PREVIEW / futures_30min / 2008-12-24

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-24.parquet
  size:    36 KB
  rows:    1,149

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
2008-12-24 00:00:00	ES	Futures	814.49	815.44	814.49	815.21	196.0
2008-12-24 00:30:00	ES	Futures	815.21	816.87	814.73	815.68	497.0
2008-12-24 01:00:00	ES	Futures	815.44	816.15	814.49	815.44	292.0
2008-12-24 01:30:00	ES	Futures	815.68	816.15	815.21	815.44	247.0
2008-12-24 02:00:00	ES	Futures	815.68	815.92	815.21	815.44	184.0
2008-12-24 02:30:00	ES	Futures	815.44	815.92	815.21	815.92	255.0
2008-12-24 03:00:00	ES	Futures	815.68	815.92	813.55	813.55	2206.0
2008-12-24 03:30:00	ES	Futures	813.55	814.49	813.55	814.26	597.0
2008-12-24 04:00:00	ES	Futures	814.26	815.21	814.02	815.21	864.0
2008-12-24 04:30:00	ES	Futures	814.73	815.44	814.73	814.97	246.0
2008-12-24 05:00:00	ES	Futures	814.97	815.92	814.49	815.68	599.0
2008-12-24 05:30:00	ES	Futures	815.68	816.15	814.73	815.68	467.0
2008-12-24 06:00:00	ES	Futures	815.44	816.63	814.73	815.68	491.0
2008-12-24 06:30:00	ES	Futures	815.68	816.39	814.97	814.97	521.0
2008-12-24 07:00:00	ES	Futures	815.21	815.92	813.55	813.55	985.0
2008-12-24 07:30:00	ES	Futures	813.55	814.49	812.12	812.36	2403.0
2008-12-24 08:00:00	ES	Futures	812.36	814.73	812.12	813.78	1970.0
2008-12-24 08:30:00	ES	Futures	813.31	817.58	812.12	817.58	5457.0
2008-12-24 09:00:00	ES	Futures	817.58	818.29	816.87	818.29	4946.0
2008-12-24 09:30:00	ES	Futures	818.05	819.24	815.21	815.21	38247.0
2008-12-24 10:00:00	ES	Futures	815.44	819.24	813.78	818.76	37259.0
2008-12-24 10:30:00	ES	Futures	818.76	820.42	817.1	819.0	27077.0
2008-12-24 11:00:00	ES	Futures	819.0	821.14	818.76	818.76	17941.0
2008-12-24 11:30:00	ES	Futures	818.76	820.9	818.05	820.19	14767.0
2008-12-24 12:00:00	ES	Futures	820.19	820.9	818.76	819.71	11933.0
2008-12-24 12:30:00	ES	Futures	819.48	822.08	818.29	819.48	40056.0
2008-12-24 13:00:00	ES	Futures	819.48	821.14	819.0	820.42	17651.0
2008-12-24 00:30:00	NQ	Futures	1339.9	1341.03	1337.92	1341.03	8.0
2008-12-24 01:00:00	NQ	Futures	1339.05	1340.18	1339.05	1339.61	5.0
2008-12-24 01:30:00	NQ	Futures	1340.18	1340.18	1339.61	1339.61	3.0
2008-12-24 02:00:00	NQ	Futures	1339.9	1341.03	1339.05	1339.05	44.0
2008-12-24 02:30:00	NQ	Futures	1339.33	1341.31	1338.77	1341.31	23.0
2008-12-24 03:00:00	NQ	Futures	1339.61	1339.9	1337.92	1337.92	35.0
2008-12-24 03:30:00	NQ	Futures	1337.92	1339.33	1337.35	1338.2	16.0
2008-12-24 04:00:00	NQ	Futures	1339.05	1340.46	1338.77	1340.46	16.0
2008-12-24 04:30:00	NQ	Futures	1339.05	1340.18	1338.2	1338.48	28.0
2008-12-24 05:00:00	NQ	Futures	1339.33	1340.18	1339.05	1340.18	16.0
2008-12-24 05:30:00	NQ	Futures	1339.9	1340.74	1338.77	1340.18	60.0
2008-12-24 06:00:00	NQ	Futures	1339.9	1343.0	1339.61	1341.59	44.0
2008-12-24 06:30:00	NQ	Futures	1341.59	1341.87	1340.74	1340.74	26.0
2008-12-24 07:00:00	NQ	Futures	1341.31	1341.31	1337.64	1337.64	20.0
2008-12-24 07:30:00	NQ	Futures	1338.48	1339.9	1336.51	1336.51	238.0
2008-12-24 08:00:00	NQ	Futures	1337.92	1338.48	1336.23	1336.79	465.0
2008-12-24 08:30:00	NQ	Futures	1336.79	1342.72	1333.97	1341.87	995.0
2008-12-24 09:00:00	NQ	Futures	1341.31	1343.0	1340.46	1342.72	247.0
2008-12-24 09:30:00	NQ	Futures	1343.0	1343.57	1334.25	1335.1	6644.0
2008-12-24 10:00:00	NQ	Futures	1335.1	1340.74	1332.27	1339.61	4961.0
2008-12-24 10:30:00	NQ	Futures	1339.61	1343.57	1339.05	1339.33	4601.0
2008-12-24 11:00:00	NQ	Futures	1339.61	1341.87	1338.2	1338.48	2993.0
2008-12-24 11:30:00	NQ	Futures	1338.48	1340.46	1336.51	1338.77	4173.0

> showing 50 of 1,149 rows — these rows as CSV

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