PREVIEW / futures_30min / 2008-12-19

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-19.parquet
  size:    57 KB
  rows:    1,847

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
2008-12-19 00:00:00	ES	Futures	840.58	843.43	840.58	841.3	1972.0
2008-12-19 00:30:00	ES	Futures	841.3	841.77	840.11	840.35	1543.0
2008-12-19 01:00:00	ES	Futures	840.35	841.3	839.87	840.11	604.0
2008-12-19 01:30:00	ES	Futures	840.35	841.06	839.87	840.58	720.0
2008-12-19 02:00:00	ES	Futures	840.58	841.53	839.87	840.58	1454.0
2008-12-19 02:30:00	ES	Futures	840.58	841.3	839.87	840.11	2593.0
2008-12-19 03:00:00	ES	Futures	840.11	842.48	838.92	841.53	8013.0
2008-12-19 03:30:00	ES	Futures	841.77	843.43	839.64	840.11	4524.0
2008-12-19 04:00:00	ES	Futures	840.11	844.38	839.87	841.77	7125.0
2008-12-19 04:30:00	ES	Futures	841.77	843.91	840.82	841.06	4812.0
2008-12-19 05:00:00	ES	Futures	841.06	844.14	837.98	837.98	11343.0
2008-12-19 05:30:00	ES	Futures	838.21	843.19	837.03	841.53	10318.0
2008-12-19 06:00:00	ES	Futures	841.77	841.77	838.21	838.69	5447.0
2008-12-19 06:30:00	ES	Futures	838.45	840.82	837.03	840.58	6893.0
2008-12-19 07:00:00	ES	Futures	840.58	840.82	837.26	839.16	9463.0
2008-12-19 07:30:00	ES	Futures	839.16	841.3	838.45	840.82	7080.0
2008-12-19 08:00:00	ES	Futures	841.06	847.46	839.87	843.67	23619.0
2008-12-19 08:30:00	ES	Futures	843.67	850.31	842.96	849.6	39569.0
2008-12-19 09:00:00	ES	Futures	849.6	851.73	842.96	843.91	57247.0
2008-12-19 09:30:00	ES	Futures	844.14	848.89	841.06	844.14	178358.0
2008-12-19 10:00:00	ES	Futures	844.14	855.76	843.91	854.82	159390.0
2008-12-19 10:30:00	ES	Futures	855.05	857.19	851.97	852.44	117792.0
2008-12-19 11:00:00	ES	Futures	852.68	853.39	848.65	848.89	109737.0
2008-12-19 11:30:00	ES	Futures	848.89	850.55	841.3	842.01	121680.0
2008-12-19 12:00:00	ES	Futures	842.25	842.96	837.74	841.77	129263.0
2008-12-19 12:30:00	ES	Futures	841.77	844.14	840.35	842.01	60722.0
2008-12-19 13:00:00	ES	Futures	842.01	845.8	841.53	845.33	62499.0
2008-12-19 13:30:00	ES	Futures	845.33	848.17	842.01	843.19	74290.0
2008-12-19 14:00:00	ES	Futures	843.19	846.28	839.64	841.77	74683.0
2008-12-19 14:30:00	ES	Futures	841.77	846.51	839.64	841.53	86918.0
2008-12-19 15:00:00	ES	Futures	841.77	842.25	834.89	839.87	122700.0
2008-12-19 15:30:00	ES	Futures	840.11	840.82	835.37	837.26	185578.0
2008-12-19 16:00:00	ES	Futures	837.26	838.45	831.57	836.08	101417.0
2008-12-19 00:00:00	NQ	Futures	1374.91	1377.17	1372.37	1372.37	57.0
2008-12-19 00:30:00	NQ	Futures	1372.37	1373.22	1371.24	1371.24	16.0
2008-12-19 01:00:00	NQ	Futures	1371.24	1372.37	1371.24	1371.81	6.0
2008-12-19 01:30:00	NQ	Futures	1371.52	1373.78	1371.24	1371.52	38.0
2008-12-19 02:00:00	NQ	Futures	1371.81	1372.93	1371.24	1372.93	34.0
2008-12-19 02:30:00	NQ	Futures	1372.93	1373.5	1371.52	1372.37	54.0
2008-12-19 03:00:00	NQ	Futures	1372.09	1373.78	1367.85	1372.93	377.0
2008-12-19 03:30:00	NQ	Futures	1372.37	1377.17	1372.09	1372.37	322.0
2008-12-19 04:00:00	NQ	Futures	1372.37	1378.02	1372.37	1374.63	432.0
2008-12-19 04:30:00	NQ	Futures	1374.63	1376.89	1372.37	1372.37	160.0
2008-12-19 05:00:00	NQ	Futures	1372.09	1376.32	1367.57	1367.85	520.0
2008-12-19 05:30:00	NQ	Futures	1367.85	1376.89	1367.29	1375.48	474.0
2008-12-19 06:00:00	NQ	Futures	1375.19	1375.48	1369.83	1369.83	274.0
2008-12-19 06:30:00	NQ	Futures	1370.11	1374.06	1367.29	1373.78	247.0
2008-12-19 07:00:00	NQ	Futures	1373.5	1373.5	1367.0	1369.83	483.0
2008-12-19 07:30:00	NQ	Futures	1369.26	1371.24	1367.85	1370.96	598.0
2008-12-19 08:00:00	NQ	Futures	1370.68	1380.56	1369.83	1375.19	1893.0

> showing 50 of 1,847 rows — these rows as CSV

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