PREVIEW / futures_30min / 2008-12-29

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-29.parquet
  size:    67 KB
  rows:    2,249

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
2008-12-29 00:00:00	ES	Futures	818.76	821.14	818.76	819.95	508.0
2008-12-29 00:30:00	ES	Futures	820.19	821.61	819.95	821.14	478.0
2008-12-29 01:00:00	ES	Futures	821.14	821.37	820.42	820.42	329.0
2008-12-29 01:30:00	ES	Futures	820.9	821.37	820.42	821.37	275.0
2008-12-29 02:00:00	ES	Futures	821.37	822.08	818.76	819.71	1018.0
2008-12-29 02:30:00	ES	Futures	819.71	823.74	819.71	822.8	1610.0
2008-12-29 03:00:00	ES	Futures	822.8	823.98	821.85	823.51	3068.0
2008-12-29 03:30:00	ES	Futures	823.27	826.83	822.8	826.12	3057.0
2008-12-29 04:00:00	ES	Futures	826.12	827.3	825.17	826.35	2506.0
2008-12-29 04:30:00	ES	Futures	826.35	827.54	825.88	826.12	2097.0
2008-12-29 05:00:00	ES	Futures	826.12	828.49	825.64	826.35	3041.0
2008-12-29 05:30:00	ES	Futures	826.35	828.01	826.12	827.3	1299.0
2008-12-29 06:00:00	ES	Futures	827.3	828.25	826.83	827.78	1625.0
2008-12-29 06:30:00	ES	Futures	827.78	828.73	826.35	826.35	2054.0
2008-12-29 07:00:00	ES	Futures	826.35	828.01	826.35	826.83	1344.0
2008-12-29 07:30:00	ES	Futures	827.07	827.3	824.93	825.88	3352.0
2008-12-29 08:00:00	ES	Futures	826.12	826.35	823.98	825.4	6895.0
2008-12-29 08:30:00	ES	Futures	825.64	825.88	823.98	824.22	5087.0
2008-12-29 09:00:00	ES	Futures	824.22	825.88	823.74	825.4	6254.0
2008-12-29 09:30:00	ES	Futures	825.17	826.35	821.61	822.8	42743.0
2008-12-29 10:00:00	ES	Futures	822.56	822.8	816.39	817.34	55386.0
2008-12-29 10:30:00	ES	Futures	817.1	817.82	814.73	814.73	48070.0
2008-12-29 11:00:00	ES	Futures	814.97	815.44	813.31	814.49	40960.0
2008-12-29 11:30:00	ES	Futures	814.26	816.15	814.02	815.68	28468.0
2008-12-29 12:00:00	ES	Futures	815.68	817.1	814.49	814.97	20156.0
2008-12-29 12:30:00	ES	Futures	814.73	814.97	810.94	810.94	25948.0
2008-12-29 13:00:00	ES	Futures	811.17	811.89	809.51	809.75	31043.0
2008-12-29 13:30:00	ES	Futures	809.75	814.73	809.51	814.26	29674.0
2008-12-29 14:00:00	ES	Futures	814.49	815.21	811.41	814.49	26805.0
2008-12-29 14:30:00	ES	Futures	814.49	816.39	812.6	815.68	26454.0
2008-12-29 15:00:00	ES	Futures	815.44	819.71	815.44	817.34	52523.0
2008-12-29 15:30:00	ES	Futures	817.34	822.56	814.49	821.85	83558.0
2008-12-29 16:00:00	ES	Futures	821.85	826.83	821.61	826.12	47077.0
2008-12-29 16:30:00	ES	Futures	825.64	826.35	824.93	825.88	3144.0
2008-12-29 17:00:00	ES	Futures	826.12	826.35	825.64	825.88	496.0
2008-12-29 18:00:00	ES	Futures	825.88	826.59	825.17	826.35	1088.0
2008-12-29 18:30:00	ES	Futures	826.35	826.59	825.17	825.4	531.0
2008-12-29 19:00:00	ES	Futures	825.4	827.78	825.17	827.78	895.0
2008-12-29 19:30:00	ES	Futures	827.78	828.25	826.35	826.35	1298.0
2008-12-29 20:00:00	ES	Futures	826.59	828.73	826.35	828.73	1219.0
2008-12-29 20:30:00	ES	Futures	828.96	829.44	828.01	828.49	1262.0
2008-12-29 21:00:00	ES	Futures	828.49	829.2	828.25	828.73	1579.0
2008-12-29 21:30:00	ES	Futures	828.96	829.67	828.73	829.2	736.0
2008-12-29 22:00:00	ES	Futures	829.2	831.1	829.2	830.39	2050.0
2008-12-29 22:30:00	ES	Futures	830.39	834.42	829.67	832.76	3066.0
2008-12-29 23:00:00	ES	Futures	832.52	833.47	831.33	832.28	1414.0
2008-12-29 23:30:00	ES	Futures	832.52	832.52	829.91	830.62	882.0
2008-12-29 00:00:00	NQ	Futures	1333.68	1334.81	1333.68	1334.81	10.0
2008-12-29 00:30:00	NQ	Futures	1334.25	1335.66	1333.97	1334.53	22.0
2008-12-29 01:00:00	NQ	Futures	1334.81	1336.23	1334.81	1335.1	10.0

> showing 50 of 2,249 rows — these rows as CSV

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