PREVIEW / futures_30min / 2008-01-25

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-25.parquet
  size:    40 KB
  rows:    1,178

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
2008-01-25 00:00:00	ES	Futures	1263.94	1268.6	1263.71	1268.37	2256.0
2008-01-25 00:30:00	ES	Futures	1268.14	1270.7	1267.67	1270.23	2228.0
2008-01-25 01:00:00	ES	Futures	1270.47	1270.93	1268.6	1268.84	1237.0
2008-01-25 01:30:00	ES	Futures	1269.07	1271.17	1268.6	1270.93	1527.0
2008-01-25 02:00:00	ES	Futures	1271.17	1271.87	1268.14	1271.87	4373.0
2008-01-25 02:30:00	ES	Futures	1271.63	1273.27	1271.17	1271.63	9152.0
2008-01-25 03:00:00	ES	Futures	1271.63	1274.9	1271.63	1273.5	14418.0
2008-01-25 03:30:00	ES	Futures	1273.5	1274.9	1272.57	1274.2	13299.0
2008-01-25 04:00:00	ES	Futures	1273.97	1274.2	1268.14	1268.37	14782.0
2008-01-25 04:30:00	ES	Futures	1268.37	1269.3	1265.11	1269.07	17207.0
2008-01-25 05:00:00	ES	Futures	1269.3	1271.4	1266.27	1270.47	7773.0
2008-01-25 05:30:00	ES	Futures	1270.47	1270.7	1268.37	1268.84	4751.0
2008-01-25 06:00:00	ES	Futures	1268.84	1270.7	1266.5	1269.77	6103.0
2008-01-25 06:30:00	ES	Futures	1269.54	1272.8	1268.84	1270.23	9260.0
2008-01-25 07:00:00	ES	Futures	1270.0	1270.23	1267.67	1268.84	9466.0
2008-01-25 07:30:00	ES	Futures	1268.84	1271.17	1267.2	1270.7	9304.0
2008-01-25 08:00:00	ES	Futures	1270.7	1273.03	1269.07	1269.54	16934.0
2008-01-25 08:30:00	ES	Futures	1269.54	1273.5	1269.54	1273.03	25467.0
2008-01-25 09:00:00	ES	Futures	1272.8	1276.3	1271.4	1275.6	34421.0
2008-01-25 09:30:00	ES	Futures	1275.6	1278.4	1270.7	1271.87	225215.0
2008-01-25 10:00:00	ES	Futures	1271.87	1273.03	1266.27	1267.9	197011.0
2008-01-25 10:30:00	ES	Futures	1267.67	1268.14	1259.04	1259.98	254306.0
2008-01-25 11:00:00	ES	Futures	1259.98	1263.24	1256.01	1258.11	169802.0
2008-01-25 11:30:00	ES	Futures	1257.64	1265.34	1257.41	1264.17	121666.0
2008-01-25 12:00:00	ES	Futures	1264.17	1264.87	1259.98	1260.68	61373.0
2008-01-25 12:30:00	ES	Futures	1260.44	1260.91	1249.95	1252.05	150217.0
2008-01-25 13:00:00	ES	Futures	1251.82	1255.08	1248.09	1249.02	142921.0
2008-01-25 13:30:00	ES	Futures	1249.02	1250.65	1238.76	1242.72	210680.0
2008-01-25 14:00:00	ES	Futures	1242.72	1247.62	1241.09	1244.35	133419.0
2008-01-25 14:30:00	ES	Futures	1244.35	1248.09	1239.46	1243.66	128547.0
2008-01-25 15:00:00	ES	Futures	1243.42	1252.51	1241.56	1249.02	152215.0
2008-01-25 15:30:00	ES	Futures	1249.02	1252.28	1238.99	1242.72	235761.0
2008-01-25 16:00:00	ES	Futures	1242.72	1245.52	1241.79	1243.89	82299.0
2008-01-25 00:00:00	NQ	Futures	2101.01	2106.69	2101.01	2104.7	184.0
2008-01-25 00:30:00	NQ	Futures	2104.42	2108.11	2104.13	2107.82	159.0
2008-01-25 01:00:00	NQ	Futures	2107.82	2107.82	2104.7	2104.7	35.0
2008-01-25 01:30:00	NQ	Futures	2106.97	2107.82	2106.12	2107.26	51.0
2008-01-25 02:00:00	NQ	Futures	2107.82	2108.67	2103.0	2108.11	195.0
2008-01-25 02:30:00	NQ	Futures	2108.11	2109.81	2106.12	2106.4	329.0
2008-01-25 03:00:00	NQ	Futures	2106.97	2111.8	2106.97	2108.11	1409.0
2008-01-25 03:30:00	NQ	Futures	2108.11	2110.09	2104.98	2104.98	890.0
2008-01-25 04:00:00	NQ	Futures	2105.27	2105.27	2099.31	2099.88	1791.0
2008-01-25 04:30:00	NQ	Futures	2099.88	2107.54	2097.6	2106.4	3067.0
2008-01-25 05:00:00	NQ	Futures	2106.4	2112.65	2104.42	2110.66	984.0
2008-01-25 05:30:00	NQ	Futures	2111.23	2111.51	2106.97	2107.26	224.0
2008-01-25 06:00:00	NQ	Futures	2106.69	2111.8	2104.98	2110.38	464.0
2008-01-25 06:30:00	NQ	Futures	2109.24	2113.22	2107.82	2107.82	653.0
2008-01-25 07:00:00	NQ	Futures	2108.11	2110.09	2104.7	2106.12	1259.0
2008-01-25 07:30:00	NQ	Futures	2106.69	2110.95	2104.98	2109.81	799.0
2008-01-25 08:00:00	NQ	Futures	2110.38	2114.64	2109.53	2111.23	2646.0

> showing 50 of 1,178 rows — these rows as CSV

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