PREVIEW / futures_30min / 2008-12-31

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-12-31.parquet
  size:    47 KB
  rows:    1,465

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
2008-12-31 00:00:00	ES	Futures	843.67	843.91	843.67	843.91	415.0
2008-12-31 00:30:00	ES	Futures	843.91	843.91	843.67	843.91	224.0
2008-12-31 01:00:00	ES	Futures	843.67	844.14	843.67	843.91	285.0
2008-12-31 01:30:00	ES	Futures	843.91	843.91	843.43	843.67	359.0
2008-12-31 02:00:00	ES	Futures	843.43	843.67	843.19	843.43	562.0
2008-12-31 02:30:00	ES	Futures	843.43	843.91	843.19	843.67	588.0
2008-12-31 03:00:00	ES	Futures	843.67	843.91	842.48	842.72	2550.0
2008-12-31 03:30:00	ES	Futures	842.72	842.72	841.53	841.77	2171.0
2008-12-31 04:00:00	ES	Futures	842.01	842.25	841.53	842.25	611.0
2008-12-31 04:30:00	ES	Futures	842.01	843.19	841.53	842.48	682.0
2008-12-31 05:00:00	ES	Futures	842.48	844.14	842.25	843.91	933.0
2008-12-31 05:30:00	ES	Futures	844.14	848.41	843.91	846.28	3094.0
2008-12-31 06:00:00	ES	Futures	846.28	848.17	846.04	846.04	1440.0
2008-12-31 06:30:00	ES	Futures	846.28	846.75	845.33	846.28	1001.0
2008-12-31 07:00:00	ES	Futures	846.28	846.75	844.85	845.33	2127.0
2008-12-31 07:30:00	ES	Futures	845.09	846.04	843.67	844.14	3321.0
2008-12-31 08:00:00	ES	Futures	843.91	844.38	842.48	844.14	6194.0
2008-12-31 08:30:00	ES	Futures	844.14	846.75	842.96	845.33	8461.0
2008-12-31 09:00:00	ES	Futures	845.57	845.57	842.48	842.96	9095.0
2008-12-31 09:30:00	ES	Futures	842.96	846.99	841.06	846.04	57724.0
2008-12-31 10:00:00	ES	Futures	846.28	849.6	846.28	849.6	43518.0
2008-12-31 10:30:00	ES	Futures	849.6	850.55	847.23	849.84	44829.0
2008-12-31 11:00:00	ES	Futures	849.84	851.73	848.89	851.73	25938.0
2008-12-31 11:30:00	ES	Futures	851.73	853.39	850.07	851.73	46130.0
2008-12-31 12:00:00	ES	Futures	851.5	852.92	850.31	851.5	24071.0
2008-12-31 12:30:00	ES	Futures	851.5	853.63	851.02	853.16	22424.0
2008-12-31 13:00:00	ES	Futures	853.16	853.87	849.12	849.84	34539.0
2008-12-31 13:30:00	ES	Futures	849.84	854.58	849.36	853.39	24871.0
2008-12-31 14:00:00	ES	Futures	853.63	857.9	853.39	855.76	54104.0
2008-12-31 14:30:00	ES	Futures	856.0	857.43	852.21	856.24	42487.0
2008-12-31 15:00:00	ES	Futures	856.48	858.61	854.34	857.43	70837.0
2008-12-31 15:30:00	ES	Futures	857.66	861.46	852.44	854.1	244504.0
2008-12-31 16:00:00	ES	Futures	854.34	855.76	845.33	846.28	124752.0
2008-12-31 00:00:00	NQ	Futures	1363.05	1363.05	1361.92	1361.92	2.0
2008-12-31 00:30:00	NQ	Futures	1362.2	1362.2	1361.64	1361.64	5.0
2008-12-31 01:00:00	NQ	Futures	1361.64	1361.64	1361.07	1361.07	6.0
2008-12-31 01:30:00	NQ	Futures	1361.64	1361.64	1361.36	1361.36	2.0
2008-12-31 02:00:00	NQ	Futures	1361.07	1361.64	1360.79	1361.64	10.0
2008-12-31 02:30:00	NQ	Futures	1361.64	1362.49	1361.64	1362.49	11.0
2008-12-31 03:00:00	NQ	Futures	1362.49	1363.05	1360.51	1360.79	37.0
2008-12-31 03:30:00	NQ	Futures	1360.23	1360.79	1359.1	1359.1	26.0
2008-12-31 04:00:00	NQ	Futures	1359.95	1360.51	1356.84	1358.82	89.0
2008-12-31 04:30:00	NQ	Futures	1359.38	1359.95	1358.82	1359.95	16.0
2008-12-31 05:00:00	NQ	Futures	1359.95	1362.2	1359.66	1362.2	48.0
2008-12-31 05:30:00	NQ	Futures	1362.2	1366.16	1361.92	1363.9	128.0
2008-12-31 06:00:00	NQ	Futures	1364.18	1365.88	1363.33	1363.33	58.0
2008-12-31 06:30:00	NQ	Futures	1363.62	1364.75	1362.77	1363.62	68.0
2008-12-31 07:00:00	NQ	Futures	1363.62	1364.18	1361.07	1361.36	249.0
2008-12-31 07:30:00	NQ	Futures	1361.36	1362.2	1359.1	1360.23	165.0
2008-12-31 08:00:00	NQ	Futures	1360.51	1362.2	1356.84	1362.2	456.0

> showing 50 of 1,465 rows — these rows as CSV

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