PREVIEW / futures_30min / 2008-12-05

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-05.parquet
  size:    59 KB
  rows:    1,851

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
2008-12-05 00:00:00	ES	Futures	801.77	804.14	801.77	802.72	3218.0
2008-12-05 00:30:00	ES	Futures	802.95	805.79	802.95	803.19	3533.0
2008-12-05 01:00:00	ES	Futures	803.43	803.43	801.53	802.24	1115.0
2008-12-05 01:30:00	ES	Futures	802.24	806.5	802.24	805.56	819.0
2008-12-05 02:00:00	ES	Futures	805.56	806.74	804.61	805.08	2437.0
2008-12-05 02:30:00	ES	Futures	805.32	806.27	803.66	805.08	4006.0
2008-12-05 03:00:00	ES	Futures	805.32	809.11	802.95	804.85	11454.0
2008-12-05 03:30:00	ES	Futures	804.61	806.03	798.93	800.11	9845.0
2008-12-05 04:00:00	ES	Futures	800.11	806.27	798.93	805.56	6396.0
2008-12-05 04:30:00	ES	Futures	805.56	805.56	802.48	802.72	5852.0
2008-12-05 05:00:00	ES	Futures	802.95	806.27	801.06	802.72	5100.0
2008-12-05 05:30:00	ES	Futures	802.95	803.66	799.64	801.06	6741.0
2008-12-05 06:00:00	ES	Futures	801.3	802.72	798.46	799.4	5874.0
2008-12-05 06:30:00	ES	Futures	799.4	801.3	798.46	800.59	6516.0
2008-12-05 07:00:00	ES	Futures	800.59	800.59	793.72	794.43	16055.0
2008-12-05 07:30:00	ES	Futures	794.67	796.09	793.25	793.96	9935.0
2008-12-05 08:00:00	ES	Futures	794.2	795.14	788.99	791.36	27973.0
2008-12-05 08:30:00	ES	Futures	790.41	791.59	778.1	788.75	144804.0
2008-12-05 09:00:00	ES	Futures	788.75	790.88	785.91	786.86	63787.0
2008-12-05 09:30:00	ES	Futures	786.86	796.56	783.07	783.55	297976.0
2008-12-05 10:00:00	ES	Futures	783.31	785.44	775.5	779.76	249374.0
2008-12-05 10:30:00	ES	Futures	779.52	784.26	773.37	781.89	219956.0
2008-12-05 11:00:00	ES	Futures	781.65	784.26	776.92	777.87	142979.0
2008-12-05 11:30:00	ES	Futures	777.87	788.28	775.74	785.91	127677.0
2008-12-05 12:00:00	ES	Futures	785.68	790.41	784.49	789.94	102156.0
2008-12-05 12:30:00	ES	Futures	789.94	790.17	781.42	784.73	80904.0
2008-12-05 13:00:00	ES	Futures	784.73	793.96	784.49	789.7	111846.0
2008-12-05 13:30:00	ES	Futures	789.7	805.32	789.23	800.35	204000.0
2008-12-05 14:00:00	ES	Futures	800.35	803.66	794.2	798.69	181949.0
2008-12-05 14:30:00	ES	Futures	798.69	822.12	797.04	817.86	289024.0
2008-12-05 15:00:00	ES	Futures	817.86	824.49	810.05	820.46	285866.0
2008-12-05 15:30:00	ES	Futures	820.46	832.53	820.46	828.98	412481.0
2008-12-05 16:00:00	ES	Futures	828.75	829.46	824.72	825.2	110136.0
2008-12-05 00:00:00	NQ	Futures	1283.24	1283.8	1281.82	1282.96	10.0
2008-12-05 00:30:00	NQ	Futures	1284.09	1286.35	1284.09	1285.22	8.0
2008-12-05 01:00:00	NQ	Futures	1282.96	1283.24	1280.41	1282.96	38.0
2008-12-05 01:30:00	NQ	Futures	1282.96	1289.46	1282.96	1287.77	40.0
2008-12-05 02:00:00	NQ	Futures	1287.77	1288.05	1285.79	1287.2	32.0
2008-12-05 02:30:00	NQ	Futures	1285.79	1288.05	1284.65	1286.63	127.0
2008-12-05 03:00:00	NQ	Futures	1287.48	1293.43	1282.96	1285.22	540.0
2008-12-05 03:30:00	NQ	Futures	1285.79	1287.2	1275.32	1277.01	483.0
2008-12-05 04:00:00	NQ	Futures	1277.58	1288.33	1275.6	1286.92	304.0
2008-12-05 04:30:00	NQ	Futures	1286.35	1286.92	1281.26	1282.11	301.0
2008-12-05 05:00:00	NQ	Futures	1281.26	1287.77	1279.84	1281.54	153.0
2008-12-05 05:30:00	NQ	Futures	1281.54	1283.52	1277.3	1277.58	225.0
2008-12-05 06:00:00	NQ	Futures	1278.71	1279.56	1274.47	1275.88	250.0
2008-12-05 06:30:00	NQ	Futures	1275.6	1280.41	1274.47	1279.84	206.0
2008-12-05 07:00:00	NQ	Futures	1279.84	1279.84	1267.11	1269.94	955.0
2008-12-05 07:30:00	NQ	Futures	1270.22	1271.07	1267.39	1268.81	595.0
2008-12-05 08:00:00	NQ	Futures	1268.81	1276.16	1259.47	1267.68	3430.0

> showing 50 of 1,851 rows — these rows as CSV

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