PREVIEW / futures_30min / 2008-12-22

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-22.parquet
  size:    64 KB
  rows:    2,172

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
2008-12-22 00:00:00	ES	Futures	839.4	840.35	839.16	839.64	470.0
2008-12-22 00:30:00	ES	Futures	839.64	841.3	839.64	840.58	366.0
2008-12-22 01:00:00	ES	Futures	840.35	841.77	840.11	841.06	338.0
2008-12-22 01:30:00	ES	Futures	841.3	842.01	840.82	841.77	287.0
2008-12-22 02:00:00	ES	Futures	842.01	842.48	840.82	841.53	1740.0
2008-12-22 02:30:00	ES	Futures	841.77	842.96	838.69	838.92	1757.0
2008-12-22 03:00:00	ES	Futures	839.16	839.64	836.79	838.92	5429.0
2008-12-22 03:30:00	ES	Futures	838.92	839.4	835.13	835.13	3253.0
2008-12-22 04:00:00	ES	Futures	835.13	835.37	833.47	834.42	3531.0
2008-12-22 04:30:00	ES	Futures	834.18	835.37	832.52	832.76	3909.0
2008-12-22 05:00:00	ES	Futures	832.52	833.47	830.86	832.76	3375.0
2008-12-22 05:30:00	ES	Futures	832.76	834.89	831.81	833.94	4805.0
2008-12-22 06:00:00	ES	Futures	834.18	836.79	833.71	836.32	2703.0
2008-12-22 06:30:00	ES	Futures	836.32	842.25	836.08	842.01	5863.0
2008-12-22 07:00:00	ES	Futures	842.25	842.25	838.69	839.64	3056.0
2008-12-22 07:30:00	ES	Futures	839.16	842.01	839.16	840.58	2849.0
2008-12-22 08:00:00	ES	Futures	840.35	843.19	839.16	842.25	5495.0
2008-12-22 08:30:00	ES	Futures	842.25	842.48	838.21	838.69	7518.0
2008-12-22 09:00:00	ES	Futures	838.92	841.06	837.5	838.45	11620.0
2008-12-22 09:30:00	ES	Futures	838.69	840.11	831.57	833.94	91973.0
2008-12-22 10:00:00	ES	Futures	833.71	834.66	828.96	831.33	70892.0
2008-12-22 10:30:00	ES	Futures	831.1	834.18	830.39	833.23	55678.0
2008-12-22 11:00:00	ES	Futures	833.23	833.47	827.54	828.01	55804.0
2008-12-22 11:30:00	ES	Futures	827.78	828.01	822.8	827.07	90810.0
2008-12-22 12:00:00	ES	Futures	827.07	828.01	823.98	825.17	42296.0
2008-12-22 12:30:00	ES	Futures	825.17	828.96	824.22	827.3	41075.0
2008-12-22 13:00:00	ES	Futures	827.3	829.44	825.64	827.78	44084.0
2008-12-22 13:30:00	ES	Futures	827.78	827.78	821.85	823.51	45059.0
2008-12-22 14:00:00	ES	Futures	823.51	825.17	814.97	817.1	92341.0
2008-12-22 14:30:00	ES	Futures	817.1	820.66	814.26	814.97	78585.0
2008-12-22 15:00:00	ES	Futures	814.97	816.39	809.04	810.46	121509.0
2008-12-22 15:30:00	ES	Futures	810.23	824.46	810.23	823.03	196997.0
2008-12-22 16:00:00	ES	Futures	823.27	828.01	821.61	826.83	65609.0
2008-12-22 16:30:00	ES	Futures	826.59	827.3	825.64	826.83	4811.0
2008-12-22 17:00:00	ES	Futures	826.59	826.59	824.22	824.22	2081.0
2008-12-22 18:00:00	ES	Futures	824.69	824.93	823.51	824.69	2031.0
2008-12-22 18:30:00	ES	Futures	824.93	826.12	824.22	825.64	1152.0
2008-12-22 19:00:00	ES	Futures	825.64	827.54	825.4	827.54	1167.0
2008-12-22 19:30:00	ES	Futures	827.54	828.25	827.07	827.54	1250.0
2008-12-22 20:00:00	ES	Futures	827.54	828.01	827.07	827.3	918.0
2008-12-22 20:30:00	ES	Futures	827.07	828.96	827.07	828.01	1164.0
2008-12-22 21:00:00	ES	Futures	827.78	828.73	827.3	828.01	967.0
2008-12-22 21:30:00	ES	Futures	828.01	828.01	824.46	825.17	1238.0
2008-12-22 22:00:00	ES	Futures	825.17	826.59	824.46	825.64	518.0
2008-12-22 22:30:00	ES	Futures	825.4	826.12	824.69	825.17	446.0
2008-12-22 23:00:00	ES	Futures	825.4	826.12	824.93	825.64	297.0
2008-12-22 23:30:00	ES	Futures	825.64	826.59	825.17	826.35	374.0
2008-12-22 00:00:00	NQ	Futures	1374.06	1374.91	1373.5	1373.78	7.0
2008-12-22 00:30:00	NQ	Futures	1373.22	1375.48	1373.22	1375.48	5.0
2008-12-22 01:00:00	NQ	Futures	1376.32	1376.32	1376.32	1376.32	4.0

> showing 50 of 2,172 rows — these rows as CSV

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