PREVIEW / futures_30min / 2008-07-27

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-07-27.parquet
  size:    17 KB
  rows:    403

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
2008-07-27 18:00:00	ES	Futures	1166.96	1169.05	1166.03	1167.89	3508.0
2008-07-27 18:30:00	ES	Futures	1167.89	1168.12	1167.65	1167.89	410.0
2008-07-27 19:00:00	ES	Futures	1167.65	1167.89	1167.42	1167.65	130.0
2008-07-27 19:30:00	ES	Futures	1167.42	1167.89	1164.87	1165.33	980.0
2008-07-27 20:00:00	ES	Futures	1165.1	1165.56	1164.63	1165.56	802.0
2008-07-27 20:30:00	ES	Futures	1165.33	1166.26	1165.1	1165.8	709.0
2008-07-27 21:00:00	ES	Futures	1165.56	1166.03	1165.56	1165.56	314.0
2008-07-27 21:30:00	ES	Futures	1165.8	1166.03	1165.33	1165.33	461.0
2008-07-27 22:00:00	ES	Futures	1165.56	1165.56	1163.7	1164.17	1293.0
2008-07-27 22:30:00	ES	Futures	1164.17	1164.4	1163.47	1163.94	307.0
2008-07-27 23:00:00	ES	Futures	1163.94	1165.1	1163.94	1165.1	442.0
2008-07-27 23:30:00	ES	Futures	1165.1	1165.56	1164.17	1164.17	499.0
2008-07-27 18:00:00	NQ	Futures	2076.19	2080.13	2075.35	2077.32	422.0
2008-07-27 18:30:00	NQ	Futures	2077.04	2077.88	2076.47	2076.47	142.0
2008-07-27 19:00:00	NQ	Futures	2076.47	2077.04	2076.47	2077.04	30.0
2008-07-27 19:30:00	NQ	Futures	2076.76	2077.04	2071.69	2071.69	186.0
2008-07-27 20:00:00	NQ	Futures	2072.82	2073.1	2072.25	2073.1	138.0
2008-07-27 20:30:00	NQ	Futures	2073.38	2073.94	2072.54	2073.66	17.0
2008-07-27 21:00:00	NQ	Futures	2073.1	2073.94	2072.82	2073.94	14.0
2008-07-27 21:30:00	NQ	Futures	2073.38	2074.22	2073.38	2074.22	31.0
2008-07-27 22:00:00	NQ	Futures	2073.1	2073.1	2069.16	2070.0	225.0
2008-07-27 22:30:00	NQ	Futures	2071.13	2071.41	2070.29	2070.29	18.0
2008-07-27 23:00:00	NQ	Futures	2070.29	2073.1	2070.29	2073.1	29.0
2008-07-27 23:30:00	NQ	Futures	2072.54	2072.54	2070.29	2070.29	21.0
2008-07-27 18:00:00	YM	Futures	10299.4	10310.3	10298.5	10302.1	140.0
2008-07-27 18:30:00	YM	Futures	10301.2	10303.0	10300.3	10301.2	33.0
2008-07-27 19:00:00	YM	Futures	10300.3	10303.9	10297.5	10297.5	28.0
2008-07-27 19:30:00	YM	Futures	10298.5	10298.5	10281.2	10281.2	51.0
2008-07-27 20:00:00	YM	Futures	10282.1	10286.6	10280.3	10286.6	42.0
2008-07-27 20:30:00	YM	Futures	10286.6	10291.2	10283.0	10283.9	47.0
2008-07-27 21:00:00	YM	Futures	10286.6	10288.5	10284.8	10285.7	25.0
2008-07-27 21:30:00	YM	Futures	10286.6	10287.5	10283.9	10283.9	29.0
2008-07-27 22:00:00	YM	Futures	10283.0	10286.6	10270.3	10272.1	137.0
2008-07-27 22:30:00	YM	Futures	10274.8	10276.6	10272.1	10274.8	83.0
2008-07-27 23:00:00	YM	Futures	10273.0	10284.8	10272.1	10284.8	37.0
2008-07-27 23:30:00	YM	Futures	10284.8	10285.7	10277.5	10277.5	40.0
2008-07-27 18:00:00	CL	Futures	466.61	467.25	465.7	465.81	241.0
2008-07-27 18:30:00	CL	Futures	465.74	466.12	464.83	466.12	214.0
2008-07-27 19:00:00	CL	Futures	465.93	466.19	465.89	465.93	56.0
2008-07-27 19:30:00	CL	Futures	466.19	466.95	465.89	466.08	118.0
2008-07-27 20:00:00	CL	Futures	466.19	467.63	465.85	467.02	295.0
2008-07-27 20:30:00	CL	Futures	466.99	468.46	466.95	468.08	326.0
2008-07-27 21:00:00	CL	Futures	468.08	468.27	467.7	467.7	48.0
2008-07-27 21:30:00	CL	Futures	467.67	468.08	467.59	467.78	119.0
2008-07-27 22:00:00	CL	Futures	467.67	467.89	467.36	467.7	97.0
2008-07-27 22:30:00	CL	Futures	467.7	467.7	466.95	466.95	85.0
2008-07-27 23:00:00	CL	Futures	466.99	467.55	466.27	466.53	114.0
2008-07-27 23:30:00	CL	Futures	466.57	466.91	466.46	466.61	133.0
2008-07-27 18:00:00	GC	Futures	1339.4	1342.7	1338.7	1339.6	95.0
2008-07-27 18:30:00	GC	Futures	1338.9	1340.2	1338.9	1340.2	11.0

> showing 50 of 403 rows — these rows as CSV

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