PREVIEW / futures_30min / 2008-10-08

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-08.parquet
  size:    80 KB
  rows:    2,435

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
2008-10-08 00:00:00	ES	Futures	952.28	953.46	949.44	949.44	2153.0
2008-10-08 00:30:00	ES	Futures	949.67	950.38	942.81	944.23	6916.0
2008-10-08 01:00:00	ES	Futures	944.0	944.94	928.85	934.29	10837.0
2008-10-08 01:30:00	ES	Futures	934.53	935.71	927.67	933.82	9196.0
2008-10-08 02:00:00	ES	Futures	933.35	936.9	929.09	935.48	14357.0
2008-10-08 02:30:00	ES	Futures	935.24	937.13	930.51	934.53	12292.0
2008-10-08 03:00:00	ES	Futures	934.53	947.07	933.35	939.26	43740.0
2008-10-08 03:30:00	ES	Futures	939.26	940.92	916.31	917.49	48968.0
2008-10-08 04:00:00	ES	Futures	917.73	924.59	911.57	920.57	56860.0
2008-10-08 04:30:00	ES	Futures	920.57	935.0	919.15	931.22	39337.0
2008-10-08 05:00:00	ES	Futures	931.45	933.35	925.06	926.72	22591.0
2008-10-08 05:30:00	ES	Futures	926.72	929.32	917.25	925.3	24677.0
2008-10-08 06:00:00	ES	Futures	925.3	937.13	923.17	935.48	25189.0
2008-10-08 06:30:00	ES	Futures	935.95	944.71	933.82	937.84	38459.0
2008-10-08 07:00:00	ES	Futures	937.61	989.2	937.61	970.26	222025.0
2008-10-08 07:30:00	ES	Futures	970.26	979.26	965.53	979.26	79573.0
2008-10-08 08:00:00	ES	Futures	979.02	982.1	960.32	964.35	93363.0
2008-10-08 08:30:00	ES	Futures	964.35	967.42	928.14	936.9	203358.0
2008-10-08 09:00:00	ES	Futures	936.9	937.13	915.83	926.25	170780.0
2008-10-08 09:30:00	ES	Futures	926.48	968.84	919.15	961.27	637825.0
2008-10-08 10:00:00	ES	Futures	961.51	971.21	943.05	948.49	450216.0
2008-10-08 10:30:00	ES	Futures	948.73	955.35	930.98	939.97	340699.0
2008-10-08 11:00:00	ES	Futures	940.21	952.04	932.87	944.0	271196.0
2008-10-08 11:30:00	ES	Futures	944.23	945.65	926.25	937.61	251628.0
2008-10-08 12:00:00	ES	Futures	937.37	938.32	922.93	925.54	181353.0
2008-10-08 12:30:00	ES	Futures	925.54	936.66	922.46	931.93	171626.0
2008-10-08 13:00:00	ES	Futures	931.93	954.88	931.69	943.76	278768.0
2008-10-08 13:30:00	ES	Futures	943.76	966.95	940.68	964.35	264463.0
2008-10-08 14:00:00	ES	Futures	964.35	972.39	958.43	964.82	262623.0
2008-10-08 14:30:00	ES	Futures	964.58	968.37	953.93	962.69	189958.0
2008-10-08 15:00:00	ES	Futures	962.69	971.68	953.46	965.29	244117.0
2008-10-08 15:30:00	ES	Futures	965.53	972.16	932.87	935.24	442946.0
2008-10-08 16:00:00	ES	Futures	935.0	937.13	927.67	927.9	129743.0
2008-10-08 16:30:00	ES	Futures	928.85	931.69	919.15	921.51	21671.0
2008-10-08 17:00:00	ES	Futures	921.51	926.01	919.15	923.41	7912.0
2008-10-08 18:00:00	ES	Futures	923.17	924.83	921.51	923.17	6729.0
2008-10-08 18:30:00	ES	Futures	923.17	927.9	922.7	926.96	2487.0
2008-10-08 19:00:00	ES	Futures	927.19	930.74	926.96	929.56	3447.0
2008-10-08 19:30:00	ES	Futures	929.32	929.32	923.64	926.01	3319.0
2008-10-08 20:00:00	ES	Futures	926.25	934.53	926.25	932.16	7363.0
2008-10-08 20:30:00	ES	Futures	932.16	932.87	928.61	928.85	3971.0
2008-10-08 21:00:00	ES	Futures	928.85	928.85	922.22	924.83	4378.0
2008-10-08 21:30:00	ES	Futures	925.06	927.67	924.83	926.96	3645.0
2008-10-08 22:00:00	ES	Futures	926.72	935.24	926.25	935.24	6005.0
2008-10-08 22:30:00	ES	Futures	935.0	936.9	934.06	936.9	5805.0
2008-10-08 23:00:00	ES	Futures	936.66	936.66	934.29	936.66	2450.0
2008-10-08 23:30:00	ES	Futures	936.66	937.61	934.29	937.37	4747.0
2008-10-08 00:00:00	NQ	Futures	1517.53	1518.95	1512.16	1513.29	159.0
2008-10-08 00:30:00	NQ	Futures	1512.44	1513.29	1501.4	1502.82	322.0
2008-10-08 01:00:00	NQ	Futures	1503.1	1505.08	1479.33	1489.52	1024.0

> showing 50 of 2,435 rows — these rows as CSV

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