PREVIEW / futures_30min / 2008-12-18

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-18.parquet
  size:    70 KB
  rows:    2,276

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
2008-12-18 00:00:00	ES	Futures	856.48	856.48	855.29	856.0	517.0
2008-12-18 00:30:00	ES	Futures	856.0	858.14	855.76	857.9	684.0
2008-12-18 01:00:00	ES	Futures	857.9	858.14	856.95	857.9	452.0
2008-12-18 01:30:00	ES	Futures	857.9	859.09	857.9	859.09	676.0
2008-12-18 02:00:00	ES	Futures	859.09	859.56	856.95	859.32	2410.0
2008-12-18 02:30:00	ES	Futures	859.32	861.46	857.9	860.98	2451.0
2008-12-18 03:00:00	ES	Futures	860.98	863.12	856.71	857.43	7894.0
2008-12-18 03:30:00	ES	Futures	857.43	858.14	855.76	857.66	4260.0
2008-12-18 04:00:00	ES	Futures	857.43	860.75	856.0	859.8	5914.0
2008-12-18 04:30:00	ES	Futures	859.8	861.69	859.09	860.75	4927.0
2008-12-18 05:00:00	ES	Futures	860.75	862.41	859.8	860.51	3910.0
2008-12-18 05:30:00	ES	Futures	860.51	861.46	857.19	859.32	4620.0
2008-12-18 06:00:00	ES	Futures	859.32	862.41	859.32	861.46	4080.0
2008-12-18 06:30:00	ES	Futures	861.46	861.69	860.03	860.75	4063.0
2008-12-18 07:00:00	ES	Futures	860.51	860.98	856.71	856.71	6253.0
2008-12-18 07:30:00	ES	Futures	856.95	861.69	856.71	860.98	7632.0
2008-12-18 08:00:00	ES	Futures	860.75	862.64	860.51	860.75	7358.0
2008-12-18 08:30:00	ES	Futures	860.98	864.78	859.8	862.64	23064.0
2008-12-18 09:00:00	ES	Futures	862.64	863.83	860.27	860.98	15365.0
2008-12-18 09:30:00	ES	Futures	860.75	862.41	852.21	853.87	155419.0
2008-12-18 10:00:00	ES	Futures	853.87	860.03	853.63	858.85	149474.0
2008-12-18 10:30:00	ES	Futures	858.85	862.41	858.37	860.98	133574.0
2008-12-18 11:00:00	ES	Futures	860.75	863.12	855.05	856.71	114246.0
2008-12-18 11:30:00	ES	Futures	856.71	860.03	855.05	859.8	68189.0
2008-12-18 12:00:00	ES	Futures	860.03	860.75	855.53	855.76	56781.0
2008-12-18 12:30:00	ES	Futures	855.53	858.14	854.58	857.43	44596.0
2008-12-18 13:00:00	ES	Futures	857.43	858.61	854.58	855.29	41732.0
2008-12-18 13:30:00	ES	Futures	855.05	856.24	849.12	849.84	90202.0
2008-12-18 14:00:00	ES	Futures	849.6	851.26	840.11	843.67	146373.0
2008-12-18 14:30:00	ES	Futures	843.43	848.41	841.3	845.33	145808.0
2008-12-18 15:00:00	ES	Futures	845.09	845.57	828.73	830.62	203275.0
2008-12-18 15:30:00	ES	Futures	830.62	840.82	829.67	837.74	262431.0
2008-12-18 16:00:00	ES	Futures	837.74	847.23	837.74	846.28	121139.0
2008-12-18 16:30:00	ES	Futures	845.33	846.28	842.01	842.96	8232.0
2008-12-18 17:00:00	ES	Futures	842.96	843.67	842.25	843.67	3107.0
2008-12-18 18:00:00	ES	Futures	843.67	846.99	842.96	845.8	2963.0
2008-12-18 18:30:00	ES	Futures	845.8	845.8	844.62	845.57	742.0
2008-12-18 19:00:00	ES	Futures	845.33	846.28	844.85	844.85	1180.0
2008-12-18 19:30:00	ES	Futures	844.85	846.99	844.85	846.28	1482.0
2008-12-18 20:00:00	ES	Futures	846.04	846.28	844.38	844.85	914.0
2008-12-18 20:30:00	ES	Futures	844.85	845.33	842.25	842.72	2109.0
2008-12-18 21:00:00	ES	Futures	842.72	842.96	842.25	842.48	776.0
2008-12-18 21:30:00	ES	Futures	842.72	843.43	842.48	843.19	507.0
2008-12-18 22:00:00	ES	Futures	843.19	843.67	842.25	843.19	959.0
2008-12-18 22:30:00	ES	Futures	843.19	843.19	841.77	842.01	1060.0
2008-12-18 23:00:00	ES	Futures	842.25	843.43	841.53	842.01	1606.0
2008-12-18 23:30:00	ES	Futures	842.25	842.72	840.35	840.58	1424.0
2008-12-18 00:00:00	NQ	Futures	1388.18	1389.03	1387.34	1387.34	13.0
2008-12-18 00:30:00	NQ	Futures	1387.05	1390.44	1387.05	1390.44	12.0
2008-12-18 01:00:00	NQ	Futures	1389.31	1391.01	1389.31	1391.01	16.0

> showing 50 of 2,276 rows — these rows as CSV

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