PREVIEW / futures_30min / 2008-01-09

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-09.parquet
  size:    42 KB
  rows:    1,372

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
2008-01-09 00:00:00	ES	Futures	1306.37	1306.84	1306.37	1306.61	1013.0
2008-01-09 00:30:00	ES	Futures	1306.61	1308.94	1306.61	1308.71	2459.0
2008-01-09 01:00:00	ES	Futures	1308.47	1309.87	1308.47	1309.41	1705.0
2008-01-09 01:30:00	ES	Futures	1309.17	1309.87	1308.01	1308.24	1361.0
2008-01-09 02:00:00	ES	Futures	1308.47	1309.87	1308.24	1308.94	3861.0
2008-01-09 02:30:00	ES	Futures	1308.94	1311.97	1308.01	1311.27	8442.0
2008-01-09 03:00:00	ES	Futures	1311.27	1311.97	1308.94	1310.8	13612.0
2008-01-09 03:30:00	ES	Futures	1310.57	1310.8	1305.67	1306.61	15696.0
2008-01-09 04:00:00	ES	Futures	1306.37	1308.24	1304.28	1304.28	9197.0
2008-01-09 04:30:00	ES	Futures	1304.28	1306.14	1304.04	1304.98	8620.0
2008-01-09 05:00:00	ES	Futures	1304.98	1307.07	1304.04	1306.84	8505.0
2008-01-09 05:30:00	ES	Futures	1306.84	1308.01	1305.91	1307.54	5691.0
2008-01-09 06:00:00	ES	Futures	1307.54	1310.8	1306.61	1308.94	8316.0
2008-01-09 06:30:00	ES	Futures	1308.71	1310.1	1307.54	1308.71	6290.0
2008-01-09 07:00:00	ES	Futures	1308.94	1310.1	1302.88	1304.51	20575.0
2008-01-09 07:30:00	ES	Futures	1304.51	1307.31	1304.28	1304.51	13151.0
2008-01-09 08:00:00	ES	Futures	1304.51	1306.61	1301.48	1304.74	34633.0
2008-01-09 08:30:00	ES	Futures	1304.74	1306.14	1300.31	1301.48	32856.0
2008-01-09 09:00:00	ES	Futures	1301.48	1304.98	1299.61	1304.04	45198.0
2008-01-09 09:30:00	ES	Futures	1304.04	1309.41	1301.01	1307.31	276180.0
2008-01-09 10:00:00	ES	Futures	1307.31	1312.2	1303.58	1306.84	250999.0
2008-01-09 10:30:00	ES	Futures	1306.84	1310.34	1304.28	1308.94	146415.0
2008-01-09 11:00:00	ES	Futures	1308.94	1310.34	1304.74	1305.67	129967.0
2008-01-09 11:30:00	ES	Futures	1305.67	1305.67	1297.75	1300.78	184934.0
2008-01-09 12:00:00	ES	Futures	1300.78	1307.54	1299.15	1306.84	113877.0
2008-01-09 12:30:00	ES	Futures	1306.84	1306.84	1301.48	1304.98	63965.0
2008-01-09 13:00:00	ES	Futures	1304.98	1306.37	1298.68	1300.31	100654.0
2008-01-09 13:30:00	ES	Futures	1300.55	1301.01	1294.25	1296.58	147598.0
2008-01-09 14:00:00	ES	Futures	1296.58	1297.51	1291.69	1297.51	171898.0
2008-01-09 14:30:00	ES	Futures	1297.51	1307.31	1296.35	1305.21	210249.0
2008-01-09 15:00:00	ES	Futures	1305.44	1316.4	1304.51	1310.8	329852.0
2008-01-09 15:30:00	ES	Futures	1310.57	1321.06	1306.84	1320.83	310627.0
2008-01-09 16:00:00	ES	Futures	1320.83	1321.06	1315.7	1316.4	91525.0
2008-01-09 16:30:00	ES	Futures	1317.33	1319.2	1317.1	1319.2	6372.0
2008-01-09 17:00:00	ES	Futures	1318.96	1320.36	1318.96	1320.13	3236.0
2008-01-09 18:00:00	ES	Futures	1319.9	1320.36	1319.66	1319.66	2120.0
2008-01-09 18:30:00	ES	Futures	1319.66	1320.36	1318.96	1318.96	1065.0
2008-01-09 19:00:00	ES	Futures	1318.96	1319.9	1318.03	1318.03	1958.0
2008-01-09 19:30:00	ES	Futures	1317.8	1318.03	1317.1	1317.57	1314.0
2008-01-09 20:00:00	ES	Futures	1317.57	1317.57	1316.4	1316.87	1722.0
2008-01-09 20:30:00	ES	Futures	1316.63	1317.57	1316.17	1316.87	1231.0
2008-01-09 21:00:00	ES	Futures	1316.87	1317.1	1316.4	1317.1	349.0
2008-01-09 21:30:00	ES	Futures	1316.87	1317.8	1316.63	1317.33	659.0
2008-01-09 22:00:00	ES	Futures	1317.33	1318.5	1317.1	1318.27	1497.0
2008-01-09 22:30:00	ES	Futures	1318.27	1318.5	1316.63	1316.87	1313.0
2008-01-09 23:00:00	ES	Futures	1316.63	1317.8	1316.63	1317.1	1282.0
2008-01-09 23:30:00	ES	Futures	1317.1	1318.03	1317.1	1317.8	887.0
2008-01-09 00:00:00	NQ	Futures	2197.8	2198.09	2196.95	2197.52	87.0
2008-01-09 00:30:00	NQ	Futures	2196.95	2201.49	2196.95	2201.49	247.0
2008-01-09 01:00:00	NQ	Futures	2201.49	2203.76	2200.92	2202.06	182.0

> showing 50 of 1,372 rows — these rows as CSV

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