PREVIEW / futures_30min / 2008-10-09

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-09.parquet
  size:    77 KB
  rows:    2,443

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
2008-10-09 00:00:00	ES	Futures	937.61	939.03	935.71	935.95	5456.0
2008-10-09 00:30:00	ES	Futures	935.95	936.42	934.29	935.24	1688.0
2008-10-09 01:00:00	ES	Futures	935.24	935.71	933.35	933.58	3358.0
2008-10-09 01:30:00	ES	Futures	933.58	939.97	933.35	939.26	3958.0
2008-10-09 02:00:00	ES	Futures	939.5	945.65	934.77	945.18	13826.0
2008-10-09 02:30:00	ES	Futures	945.18	945.42	943.05	945.42	10471.0
2008-10-09 03:00:00	ES	Futures	945.42	945.65	939.03	943.76	16620.0
2008-10-09 03:30:00	ES	Futures	944.23	954.41	944.0	952.99	24770.0
2008-10-09 04:00:00	ES	Futures	952.75	955.12	950.62	952.99	15706.0
2008-10-09 04:30:00	ES	Futures	952.75	955.59	949.91	954.88	11348.0
2008-10-09 05:00:00	ES	Futures	954.88	955.59	946.6	948.97	12032.0
2008-10-09 05:30:00	ES	Futures	949.2	951.8	943.05	947.07	14499.0
2008-10-09 06:00:00	ES	Futures	947.07	950.15	942.58	944.23	17662.0
2008-10-09 06:30:00	ES	Futures	944.47	946.13	941.39	945.89	16871.0
2008-10-09 07:00:00	ES	Futures	945.89	947.31	941.16	945.65	14795.0
2008-10-09 07:30:00	ES	Futures	945.42	950.86	939.03	939.5	30706.0
2008-10-09 08:00:00	ES	Futures	939.5	944.71	935.0	940.68	38502.0
2008-10-09 08:30:00	ES	Futures	940.68	948.97	939.74	946.84	49778.0
2008-10-09 09:00:00	ES	Futures	946.6	948.26	943.52	947.31	30751.0
2008-10-09 09:30:00	ES	Futures	947.55	956.06	940.21	941.87	334862.0
2008-10-09 10:00:00	ES	Futures	941.63	946.13	930.03	930.03	277700.0
2008-10-09 10:30:00	ES	Futures	930.27	937.61	922.22	924.12	288555.0
2008-10-09 11:00:00	ES	Futures	923.88	930.98	912.05	925.06	315855.0
2008-10-09 11:30:00	ES	Futures	925.06	938.55	922.22	926.01	260190.0
2008-10-09 12:00:00	ES	Futures	926.25	933.58	922.93	928.38	117172.0
2008-10-09 12:30:00	ES	Futures	928.14	929.56	918.67	923.17	121868.0
2008-10-09 13:00:00	ES	Futures	923.17	934.77	922.22	930.03	137630.0
2008-10-09 13:30:00	ES	Futures	930.03	935.0	921.04	924.83	166393.0
2008-10-09 14:00:00	ES	Futures	924.59	928.38	914.89	917.49	151413.0
2008-10-09 14:30:00	ES	Futures	917.49	921.04	908.26	909.68	211208.0
2008-10-09 15:00:00	ES	Futures	909.68	910.15	889.09	890.75	428318.0
2008-10-09 15:30:00	ES	Futures	890.75	894.54	863.3	871.58	692263.0
2008-10-09 16:00:00	ES	Futures	871.34	876.08	857.14	864.01	242374.0
2008-10-09 16:30:00	ES	Futures	864.72	868.03	856.91	861.88	27241.0
2008-10-09 17:00:00	ES	Futures	862.11	868.74	861.64	867.79	12101.0
2008-10-09 17:30:00	ES	Futures	867.79	867.79	867.79	867.79	3.0
2008-10-09 18:00:00	ES	Futures	866.37	868.03	859.04	861.64	9350.0
2008-10-09 18:30:00	ES	Futures	861.64	865.9	859.04	864.24	6161.0
2008-10-09 19:00:00	ES	Futures	864.48	866.37	861.64	862.35	4010.0
2008-10-09 19:30:00	ES	Futures	862.59	864.01	860.22	860.46	3449.0
2008-10-09 20:00:00	ES	Futures	860.69	862.82	833.95	843.66	22514.0
2008-10-09 20:30:00	ES	Futures	843.66	846.73	839.4	840.11	15192.0
2008-10-09 21:00:00	ES	Futures	840.34	851.23	838.21	847.92	11119.0
2008-10-09 21:30:00	ES	Futures	847.68	848.63	842.71	842.71	6853.0
2008-10-09 22:00:00	ES	Futures	842.95	843.42	826.38	829.46	20174.0
2008-10-09 22:30:00	ES	Futures	829.69	837.5	829.22	833.95	13069.0
2008-10-09 23:00:00	ES	Futures	833.95	841.29	833.24	834.66	9419.0
2008-10-09 23:30:00	ES	Futures	834.9	839.4	834.43	835.61	5161.0
2008-10-09 00:00:00	NQ	Futures	1509.89	1512.44	1507.91	1510.74	346.0
2008-10-09 00:30:00	NQ	Futures	1510.74	1513.85	1510.18	1511.31	184.0

> showing 50 of 2,443 rows — these rows as CSV

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