PREVIEW / futures_30min / 2008-05-16

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-05-16.parquet
  size:    57 KB
  rows:    1,809

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
2008-05-16 00:00:00	ES	Futures	1324.41	1324.65	1324.18	1324.41	272.0
2008-05-16 00:30:00	ES	Futures	1324.41	1324.88	1323.95	1324.41	512.0
2008-05-16 01:00:00	ES	Futures	1324.18	1324.18	1323.48	1323.72	332.0
2008-05-16 01:30:00	ES	Futures	1323.72	1324.65	1323.72	1324.18	597.0
2008-05-16 02:00:00	ES	Futures	1324.18	1324.65	1323.72	1323.95	967.0
2008-05-16 02:30:00	ES	Futures	1324.18	1325.11	1324.18	1324.88	876.0
2008-05-16 03:00:00	ES	Futures	1325.11	1325.35	1323.72	1325.11	4384.0
2008-05-16 03:30:00	ES	Futures	1325.35	1325.81	1324.65	1325.35	4791.0
2008-05-16 04:00:00	ES	Futures	1325.58	1327.91	1325.58	1327.44	6480.0
2008-05-16 04:30:00	ES	Futures	1327.67	1330.0	1327.21	1329.54	10443.0
2008-05-16 05:00:00	ES	Futures	1329.54	1330.24	1328.61	1329.77	6673.0
2008-05-16 05:30:00	ES	Futures	1329.77	1330.93	1329.07	1329.77	5309.0
2008-05-16 06:00:00	ES	Futures	1330.0	1330.47	1329.54	1330.0	2734.0
2008-05-16 06:30:00	ES	Futures	1330.0	1331.4	1329.77	1330.24	7016.0
2008-05-16 07:00:00	ES	Futures	1330.47	1330.7	1328.61	1328.84	6898.0
2008-05-16 07:30:00	ES	Futures	1328.84	1329.77	1328.84	1328.84	13837.0
2008-05-16 08:00:00	ES	Futures	1328.61	1329.07	1327.67	1328.14	18005.0
2008-05-16 08:30:00	ES	Futures	1328.14	1331.17	1328.14	1330.7	48181.0
2008-05-16 09:00:00	ES	Futures	1330.7	1330.93	1328.61	1329.3	28384.0
2008-05-16 09:30:00	ES	Futures	1329.3	1329.77	1324.41	1324.88	215054.0
2008-05-16 10:00:00	ES	Futures	1325.11	1325.58	1320.92	1324.18	214522.0
2008-05-16 10:30:00	ES	Futures	1324.18	1324.88	1319.29	1319.76	158445.0
2008-05-16 11:00:00	ES	Futures	1319.53	1320.22	1317.66	1319.06	164526.0
2008-05-16 11:30:00	ES	Futures	1319.06	1321.62	1318.36	1320.46	101031.0
2008-05-16 12:00:00	ES	Futures	1320.46	1322.55	1319.29	1322.32	84872.0
2008-05-16 12:30:00	ES	Futures	1322.32	1324.18	1321.39	1323.48	74096.0
2008-05-16 13:00:00	ES	Futures	1323.25	1324.88	1322.09	1323.72	82098.0
2008-05-16 13:30:00	ES	Futures	1323.72	1323.95	1320.92	1322.79	84614.0
2008-05-16 14:00:00	ES	Futures	1322.79	1324.65	1321.16	1323.48	72894.0
2008-05-16 14:30:00	ES	Futures	1323.72	1326.74	1322.55	1325.58	79025.0
2008-05-16 15:00:00	ES	Futures	1325.35	1328.37	1324.41	1326.98	92151.0
2008-05-16 15:30:00	ES	Futures	1326.98	1328.37	1326.04	1327.21	112086.0
2008-05-16 16:00:00	ES	Futures	1327.44	1328.61	1327.21	1327.91	64389.0
2008-05-16 00:00:00	NQ	Futures	2300.53	2301.38	2299.4	2300.53	130.0
2008-05-16 00:30:00	NQ	Futures	2300.81	2300.81	2299.4	2299.4	120.0
2008-05-16 01:00:00	NQ	Futures	2299.68	2299.68	2299.4	2299.4	23.0
2008-05-16 01:30:00	NQ	Futures	2299.4	2300.81	2299.4	2299.96	24.0
2008-05-16 02:00:00	NQ	Futures	2300.25	2300.53	2298.27	2298.83	195.0
2008-05-16 02:30:00	NQ	Futures	2299.96	2301.09	2299.4	2300.81	99.0
2008-05-16 03:00:00	NQ	Futures	2300.53	2301.38	2298.83	2301.09	213.0
2008-05-16 03:30:00	NQ	Futures	2301.09	2302.22	2300.25	2301.09	333.0
2008-05-16 04:00:00	NQ	Futures	2301.94	2304.49	2301.66	2303.64	590.0
2008-05-16 04:30:00	NQ	Futures	2303.64	2306.75	2302.22	2305.9	569.0
2008-05-16 05:00:00	NQ	Futures	2305.9	2307.32	2304.77	2305.9	409.0
2008-05-16 05:30:00	NQ	Futures	2306.18	2307.6	2305.9	2307.03	183.0
2008-05-16 06:00:00	NQ	Futures	2307.03	2308.45	2306.75	2307.6	446.0
2008-05-16 06:30:00	NQ	Futures	2307.6	2309.58	2307.32	2308.73	545.0
2008-05-16 07:00:00	NQ	Futures	2309.01	2309.01	2305.34	2305.62	434.0
2008-05-16 07:30:00	NQ	Futures	2305.62	2306.18	2305.05	2305.62	663.0
2008-05-16 08:00:00	NQ	Futures	2305.62	2305.62	2301.38	2303.07	2198.0

> showing 50 of 1,809 rows — these rows as CSV

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