PREVIEW / futures_30min / 2008-10-10

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-10.parquet
  size:    63 KB
  rows:    1,929

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
2008-10-10 00:00:00	ES	Futures	836.08	841.05	835.14	840.82	3457.0
2008-10-10 00:30:00	ES	Futures	841.05	842.24	839.63	840.58	4262.0
2008-10-10 01:00:00	ES	Futures	840.58	848.15	839.63	845.31	8417.0
2008-10-10 01:30:00	ES	Futures	845.55	848.63	841.05	844.37	8595.0
2008-10-10 02:00:00	ES	Futures	844.37	849.1	833.48	834.43	21087.0
2008-10-10 02:30:00	ES	Futures	834.43	843.66	833.01	838.92	17086.0
2008-10-10 03:00:00	ES	Futures	838.92	842.71	828.27	842.47	47808.0
2008-10-10 03:30:00	ES	Futures	842.71	850.52	837.5	842.0	34900.0
2008-10-10 04:00:00	ES	Futures	842.0	854.54	840.58	843.89	30981.0
2008-10-10 04:30:00	ES	Futures	844.13	851.23	842.47	847.21	18488.0
2008-10-10 05:00:00	ES	Futures	847.21	850.76	834.19	836.79	21260.0
2008-10-10 05:30:00	ES	Futures	836.56	839.4	827.56	829.69	26602.0
2008-10-10 06:00:00	ES	Futures	829.93	837.27	829.46	833.24	18761.0
2008-10-10 06:30:00	ES	Futures	834.19	845.08	830.17	843.89	35420.0
2008-10-10 07:00:00	ES	Futures	843.89	847.68	838.69	843.89	31963.0
2008-10-10 07:30:00	ES	Futures	843.89	845.55	831.59	834.19	33745.0
2008-10-10 08:00:00	ES	Futures	834.19	850.76	833.72	845.55	58901.0
2008-10-10 08:30:00	ES	Futures	845.55	849.1	817.39	822.59	81535.0
2008-10-10 09:00:00	ES	Futures	822.59	829.46	816.44	824.01	92622.0
2008-10-10 09:30:00	ES	Futures	824.01	850.99	792.3	838.69	825267.0
2008-10-10 10:00:00	ES	Futures	838.69	872.76	835.37	850.05	546372.0
2008-10-10 10:30:00	ES	Futures	850.05	852.18	825.2	833.72	376049.0
2008-10-10 11:00:00	ES	Futures	833.72	841.53	819.28	820.7	295336.0
2008-10-10 11:30:00	ES	Futures	820.7	827.09	806.03	813.6	307517.0
2008-10-10 12:00:00	ES	Futures	813.84	833.48	812.18	825.43	266824.0
2008-10-10 12:30:00	ES	Futures	825.43	836.79	817.86	828.27	196932.0
2008-10-10 13:00:00	ES	Futures	828.51	828.75	814.07	822.12	181479.0
2008-10-10 13:30:00	ES	Futures	822.12	823.3	796.56	807.69	283637.0
2008-10-10 14:00:00	ES	Futures	807.45	827.8	800.59	806.03	301298.0
2008-10-10 14:30:00	ES	Futures	806.03	817.62	799.4	807.69	226243.0
2008-10-10 15:00:00	ES	Futures	807.69	864.72	805.56	861.4	503434.0
2008-10-10 15:30:00	ES	Futures	861.4	892.64	846.5	858.8	662921.0
2008-10-10 16:00:00	ES	Futures	858.8	860.69	837.74	841.29	156547.0
2008-10-10 00:00:00	NQ	Futures	1405.2	1414.25	1404.06	1411.7	465.0
2008-10-10 00:30:00	NQ	Futures	1412.84	1417.93	1411.7	1416.51	463.0
2008-10-10 01:00:00	NQ	Futures	1416.8	1426.7	1413.68	1423.31	391.0
2008-10-10 01:30:00	NQ	Futures	1422.74	1426.14	1415.1	1415.1	480.0
2008-10-10 02:00:00	NQ	Futures	1416.8	1424.44	1397.84	1397.84	991.0
2008-10-10 02:30:00	NQ	Futures	1399.82	1414.53	1396.42	1405.76	1201.0
2008-10-10 03:00:00	NQ	Futures	1406.33	1418.5	1392.75	1413.68	2833.0
2008-10-10 03:30:00	NQ	Futures	1413.68	1428.4	1409.72	1419.34	3153.0
2008-10-10 04:00:00	NQ	Futures	1419.91	1439.43	1414.82	1420.48	2080.0
2008-10-10 04:30:00	NQ	Futures	1420.19	1430.1	1416.8	1421.32	1421.0
2008-10-10 05:00:00	NQ	Futures	1420.76	1426.42	1398.12	1405.76	830.0
2008-10-10 05:30:00	NQ	Futures	1406.61	1413.68	1397.27	1404.91	2105.0
2008-10-10 06:00:00	NQ	Futures	1405.2	1417.93	1402.93	1411.42	890.0
2008-10-10 06:30:00	NQ	Futures	1408.31	1428.12	1406.04	1427.55	2186.0
2008-10-10 07:00:00	NQ	Futures	1425.85	1435.76	1420.19	1428.68	2791.0
2008-10-10 07:30:00	NQ	Futures	1429.25	1431.51	1406.89	1407.74	3611.0
2008-10-10 08:00:00	NQ	Futures	1408.03	1429.25	1407.18	1423.31	5260.0

> showing 50 of 1,929 rows — these rows as CSV

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