PREVIEW / futures_30min / 2008-05-04

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-05-04.parquet
  size:    18 KB
  rows:    421

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
2008-05-04 18:00:00	ES	Futures	1316.5	1316.96	1315.57	1315.8	2293.0
2008-05-04 18:30:00	ES	Futures	1315.57	1316.5	1315.33	1315.57	929.0
2008-05-04 19:00:00	ES	Futures	1315.8	1317.2	1315.8	1316.73	495.0
2008-05-04 19:30:00	ES	Futures	1316.73	1316.96	1316.03	1316.27	534.0
2008-05-04 20:00:00	ES	Futures	1316.27	1316.73	1316.03	1316.73	232.0
2008-05-04 20:30:00	ES	Futures	1316.5	1317.2	1316.27	1316.73	308.0
2008-05-04 21:00:00	ES	Futures	1316.5	1319.99	1304.62	1313.01	19105.0
2008-05-04 21:30:00	ES	Futures	1312.77	1314.17	1312.54	1313.01	2553.0
2008-05-04 22:00:00	ES	Futures	1313.01	1314.17	1312.54	1312.77	1047.0
2008-05-04 22:30:00	ES	Futures	1312.77	1313.24	1312.07	1312.77	962.0
2008-05-04 23:00:00	ES	Futures	1312.54	1313.24	1311.14	1311.38	737.0
2008-05-04 23:30:00	ES	Futures	1311.38	1312.31	1309.75	1310.68	1162.0
2008-05-04 18:00:00	NQ	Futures	2247.92	2247.92	2244.25	2244.25	662.0
2008-05-04 18:30:00	NQ	Futures	2244.81	2245.66	2244.81	2245.09	40.0
2008-05-04 19:00:00	NQ	Futures	2245.38	2248.77	2245.38	2248.77	45.0
2008-05-04 19:30:00	NQ	Futures	2248.2	2248.49	2247.36	2248.2	31.0
2008-05-04 20:00:00	NQ	Futures	2247.64	2247.64	2246.22	2246.22	100.0
2008-05-04 20:30:00	NQ	Futures	2246.51	2247.64	2246.51	2247.64	28.0
2008-05-04 21:00:00	NQ	Futures	2247.36	2253.01	2227.56	2242.27	3075.0
2008-05-04 21:30:00	NQ	Futures	2243.4	2245.38	2242.27	2242.55	278.0
2008-05-04 22:00:00	NQ	Futures	2243.96	2243.96	2242.83	2242.83	47.0
2008-05-04 22:30:00	NQ	Futures	2242.55	2242.55	2240.85	2241.98	93.0
2008-05-04 23:00:00	NQ	Futures	2241.98	2242.27	2239.15	2239.15	115.0
2008-05-04 23:30:00	NQ	Futures	2239.15	2239.72	2236.89	2237.46	141.0
2008-05-04 18:00:00	YM	Futures	11851.5	11862.4	11847.0	11848.8	173.0
2008-05-04 18:30:00	YM	Futures	11847.0	11851.5	11839.7	11847.9	96.0
2008-05-04 19:00:00	YM	Futures	11847.9	11857.0	11846.1	11856.1	48.0
2008-05-04 19:30:00	YM	Futures	11855.2	11856.1	11851.5	11852.5	38.0
2008-05-04 20:00:00	YM	Futures	11851.5	11854.3	11849.7	11853.4	30.0
2008-05-04 20:30:00	YM	Futures	11850.6	11857.0	11848.8	11854.3	23.0
2008-05-04 21:00:00	YM	Futures	11856.1	11867.0	11786.1	11825.2	683.0
2008-05-04 21:30:00	YM	Futures	11826.1	11840.6	11822.5	11830.6	292.0
2008-05-04 22:00:00	YM	Futures	11828.8	11837.0	11824.3	11827.0	127.0
2008-05-04 22:30:00	YM	Futures	11826.1	11827.9	11822.5	11826.1	80.0
2008-05-04 23:00:00	YM	Futures	11826.1	11828.8	11812.5	11817.0	137.0
2008-05-04 23:30:00	YM	Futures	11813.4	11817.9	11803.4	11808.8	193.0
2008-05-04 18:00:00	CL	Futures	443.11	443.53	441.89	441.97	425.0
2008-05-04 18:30:00	CL	Futures	441.97	442.04	441.4	441.93	183.0
2008-05-04 19:00:00	CL	Futures	441.93	441.93	441.4	441.74	140.0
2008-05-04 19:30:00	CL	Futures	441.74	441.97	441.66	441.7	73.0
2008-05-04 20:00:00	CL	Futures	441.78	442.04	441.66	442.04	58.0
2008-05-04 20:30:00	CL	Futures	442.01	442.5	441.85	442.5	111.0
2008-05-04 21:00:00	CL	Futures	442.5	444.17	441.4	443.34	1252.0
2008-05-04 21:30:00	CL	Futures	443.26	443.53	442.8	442.84	141.0
2008-05-04 22:00:00	CL	Futures	442.96	443.07	442.23	442.35	408.0
2008-05-04 22:30:00	CL	Futures	442.35	442.35	441.93	442.35	202.0
2008-05-04 23:00:00	CL	Futures	442.54	442.61	442.01	442.01	74.0
2008-05-04 23:30:00	CL	Futures	441.97	442.08	441.85	442.04	28.0
2008-05-04 18:00:00	GC	Futures	1244.8	1250.2	1244.1	1249.5	944.0
2008-05-04 18:30:00	GC	Futures	1249.3	1250.2	1248.7	1249.7	380.0

> showing 50 of 421 rows — these rows as CSV

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