PREVIEW / futures_30min / 2008-10-07

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-07.parquet
  size:    76 KB
  rows:    2,441

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
2008-10-07 00:00:00	ES	Futures	1010.26	1010.97	1007.18	1010.73	3715.0
2008-10-07 00:30:00	ES	Futures	1010.73	1012.86	1009.31	1010.97	4330.0
2008-10-07 01:00:00	ES	Futures	1010.97	1012.86	1010.26	1011.91	1821.0
2008-10-07 01:30:00	ES	Futures	1011.91	1012.86	1010.73	1011.44	2146.0
2008-10-07 02:00:00	ES	Futures	1011.44	1012.39	1008.36	1010.26	7022.0
2008-10-07 02:30:00	ES	Futures	1010.26	1014.28	1009.31	1013.33	10091.0
2008-10-07 03:00:00	ES	Futures	1013.1	1018.3	1012.86	1016.17	27196.0
2008-10-07 03:30:00	ES	Futures	1016.17	1017.12	1007.18	1007.65	35318.0
2008-10-07 04:00:00	ES	Futures	1007.65	1009.07	989.67	990.62	43489.0
2008-10-07 04:30:00	ES	Futures	990.62	999.84	990.14	996.06	21173.0
2008-10-07 05:00:00	ES	Futures	995.82	998.66	992.75	996.29	11475.0
2008-10-07 05:30:00	ES	Futures	996.29	997.95	993.93	996.53	7822.0
2008-10-07 06:00:00	ES	Futures	996.53	1008.6	996.53	1006.94	19357.0
2008-10-07 06:30:00	ES	Futures	1006.71	1009.55	1002.68	1009.07	16272.0
2008-10-07 07:00:00	ES	Futures	1009.31	1009.55	1004.81	1005.05	10517.0
2008-10-07 07:30:00	ES	Futures	1005.05	1010.02	1002.92	1009.07	19526.0
2008-10-07 08:00:00	ES	Futures	1009.07	1015.23	992.27	994.64	73563.0
2008-10-07 08:30:00	ES	Futures	994.64	1001.03	988.25	992.75	60050.0
2008-10-07 09:00:00	ES	Futures	992.75	1020.2	992.75	1016.17	218515.0
2008-10-07 09:30:00	ES	Futures	1016.17	1020.43	998.9	1005.29	412851.0
2008-10-07 10:00:00	ES	Futures	1005.52	1011.68	995.59	1010.73	337226.0
2008-10-07 10:30:00	ES	Futures	1010.73	1012.86	1001.74	1004.81	201484.0
2008-10-07 11:00:00	ES	Futures	1004.58	1006.0	993.22	997.24	184886.0
2008-10-07 11:30:00	ES	Futures	997.24	1006.71	996.77	1000.55	162594.0
2008-10-07 12:00:00	ES	Futures	1000.32	1001.03	987.54	990.14	170059.0
2008-10-07 12:30:00	ES	Futures	990.14	992.27	980.2	984.23	178830.0
2008-10-07 13:00:00	ES	Futures	984.23	993.46	972.16	976.65	252568.0
2008-10-07 13:30:00	ES	Futures	976.42	984.23	963.87	964.82	280390.0
2008-10-07 14:00:00	ES	Futures	964.82	983.28	961.74	979.49	335007.0
2008-10-07 14:30:00	ES	Futures	979.73	986.83	969.32	970.97	214004.0
2008-10-07 15:00:00	ES	Futures	970.97	972.63	956.77	964.11	266948.0
2008-10-07 15:30:00	ES	Futures	964.35	968.13	946.13	947.31	449677.0
2008-10-07 16:00:00	ES	Futures	947.55	952.99	946.84	951.57	177141.0
2008-10-07 16:30:00	ES	Futures	950.38	955.59	949.2	951.57	18752.0
2008-10-07 17:00:00	ES	Futures	951.57	952.99	948.97	952.51	8706.0
2008-10-07 18:00:00	ES	Futures	951.33	955.59	950.62	953.7	5595.0
2008-10-07 18:30:00	ES	Futures	953.93	954.17	952.28	953.22	2086.0
2008-10-07 19:00:00	ES	Futures	953.22	953.22	949.44	949.67	3271.0
2008-10-07 19:30:00	ES	Futures	949.67	949.67	944.71	946.36	6892.0
2008-10-07 20:00:00	ES	Futures	946.36	952.28	946.13	951.8	5676.0
2008-10-07 20:30:00	ES	Futures	952.04	953.93	949.91	952.28	3362.0
2008-10-07 21:00:00	ES	Futures	952.28	952.51	950.38	950.62	1582.0
2008-10-07 21:30:00	ES	Futures	950.38	954.41	949.2	953.22	3526.0
2008-10-07 22:00:00	ES	Futures	953.22	955.59	952.51	954.88	2612.0
2008-10-07 22:30:00	ES	Futures	954.88	956.54	953.46	953.7	2923.0
2008-10-07 23:00:00	ES	Futures	953.7	955.59	952.51	954.17	1807.0
2008-10-07 23:30:00	ES	Futures	954.41	954.88	950.86	952.28	2267.0
2008-10-07 00:00:00	NQ	Futures	1612.89	1614.02	1612.33	1612.89	242.0
2008-10-07 00:30:00	NQ	Futures	1613.17	1614.31	1611.19	1612.33	296.0
2008-10-07 01:00:00	NQ	Futures	1612.04	1614.31	1611.19	1614.31	77.0

> showing 50 of 2,441 rows — these rows as CSV

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