PREVIEW / futures_30min / 2008-09-01

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-09-01.parquet
  size:    46 KB
  rows:    1,541

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
2008-09-01 00:00:00	ES	Futures	1188.34	1189.27	1187.87	1189.04	389.0
2008-09-01 00:30:00	ES	Futures	1189.04	1189.27	1188.8	1189.27	213.0
2008-09-01 01:00:00	ES	Futures	1189.04	1190.2	1189.04	1189.73	284.0
2008-09-01 01:30:00	ES	Futures	1189.73	1189.97	1188.8	1189.97	443.0
2008-09-01 02:00:00	ES	Futures	1189.97	1190.2	1188.34	1189.27	911.0
2008-09-01 02:30:00	ES	Futures	1189.5	1189.73	1189.04	1189.5	1076.0
2008-09-01 03:00:00	ES	Futures	1189.73	1190.2	1187.41	1187.64	3539.0
2008-09-01 03:30:00	ES	Futures	1187.64	1189.04	1186.95	1187.87	2286.0
2008-09-01 04:00:00	ES	Futures	1187.87	1189.27	1187.64	1189.27	1326.0
2008-09-01 04:30:00	ES	Futures	1189.27	1190.66	1188.57	1188.57	3553.0
2008-09-01 05:00:00	ES	Futures	1188.57	1189.73	1188.34	1189.5	835.0
2008-09-01 05:30:00	ES	Futures	1189.73	1190.43	1189.27	1190.2	1045.0
2008-09-01 06:00:00	ES	Futures	1190.2	1192.06	1189.5	1191.83	2191.0
2008-09-01 06:30:00	ES	Futures	1191.59	1191.83	1190.66	1191.83	1089.0
2008-09-01 07:00:00	ES	Futures	1191.59	1192.99	1191.36	1192.06	2015.0
2008-09-01 07:30:00	ES	Futures	1192.06	1192.29	1191.13	1191.13	1783.0
2008-09-01 08:00:00	ES	Futures	1191.36	1191.59	1189.97	1190.66	1224.0
2008-09-01 08:30:00	ES	Futures	1190.66	1191.13	1190.43	1190.43	762.0
2008-09-01 09:00:00	ES	Futures	1190.2	1191.13	1188.8	1190.9	3309.0
2008-09-01 09:30:00	ES	Futures	1190.9	1190.9	1189.5	1190.2	4562.0
2008-09-01 10:00:00	ES	Futures	1190.2	1193.22	1188.57	1192.52	8856.0
2008-09-01 10:30:00	ES	Futures	1192.52	1194.15	1192.52	1193.69	9264.0
2008-09-01 11:00:00	ES	Futures	1193.69	1194.61	1192.06	1192.52	10964.0
2008-09-01 18:00:00	ES	Futures	1193.92	1194.61	1193.69	1194.15	2939.0
2008-09-01 18:30:00	ES	Futures	1194.15	1194.85	1193.45	1194.15	1041.0
2008-09-01 19:00:00	ES	Futures	1194.38	1195.54	1194.38	1195.31	1026.0
2008-09-01 19:30:00	ES	Futures	1195.54	1195.54	1194.15	1194.38	551.0
2008-09-01 20:00:00	ES	Futures	1194.38	1194.61	1193.45	1194.61	1060.0
2008-09-01 20:30:00	ES	Futures	1194.61	1194.61	1193.45	1194.15	1129.0
2008-09-01 21:00:00	ES	Futures	1194.15	1194.61	1193.92	1194.38	1030.0
2008-09-01 21:30:00	ES	Futures	1194.38	1194.61	1193.92	1193.92	787.0
2008-09-01 22:00:00	ES	Futures	1193.92	1195.31	1193.69	1195.08	1473.0
2008-09-01 22:30:00	ES	Futures	1195.08	1195.31	1194.85	1194.85	192.0
2008-09-01 23:00:00	ES	Futures	1195.08	1195.08	1193.92	1194.15	613.0
2008-09-01 23:30:00	ES	Futures	1193.92	1194.15	1193.69	1193.69	86.0
2008-09-01 00:00:00	NQ	Futures	2104.32	2104.32	2102.35	2104.32	135.0
2008-09-01 00:30:00	NQ	Futures	2103.76	2104.6	2103.76	2104.32	9.0
2008-09-01 01:00:00	NQ	Futures	2104.32	2105.73	2104.32	2104.88	111.0
2008-09-01 01:30:00	NQ	Futures	2104.6	2105.17	2104.32	2104.32	32.0
2008-09-01 02:00:00	NQ	Futures	2104.88	2105.17	2103.48	2105.17	180.0
2008-09-01 02:30:00	NQ	Futures	2105.17	2105.73	2104.6	2105.45	59.0
2008-09-01 03:00:00	NQ	Futures	2105.17	2106.01	2102.07	2102.35	544.0
2008-09-01 03:30:00	NQ	Futures	2102.35	2104.6	2101.51	2102.63	423.0
2008-09-01 04:00:00	NQ	Futures	2102.07	2104.04	2102.07	2103.48	399.0
2008-09-01 04:30:00	NQ	Futures	2103.48	2104.32	2101.51	2101.51	616.0
2008-09-01 05:00:00	NQ	Futures	2101.79	2104.04	2101.51	2102.92	81.0
2008-09-01 05:30:00	NQ	Futures	2103.48	2104.6	2103.48	2104.04	182.0
2008-09-01 06:00:00	NQ	Futures	2104.04	2107.7	2103.48	2106.29	123.0
2008-09-01 06:30:00	NQ	Futures	2107.7	2107.7	2104.6	2106.57	80.0
2008-09-01 07:00:00	NQ	Futures	2106.29	2108.54	2106.29	2108.26	336.0

> showing 50 of 1,541 rows — these rows as CSV

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