PREVIEW / futures_30min / 2008-01-15

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-15.parquet
  size:    47 KB
  rows:    1,464

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
2008-01-15 00:00:00	ES	Futures	1319.9	1320.36	1318.5	1318.5	2335.0
2008-01-15 00:30:00	ES	Futures	1318.73	1319.66	1318.5	1319.2	1526.0
2008-01-15 01:00:00	ES	Futures	1318.96	1319.66	1318.03	1318.03	783.0
2008-01-15 01:30:00	ES	Futures	1318.03	1318.73	1317.1	1318.73	1510.0
2008-01-15 02:00:00	ES	Futures	1318.27	1320.13	1317.8	1319.66	2300.0
2008-01-15 02:30:00	ES	Futures	1319.66	1320.13	1318.5	1318.5	2987.0
2008-01-15 03:00:00	ES	Futures	1318.5	1319.66	1317.57	1318.5	7342.0
2008-01-15 03:30:00	ES	Futures	1318.5	1319.9	1318.5	1318.73	3772.0
2008-01-15 04:00:00	ES	Futures	1318.73	1318.73	1317.57	1318.5	4028.0
2008-01-15 04:30:00	ES	Futures	1318.27	1318.5	1316.4	1316.87	5567.0
2008-01-15 05:00:00	ES	Futures	1316.63	1317.1	1315.47	1316.87	10852.0
2008-01-15 05:30:00	ES	Futures	1316.87	1318.03	1315.7	1317.57	5602.0
2008-01-15 06:00:00	ES	Futures	1317.57	1317.8	1315.7	1316.17	8435.0
2008-01-15 06:30:00	ES	Futures	1316.17	1321.3	1315.47	1318.73	20920.0
2008-01-15 07:00:00	ES	Futures	1318.96	1320.13	1316.4	1317.1	11257.0
2008-01-15 07:30:00	ES	Futures	1317.1	1317.1	1312.67	1314.53	22349.0
2008-01-15 08:00:00	ES	Futures	1314.3	1315.0	1311.74	1311.97	20633.0
2008-01-15 08:30:00	ES	Futures	1312.2	1313.84	1308.01	1309.17	80276.0
2008-01-15 09:00:00	ES	Futures	1309.17	1311.27	1308.01	1309.17	30316.0
2008-01-15 09:30:00	ES	Futures	1309.41	1312.9	1308.47	1310.8	162010.0
2008-01-15 10:00:00	ES	Futures	1310.8	1312.44	1301.71	1303.34	244371.0
2008-01-15 10:30:00	ES	Futures	1303.11	1305.21	1296.58	1299.15	216747.0
2008-01-15 11:00:00	ES	Futures	1299.15	1303.11	1298.45	1299.61	152976.0
2008-01-15 11:30:00	ES	Futures	1299.38	1300.31	1295.18	1299.38	151394.0
2008-01-15 12:00:00	ES	Futures	1299.15	1301.94	1298.21	1300.78	99146.0
2008-01-15 12:30:00	ES	Futures	1300.78	1301.48	1296.58	1299.38	92387.0
2008-01-15 13:00:00	ES	Futures	1299.38	1303.58	1297.98	1299.15	107492.0
2008-01-15 13:30:00	ES	Futures	1299.15	1300.31	1295.42	1297.75	128930.0
2008-01-15 14:00:00	ES	Futures	1297.75	1301.24	1296.12	1298.21	114848.0
2008-01-15 14:30:00	ES	Futures	1297.98	1299.15	1294.02	1295.42	126392.0
2008-01-15 15:00:00	ES	Futures	1295.42	1301.01	1292.62	1299.38	186361.0
2008-01-15 15:30:00	ES	Futures	1299.38	1304.28	1291.92	1293.08	287891.0
2008-01-15 16:00:00	ES	Futures	1293.08	1295.18	1291.92	1294.95	99090.0
2008-01-15 16:30:00	ES	Futures	1288.65	1288.65	1280.96	1281.19	33581.0
2008-01-15 17:00:00	ES	Futures	1281.19	1283.29	1280.73	1283.06	10356.0
2008-01-15 18:00:00	ES	Futures	1282.36	1283.76	1281.66	1283.52	4591.0
2008-01-15 18:30:00	ES	Futures	1283.52	1284.22	1282.36	1282.59	3541.0
2008-01-15 19:00:00	ES	Futures	1282.83	1283.99	1281.89	1282.13	2736.0
2008-01-15 19:30:00	ES	Futures	1282.13	1282.36	1280.73	1282.36	2794.0
2008-01-15 20:00:00	ES	Futures	1282.13	1282.59	1280.96	1282.36	3682.0
2008-01-15 20:30:00	ES	Futures	1282.36	1286.32	1281.89	1286.09	6768.0
2008-01-15 21:00:00	ES	Futures	1285.86	1286.79	1284.92	1286.32	2473.0
2008-01-15 21:30:00	ES	Futures	1286.32	1286.32	1284.92	1285.62	1465.0
2008-01-15 22:00:00	ES	Futures	1285.86	1286.79	1285.16	1285.86	1101.0
2008-01-15 22:30:00	ES	Futures	1285.62	1286.09	1284.92	1285.16	1522.0
2008-01-15 23:00:00	ES	Futures	1285.39	1286.32	1284.46	1286.09	1506.0
2008-01-15 23:30:00	ES	Futures	1286.09	1286.09	1283.06	1283.29	1607.0
2008-01-15 00:00:00	NQ	Futures	2216.25	2216.54	2210.86	2213.41	291.0
2008-01-15 00:30:00	NQ	Futures	2213.98	2214.83	2213.13	2213.98	31.0
2008-01-15 01:00:00	NQ	Futures	2215.12	2215.12	2213.98	2213.98	13.0

> showing 50 of 1,464 rows — these rows as CSV

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