PREVIEW / futures_30min / 2008-12-17

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-17.parquet
  size:    70 KB
  rows:    2,306

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
2008-12-17 00:00:00	ES	Futures	855.29	857.19	855.05	857.19	1690.0
2008-12-17 00:30:00	ES	Futures	857.19	858.14	856.95	857.43	2038.0
2008-12-17 01:00:00	ES	Futures	857.43	858.61	857.43	858.14	2264.0
2008-12-17 01:30:00	ES	Futures	858.37	859.09	857.9	858.61	1056.0
2008-12-17 02:00:00	ES	Futures	858.61	859.09	855.53	855.76	3023.0
2008-12-17 02:30:00	ES	Futures	856.0	857.19	854.58	856.24	5246.0
2008-12-17 03:00:00	ES	Futures	856.0	856.95	851.02	851.73	11356.0
2008-12-17 03:30:00	ES	Futures	851.97	851.97	846.99	849.6	13912.0
2008-12-17 04:00:00	ES	Futures	849.84	849.84	841.3	844.14	16888.0
2008-12-17 04:30:00	ES	Futures	844.38	846.51	843.19	845.57	7309.0
2008-12-17 05:00:00	ES	Futures	845.8	848.17	844.14	848.17	7744.0
2008-12-17 05:30:00	ES	Futures	848.17	852.21	847.46	851.73	9939.0
2008-12-17 06:00:00	ES	Futures	851.97	856.24	851.73	852.92	12015.0
2008-12-17 06:30:00	ES	Futures	853.16	853.63	850.78	853.16	5803.0
2008-12-17 07:00:00	ES	Futures	853.63	855.53	849.84	853.39	12853.0
2008-12-17 07:30:00	ES	Futures	853.39	854.58	851.02	854.34	7973.0
2008-12-17 08:00:00	ES	Futures	854.34	856.48	850.78	853.39	22033.0
2008-12-17 08:30:00	ES	Futures	853.63	859.56	853.16	858.85	28620.0
2008-12-17 09:00:00	ES	Futures	858.61	859.09	854.1	856.0	24121.0
2008-12-17 09:30:00	ES	Futures	856.0	859.56	851.02	859.09	222031.0
2008-12-17 10:00:00	ES	Futures	859.09	860.27	848.65	852.92	171868.0
2008-12-17 10:30:00	ES	Futures	853.16	858.85	851.5	858.61	152693.0
2008-12-17 11:00:00	ES	Futures	858.61	860.51	854.1	855.05	103642.0
2008-12-17 11:30:00	ES	Futures	855.05	858.85	851.97	858.14	100522.0
2008-12-17 12:00:00	ES	Futures	858.14	863.35	856.24	861.69	93965.0
2008-12-17 12:30:00	ES	Futures	861.93	865.73	859.09	862.88	79069.0
2008-12-17 13:00:00	ES	Futures	862.88	867.15	860.51	864.07	88617.0
2008-12-17 13:30:00	ES	Futures	864.07	871.18	863.59	866.91	114149.0
2008-12-17 14:00:00	ES	Futures	866.91	870.94	860.75	861.22	99888.0
2008-12-17 14:30:00	ES	Futures	861.22	863.59	856.95	862.41	119024.0
2008-12-17 15:00:00	ES	Futures	862.64	866.68	858.85	860.51	116441.0
2008-12-17 15:30:00	ES	Futures	860.75	865.96	855.76	857.43	222910.0
2008-12-17 16:00:00	ES	Futures	857.43	858.14	855.05	856.95	71601.0
2008-12-17 16:30:00	ES	Futures	860.51	860.51	856.95	858.61	2973.0
2008-12-17 17:00:00	ES	Futures	858.61	858.85	856.95	856.95	1220.0
2008-12-17 18:00:00	ES	Futures	856.95	859.32	856.71	857.43	1469.0
2008-12-17 18:30:00	ES	Futures	857.19	858.37	855.29	855.76	1303.0
2008-12-17 19:00:00	ES	Futures	855.76	856.71	854.82	856.0	2253.0
2008-12-17 19:30:00	ES	Futures	855.76	857.66	855.53	857.19	1648.0
2008-12-17 20:00:00	ES	Futures	857.19	857.66	856.0	856.48	610.0
2008-12-17 20:30:00	ES	Futures	856.48	857.43	855.53	857.43	755.0
2008-12-17 21:00:00	ES	Futures	857.19	857.9	855.76	857.43	840.0
2008-12-17 21:30:00	ES	Futures	857.43	857.66	856.48	857.19	420.0
2008-12-17 22:00:00	ES	Futures	857.43	857.43	856.24	856.95	442.0
2008-12-17 22:30:00	ES	Futures	856.71	857.19	855.29	855.53	741.0
2008-12-17 23:00:00	ES	Futures	855.76	856.48	855.53	856.24	766.0
2008-12-17 23:30:00	ES	Futures	856.0	857.19	856.0	856.48	693.0
2008-12-17 00:00:00	NQ	Futures	1386.49	1387.62	1385.36	1387.62	29.0
2008-12-17 00:30:00	NQ	Futures	1387.9	1391.01	1387.62	1390.16	27.0
2008-12-17 01:00:00	NQ	Futures	1388.18	1391.57	1388.18	1388.75	17.0

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