PREVIEW / futures_30min / 2008-12-12

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-12.parquet
  size:    60 KB
  rows:    1,876

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
2008-12-12 00:00:00	ES	Futures	791.59	795.85	790.65	794.67	3949.0
2008-12-12 00:30:00	ES	Futures	794.67	797.04	791.59	796.8	1916.0
2008-12-12 01:00:00	ES	Futures	796.8	798.69	791.83	793.01	1523.0
2008-12-12 01:30:00	ES	Futures	792.78	795.62	792.07	794.43	1361.0
2008-12-12 02:00:00	ES	Futures	794.2	798.22	792.78	793.25	6308.0
2008-12-12 02:30:00	ES	Futures	793.01	795.62	790.41	794.67	5594.0
2008-12-12 03:00:00	ES	Futures	794.67	798.69	791.12	798.69	11616.0
2008-12-12 03:30:00	ES	Futures	798.69	800.11	795.14	797.27	6697.0
2008-12-12 04:00:00	ES	Futures	797.04	801.77	793.96	799.88	9893.0
2008-12-12 04:30:00	ES	Futures	799.64	802.24	796.33	796.8	9465.0
2008-12-12 05:00:00	ES	Futures	797.04	797.75	795.14	796.33	5214.0
2008-12-12 05:30:00	ES	Futures	796.56	797.27	793.01	793.01	3983.0
2008-12-12 06:00:00	ES	Futures	793.01	793.96	788.99	792.07	10032.0
2008-12-12 06:30:00	ES	Futures	791.59	794.43	789.46	792.3	3935.0
2008-12-12 07:00:00	ES	Futures	792.54	800.59	792.3	797.04	8100.0
2008-12-12 07:30:00	ES	Futures	797.04	797.98	793.49	796.09	3738.0
2008-12-12 08:00:00	ES	Futures	795.85	796.33	793.96	795.62	6132.0
2008-12-12 08:30:00	ES	Futures	795.85	800.11	795.38	797.75	11918.0
2008-12-12 09:00:00	ES	Futures	797.75	813.13	796.56	804.14	42531.0
2008-12-12 09:30:00	ES	Futures	804.61	820.46	801.53	817.62	100264.0
2008-12-12 10:00:00	ES	Futures	817.39	821.88	811.71	816.44	51230.0
2008-12-12 10:30:00	ES	Futures	816.68	824.49	810.05	823.54	41311.0
2008-12-12 11:00:00	ES	Futures	823.78	825.91	818.57	818.81	30724.0
2008-12-12 11:30:00	ES	Futures	819.04	820.7	812.65	816.44	37234.0
2008-12-12 12:00:00	ES	Futures	816.68	823.07	816.68	822.36	19645.0
2008-12-12 12:30:00	ES	Futures	822.12	833.01	820.46	831.35	27674.0
2008-12-12 13:00:00	ES	Futures	831.11	833.72	823.07	825.67	23267.0
2008-12-12 13:30:00	ES	Futures	825.67	825.91	817.39	819.99	21817.0
2008-12-12 14:00:00	ES	Futures	819.99	828.27	817.86	821.41	23443.0
2008-12-12 14:30:00	ES	Futures	821.17	832.3	815.49	830.4	35833.0
2008-12-12 15:00:00	ES	Futures	830.17	836.56	824.01	828.98	36421.0
2008-12-12 15:30:00	ES	Futures	828.98	833.48	823.07	832.3	53672.0
2008-12-12 16:00:00	ES	Futures	832.06	839.87	831.35	838.21	28427.0
2008-12-12 00:00:00	NQ	Futures	1293.71	1301.63	1292.58	1298.8	148.0
2008-12-12 00:30:00	NQ	Futures	1299.93	1304.74	1297.67	1304.74	59.0
2008-12-12 01:00:00	NQ	Futures	1305.03	1306.16	1297.67	1297.67	66.0
2008-12-12 01:30:00	NQ	Futures	1297.95	1301.63	1295.97	1301.63	16.0
2008-12-12 02:00:00	NQ	Futures	1300.5	1305.59	1298.24	1299.93	140.0
2008-12-12 02:30:00	NQ	Futures	1299.37	1301.91	1293.43	1299.65	179.0
2008-12-12 03:00:00	NQ	Futures	1300.22	1305.88	1294.56	1305.88	236.0
2008-12-12 03:30:00	NQ	Futures	1304.46	1308.14	1299.37	1305.03	270.0
2008-12-12 04:00:00	NQ	Futures	1302.2	1307.29	1297.39	1305.59	214.0
2008-12-12 04:30:00	NQ	Futures	1305.59	1306.72	1297.67	1297.67	191.0
2008-12-12 05:00:00	NQ	Futures	1298.8	1301.07	1295.97	1299.08	137.0
2008-12-12 05:30:00	NQ	Futures	1299.37	1299.93	1295.12	1295.12	115.0
2008-12-12 06:00:00	NQ	Futures	1294.84	1298.24	1289.75	1293.71	182.0
2008-12-12 06:30:00	NQ	Futures	1292.58	1295.97	1288.62	1292.01	187.0
2008-12-12 07:00:00	NQ	Futures	1292.58	1306.16	1291.73	1299.65	258.0
2008-12-12 07:30:00	NQ	Futures	1299.08	1302.76	1297.67	1301.63	248.0
2008-12-12 08:00:00	NQ	Futures	1300.5	1306.44	1299.65	1303.33	550.0

> showing 50 of 1,876 rows — these rows as CSV

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