PREVIEW / futures_30min / 2008-06-20

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-06-20.parquet
  size:    57 KB
  rows:    1,811

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
2008-06-20 00:00:00	ES	Futures	1244.82	1245.75	1244.35	1244.35	393.0
2008-06-20 00:30:00	ES	Futures	1244.35	1245.51	1244.12	1244.82	466.0
2008-06-20 01:00:00	ES	Futures	1245.05	1245.51	1243.89	1244.12	453.0
2008-06-20 01:30:00	ES	Futures	1243.89	1244.58	1243.65	1244.35	538.0
2008-06-20 02:00:00	ES	Futures	1244.12	1246.21	1243.89	1244.82	2249.0
2008-06-20 02:30:00	ES	Futures	1244.82	1244.82	1243.65	1244.58	2063.0
2008-06-20 03:00:00	ES	Futures	1244.58	1247.14	1243.89	1246.21	9212.0
2008-06-20 03:30:00	ES	Futures	1245.98	1245.98	1243.65	1243.89	5200.0
2008-06-20 04:00:00	ES	Futures	1243.65	1244.58	1243.19	1244.12	5135.0
2008-06-20 04:30:00	ES	Futures	1243.89	1244.82	1243.19	1244.58	3231.0
2008-06-20 05:00:00	ES	Futures	1244.58	1245.28	1244.35	1245.05	4704.0
2008-06-20 05:30:00	ES	Futures	1245.05	1245.75	1244.58	1244.58	3651.0
2008-06-20 06:00:00	ES	Futures	1244.58	1245.51	1243.89	1244.12	4142.0
2008-06-20 06:30:00	ES	Futures	1243.89	1244.12	1240.63	1240.63	11909.0
2008-06-20 07:00:00	ES	Futures	1240.63	1241.33	1237.15	1238.08	41628.0
2008-06-20 07:30:00	ES	Futures	1237.84	1239.01	1237.15	1238.31	21202.0
2008-06-20 08:00:00	ES	Futures	1238.08	1241.1	1237.84	1240.4	28421.0
2008-06-20 08:30:00	ES	Futures	1240.4	1240.63	1237.61	1239.24	30119.0
2008-06-20 09:00:00	ES	Futures	1239.24	1242.03	1238.08	1238.31	68977.0
2008-06-20 09:30:00	ES	Futures	1238.31	1240.4	1234.82	1236.45	309330.0
2008-06-20 10:00:00	ES	Futures	1236.45	1236.68	1230.17	1234.36	270367.0
2008-06-20 10:30:00	ES	Futures	1234.36	1234.82	1231.1	1234.13	158820.0
2008-06-20 11:00:00	ES	Futures	1234.13	1238.08	1233.2	1236.45	153216.0
2008-06-20 11:30:00	ES	Futures	1236.45	1239.47	1234.82	1235.98	105855.0
2008-06-20 12:00:00	ES	Futures	1235.98	1236.45	1233.2	1235.06	63981.0
2008-06-20 12:30:00	ES	Futures	1234.82	1236.22	1233.66	1234.13	46296.0
2008-06-20 13:00:00	ES	Futures	1234.36	1237.15	1230.87	1231.34	95271.0
2008-06-20 13:30:00	ES	Futures	1231.34	1231.57	1227.85	1228.78	130064.0
2008-06-20 14:00:00	ES	Futures	1228.78	1229.71	1224.6	1227.15	143080.0
2008-06-20 14:30:00	ES	Futures	1227.15	1227.85	1222.74	1223.43	104937.0
2008-06-20 15:00:00	ES	Futures	1223.43	1229.01	1222.74	1226.46	149252.0
2008-06-20 15:30:00	ES	Futures	1226.22	1229.94	1225.29	1226.22	201471.0
2008-06-20 16:00:00	ES	Futures	1226.22	1227.39	1225.29	1225.76	106621.0
2008-06-20 00:00:00	NQ	Futures	2236.81	2236.81	2234.56	2234.56	130.0
2008-06-20 00:30:00	NQ	Futures	2234.56	2236.25	2234.0	2235.12	98.0
2008-06-20 01:00:00	NQ	Futures	2236.25	2236.81	2234.84	2234.84	16.0
2008-06-20 01:30:00	NQ	Futures	2235.68	2236.25	2234.0	2235.68	51.0
2008-06-20 02:00:00	NQ	Futures	2236.25	2237.93	2233.71	2236.53	275.0
2008-06-20 02:30:00	NQ	Futures	2235.68	2235.68	2233.43	2234.0	97.0
2008-06-20 03:00:00	NQ	Futures	2234.0	2236.81	2233.43	2234.84	1925.0
2008-06-20 03:30:00	NQ	Futures	2235.12	2235.4	2231.46	2232.03	694.0
2008-06-20 04:00:00	NQ	Futures	2232.03	2233.43	2230.62	2232.31	274.0
2008-06-20 04:30:00	NQ	Futures	2232.31	2232.31	2229.78	2232.31	539.0
2008-06-20 05:00:00	NQ	Futures	2232.31	2233.43	2231.18	2232.87	175.0
2008-06-20 05:30:00	NQ	Futures	2233.15	2235.68	2232.03	2234.84	459.0
2008-06-20 06:00:00	NQ	Futures	2234.56	2235.4	2233.15	2233.15	441.0
2008-06-20 06:30:00	NQ	Futures	2232.87	2232.87	2227.24	2227.24	983.0
2008-06-20 07:00:00	NQ	Futures	2227.24	2228.65	2222.46	2223.87	2747.0
2008-06-20 07:30:00	NQ	Futures	2224.15	2225.56	2221.34	2225.56	3337.0
2008-06-20 08:00:00	NQ	Futures	2225.28	2227.24	2223.87	2226.68	3665.0

> showing 50 of 1,811 rows — these rows as CSV

> unlock the full archive -- $79 one-time