PREVIEW / futures_30min / 2008-12-16

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-16.parquet
  size:    71 KB
  rows:    2,323

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
2008-12-16 00:00:00	ES	Futures	826.35	826.83	825.4	826.12	728.0
2008-12-16 00:30:00	ES	Futures	825.88	826.12	824.69	825.64	566.0
2008-12-16 01:00:00	ES	Futures	825.88	826.35	825.4	825.64	298.0
2008-12-16 01:30:00	ES	Futures	825.4	826.83	825.4	826.35	1098.0
2008-12-16 02:00:00	ES	Futures	826.35	827.3	824.46	824.69	2080.0
2008-12-16 02:30:00	ES	Futures	824.46	825.4	823.98	824.69	1658.0
2008-12-16 03:00:00	ES	Futures	824.69	828.25	824.22	826.35	6725.0
2008-12-16 03:30:00	ES	Futures	826.35	828.25	825.4	827.78	4732.0
2008-12-16 04:00:00	ES	Futures	828.01	831.57	827.3	831.1	6809.0
2008-12-16 04:30:00	ES	Futures	830.86	834.66	830.39	831.81	8652.0
2008-12-16 05:00:00	ES	Futures	831.81	833.23	830.62	831.57	3970.0
2008-12-16 05:30:00	ES	Futures	831.33	832.52	830.62	830.86	3899.0
2008-12-16 06:00:00	ES	Futures	830.62	831.33	827.54	828.49	5634.0
2008-12-16 06:30:00	ES	Futures	828.49	830.86	828.25	830.86	2885.0
2008-12-16 07:00:00	ES	Futures	830.86	837.26	829.44	833.71	12104.0
2008-12-16 07:30:00	ES	Futures	833.71	834.42	831.57	833.23	7042.0
2008-12-16 08:00:00	ES	Futures	833.23	837.74	832.28	835.37	25020.0
2008-12-16 08:30:00	ES	Futures	835.6	836.55	830.62	834.89	23525.0
2008-12-16 09:00:00	ES	Futures	834.89	837.74	832.28	832.28	22350.0
2008-12-16 09:30:00	ES	Futures	832.28	838.92	830.86	835.13	205893.0
2008-12-16 10:00:00	ES	Futures	835.13	839.64	833.47	835.84	138234.0
2008-12-16 10:30:00	ES	Futures	835.84	837.26	832.28	835.6	81796.0
2008-12-16 11:00:00	ES	Futures	835.6	837.98	834.66	837.5	62316.0
2008-12-16 11:30:00	ES	Futures	837.5	840.35	837.26	839.16	65357.0
2008-12-16 12:00:00	ES	Futures	839.16	839.87	837.03	838.21	31007.0
2008-12-16 12:30:00	ES	Futures	837.98	839.16	836.08	836.32	33374.0
2008-12-16 13:00:00	ES	Futures	836.32	838.92	835.37	838.21	49346.0
2008-12-16 13:30:00	ES	Futures	838.21	839.4	836.08	837.26	45964.0
2008-12-16 14:00:00	ES	Futures	837.26	848.65	836.55	844.85	158290.0
2008-12-16 14:30:00	ES	Futures	844.85	853.63	841.53	851.02	364407.0
2008-12-16 15:00:00	ES	Futures	851.26	866.44	845.57	862.64	336573.0
2008-12-16 15:30:00	ES	Futures	862.64	867.86	857.66	865.96	365006.0
2008-12-16 16:00:00	ES	Futures	866.2	868.1	864.3	866.2	127423.0
2008-12-16 16:30:00	ES	Futures	866.68	867.15	865.01	865.25	11148.0
2008-12-16 17:00:00	ES	Futures	865.01	866.2	864.07	864.07	2697.0
2008-12-16 18:00:00	ES	Futures	864.78	867.15	864.54	866.91	2660.0
2008-12-16 18:30:00	ES	Futures	866.68	867.62	865.01	865.96	1703.0
2008-12-16 19:00:00	ES	Futures	865.96	866.2	864.3	864.3	2015.0
2008-12-16 19:30:00	ES	Futures	864.54	864.78	862.88	863.59	2195.0
2008-12-16 20:00:00	ES	Futures	863.35	863.59	861.93	862.41	1121.0
2008-12-16 20:30:00	ES	Futures	862.64	863.12	860.51	861.22	3199.0
2008-12-16 21:00:00	ES	Futures	860.98	862.17	860.03	861.22	2538.0
2008-12-16 21:30:00	ES	Futures	860.98	862.41	860.27	860.51	1604.0
2008-12-16 22:00:00	ES	Futures	860.51	861.22	860.03	860.98	1276.0
2008-12-16 22:30:00	ES	Futures	860.98	860.98	856.24	857.43	5589.0
2008-12-16 23:00:00	ES	Futures	857.19	857.66	856.24	856.95	2178.0
2008-12-16 23:30:00	ES	Futures	856.95	857.19	855.05	855.53	2695.0
2008-12-16 00:00:00	NQ	Futures	1346.96	1348.37	1346.39	1346.39	12.0
2008-12-16 00:30:00	NQ	Futures	1346.39	1346.39	1345.26	1346.39	9.0
2008-12-16 01:00:00	NQ	Futures	1346.96	1347.24	1346.96	1346.96	52.0

> showing 50 of 2,323 rows — these rows as CSV

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