PREVIEW / futures_30min / 2008-05-23

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-05-23.parquet
  size:    55 KB
  rows:    1,772

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
2008-05-23 00:00:00	ES	Futures	1298.34	1299.27	1298.1	1299.04	435.0
2008-05-23 00:30:00	ES	Futures	1299.04	1299.27	1298.8	1299.04	424.0
2008-05-23 01:00:00	ES	Futures	1298.8	1298.8	1297.87	1297.87	307.0
2008-05-23 01:30:00	ES	Futures	1297.87	1298.8	1297.64	1298.1	626.0
2008-05-23 02:00:00	ES	Futures	1298.1	1299.04	1298.1	1298.57	886.0
2008-05-23 02:30:00	ES	Futures	1298.57	1298.57	1296.94	1297.41	1697.0
2008-05-23 03:00:00	ES	Futures	1297.41	1297.64	1293.68	1294.38	10536.0
2008-05-23 03:30:00	ES	Futures	1294.61	1294.61	1292.05	1293.21	8288.0
2008-05-23 04:00:00	ES	Futures	1293.21	1293.45	1290.65	1290.89	7647.0
2008-05-23 04:30:00	ES	Futures	1290.65	1292.28	1290.42	1292.05	5409.0
2008-05-23 05:00:00	ES	Futures	1292.05	1292.75	1291.12	1291.58	4059.0
2008-05-23 05:30:00	ES	Futures	1291.82	1292.98	1291.58	1292.75	2877.0
2008-05-23 06:00:00	ES	Futures	1292.75	1293.45	1292.05	1292.05	2642.0
2008-05-23 06:30:00	ES	Futures	1292.28	1292.75	1290.65	1291.58	6813.0
2008-05-23 07:00:00	ES	Futures	1291.58	1293.45	1291.12	1291.35	9000.0
2008-05-23 07:30:00	ES	Futures	1291.35	1294.15	1291.35	1294.15	7297.0
2008-05-23 08:00:00	ES	Futures	1293.91	1293.91	1291.82	1292.52	14226.0
2008-05-23 08:30:00	ES	Futures	1292.52	1293.45	1291.58	1292.05	20661.0
2008-05-23 09:00:00	ES	Futures	1292.05	1292.98	1291.82	1292.98	13285.0
2008-05-23 09:30:00	ES	Futures	1292.75	1294.61	1286.93	1288.32	187270.0
2008-05-23 10:00:00	ES	Futures	1288.56	1290.42	1285.76	1285.76	163107.0
2008-05-23 10:30:00	ES	Futures	1285.76	1286.46	1282.97	1285.76	160886.0
2008-05-23 11:00:00	ES	Futures	1285.76	1285.76	1280.17	1282.04	132683.0
2008-05-23 11:30:00	ES	Futures	1282.04	1283.9	1279.71	1283.67	114580.0
2008-05-23 12:00:00	ES	Futures	1283.43	1285.06	1282.5	1283.43	67757.0
2008-05-23 12:30:00	ES	Futures	1283.2	1283.43	1279.01	1279.71	83967.0
2008-05-23 13:00:00	ES	Futures	1279.48	1282.74	1279.24	1281.57	51300.0
2008-05-23 13:30:00	ES	Futures	1281.8	1284.37	1279.94	1280.41	54974.0
2008-05-23 14:00:00	ES	Futures	1280.41	1283.67	1279.71	1283.67	54883.0
2008-05-23 14:30:00	ES	Futures	1283.67	1286.23	1282.04	1283.9	61678.0
2008-05-23 15:00:00	ES	Futures	1284.13	1285.53	1281.11	1284.37	53119.0
2008-05-23 15:30:00	ES	Futures	1284.6	1286.69	1281.11	1281.8	123892.0
2008-05-23 16:00:00	ES	Futures	1282.04	1282.04	1278.54	1279.71	81693.0
2008-05-23 00:00:00	NQ	Futures	2225.86	2227.28	2225.86	2227.28	120.0
2008-05-23 00:30:00	NQ	Futures	2227.56	2227.84	2227.28	2227.28	83.0
2008-05-23 01:00:00	NQ	Futures	2227.28	2227.28	2226.14	2226.14	35.0
2008-05-23 01:30:00	NQ	Futures	2225.58	2226.43	2225.58	2226.43	8.0
2008-05-23 02:00:00	NQ	Futures	2226.71	2228.12	2226.43	2227.28	123.0
2008-05-23 02:30:00	NQ	Futures	2226.71	2226.71	2224.16	2224.16	112.0
2008-05-23 03:00:00	NQ	Futures	2224.45	2224.73	2218.51	2219.36	667.0
2008-05-23 03:30:00	NQ	Futures	2219.36	2219.92	2215.96	2217.94	575.0
2008-05-23 04:00:00	NQ	Futures	2218.22	2218.51	2212.57	2213.42	686.0
2008-05-23 04:30:00	NQ	Futures	2213.7	2215.11	2212.29	2214.83	824.0
2008-05-23 05:00:00	NQ	Futures	2214.83	2215.96	2213.42	2215.11	1511.0
2008-05-23 05:30:00	NQ	Futures	2215.4	2216.53	2215.11	2216.53	571.0
2008-05-23 06:00:00	NQ	Futures	2216.81	2218.51	2216.25	2216.53	171.0
2008-05-23 06:30:00	NQ	Futures	2216.53	2217.09	2213.13	2215.11	522.0
2008-05-23 07:00:00	NQ	Futures	2214.55	2219.07	2214.55	2216.81	815.0
2008-05-23 07:30:00	NQ	Futures	2217.09	2222.47	2216.25	2222.18	1255.0
2008-05-23 08:00:00	NQ	Futures	2222.18	2222.75	2217.66	2219.07	1438.0

> showing 50 of 1,772 rows — these rows as CSV

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