PREVIEW / futures_30min / 2008-03-09

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-03-09.parquet
  size:    17 KB
  rows:    418

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
2008-03-09 18:00:00	ES	Futures	1204.95	1205.88	1202.39	1203.09	3937.0
2008-03-09 18:30:00	ES	Futures	1203.32	1203.55	1200.29	1201.45	3574.0
2008-03-09 19:00:00	ES	Futures	1201.69	1201.69	1200.29	1201.22	1601.0
2008-03-09 19:30:00	ES	Futures	1201.22	1202.85	1200.05	1202.62	2631.0
2008-03-09 20:00:00	ES	Futures	1202.85	1203.32	1202.39	1203.09	1613.0
2008-03-09 20:30:00	ES	Futures	1203.09	1203.09	1201.69	1201.69	1024.0
2008-03-09 21:00:00	ES	Futures	1201.69	1202.39	1200.29	1201.92	2132.0
2008-03-09 21:30:00	ES	Futures	1202.15	1202.85	1201.69	1201.69	964.0
2008-03-09 22:00:00	ES	Futures	1201.69	1202.39	1200.99	1201.92	808.0
2008-03-09 22:30:00	ES	Futures	1201.92	1202.39	1200.05	1200.29	1171.0
2008-03-09 23:00:00	ES	Futures	1200.52	1201.69	1200.52	1201.22	812.0
2008-03-09 23:30:00	ES	Futures	1201.22	1201.92	1200.75	1201.22	693.0
2008-03-09 18:00:00	NQ	Futures	1939.5	1939.5	1933.54	1934.68	69.0
2008-03-09 18:30:00	NQ	Futures	1934.68	1934.96	1928.72	1932.98	379.0
2008-03-09 19:00:00	NQ	Futures	1931.84	1932.69	1930.14	1932.12	125.0
2008-03-09 19:30:00	NQ	Futures	1932.12	1933.54	1931.27	1932.12	120.0
2008-03-09 20:00:00	NQ	Futures	1932.98	1933.83	1932.41	1932.98	36.0
2008-03-09 20:30:00	NQ	Futures	1933.83	1933.83	1931.27	1931.27	72.0
2008-03-09 21:00:00	NQ	Futures	1931.27	1933.54	1930.14	1933.54	157.0
2008-03-09 21:30:00	NQ	Futures	1933.26	1934.96	1932.12	1932.12	42.0
2008-03-09 22:00:00	NQ	Futures	1932.12	1932.69	1931.27	1932.12	31.0
2008-03-09 22:30:00	NQ	Futures	1932.41	1932.41	1930.7	1931.27	38.0
2008-03-09 23:00:00	NQ	Futures	1930.7	1931.27	1930.42	1931.27	12.0
2008-03-09 23:30:00	NQ	Futures	1931.27	1931.27	1930.7	1930.7	5.0
2008-03-09 18:00:00	YM	Futures	10802.0	10806.6	10768.4	10773.0	133.0
2008-03-09 18:30:00	YM	Futures	10773.9	10781.1	10755.7	10766.6	228.0
2008-03-09 19:00:00	YM	Futures	10766.6	10768.4	10752.1	10762.1	59.0
2008-03-09 19:30:00	YM	Futures	10762.1	10773.0	10754.8	10773.0	135.0
2008-03-09 20:00:00	YM	Futures	10774.8	10786.6	10773.0	10784.8	134.0
2008-03-09 20:30:00	YM	Futures	10783.9	10784.8	10772.1	10774.8	109.0
2008-03-09 21:00:00	YM	Futures	10773.0	10773.0	10762.1	10773.0	107.0
2008-03-09 21:30:00	YM	Futures	10773.0	10778.4	10768.4	10769.3	51.0
2008-03-09 22:00:00	YM	Futures	10772.1	10772.1	10761.2	10768.4	81.0
2008-03-09 22:30:00	YM	Futures	10768.4	10768.4	10756.6	10759.3	57.0
2008-03-09 23:00:00	YM	Futures	10759.3	10767.5	10756.6	10763.9	60.0
2008-03-09 23:30:00	YM	Futures	10762.1	10766.6	10762.1	10765.7	31.0
2008-03-09 18:00:00	CL	Futures	393.0	394.04	391.84	393.59	290.0
2008-03-09 18:30:00	CL	Futures	393.59	394.0	393.44	393.48	172.0
2008-03-09 19:00:00	CL	Futures	393.56	394.3	393.41	393.67	103.0
2008-03-09 19:30:00	CL	Futures	393.67	393.93	393.0	393.22	137.0
2008-03-09 20:00:00	CL	Futures	393.22	393.63	391.95	391.95	198.0
2008-03-09 20:30:00	CL	Futures	391.99	392.62	391.91	392.25	114.0
2008-03-09 21:00:00	CL	Futures	392.4	392.4	392.06	392.14	78.0
2008-03-09 21:30:00	CL	Futures	392.14	392.14	391.05	391.2	411.0
2008-03-09 22:00:00	CL	Futures	391.32	392.06	391.05	391.91	219.0
2008-03-09 22:30:00	CL	Futures	391.76	391.95	391.5	391.61	46.0
2008-03-09 23:00:00	CL	Futures	391.76	392.14	391.32	391.54	91.0
2008-03-09 23:30:00	CL	Futures	391.65	391.84	391.54	391.73	39.0
2008-03-09 18:00:00	GC	Futures	1419.8	1424.0	1419.1	1423.3	416.0
2008-03-09 18:30:00	GC	Futures	1423.3	1424.9	1422.3	1423.9	381.0

> showing 50 of 418 rows — these rows as CSV

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