PREVIEW / futures_30min / 2008-05-02

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-05-02.parquet
  size:    59 KB
  rows:    1,891

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
2008-05-02 00:00:00	ES	Futures	1316.5	1317.2	1316.27	1316.5	484.0
2008-05-02 00:30:00	ES	Futures	1316.5	1316.5	1315.8	1316.27	822.0
2008-05-02 01:00:00	ES	Futures	1316.27	1316.5	1314.64	1314.64	1047.0
2008-05-02 01:30:00	ES	Futures	1314.64	1314.87	1313.47	1313.7	1499.0
2008-05-02 02:00:00	ES	Futures	1313.7	1314.64	1312.77	1313.47	3089.0
2008-05-02 02:30:00	ES	Futures	1313.24	1314.87	1312.77	1314.4	2674.0
2008-05-02 03:00:00	ES	Futures	1314.17	1314.64	1312.54	1313.94	6920.0
2008-05-02 03:30:00	ES	Futures	1313.94	1314.17	1312.54	1312.77	5293.0
2008-05-02 04:00:00	ES	Futures	1312.77	1313.01	1312.31	1312.54	4989.0
2008-05-02 04:30:00	ES	Futures	1312.54	1314.17	1312.54	1314.17	2490.0
2008-05-02 05:00:00	ES	Futures	1314.17	1314.87	1313.94	1314.4	6402.0
2008-05-02 05:30:00	ES	Futures	1314.4	1314.87	1313.94	1314.4	2849.0
2008-05-02 06:00:00	ES	Futures	1314.64	1315.8	1314.17	1314.87	3525.0
2008-05-02 06:30:00	ES	Futures	1314.87	1315.33	1314.17	1315.1	3601.0
2008-05-02 07:00:00	ES	Futures	1315.33	1317.43	1314.87	1317.2	7955.0
2008-05-02 07:30:00	ES	Futures	1317.2	1317.43	1316.03	1316.03	8437.0
2008-05-02 08:00:00	ES	Futures	1316.03	1320.69	1313.7	1314.4	51935.0
2008-05-02 08:30:00	ES	Futures	1314.64	1329.07	1314.64	1325.58	152873.0
2008-05-02 09:00:00	ES	Futures	1325.81	1326.98	1324.65	1326.04	37157.0
2008-05-02 09:30:00	ES	Futures	1326.28	1326.28	1319.99	1323.02	218726.0
2008-05-02 10:00:00	ES	Futures	1323.02	1325.81	1318.59	1319.53	185085.0
2008-05-02 10:30:00	ES	Futures	1319.53	1320.92	1316.27	1317.43	159108.0
2008-05-02 11:00:00	ES	Futures	1317.2	1322.32	1317.2	1318.59	124880.0
2008-05-02 11:30:00	ES	Futures	1318.83	1320.46	1317.2	1318.36	91054.0
2008-05-02 12:00:00	ES	Futures	1318.36	1318.36	1314.87	1316.27	101479.0
2008-05-02 12:30:00	ES	Futures	1316.03	1316.27	1313.47	1315.1	81797.0
2008-05-02 13:00:00	ES	Futures	1314.87	1315.33	1310.21	1313.7	113332.0
2008-05-02 13:30:00	ES	Futures	1313.47	1316.5	1312.31	1314.17	72185.0
2008-05-02 14:00:00	ES	Futures	1314.17	1316.27	1309.51	1311.84	101421.0
2008-05-02 14:30:00	ES	Futures	1311.61	1315.1	1311.14	1312.07	65501.0
2008-05-02 15:00:00	ES	Futures	1312.07	1316.5	1311.61	1315.1	95005.0
2008-05-02 15:30:00	ES	Futures	1315.33	1317.9	1313.7	1316.73	136171.0
2008-05-02 16:00:00	ES	Futures	1316.73	1319.99	1316.73	1319.06	59078.0
2008-05-02 00:00:00	NQ	Futures	2247.64	2247.92	2246.22	2246.22	109.0
2008-05-02 00:30:00	NQ	Futures	2246.22	2247.36	2245.09	2245.09	138.0
2008-05-02 01:00:00	NQ	Futures	2245.66	2246.22	2243.68	2243.68	92.0
2008-05-02 01:30:00	NQ	Futures	2243.68	2243.68	2241.98	2243.11	114.0
2008-05-02 02:00:00	NQ	Futures	2242.27	2244.25	2241.13	2241.7	278.0
2008-05-02 02:30:00	NQ	Futures	2241.7	2243.4	2240.85	2243.4	138.0
2008-05-02 03:00:00	NQ	Futures	2243.4	2243.4	2240.85	2241.7	524.0
2008-05-02 03:30:00	NQ	Futures	2241.7	2241.7	2237.74	2237.74	815.0
2008-05-02 04:00:00	NQ	Futures	2238.02	2239.44	2236.89	2238.31	543.0
2008-05-02 04:30:00	NQ	Futures	2238.02	2241.13	2237.74	2240.85	638.0
2008-05-02 05:00:00	NQ	Futures	2241.13	2244.81	2241.13	2244.53	845.0
2008-05-02 05:30:00	NQ	Futures	2244.25	2245.38	2243.4	2244.25	381.0
2008-05-02 06:00:00	NQ	Futures	2243.96	2245.66	2243.96	2244.25	103.0
2008-05-02 06:30:00	NQ	Futures	2244.53	2245.66	2243.68	2244.81	159.0
2008-05-02 07:00:00	NQ	Futures	2244.53	2247.92	2243.68	2247.07	749.0
2008-05-02 07:30:00	NQ	Futures	2247.07	2248.49	2244.81	2245.09	823.0
2008-05-02 08:00:00	NQ	Futures	2245.38	2249.9	2239.72	2241.7	4961.0

> showing 50 of 1,891 rows — these rows as CSV

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