PREVIEW / futures_30min / 2008-09-15

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-09-15.parquet
  size:    74 KB
  rows:    2,337

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
2008-09-15 00:00:00	ES	Futures	1147.99	1153.67	1147.99	1150.59	5109.0
2008-09-15 00:30:00	ES	Futures	1150.59	1156.51	1147.28	1147.28	9925.0
2008-09-15 01:00:00	ES	Futures	1147.51	1152.96	1147.28	1152.96	2460.0
2008-09-15 01:30:00	ES	Futures	1152.48	1153.67	1149.64	1150.35	2666.0
2008-09-15 02:00:00	ES	Futures	1150.35	1154.61	1149.41	1152.48	5716.0
2008-09-15 02:30:00	ES	Futures	1152.25	1154.38	1151.54	1154.14	5651.0
2008-09-15 03:00:00	ES	Futures	1154.14	1158.16	1152.96	1155.56	16145.0
2008-09-15 03:30:00	ES	Futures	1155.56	1158.64	1154.61	1156.27	9690.0
2008-09-15 04:00:00	ES	Futures	1156.27	1157.22	1149.88	1152.01	16085.0
2008-09-15 04:30:00	ES	Futures	1152.25	1152.25	1147.51	1147.99	13870.0
2008-09-15 05:00:00	ES	Futures	1147.99	1154.85	1147.04	1152.72	15394.0
2008-09-15 05:30:00	ES	Futures	1152.72	1153.67	1148.46	1150.83	7997.0
2008-09-15 06:00:00	ES	Futures	1150.83	1150.83	1145.86	1146.09	13462.0
2008-09-15 06:30:00	ES	Futures	1146.09	1148.7	1143.49	1143.49	25521.0
2008-09-15 07:00:00	ES	Futures	1143.49	1146.8	1138.99	1143.73	50653.0
2008-09-15 07:30:00	ES	Futures	1143.73	1146.8	1142.31	1144.44	25226.0
2008-09-15 08:00:00	ES	Futures	1144.44	1151.54	1142.31	1149.41	46709.0
2008-09-15 08:30:00	ES	Futures	1149.41	1152.01	1147.51	1148.7	41182.0
2008-09-15 09:00:00	ES	Futures	1148.7	1150.12	1144.44	1149.41	42475.0
2008-09-15 09:30:00	ES	Futures	1149.17	1160.06	1147.75	1152.96	335116.0
2008-09-15 10:00:00	ES	Futures	1152.96	1162.42	1151.3	1161.0	194742.0
2008-09-15 10:30:00	ES	Futures	1161.0	1173.07	1159.35	1169.29	282175.0
2008-09-15 11:00:00	ES	Futures	1169.29	1170.23	1160.06	1160.29	178147.0
2008-09-15 11:30:00	ES	Futures	1160.53	1162.42	1153.9	1155.09	169033.0
2008-09-15 12:00:00	ES	Futures	1154.85	1167.63	1154.14	1161.48	213285.0
2008-09-15 12:30:00	ES	Futures	1161.48	1165.74	1157.22	1162.19	153090.0
2008-09-15 13:00:00	ES	Futures	1162.19	1166.21	1157.69	1159.11	92179.0
2008-09-15 13:30:00	ES	Futures	1159.11	1160.06	1150.35	1154.38	171406.0
2008-09-15 14:00:00	ES	Futures	1154.61	1161.0	1152.48	1155.32	138714.0
2008-09-15 14:30:00	ES	Futures	1155.32	1156.51	1146.57	1149.41	147192.0
2008-09-15 15:00:00	ES	Futures	1149.17	1150.12	1137.1	1140.41	247056.0
2008-09-15 15:30:00	ES	Futures	1140.18	1150.83	1133.55	1135.92	493963.0
2008-09-15 16:00:00	ES	Futures	1135.68	1136.63	1131.66	1132.37	177690.0
2008-09-15 16:30:00	ES	Futures	1131.66	1133.55	1130.71	1132.37	13622.0
2008-09-15 17:00:00	ES	Futures	1132.13	1134.97	1132.13	1132.37	4025.0
2008-09-15 18:00:00	ES	Futures	1132.13	1132.13	1129.29	1130.71	5539.0
2008-09-15 18:30:00	ES	Futures	1130.48	1130.71	1126.45	1127.16	5494.0
2008-09-15 19:00:00	ES	Futures	1126.93	1128.11	1125.51	1126.69	3993.0
2008-09-15 19:30:00	ES	Futures	1126.93	1128.58	1126.45	1126.45	5575.0
2008-09-15 20:00:00	ES	Futures	1126.69	1126.93	1121.72	1121.96	10236.0
2008-09-15 20:30:00	ES	Futures	1122.19	1122.43	1116.28	1116.99	18597.0
2008-09-15 21:00:00	ES	Futures	1116.99	1122.19	1116.04	1118.88	9958.0
2008-09-15 21:30:00	ES	Futures	1118.88	1118.88	1113.2	1116.28	9809.0
2008-09-15 22:00:00	ES	Futures	1116.28	1118.17	1113.2	1113.91	9846.0
2008-09-15 22:30:00	ES	Futures	1113.91	1115.33	1112.96	1114.86	5137.0
2008-09-15 23:00:00	ES	Futures	1115.09	1117.22	1114.62	1116.99	2179.0
2008-09-15 23:30:00	ES	Futures	1116.99	1118.17	1113.91	1114.38	2521.0
2008-09-15 00:00:00	NQ	Futures	1957.82	1966.03	1957.82	1962.35	271.0
2008-09-15 00:30:00	NQ	Futures	1961.22	1967.16	1955.84	1955.84	419.0
2008-09-15 01:00:00	NQ	Futures	1955.84	1962.63	1954.99	1962.63	176.0

> showing 50 of 2,337 rows — these rows as CSV

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