PREVIEW / futures_30min / 2008-12-23

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-23.parquet
  size:    63 KB
  rows:    2,151

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
2008-12-23 00:00:00	ES	Futures	826.35	828.25	826.12	828.25	707.0
2008-12-23 00:30:00	ES	Futures	828.25	828.49	827.3	827.78	511.0
2008-12-23 01:00:00	ES	Futures	827.78	828.73	826.59	827.78	495.0
2008-12-23 01:30:00	ES	Futures	827.54	827.54	825.17	825.4	771.0
2008-12-23 02:00:00	ES	Futures	825.4	826.83	824.69	825.64	1025.0
2008-12-23 02:30:00	ES	Futures	825.4	825.88	824.69	824.93	645.0
2008-12-23 03:00:00	ES	Futures	824.93	830.15	824.93	828.73	5373.0
2008-12-23 03:30:00	ES	Futures	828.49	828.73	825.88	827.54	2371.0
2008-12-23 04:00:00	ES	Futures	827.54	829.67	826.35	828.73	3517.0
2008-12-23 04:30:00	ES	Futures	828.73	831.81	828.01	830.86	4879.0
2008-12-23 05:00:00	ES	Futures	831.1	831.81	829.91	829.91	2679.0
2008-12-23 05:30:00	ES	Futures	829.91	832.99	829.67	831.33	3056.0
2008-12-23 06:00:00	ES	Futures	831.33	831.81	827.3	828.01	2927.0
2008-12-23 06:30:00	ES	Futures	827.78	828.96	826.59	828.49	3120.0
2008-12-23 07:00:00	ES	Futures	828.49	829.67	824.93	829.67	3572.0
2008-12-23 07:30:00	ES	Futures	829.67	831.57	825.64	826.35	6839.0
2008-12-23 08:00:00	ES	Futures	826.35	828.49	825.88	826.83	4140.0
2008-12-23 08:30:00	ES	Futures	827.07	829.67	825.88	828.49	10806.0
2008-12-23 09:00:00	ES	Futures	828.25	831.33	828.01	828.25	11007.0
2008-12-23 09:30:00	ES	Futures	828.49	831.1	825.64	829.67	70638.0
2008-12-23 10:00:00	ES	Futures	829.67	830.62	824.69	829.44	89817.0
2008-12-23 10:30:00	ES	Futures	829.44	832.52	827.78	827.78	73733.0
2008-12-23 11:00:00	ES	Futures	827.78	829.2	821.85	822.08	68435.0
2008-12-23 11:30:00	ES	Futures	822.08	824.93	819.0	819.24	51134.0
2008-12-23 12:00:00	ES	Futures	819.24	819.71	816.39	818.53	60933.0
2008-12-23 12:30:00	ES	Futures	818.76	819.71	815.44	818.76	48489.0
2008-12-23 13:00:00	ES	Futures	818.76	819.71	816.87	819.0	37245.0
2008-12-23 13:30:00	ES	Futures	819.0	822.32	816.87	821.61	44194.0
2008-12-23 14:00:00	ES	Futures	821.61	823.03	819.48	821.14	43749.0
2008-12-23 14:30:00	ES	Futures	820.9	821.85	812.83	814.97	86463.0
2008-12-23 15:00:00	ES	Futures	814.73	819.0	811.89	816.63	84799.0
2008-12-23 15:30:00	ES	Futures	816.63	819.48	813.55	815.21	99443.0
2008-12-23 16:00:00	ES	Futures	815.21	815.68	811.41	814.97	49282.0
2008-12-23 16:30:00	ES	Futures	815.21	816.15	814.26	814.97	2295.0
2008-12-23 17:00:00	ES	Futures	814.97	815.92	814.02	814.73	967.0
2008-12-23 18:00:00	ES	Futures	814.49	815.68	813.78	814.97	1178.0
2008-12-23 18:30:00	ES	Futures	815.21	816.87	814.26	816.63	1113.0
2008-12-23 19:00:00	ES	Futures	816.63	817.34	816.15	816.39	879.0
2008-12-23 19:30:00	ES	Futures	816.39	816.87	814.73	815.21	619.0
2008-12-23 20:00:00	ES	Futures	815.21	815.44	814.49	814.49	720.0
2008-12-23 20:30:00	ES	Futures	814.49	814.97	813.31	813.31	574.0
2008-12-23 21:00:00	ES	Futures	813.55	814.97	812.83	813.55	961.0
2008-12-23 21:30:00	ES	Futures	813.78	814.97	813.55	813.78	368.0
2008-12-23 22:00:00	ES	Futures	813.78	814.49	813.31	814.26	178.0
2008-12-23 22:30:00	ES	Futures	814.26	815.21	813.78	814.26	487.0
2008-12-23 23:00:00	ES	Futures	814.49	814.97	814.02	814.73	228.0
2008-12-23 23:30:00	ES	Futures	814.73	815.21	814.49	814.49	175.0
2008-12-23 00:00:00	NQ	Futures	1349.78	1351.19	1349.78	1351.19	29.0
2008-12-23 00:30:00	NQ	Futures	1352.04	1352.32	1349.78	1349.78	24.0
2008-12-23 01:00:00	NQ	Futures	1350.34	1351.19	1348.65	1350.91	15.0

> showing 50 of 2,151 rows — these rows as CSV

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