PREVIEW / futures_30min / 2008-06-27

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-06-27.parquet
  size:    57 KB
  rows:    1,883

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
2008-06-27 00:00:00	ES	Futures	1196.71	1196.94	1196.24	1196.71	331.0
2008-06-27 00:30:00	ES	Futures	1196.71	1197.87	1196.71	1197.17	983.0
2008-06-27 01:00:00	ES	Futures	1197.4	1198.57	1196.94	1198.57	1052.0
2008-06-27 01:30:00	ES	Futures	1198.57	1198.8	1198.1	1198.8	2236.0
2008-06-27 02:00:00	ES	Futures	1198.8	1199.73	1198.33	1199.5	4442.0
2008-06-27 02:30:00	ES	Futures	1199.5	1199.96	1198.8	1199.5	2994.0
2008-06-27 03:00:00	ES	Futures	1199.5	1200.89	1199.26	1199.96	14441.0
2008-06-27 03:30:00	ES	Futures	1199.96	1199.96	1193.92	1195.31	22938.0
2008-06-27 04:00:00	ES	Futures	1195.08	1197.17	1194.61	1196.01	10517.0
2008-06-27 04:30:00	ES	Futures	1195.78	1199.03	1195.54	1197.4	8222.0
2008-06-27 05:00:00	ES	Futures	1197.4	1197.4	1192.99	1193.22	10098.0
2008-06-27 05:30:00	ES	Futures	1192.99	1196.94	1192.99	1196.24	7491.0
2008-06-27 06:00:00	ES	Futures	1196.47	1197.4	1195.08	1196.01	4607.0
2008-06-27 06:30:00	ES	Futures	1196.01	1197.17	1194.85	1195.54	3886.0
2008-06-27 07:00:00	ES	Futures	1195.54	1195.54	1192.06	1192.06	19864.0
2008-06-27 07:30:00	ES	Futures	1192.06	1192.76	1188.11	1190.66	31961.0
2008-06-27 08:00:00	ES	Futures	1190.66	1191.59	1189.5	1190.43	17447.0
2008-06-27 08:30:00	ES	Futures	1190.9	1196.47	1190.9	1195.78	50530.0
2008-06-27 09:00:00	ES	Futures	1195.54	1197.17	1192.76	1194.85	36344.0
2008-06-27 09:30:00	ES	Futures	1194.85	1197.64	1190.2	1196.24	228947.0
2008-06-27 10:00:00	ES	Futures	1196.24	1200.19	1195.08	1196.01	206605.0
2008-06-27 10:30:00	ES	Futures	1195.78	1199.73	1190.66	1191.59	207163.0
2008-06-27 11:00:00	ES	Futures	1191.59	1193.69	1189.04	1193.22	135101.0
2008-06-27 11:30:00	ES	Futures	1193.22	1194.61	1191.83	1192.76	79239.0
2008-06-27 12:00:00	ES	Futures	1192.76	1196.24	1192.29	1194.85	72373.0
2008-06-27 12:30:00	ES	Futures	1194.85	1195.31	1189.97	1191.36	92324.0
2008-06-27 13:00:00	ES	Futures	1191.13	1191.83	1185.55	1186.48	169480.0
2008-06-27 13:30:00	ES	Futures	1186.48	1187.41	1183.23	1186.48	158970.0
2008-06-27 14:00:00	ES	Futures	1186.25	1193.69	1186.02	1192.52	190566.0
2008-06-27 14:30:00	ES	Futures	1192.76	1194.85	1189.97	1193.69	126337.0
2008-06-27 15:00:00	ES	Futures	1193.69	1194.15	1188.11	1189.04	104551.0
2008-06-27 15:30:00	ES	Futures	1188.8	1194.38	1187.41	1190.66	190422.0
2008-06-27 16:00:00	ES	Futures	1190.66	1192.06	1189.5	1190.2	101383.0
2008-06-27 00:00:00	NQ	Futures	2104.6	2105.17	2103.76	2105.17	9.0
2008-06-27 00:30:00	NQ	Futures	2105.73	2106.57	2104.6	2104.6	63.0
2008-06-27 01:00:00	NQ	Futures	2106.85	2107.13	2105.17	2106.85	56.0
2008-06-27 01:30:00	NQ	Futures	2106.85	2107.98	2106.57	2107.98	132.0
2008-06-27 02:00:00	NQ	Futures	2108.26	2109.67	2107.13	2109.38	134.0
2008-06-27 02:30:00	NQ	Futures	2109.67	2110.79	2108.26	2109.67	245.0
2008-06-27 03:00:00	NQ	Futures	2109.38	2112.76	2109.1	2110.79	772.0
2008-06-27 03:30:00	NQ	Futures	2110.79	2110.79	2100.1	2101.79	1876.0
2008-06-27 04:00:00	NQ	Futures	2101.23	2105.17	2099.82	2102.92	1094.0
2008-06-27 04:30:00	NQ	Futures	2102.92	2107.98	2102.35	2105.73	844.0
2008-06-27 05:00:00	NQ	Futures	2105.73	2105.73	2096.45	2097.01	814.0
2008-06-27 05:30:00	NQ	Futures	2097.01	2105.73	2097.01	2104.04	716.0
2008-06-27 06:00:00	NQ	Futures	2104.32	2104.88	2100.66	2101.51	512.0
2008-06-27 06:30:00	NQ	Futures	2102.35	2104.04	2100.38	2100.95	173.0
2008-06-27 07:00:00	NQ	Futures	2101.23	2101.23	2093.91	2096.73	1734.0
2008-06-27 07:30:00	NQ	Futures	2096.73	2097.01	2085.19	2091.66	4143.0
2008-06-27 08:00:00	NQ	Futures	2091.94	2093.91	2088.85	2089.13	2857.0

> showing 50 of 1,883 rows — these rows as CSV

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