PREVIEW / futures_30min / 2008-01-10

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-10.parquet
  size:    44 KB
  rows:    1,392

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
2008-01-10 00:00:00	ES	Futures	1317.8	1318.03	1316.63	1316.87	1129.0
2008-01-10 00:30:00	ES	Futures	1317.1	1317.1	1315.7	1315.7	1741.0
2008-01-10 01:00:00	ES	Futures	1315.7	1315.7	1314.07	1314.77	2958.0
2008-01-10 01:30:00	ES	Futures	1314.53	1315.23	1312.2	1313.14	3183.0
2008-01-10 02:00:00	ES	Futures	1313.14	1316.17	1313.14	1315.7	2392.0
2008-01-10 02:30:00	ES	Futures	1315.7	1317.33	1315.7	1316.63	3280.0
2008-01-10 03:00:00	ES	Futures	1316.4	1316.63	1314.07	1315.0	8005.0
2008-01-10 03:30:00	ES	Futures	1314.77	1315.93	1313.6	1314.53	5588.0
2008-01-10 04:00:00	ES	Futures	1314.77	1315.47	1311.74	1312.2	6889.0
2008-01-10 04:30:00	ES	Futures	1312.2	1315.23	1310.57	1314.53	10641.0
2008-01-10 05:00:00	ES	Futures	1314.3	1314.53	1312.2	1313.84	7110.0
2008-01-10 05:30:00	ES	Futures	1313.6	1315.47	1313.14	1314.77	4902.0
2008-01-10 06:00:00	ES	Futures	1314.53	1314.77	1312.67	1313.14	5510.0
2008-01-10 06:30:00	ES	Futures	1312.9	1314.53	1311.04	1314.3	9373.0
2008-01-10 07:00:00	ES	Futures	1314.53	1315.23	1311.5	1315.0	17865.0
2008-01-10 07:30:00	ES	Futures	1315.23	1316.87	1313.6	1315.0	19620.0
2008-01-10 08:00:00	ES	Futures	1315.0	1316.63	1311.74	1312.44	25862.0
2008-01-10 08:30:00	ES	Futures	1312.2	1315.93	1308.47	1311.27	47457.0
2008-01-10 09:00:00	ES	Futures	1311.04	1311.74	1309.17	1310.57	20789.0
2008-01-10 09:30:00	ES	Futures	1310.57	1314.07	1307.07	1312.9	169114.0
2008-01-10 10:00:00	ES	Futures	1312.9	1318.5	1312.2	1315.0	155509.0
2008-01-10 10:30:00	ES	Futures	1315.0	1320.36	1312.9	1314.77	135221.0
2008-01-10 11:00:00	ES	Futures	1314.53	1315.7	1311.5	1314.07	90258.0
2008-01-10 11:30:00	ES	Futures	1314.3	1315.23	1309.87	1314.53	76169.0
2008-01-10 12:00:00	ES	Futures	1314.3	1332.95	1312.44	1324.79	314642.0
2008-01-10 12:30:00	ES	Futures	1324.79	1328.29	1318.03	1326.19	245146.0
2008-01-10 13:00:00	ES	Futures	1325.96	1327.59	1319.66	1323.86	151996.0
2008-01-10 13:30:00	ES	Futures	1323.86	1325.03	1312.67	1318.27	181402.0
2008-01-10 14:00:00	ES	Futures	1318.03	1327.12	1314.07	1323.86	198729.0
2008-01-10 14:30:00	ES	Futures	1323.86	1334.82	1323.63	1332.95	219600.0
2008-01-10 15:00:00	ES	Futures	1332.95	1339.25	1332.02	1337.15	189140.0
2008-01-10 15:30:00	ES	Futures	1336.92	1339.48	1329.22	1330.16	239658.0
2008-01-10 16:00:00	ES	Futures	1330.16	1330.62	1324.33	1324.56	128306.0
2008-01-10 16:30:00	ES	Futures	1324.79	1324.79	1322.93	1323.63	10874.0
2008-01-10 17:00:00	ES	Futures	1323.63	1324.56	1323.39	1324.33	2139.0
2008-01-10 18:00:00	ES	Futures	1324.09	1327.12	1324.09	1326.66	2486.0
2008-01-10 18:30:00	ES	Futures	1326.89	1327.82	1326.19	1326.66	1389.0
2008-01-10 19:00:00	ES	Futures	1326.66	1326.66	1323.86	1324.33	1755.0
2008-01-10 19:30:00	ES	Futures	1324.09	1324.56	1323.86	1324.33	706.0
2008-01-10 20:00:00	ES	Futures	1324.09	1324.79	1323.86	1324.33	2276.0
2008-01-10 20:30:00	ES	Futures	1324.56	1324.56	1323.39	1323.63	2396.0
2008-01-10 21:00:00	ES	Futures	1323.63	1323.86	1323.16	1323.63	892.0
2008-01-10 21:30:00	ES	Futures	1323.39	1323.63	1322.93	1323.16	1926.0
2008-01-10 22:00:00	ES	Futures	1322.93	1323.16	1322.0	1322.23	2432.0
2008-01-10 22:30:00	ES	Futures	1322.23	1322.23	1319.9	1319.9	6241.0
2008-01-10 23:00:00	ES	Futures	1319.9	1320.36	1317.8	1319.43	3524.0
2008-01-10 23:30:00	ES	Futures	1319.43	1319.43	1317.8	1318.5	1740.0
2008-01-10 00:00:00	NQ	Futures	2225.9	2226.19	2224.77	2225.05	120.0
2008-01-10 00:30:00	NQ	Futures	2224.48	2225.05	2222.78	2223.06	184.0
2008-01-10 01:00:00	NQ	Futures	2222.78	2223.92	2219.94	2219.94	130.0

> showing 50 of 1,392 rows — these rows as CSV

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