PREVIEW / futures_30min / 2008-12-30

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-30.parquet
  size:    61 KB
  rows:    2,089

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
2008-12-30 00:00:00	ES	Futures	830.62	831.1	829.44	829.91	363.0
2008-12-30 00:30:00	ES	Futures	829.67	830.15	828.96	829.44	559.0
2008-12-30 01:00:00	ES	Futures	829.44	830.15	828.49	828.73	485.0
2008-12-30 01:30:00	ES	Futures	828.73	829.67	828.49	828.73	588.0
2008-12-30 02:00:00	ES	Futures	828.73	829.2	828.25	828.49	1014.0
2008-12-30 02:30:00	ES	Futures	828.49	829.67	828.49	828.96	373.0
2008-12-30 03:00:00	ES	Futures	828.73	832.52	828.25	831.33	4010.0
2008-12-30 03:30:00	ES	Futures	831.1	832.52	830.62	832.05	2239.0
2008-12-30 04:00:00	ES	Futures	831.81	833.47	831.81	833.47	2518.0
2008-12-30 04:30:00	ES	Futures	833.23	833.71	832.28	832.28	1522.0
2008-12-30 05:00:00	ES	Futures	832.52	833.47	832.28	832.76	1621.0
2008-12-30 05:30:00	ES	Futures	832.76	833.23	831.81	831.81	2531.0
2008-12-30 06:00:00	ES	Futures	832.05	832.05	828.96	830.15	4141.0
2008-12-30 06:30:00	ES	Futures	830.39	830.39	827.78	829.2	3260.0
2008-12-30 07:00:00	ES	Futures	829.2	831.1	828.96	829.91	3765.0
2008-12-30 07:30:00	ES	Futures	829.91	830.62	828.49	830.15	3491.0
2008-12-30 08:00:00	ES	Futures	829.91	831.57	829.67	831.1	6315.0
2008-12-30 08:30:00	ES	Futures	831.1	831.1	829.2	829.44	5655.0
2008-12-30 09:00:00	ES	Futures	829.67	830.15	827.07	827.78	11409.0
2008-12-30 09:30:00	ES	Futures	827.78	829.2	825.64	825.88	58538.0
2008-12-30 10:00:00	ES	Futures	825.64	831.1	824.22	830.86	54899.0
2008-12-30 10:30:00	ES	Futures	830.86	832.28	829.44	829.67	36766.0
2008-12-30 11:00:00	ES	Futures	829.67	832.99	828.73	832.76	37165.0
2008-12-30 11:30:00	ES	Futures	832.99	837.5	832.76	836.55	66075.0
2008-12-30 12:00:00	ES	Futures	836.32	837.5	834.42	835.37	36446.0
2008-12-30 12:30:00	ES	Futures	835.6	836.08	831.57	834.66	53563.0
2008-12-30 13:00:00	ES	Futures	834.66	835.13	830.62	832.99	26930.0
2008-12-30 13:30:00	ES	Futures	832.99	834.89	830.86	831.57	24300.0
2008-12-30 14:00:00	ES	Futures	831.81	835.13	830.15	834.89	33578.0
2008-12-30 14:30:00	ES	Futures	834.89	835.6	832.52	832.76	32839.0
2008-12-30 15:00:00	ES	Futures	832.76	834.66	830.62	834.18	39588.0
2008-12-30 15:30:00	ES	Futures	834.18	842.72	833.71	841.06	144934.0
2008-12-30 16:00:00	ES	Futures	841.06	843.43	840.58	842.72	55527.0
2008-12-30 16:30:00	ES	Futures	842.48	844.14	842.25	843.43	5238.0
2008-12-30 17:00:00	ES	Futures	843.43	844.62	843.43	844.14	803.0
2008-12-30 18:00:00	ES	Futures	844.14	846.28	844.14	845.8	2033.0
2008-12-30 18:30:00	ES	Futures	845.8	846.75	845.33	845.57	713.0
2008-12-30 19:00:00	ES	Futures	845.57	846.04	845.33	845.57	456.0
2008-12-30 19:30:00	ES	Futures	845.8	846.28	845.33	845.57	429.0
2008-12-30 20:00:00	ES	Futures	845.57	845.57	844.62	844.62	991.0
2008-12-30 20:30:00	ES	Futures	844.85	845.09	844.14	844.14	823.0
2008-12-30 21:00:00	ES	Futures	844.14	844.85	844.14	844.85	408.0
2008-12-30 21:30:00	ES	Futures	844.85	845.09	844.62	844.85	267.0
2008-12-30 22:00:00	ES	Futures	844.85	845.09	844.38	844.85	324.0
2008-12-30 22:30:00	ES	Futures	844.85	844.85	844.62	844.85	90.0
2008-12-30 23:00:00	ES	Futures	844.85	844.85	844.14	844.38	220.0
2008-12-30 23:30:00	ES	Futures	844.14	844.38	843.67	843.91	306.0
2008-12-30 00:00:00	NQ	Futures	1333.68	1333.68	1333.68	1333.68	1.0
2008-12-30 00:30:00	NQ	Futures	1335.38	1335.38	1333.97	1333.97	4.0
2008-12-30 01:00:00	NQ	Futures	1333.97	1334.53	1333.12	1333.12	24.0

> showing 50 of 2,089 rows — these rows as CSV

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