PREVIEW / futures_30min / 2008-12-10

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-10.parquet
  size:    63 KB
  rows:    2,152

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
2008-12-10 00:00:00	ES	Futures	852.65	853.12	851.94	851.94	1202.0
2008-12-10 00:30:00	ES	Futures	851.94	852.65	849.1	852.18	2007.0
2008-12-10 01:00:00	ES	Futures	852.18	852.89	851.23	852.41	1282.0
2008-12-10 01:30:00	ES	Futures	852.41	854.54	852.18	853.12	2104.0
2008-12-10 02:00:00	ES	Futures	852.89	854.07	850.99	851.94	5902.0
2008-12-10 02:30:00	ES	Futures	851.94	855.25	851.47	852.89	5583.0
2008-12-10 03:00:00	ES	Futures	852.89	858.56	851.94	853.83	18821.0
2008-12-10 03:30:00	ES	Futures	853.83	854.78	850.28	853.6	11326.0
2008-12-10 04:00:00	ES	Futures	853.6	854.78	851.47	854.07	9332.0
2008-12-10 04:30:00	ES	Futures	854.07	855.02	851.94	852.18	5421.0
2008-12-10 05:00:00	ES	Futures	852.18	853.83	851.47	852.65	4836.0
2008-12-10 05:30:00	ES	Futures	852.65	852.65	847.44	849.1	7734.0
2008-12-10 06:00:00	ES	Futures	848.86	853.12	847.92	851.94	5550.0
2008-12-10 06:30:00	ES	Futures	851.94	854.78	851.94	853.36	4383.0
2008-12-10 07:00:00	ES	Futures	853.36	857.14	852.18	852.41	10977.0
2008-12-10 07:30:00	ES	Futures	852.65	854.31	849.57	849.57	9722.0
2008-12-10 08:00:00	ES	Futures	849.81	851.23	847.68	850.05	17101.0
2008-12-10 08:30:00	ES	Futures	850.05	853.12	849.1	850.28	12817.0
2008-12-10 09:00:00	ES	Futures	850.28	852.18	849.34	850.05	11498.0
2008-12-10 09:30:00	ES	Futures	849.81	852.65	844.6	845.31	214337.0
2008-12-10 10:00:00	ES	Futures	845.31	856.44	844.6	853.36	173057.0
2008-12-10 10:30:00	ES	Futures	853.36	854.78	845.55	847.92	160821.0
2008-12-10 11:00:00	ES	Futures	847.92	855.02	846.26	853.12	134536.0
2008-12-10 11:30:00	ES	Futures	853.12	857.85	850.52	855.49	132540.0
2008-12-10 12:00:00	ES	Futures	855.73	860.22	850.28	850.52	146951.0
2008-12-10 12:30:00	ES	Futures	850.52	852.65	847.44	848.39	96828.0
2008-12-10 13:00:00	ES	Futures	848.63	855.25	847.44	851.7	73310.0
2008-12-10 13:30:00	ES	Futures	851.7	852.18	839.16	841.29	160801.0
2008-12-10 14:00:00	ES	Futures	841.29	844.37	837.27	841.05	161405.0
2008-12-10 14:30:00	ES	Futures	840.82	846.26	837.74	843.89	181444.0
2008-12-10 15:00:00	ES	Futures	843.89	850.76	841.76	850.28	176994.0
2008-12-10 15:30:00	ES	Futures	850.05	853.83	843.18	850.05	225701.0
2008-12-10 16:00:00	ES	Futures	850.05	850.99	846.5	848.63	67001.0
2008-12-10 16:30:00	ES	Futures	850.28	851.23	846.97	847.44	8399.0
2008-12-10 17:00:00	ES	Futures	847.21	847.68	846.26	846.73	1280.0
2008-12-10 18:00:00	ES	Futures	846.73	848.15	845.55	846.02	1988.0
2008-12-10 18:30:00	ES	Futures	846.02	846.26	844.84	845.55	1209.0
2008-12-10 19:00:00	ES	Futures	845.55	845.55	842.95	843.66	1911.0
2008-12-10 19:30:00	ES	Futures	843.66	847.44	842.95	846.26	2304.0
2008-12-10 20:00:00	ES	Futures	846.26	847.44	842.0	843.18	2255.0
2008-12-10 20:30:00	ES	Futures	842.95	847.21	842.71	846.73	2217.0
2008-12-10 21:00:00	ES	Futures	846.73	846.97	843.18	843.89	1211.0
2008-12-10 21:30:00	ES	Futures	844.13	845.08	843.66	844.37	1414.0
2008-12-10 22:00:00	ES	Futures	844.37	844.6	843.42	843.89	837.0
2008-12-10 22:30:00	ES	Futures	843.89	846.02	843.42	845.08	1391.0
2008-12-10 23:00:00	ES	Futures	845.31	845.31	843.18	843.66	1176.0
2008-12-10 23:30:00	ES	Futures	843.66	845.31	843.18	844.6	973.0
2008-12-10 00:00:00	NQ	Futures	1394.16	1395.58	1394.16	1395.01	24.0
2008-12-10 00:30:00	NQ	Futures	1393.88	1393.88	1390.2	1393.88	58.0
2008-12-10 01:00:00	NQ	Futures	1394.44	1395.29	1391.61	1392.75	82.0

> showing 50 of 2,152 rows — these rows as CSV

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