PREVIEW / futures_30min / 2008-01-21

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-21.parquet
  size:    37 KB
  rows:    1,064

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
2008-01-21 00:00:00	ES	Futures	1231.76	1232.0	1230.13	1231.53	1756.0
2008-01-21 00:30:00	ES	Futures	1231.3	1231.3	1229.43	1229.9	1932.0
2008-01-21 01:00:00	ES	Futures	1229.9	1230.83	1229.2	1230.13	775.0
2008-01-21 01:30:00	ES	Futures	1230.13	1230.6	1228.5	1228.97	1296.0
2008-01-21 02:00:00	ES	Futures	1228.97	1228.97	1222.2	1222.44	9658.0
2008-01-21 02:30:00	ES	Futures	1222.44	1223.84	1218.24	1219.41	8269.0
2008-01-21 03:00:00	ES	Futures	1219.41	1220.57	1195.86	1204.25	31910.0
2008-01-21 03:30:00	ES	Futures	1204.48	1207.28	1196.09	1204.72	25876.0
2008-01-21 04:00:00	ES	Futures	1204.72	1206.35	1199.82	1205.18	13280.0
2008-01-21 04:30:00	ES	Futures	1205.18	1209.61	1204.02	1207.05	12035.0
2008-01-21 05:00:00	ES	Futures	1207.05	1208.68	1201.22	1202.62	11040.0
2008-01-21 05:30:00	ES	Futures	1202.85	1203.55	1183.5	1188.63	43030.0
2008-01-21 06:00:00	ES	Futures	1188.63	1193.06	1186.3	1192.13	29261.0
2008-01-21 06:30:00	ES	Futures	1192.13	1193.99	1171.61	1178.37	41709.0
2008-01-21 07:00:00	ES	Futures	1178.37	1187.23	1175.81	1187.0	34149.0
2008-01-21 07:30:00	ES	Futures	1187.0	1194.46	1186.76	1190.5	30669.0
2008-01-21 08:00:00	ES	Futures	1190.73	1195.16	1187.23	1187.93	26598.0
2008-01-21 08:30:00	ES	Futures	1187.93	1197.26	1186.76	1197.02	29335.0
2008-01-21 09:00:00	ES	Futures	1197.02	1198.19	1190.26	1193.53	23338.0
2008-01-21 09:30:00	ES	Futures	1193.29	1197.02	1191.66	1196.09	18416.0
2008-01-21 10:00:00	ES	Futures	1196.09	1196.32	1186.3	1187.93	27168.0
2008-01-21 10:30:00	ES	Futures	1187.93	1190.03	1183.27	1184.67	29456.0
2008-01-21 11:00:00	ES	Futures	1184.67	1187.23	1178.6	1180.24	40525.0
2008-01-21 11:30:00	ES	Futures	1180.24	1180.24	1180.24	1180.24	1.0
2008-01-21 18:00:00	ES	Futures	1179.77	1185.13	1179.77	1182.33	20830.0
2008-01-21 18:30:00	ES	Futures	1182.33	1187.0	1182.33	1185.83	7795.0
2008-01-21 19:00:00	ES	Futures	1185.83	1186.3	1178.84	1179.54	13393.0
2008-01-21 19:30:00	ES	Futures	1179.77	1181.17	1176.51	1177.21	12446.0
2008-01-21 20:00:00	ES	Futures	1177.21	1179.77	1174.87	1179.77	12907.0
2008-01-21 20:30:00	ES	Futures	1179.77	1183.5	1174.87	1176.74	11858.0
2008-01-21 21:00:00	ES	Futures	1176.97	1182.1	1176.27	1181.17	4503.0
2008-01-21 21:30:00	ES	Futures	1181.17	1185.83	1180.24	1184.9	4253.0
2008-01-21 22:00:00	ES	Futures	1184.9	1188.16	1181.64	1183.97	6651.0
2008-01-21 22:30:00	ES	Futures	1184.2	1185.37	1180.94	1182.1	3192.0
2008-01-21 23:00:00	ES	Futures	1182.1	1182.33	1177.21	1177.21	5635.0
2008-01-21 23:30:00	ES	Futures	1177.21	1178.14	1174.87	1178.14	4030.0
2008-01-21 00:00:00	NQ	Futures	2095.62	2095.62	2092.5	2094.2	192.0
2008-01-21 00:30:00	NQ	Futures	2093.35	2094.77	2091.93	2092.78	26.0
2008-01-21 01:00:00	NQ	Futures	2092.21	2093.91	2091.93	2093.63	64.0
2008-01-21 01:30:00	NQ	Futures	2092.78	2093.35	2091.08	2091.36	45.0
2008-01-21 02:00:00	NQ	Futures	2091.08	2091.08	2075.18	2076.32	1532.0
2008-01-21 02:30:00	NQ	Futures	2076.32	2081.71	2074.9	2078.87	1473.0
2008-01-21 03:00:00	NQ	Futures	2078.87	2080.29	2034.02	2049.35	3233.0
2008-01-21 03:30:00	NQ	Futures	2049.35	2056.16	2042.54	2053.04	1907.0
2008-01-21 04:00:00	NQ	Futures	2053.89	2058.15	2047.65	2055.03	980.0
2008-01-21 04:30:00	NQ	Futures	2053.89	2056.16	2048.22	2052.76	1188.0
2008-01-21 05:00:00	NQ	Futures	2052.76	2055.03	2044.53	2047.36	854.0
2008-01-21 05:30:00	NQ	Futures	2047.36	2048.22	2020.97	2031.75	2529.0
2008-01-21 06:00:00	NQ	Futures	2030.62	2034.59	2024.37	2033.74	1429.0
2008-01-21 06:30:00	NQ	Futures	2034.31	2037.43	1992.87	2004.79	3529.0

> showing 50 of 1,064 rows — these rows as CSV

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