PREVIEW / futures_30min / 2008-10-06

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-06.parquet
  size:    75 KB
  rows:    2,378

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
2008-10-06 00:00:00	ES	Futures	1033.45	1033.69	1029.9	1031.79	2244.0
2008-10-06 00:30:00	ES	Futures	1031.79	1032.03	1030.85	1031.08	1085.0
2008-10-06 01:00:00	ES	Futures	1031.08	1032.27	1029.9	1030.85	1312.0
2008-10-06 01:30:00	ES	Futures	1031.32	1031.56	1029.9	1030.14	1566.0
2008-10-06 02:00:00	ES	Futures	1030.14	1031.79	1026.11	1027.53	11014.0
2008-10-06 02:30:00	ES	Futures	1027.53	1028.01	1024.46	1026.35	10182.0
2008-10-06 03:00:00	ES	Futures	1026.35	1031.79	1024.93	1030.85	19257.0
2008-10-06 03:30:00	ES	Futures	1030.85	1032.74	1025.17	1030.61	16376.0
2008-10-06 04:00:00	ES	Futures	1030.61	1030.61	1022.33	1024.93	17927.0
2008-10-06 04:30:00	ES	Futures	1024.93	1025.4	1020.43	1020.91	14149.0
2008-10-06 05:00:00	ES	Futures	1021.14	1023.51	1020.2	1021.62	13978.0
2008-10-06 05:30:00	ES	Futures	1021.62	1021.85	1014.75	1017.36	26743.0
2008-10-06 06:00:00	ES	Futures	1017.36	1022.56	1015.23	1022.09	16676.0
2008-10-06 06:30:00	ES	Futures	1021.85	1027.06	1021.62	1023.04	15115.0
2008-10-06 07:00:00	ES	Futures	1023.04	1023.98	1018.78	1022.09	22173.0
2008-10-06 07:30:00	ES	Futures	1022.33	1026.59	1017.83	1024.46	31251.0
2008-10-06 08:00:00	ES	Futures	1024.69	1036.76	1017.12	1024.93	76516.0
2008-10-06 08:30:00	ES	Futures	1025.17	1028.48	1022.8	1024.69	35826.0
2008-10-06 09:00:00	ES	Futures	1024.69	1026.11	1018.3	1019.49	39477.0
2008-10-06 09:30:00	ES	Futures	1019.25	1024.69	1007.89	1011.68	326121.0
2008-10-06 10:00:00	ES	Futures	1011.91	1013.81	996.06	998.19	351317.0
2008-10-06 10:30:00	ES	Futures	997.95	998.66	975.94	992.98	382594.0
2008-10-06 11:00:00	ES	Futures	992.98	1004.34	990.38	998.9	328694.0
2008-10-06 11:30:00	ES	Futures	998.9	999.61	988.01	991.8	208359.0
2008-10-06 12:00:00	ES	Futures	991.56	996.53	987.54	989.67	155451.0
2008-10-06 12:30:00	ES	Futures	989.43	991.33	980.68	982.33	152681.0
2008-10-06 13:00:00	ES	Futures	982.33	990.14	978.55	986.59	206240.0
2008-10-06 13:30:00	ES	Futures	986.36	986.83	975.0	981.62	197090.0
2008-10-06 14:00:00	ES	Futures	981.62	981.86	961.27	964.58	312937.0
2008-10-06 14:30:00	ES	Futures	964.58	970.74	955.12	967.42	329565.0
2008-10-06 15:00:00	ES	Futures	967.19	997.71	961.27	994.17	422224.0
2008-10-06 15:30:00	ES	Futures	994.17	1011.68	983.75	1010.49	475030.0
2008-10-06 16:00:00	ES	Futures	1010.26	1012.15	995.11	997.24	162572.0
2008-10-06 16:30:00	ES	Futures	997.71	999.84	993.22	994.64	17839.0
2008-10-06 17:00:00	ES	Futures	994.64	997.71	993.93	997.0	10758.0
2008-10-06 18:00:00	ES	Futures	997.24	997.71	992.98	993.69	5266.0
2008-10-06 18:30:00	ES	Futures	993.69	997.71	993.69	997.71	3303.0
2008-10-06 19:00:00	ES	Futures	997.71	999.61	997.24	998.42	2882.0
2008-10-06 19:30:00	ES	Futures	998.19	998.9	992.98	994.17	4083.0
2008-10-06 20:00:00	ES	Futures	993.93	997.48	993.22	993.46	1551.0
2008-10-06 20:30:00	ES	Futures	993.22	996.29	992.51	995.82	3087.0
2008-10-06 21:00:00	ES	Futures	996.06	997.0	993.93	997.0	2514.0
2008-10-06 21:30:00	ES	Futures	997.0	1001.5	997.0	1001.03	5201.0
2008-10-06 22:00:00	ES	Futures	1001.03	1001.74	999.37	1001.5	2691.0
2008-10-06 22:30:00	ES	Futures	1001.5	1001.97	1000.55	1001.74	1826.0
2008-10-06 23:00:00	ES	Futures	1001.74	1001.97	1000.55	1001.26	970.0
2008-10-06 23:30:00	ES	Futures	1001.5	1010.26	1001.5	1010.26	10013.0
2008-10-06 00:00:00	NQ	Futures	1648.54	1648.54	1647.41	1648.26	361.0
2008-10-06 00:30:00	NQ	Futures	1648.26	1648.26	1645.71	1645.71	196.0
2008-10-06 01:00:00	NQ	Futures	1645.43	1648.26	1644.3	1646.28	130.0

> showing 50 of 2,378 rows — these rows as CSV

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