.62	1330.86	2399.0
2008-01-08 05:30:00	ES	Futures	1331.09	1332.25	1330.62	1331.55	4766.0
2008-01-08 06:00:00	ES	Futures	1331.55	1332.02	1331.32	1331.79	3032.0
2008-01-08 06:30:00	ES	Futures	1331.79	1332.72	1331.55	1332.25	4401.0
2008-01-08 07:00:00	ES	Futures	1332.02	1335.05	1332.02	1334.59	13227.0
2008-01-08 07:30:00	ES	Futures	1334.59	1337.15	1333.89	1336.92	18584.0
2008-01-08 08:00:00	ES	Futures	1336.92	1337.38	1333.89	1334.59	21829.0
2008-01-08 08:30:00	ES	Futures	1334.35	1335.52	1332.02	1333.42	18279.0
2008-01-08 09:00:00	ES	Futures	1333.42	1334.35	1331.55	1333.65	25472.0
2008-01-08 09:30:00	ES	Futures	1333.42	1338.32	1331.09	1335.52	199906.0
2008-01-08 10:00:00	ES	Futures	1335.29	1340.88	1332.95	1337.15	226443.0
2008-01-08 10:30:00	ES	Futures	1337.15	1337.85	1334.12	1335.29	121763.0
2008-01-08 11:00:00	ES	Futures	1335.05	1336.22	1328.29	1329.22	174727.0
2008-01-08 11:30:00	ES	Futures	1329.22	1329.46	1322.0	1324.79	214297.0
2008-01-08 12:00:00	ES	Futures	1324.79	1327.82	1322.23	1326.89	108214.0
2008-01-08 12:30:00	ES	Futures	1326.89	1327.59	1323.16	1325.49	72967.0
2008-01-08 13:00:00	ES	Futures	1325.49	1332.02	1322.23	1330.86	208930.0
2008-01-08 13:30:00	ES	Futures	1330.62	1332.95	1326.43	1332.72	110350.0
2008-01-08 14:00:00	ES	Futures	1332.72	1335.98	1331.32	1335.52	126223.0
2008-01-08 14:30:00	ES	Futures	1335.75	1335.98	1319.66	1320.83	236412.0
2008-01-08 15:00:00	ES	Futures	1320.83	1322.0	1307.07	1312.44	385048.0
2008-01-08 15:30:00	ES	Futures	1312.44	1317.8	1300.55	1302.41	416071.0
2008-01-08 16:00:00	ES	Futures	1302.41	1304.28	1299.15	1302.88	130405.0
2008-01-08 16:30:00	ES	Futures	1303.11	1303.11	1300.55	1302.64	11871.0
2008-01-08 17:00:00	ES	Futures	1302.64	1303.81	1301.94	1303.81	2275.0
2008-01-08 18:00:00	ES	Futures	1303.34	1303.81	1302.18	1302.41	4192.0
2008-01-08 18:30:00	ES	Futures	1302.41	1302.88	1301.24	1301.71	3578.0
2008-01-08 19:00:00	ES	Futures	1301.71	1303.81	1301.71	1303.58	1281.0
2008-01-08 19:30:00	ES	Futures	1303.34	1304.28	1303.34	1303.58	1049.0
2008-01-08 20:00:00	ES	Futures	1303.58	1304.04	1303.58	1304.04	502.0
2008-01-08 20:30:00	ES	Futures	1303.81	1305.67	1303.58	1305.44	2508.0
2008-01-08 21:00:00	ES	Futures	1305.44	1305.91	1304.74	1305.44	1124.0
2008-01-08 21:30:00	ES	Futures	1305.44	1305.44	1304.04	1304.74	994.0
2008-01-08 22:00:00	ES	Futures	1304.74	1305.21	1303.34	1304.51	564.0
2008-01-08 22:30:00	ES	Futures	1304.28	1305.91	1304.04	1305.44	1005.0
2008-01-08 23:00:00	ES	Futures	1305.21	1306.61	1304.98	1306.37	1409.0
2008-01-08 23:30:00	ES	Futures	1306.61	1306.84	1306.14	1306.37	1143.0
2008-01-08 00:00:00	NQ	Futures	2247.19	2250.31	2246.62	2250.31	168.0
2008-01-08 00:30:00	NQ	Futures	2250.31	2250.31	2247.47	2248.04	96.0
2008-01-08 01:00:00	NQ	Futures	2248.33	2249.46	2247.76	2247.76	110.0

> showing 50 of 1,383 rows — these rows as CSV

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