PREVIEW / futures_30min / 2008-08-06

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-08-06.parquet
  size:    68 KB
  rows:    2,300

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
2008-08-06 00:00:00	ES	Futures	1194.38	1195.78	1194.15	1195.31	1222.0
2008-08-06 00:30:00	ES	Futures	1195.54	1195.78	1195.08	1195.08	271.0
2008-08-06 01:00:00	ES	Futures	1195.31	1195.54	1194.61	1195.08	357.0
2008-08-06 01:30:00	ES	Futures	1195.31	1195.54	1194.85	1195.08	565.0
2008-08-06 02:00:00	ES	Futures	1195.08	1195.08	1193.45	1193.92	2545.0
2008-08-06 02:30:00	ES	Futures	1193.92	1195.08	1192.99	1193.22	3118.0
2008-08-06 03:00:00	ES	Futures	1192.99	1193.45	1191.13	1191.36	10431.0
2008-08-06 03:30:00	ES	Futures	1191.13	1192.06	1190.9	1191.83	7877.0
2008-08-06 04:00:00	ES	Futures	1191.83	1193.22	1190.66	1191.59	6188.0
2008-08-06 04:30:00	ES	Futures	1191.59	1193.45	1191.36	1192.76	7274.0
2008-08-06 05:00:00	ES	Futures	1192.76	1193.69	1191.36	1191.83	5703.0
2008-08-06 05:30:00	ES	Futures	1191.83	1192.76	1190.2	1190.43	6704.0
2008-08-06 06:00:00	ES	Futures	1190.43	1190.9	1188.11	1189.27	14621.0
2008-08-06 06:30:00	ES	Futures	1189.04	1189.5	1187.87	1189.5	8457.0
2008-08-06 07:00:00	ES	Futures	1189.73	1190.43	1188.57	1189.04	7401.0
2008-08-06 07:30:00	ES	Futures	1188.8	1190.2	1188.57	1189.04	6264.0
2008-08-06 08:00:00	ES	Futures	1189.27	1191.36	1188.8	1189.04	11389.0
2008-08-06 08:30:00	ES	Futures	1189.04	1190.66	1188.57	1189.97	13914.0
2008-08-06 09:00:00	ES	Futures	1189.97	1190.2	1188.57	1188.8	26320.0
2008-08-06 09:30:00	ES	Futures	1188.57	1191.13	1186.71	1189.5	183781.0
2008-08-06 10:00:00	ES	Futures	1189.5	1190.66	1188.11	1189.04	127322.0
2008-08-06 10:30:00	ES	Futures	1188.8	1189.97	1185.55	1186.95	182099.0
2008-08-06 11:00:00	ES	Futures	1186.95	1191.83	1185.78	1191.36	137682.0
2008-08-06 11:30:00	ES	Futures	1191.59	1192.99	1189.97	1191.59	111677.0
2008-08-06 12:00:00	ES	Futures	1191.36	1193.69	1190.9	1193.45	89213.0
2008-08-06 12:30:00	ES	Futures	1193.45	1195.31	1191.83	1192.52	95267.0
2008-08-06 13:00:00	ES	Futures	1192.52	1194.38	1190.9	1193.69	49981.0
2008-08-06 13:30:00	ES	Futures	1193.69	1194.61	1191.13	1192.99	67502.0
2008-08-06 14:00:00	ES	Futures	1192.99	1196.94	1192.06	1195.54	85850.0
2008-08-06 14:30:00	ES	Futures	1195.54	1200.89	1195.54	1199.73	153020.0
2008-08-06 15:00:00	ES	Futures	1199.5	1200.66	1197.87	1197.87	86137.0
2008-08-06 15:30:00	ES	Futures	1197.87	1199.26	1195.78	1198.33	129641.0
2008-08-06 16:00:00	ES	Futures	1198.57	1198.8	1196.94	1197.4	63500.0
2008-08-06 16:30:00	ES	Futures	1197.64	1197.64	1196.24	1196.94	3835.0
2008-08-06 17:00:00	ES	Futures	1196.71	1197.17	1193.22	1194.15	6713.0
2008-08-06 18:00:00	ES	Futures	1194.15	1194.61	1192.99	1193.69	3257.0
2008-08-06 18:30:00	ES	Futures	1193.92	1193.92	1193.22	1193.45	492.0
2008-08-06 19:00:00	ES	Futures	1193.45	1193.69	1192.99	1192.99	949.0
2008-08-06 19:30:00	ES	Futures	1193.22	1194.61	1192.76	1192.99	1388.0
2008-08-06 20:00:00	ES	Futures	1192.99	1192.99	1192.29	1192.76	2143.0
2008-08-06 20:30:00	ES	Futures	1192.99	1192.99	1192.06	1192.29	969.0
2008-08-06 21:00:00	ES	Futures	1192.29	1193.22	1191.83	1192.76	1191.0
2008-08-06 21:30:00	ES	Futures	1192.76	1192.99	1192.29	1192.29	356.0
2008-08-06 22:00:00	ES	Futures	1192.29	1192.52	1191.59	1192.06	953.0
2008-08-06 22:30:00	ES	Futures	1192.06	1192.06	1191.36	1191.59	1428.0
2008-08-06 23:00:00	ES	Futures	1191.83	1191.83	1190.9	1191.36	1352.0
2008-08-06 23:30:00	ES	Futures	1191.36	1191.59	1191.13	1191.13	455.0
2008-08-06 00:00:00	NQ	Futures	2115.29	2116.14	2114.17	2115.85	374.0
2008-08-06 00:30:00	NQ	Futures	2115.85	2116.14	2115.29	2116.14	46.0
2008-08-06 01:00:00	NQ	Futures	2116.14	2116.14	2115.29	2115.57	136.0

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