PREVIEW / futures_30min / 2008-01-27

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-01-27.parquet
  size:    16 KB
  rows:    328

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
2008-01-27 18:00:00	ES	Futures	1245.99	1246.69	1241.56	1242.49	4143.0
2008-01-27 18:30:00	ES	Futures	1242.49	1243.66	1242.02	1243.66	1289.0
2008-01-27 19:00:00	ES	Futures	1243.66	1244.82	1238.53	1239.69	3601.0
2008-01-27 19:30:00	ES	Futures	1239.92	1242.26	1238.76	1241.79	2774.0
2008-01-27 20:00:00	ES	Futures	1241.79	1242.02	1238.76	1239.46	2084.0
2008-01-27 20:30:00	ES	Futures	1239.46	1241.32	1238.29	1240.86	2127.0
2008-01-27 21:00:00	ES	Futures	1241.32	1241.56	1240.39	1240.62	1177.0
2008-01-27 21:30:00	ES	Futures	1240.86	1242.49	1239.69	1241.56	1480.0
2008-01-27 22:00:00	ES	Futures	1241.79	1241.79	1236.43	1236.89	3170.0
2008-01-27 22:30:00	ES	Futures	1236.89	1237.83	1235.73	1235.96	3050.0
2008-01-27 23:00:00	ES	Futures	1236.19	1236.43	1234.1	1235.03	3490.0
2008-01-27 23:30:00	ES	Futures	1235.03	1235.03	1234.1	1234.56	1097.0
2008-01-27 18:00:00	NQ	Futures	2039.7	2041.4	2033.17	2033.17	513.0
2008-01-27 18:30:00	NQ	Futures	2034.02	2035.73	2033.17	2035.73	73.0
2008-01-27 19:00:00	NQ	Futures	2036.01	2037.43	2027.21	2028.63	235.0
2008-01-27 19:30:00	NQ	Futures	2028.63	2032.32	2027.21	2032.04	107.0
2008-01-27 20:00:00	NQ	Futures	2031.47	2031.75	2027.21	2027.21	64.0
2008-01-27 20:30:00	NQ	Futures	2028.35	2031.47	2027.78	2030.62	176.0
2008-01-27 21:00:00	NQ	Futures	2031.75	2032.04	2030.33	2030.62	85.0
2008-01-27 21:30:00	NQ	Futures	2030.33	2033.74	2030.33	2032.04	129.0
2008-01-27 22:00:00	NQ	Futures	2032.32	2032.32	2025.22	2025.22	388.0
2008-01-27 22:30:00	NQ	Futures	2025.22	2026.64	2020.12	2021.82	336.0
2008-01-27 23:00:00	NQ	Futures	2020.97	2022.1	2016.71	2018.13	234.0
2008-01-27 23:30:00	NQ	Futures	2018.13	2018.98	2016.71	2018.7	57.0
2008-01-27 18:00:00	YM	Futures	11120.9	11136.4	11103.7	11106.4	320.0
2008-01-27 18:30:00	YM	Futures	11111.8	11119.1	11107.3	11114.6	134.0
2008-01-27 19:00:00	YM	Futures	11119.1	11127.3	11077.3	11085.5	204.0
2008-01-27 19:30:00	YM	Futures	11086.4	11102.8	11080.0	11099.1	103.0
2008-01-27 20:00:00	YM	Futures	11098.2	11108.2	11081.0	11086.4	120.0
2008-01-27 20:30:00	YM	Futures	11084.6	11091.9	11077.3	11090.0	185.0
2008-01-27 21:00:00	YM	Futures	11091.9	11096.4	11089.1	11090.0	82.0
2008-01-27 21:30:00	YM	Futures	11088.2	11104.6	11085.5	11096.4	90.0
2008-01-27 22:00:00	YM	Futures	11096.4	11096.4	11066.4	11066.4	247.0
2008-01-27 22:30:00	YM	Futures	11068.2	11071.0	11054.6	11060.1	355.0
2008-01-27 23:00:00	YM	Futures	11061.0	11062.8	11048.2	11057.3	165.0
2008-01-27 23:30:00	YM	Futures	11059.1	11059.1	11047.3	11049.2	80.0
2008-01-27 18:00:00	CL	Futures	338.48	338.81	337.84	338.22	292.0
2008-01-27 18:30:00	CL	Futures	338.22	338.22	336.8	336.98	722.0
2008-01-27 19:00:00	CL	Futures	336.95	337.47	336.87	337.1	191.0
2008-01-27 19:30:00	CL	Futures	337.1	337.36	336.54	336.61	298.0
2008-01-27 20:00:00	CL	Futures	336.61	336.91	336.42	336.91	303.0
2008-01-27 20:30:00	CL	Futures	336.91	337.1	336.35	336.8	222.0
2008-01-27 21:00:00	CL	Futures	336.83	336.83	335.79	336.01	343.0
2008-01-27 21:30:00	CL	Futures	335.94	336.54	335.75	336.27	211.0
2008-01-27 22:00:00	CL	Futures	336.27	336.68	336.16	336.16	78.0
2008-01-27 22:30:00	CL	Futures	336.12	336.54	335.64	335.79	330.0
2008-01-27 23:00:00	CL	Futures	335.71	335.79	335.64	335.79	142.0
2008-01-27 23:30:00	CL	Futures	335.79	335.79	335.49	335.75	117.0
2008-01-27 18:00:00	GC	Futures	1336.4	1339.9	1334.9	1339.7	166.0
2008-01-27 18:30:00	GC	Futures	1339.7	1341.0	1338.4	1340.9	53.0

> showing 50 of 328 rows — these rows as CSV

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