PREVIEW / futures_30min / 2008-05-11

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-05-11.parquet
  size:    15 KB
  rows:    320

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
2008-05-11 19:30:00	ES	Futures	1293.68	1295.31	1293.68	1294.61	672.0
2008-05-11 20:00:00	ES	Futures	1294.38	1296.24	1293.91	1294.38	1139.0
2008-05-11 20:30:00	ES	Futures	1294.38	1295.08	1293.91	1295.08	497.0
2008-05-11 21:00:00	ES	Futures	1295.08	1295.78	1295.08	1295.54	413.0
2008-05-11 21:30:00	ES	Futures	1295.54	1296.47	1295.31	1296.24	638.0
2008-05-11 22:00:00	ES	Futures	1296.24	1296.94	1295.78	1295.78	943.0
2008-05-11 22:30:00	ES	Futures	1296.01	1296.24	1295.54	1295.54	311.0
2008-05-11 23:00:00	ES	Futures	1295.78	1296.01	1295.31	1295.54	279.0
2008-05-11 23:30:00	ES	Futures	1295.78	1297.41	1295.78	1296.71	994.0
2008-05-11 19:30:00	NQ	Futures	2222.18	2223.88	2221.62	2223.88	39.0
2008-05-11 20:00:00	NQ	Futures	2224.16	2225.86	2222.18	2222.47	54.0
2008-05-11 20:30:00	NQ	Futures	2222.18	2224.45	2221.9	2223.88	209.0
2008-05-11 21:00:00	NQ	Futures	2224.16	2224.73	2223.88	2224.45	59.0
2008-05-11 21:30:00	NQ	Futures	2224.45	2225.86	2224.45	2225.58	50.0
2008-05-11 22:00:00	NQ	Futures	2225.86	2226.43	2225.01	2225.58	15.0
2008-05-11 22:30:00	NQ	Futures	2225.01	2225.01	2224.45	2225.01	11.0
2008-05-11 23:00:00	NQ	Futures	2225.01	2226.43	2224.73	2225.86	21.0
2008-05-11 23:30:00	NQ	Futures	2225.3	2228.41	2224.16	2226.99	117.0
2008-05-11 19:30:00	YM	Futures	11584.4	11592.6	11582.6	11591.7	35.0
2008-05-11 20:00:00	YM	Futures	11589.8	11604.4	11587.1	11591.7	77.0
2008-05-11 20:30:00	YM	Futures	11592.6	11593.5	11586.2	11593.5	45.0
2008-05-11 21:00:00	YM	Futures	11591.7	11599.8	11591.7	11595.3	39.0
2008-05-11 21:30:00	YM	Futures	11597.1	11602.6	11596.2	11598.9	55.0
2008-05-11 22:00:00	YM	Futures	11601.7	11603.5	11598.0	11599.8	58.0
2008-05-11 22:30:00	YM	Futures	11601.7	11601.7	11598.9	11598.9	11.0
2008-05-11 23:00:00	YM	Futures	11599.8	11600.8	11593.5	11593.5	19.0
2008-05-11 23:30:00	YM	Futures	11596.2	11607.1	11596.2	11603.5	58.0
2008-05-11 19:30:00	CL	Futures	479.28	479.81	479.28	479.62	203.0
2008-05-11 20:00:00	CL	Futures	479.74	480.0	478.33	478.9	404.0
2008-05-11 20:30:00	CL	Futures	478.9	478.9	477.91	478.14	220.0
2008-05-11 21:00:00	CL	Futures	478.14	478.37	477.49	477.8	250.0
2008-05-11 21:30:00	CL	Futures	478.1	478.18	477.72	477.99	138.0
2008-05-11 22:00:00	CL	Futures	478.1	478.14	477.07	477.07	363.0
2008-05-11 22:30:00	CL	Futures	477.07	477.3	476.85	477.15	205.0
2008-05-11 23:00:00	CL	Futures	477.19	478.44	477.19	477.61	147.0
2008-05-11 23:30:00	CL	Futures	477.57	477.99	477.57	477.99	51.0
2008-05-11 19:30:00	GC	Futures	1287.7	1289.2	1287.4	1288.7	468.0
2008-05-11 20:00:00	GC	Futures	1288.7	1289.4	1286.7	1288.1	403.0
2008-05-11 20:30:00	GC	Futures	1288.0	1290.6	1288.0	1289.0	688.0
2008-05-11 21:00:00	GC	Futures	1289.0	1289.4	1287.1	1289.0	310.0
2008-05-11 21:30:00	GC	Futures	1289.2	1289.2	1285.2	1285.2	680.0
2008-05-11 22:00:00	GC	Futures	1285.1	1285.8	1282.2	1285.7	593.0
2008-05-11 22:30:00	GC	Futures	1285.5	1286.3	1282.2	1283.1	813.0
2008-05-11 23:00:00	GC	Futures	1283.1	1285.7	1282.2	1285.0	469.0
2008-05-11 23:30:00	GC	Futures	1284.7	1285.0	1282.5	1283.9	302.0
2008-05-11 19:30:00	ZN	Futures	85.962371	85.962371	85.939247	85.950809	818.0
2008-05-11 20:00:00	ZN	Futures	85.950809	85.950809	85.916124	85.927686	830.0
2008-05-11 20:30:00	ZN	Futures	85.916124	85.927686	85.893	85.893	726.0
2008-05-11 21:00:00	ZN	Futures	85.893	85.893	85.858314	85.881438	2064.0
2008-05-11 21:30:00	ZN	Futures	85.881438	85.893	85.869876	85.869876	604.0

> showing 50 of 320 rows — these rows as CSV

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