PREVIEW / futures_30min / 2008-10-03

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-03.parquet
  size:    62 KB
  rows:    1,916

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
2008-10-03 00:00:00	ES	Futures	1070.37	1070.37	1068.71	1069.66	1676.0
2008-10-03 00:30:00	ES	Futures	1069.66	1070.37	1069.66	1069.66	1033.0
2008-10-03 01:00:00	ES	Futures	1069.66	1070.37	1068.71	1069.89	1015.0
2008-10-03 01:30:00	ES	Futures	1069.66	1070.13	1068.0	1069.89	1747.0
2008-10-03 02:00:00	ES	Futures	1070.13	1070.37	1067.53	1069.89	3438.0
2008-10-03 02:30:00	ES	Futures	1069.89	1071.08	1067.76	1071.08	4026.0
2008-10-03 03:00:00	ES	Futures	1070.84	1072.5	1067.53	1068.24	11520.0
2008-10-03 03:30:00	ES	Futures	1068.24	1070.84	1067.76	1068.24	7454.0
2008-10-03 04:00:00	ES	Futures	1068.24	1072.5	1067.29	1070.13	6948.0
2008-10-03 04:30:00	ES	Futures	1070.13	1071.08	1067.76	1068.24	4360.0
2008-10-03 05:00:00	ES	Futures	1068.24	1071.55	1067.05	1070.6	6624.0
2008-10-03 05:30:00	ES	Futures	1070.37	1072.26	1069.42	1070.84	2723.0
2008-10-03 06:00:00	ES	Futures	1070.84	1072.73	1069.18	1070.13	5827.0
2008-10-03 06:30:00	ES	Futures	1070.37	1072.73	1068.95	1070.6	6381.0
2008-10-03 07:00:00	ES	Futures	1070.6	1075.1	1070.13	1072.97	16845.0
2008-10-03 07:30:00	ES	Futures	1072.97	1072.97	1064.45	1067.76	18731.0
2008-10-03 08:00:00	ES	Futures	1067.76	1070.37	1062.32	1066.11	25601.0
2008-10-03 08:30:00	ES	Futures	1065.87	1076.28	1060.19	1072.97	99084.0
2008-10-03 09:00:00	ES	Futures	1072.73	1075.57	1070.37	1073.68	34185.0
2008-10-03 09:30:00	ES	Futures	1073.68	1081.96	1072.73	1080.54	229110.0
2008-10-03 10:00:00	ES	Futures	1080.54	1084.57	1073.68	1082.67	227336.0
2008-10-03 10:30:00	ES	Futures	1082.67	1090.24	1080.78	1089.06	194768.0
2008-10-03 11:00:00	ES	Futures	1088.82	1094.03	1085.99	1086.93	159465.0
2008-10-03 11:30:00	ES	Futures	1086.7	1091.66	1082.67	1085.99	108202.0
2008-10-03 12:00:00	ES	Futures	1085.75	1087.88	1078.41	1082.91	90492.0
2008-10-03 12:30:00	ES	Futures	1082.91	1093.08	1082.44	1092.61	100186.0
2008-10-03 13:00:00	ES	Futures	1092.85	1099.0	1076.76	1084.09	254429.0
2008-10-03 13:30:00	ES	Futures	1084.09	1085.28	1063.74	1072.97	416472.0
2008-10-03 14:00:00	ES	Futures	1072.73	1077.47	1057.35	1059.48	233604.0
2008-10-03 14:30:00	ES	Futures	1059.48	1068.71	1051.43	1067.53	261141.0
2008-10-03 15:00:00	ES	Futures	1067.53	1071.31	1054.27	1057.59	162154.0
2008-10-03 15:30:00	ES	Futures	1057.59	1063.74	1043.62	1046.7	322357.0
2008-10-03 16:00:00	ES	Futures	1046.94	1051.67	1045.99	1049.78	110120.0
2008-10-03 00:00:00	NQ	Futures	1717.02	1717.3	1715.32	1717.02	40.0
2008-10-03 00:30:00	NQ	Futures	1718.15	1718.72	1717.02	1717.87	25.0
2008-10-03 01:00:00	NQ	Futures	1717.59	1719.29	1717.02	1719.0	9.0
2008-10-03 01:30:00	NQ	Futures	1717.59	1717.59	1717.02	1717.59	40.0
2008-10-03 02:00:00	NQ	Futures	1717.59	1719.57	1716.74	1719.57	243.0
2008-10-03 02:30:00	NQ	Futures	1719.57	1720.13	1718.72	1720.13	152.0
2008-10-03 03:00:00	NQ	Futures	1720.13	1722.4	1718.15	1719.29	638.0
2008-10-03 03:30:00	NQ	Futures	1719.85	1720.42	1717.02	1717.02	496.0
2008-10-03 04:00:00	NQ	Futures	1717.02	1721.27	1716.46	1719.0	409.0
2008-10-03 04:30:00	NQ	Futures	1719.57	1720.98	1716.74	1718.15	323.0
2008-10-03 05:00:00	NQ	Futures	1717.87	1719.0	1716.17	1717.3	398.0
2008-10-03 05:30:00	NQ	Futures	1717.02	1720.13	1716.17	1719.57	322.0
2008-10-03 06:00:00	NQ	Futures	1719.29	1721.27	1715.89	1717.3	264.0
2008-10-03 06:30:00	NQ	Futures	1717.3	1721.27	1715.89	1719.29	318.0
2008-10-03 07:00:00	NQ	Futures	1719.0	1724.66	1719.0	1722.4	637.0
2008-10-03 07:30:00	NQ	Futures	1722.68	1723.53	1710.51	1714.19	1199.0
2008-10-03 08:00:00	NQ	Futures	1714.19	1718.15	1707.12	1711.36	2004.0

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