PREVIEW / futures_30min / 2008-12-21

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-21.parquet
  size:    17 KB
  rows:    392

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
2008-12-21 18:00:00	ES	Futures	838.92	839.64	836.32	838.69	3045.0
2008-12-21 18:30:00	ES	Futures	838.69	840.11	837.74	839.87	885.0
2008-12-21 19:00:00	ES	Futures	839.87	841.53	839.87	841.3	1306.0
2008-12-21 19:30:00	ES	Futures	841.53	843.91	841.06	843.91	1503.0
2008-12-21 20:00:00	ES	Futures	843.67	845.8	843.19	844.14	1747.0
2008-12-21 20:30:00	ES	Futures	844.14	844.62	843.19	844.38	502.0
2008-12-21 21:00:00	ES	Futures	844.62	844.62	843.67	843.67	815.0
2008-12-21 21:30:00	ES	Futures	843.67	843.91	841.77	842.25	1180.0
2008-12-21 22:00:00	ES	Futures	842.01	842.48	839.64	839.87	1047.0
2008-12-21 22:30:00	ES	Futures	839.64	843.43	839.64	842.72	844.0
2008-12-21 23:00:00	ES	Futures	842.96	842.96	838.69	840.35	885.0
2008-12-21 23:30:00	ES	Futures	840.35	840.58	838.92	839.4	427.0
2008-12-21 18:00:00	NQ	Futures	1368.42	1374.35	1367.0	1372.37	259.0
2008-12-21 18:30:00	NQ	Futures	1372.09	1373.78	1370.96	1373.78	31.0
2008-12-21 19:00:00	NQ	Futures	1374.06	1376.89	1373.78	1376.89	45.0
2008-12-21 19:30:00	NQ	Futures	1376.89	1379.71	1376.89	1379.43	38.0
2008-12-21 20:00:00	NQ	Futures	1379.99	1381.97	1378.58	1380.28	62.0
2008-12-21 20:30:00	NQ	Futures	1380.28	1380.84	1378.86	1379.71	5.0
2008-12-21 21:00:00	NQ	Futures	1380.28	1380.56	1379.15	1379.99	16.0
2008-12-21 21:30:00	NQ	Futures	1379.71	1379.71	1376.89	1377.17	46.0
2008-12-21 22:00:00	NQ	Futures	1376.89	1377.74	1372.65	1373.22	30.0
2008-12-21 22:30:00	NQ	Futures	1376.89	1378.58	1376.89	1377.45	22.0
2008-12-21 23:00:00	NQ	Futures	1374.63	1375.19	1372.93	1375.19	11.0
2008-12-21 23:30:00	NQ	Futures	1375.19	1375.19	1374.35	1374.35	3.0
2008-12-21 18:00:00	YM	Futures	7785.9	7807.8	7781.4	7802.3	246.0
2008-12-21 18:30:00	YM	Futures	7802.3	7809.6	7793.2	7808.7	77.0
2008-12-21 19:00:00	YM	Futures	7810.5	7823.3	7808.7	7823.3	128.0
2008-12-21 19:30:00	YM	Futures	7823.3	7842.4	7819.6	7839.7	160.0
2008-12-21 20:00:00	YM	Futures	7840.6	7854.3	7832.4	7839.7	172.0
2008-12-21 20:30:00	YM	Futures	7845.2	7847.0	7834.2	7843.3	121.0
2008-12-21 21:00:00	YM	Futures	7844.2	7847.0	7841.5	7841.5	94.0
2008-12-21 21:30:00	YM	Futures	7841.5	7841.5	7827.8	7829.7	266.0
2008-12-21 22:00:00	YM	Futures	7829.7	7832.4	7810.5	7812.4	106.0
2008-12-21 22:30:00	YM	Futures	7813.3	7840.6	7813.3	7834.2	94.0
2008-12-21 23:00:00	YM	Futures	7832.4	7832.4	7807.8	7817.8	128.0
2008-12-21 23:30:00	YM	Futures	7818.7	7820.6	7806.0	7809.6	73.0
2008-12-21 18:00:00	CL	Futures	149.35	150.37	148.45	148.73	407.0
2008-12-21 18:30:00	CL	Futures	148.69	148.97	148.34	148.73	169.0
2008-12-21 19:00:00	CL	Futures	148.87	149.6	148.66	149.6	243.0
2008-12-21 19:30:00	CL	Futures	149.6	151.62	149.46	151.2	592.0
2008-12-21 20:00:00	CL	Futures	151.34	151.62	150.65	151.34	194.0
2008-12-21 20:30:00	CL	Futures	151.45	151.62	150.72	150.79	171.0
2008-12-21 21:00:00	CL	Futures	150.79	150.96	150.72	150.79	58.0
2008-12-21 21:30:00	CL	Futures	150.89	150.96	150.65	150.89	85.0
2008-12-21 22:00:00	CL	Futures	150.85	150.96	150.09	150.16	216.0
2008-12-21 22:30:00	CL	Futures	150.23	150.33	150.02	150.16	251.0
2008-12-21 23:00:00	CL	Futures	150.19	150.37	149.98	149.98	110.0
2008-12-21 23:30:00	CL	Futures	150.05	150.37	149.95	150.26	213.0
2008-12-21 18:00:00	GC	Futures	1196.8	1196.8	1193.0	1196.1	192.0
2008-12-21 18:30:00	GC	Futures	1196.1	1199.3	1195.1	1199.3	216.0

> showing 50 of 392 rows — these rows as CSV

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