PREVIEW / futures_30min / 2008-10-13

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-13.parquet
  size:    74 KB
  rows:    2,312

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
2008-10-13 00:00:00	ES	Futures	875.37	879.39	873.71	877.5	4304.0
2008-10-13 00:30:00	ES	Futures	877.97	881.76	877.5	879.86	5691.0
2008-10-13 01:00:00	ES	Futures	879.63	885.07	879.39	885.07	4994.0
2008-10-13 01:30:00	ES	Futures	884.83	885.78	881.52	885.07	5711.0
2008-10-13 02:00:00	ES	Futures	885.07	887.2	881.76	885.78	12864.0
2008-10-13 02:30:00	ES	Futures	885.78	897.85	885.78	893.35	23114.0
2008-10-13 03:00:00	ES	Futures	893.59	895.25	883.89	891.22	29254.0
2008-10-13 03:30:00	ES	Futures	891.22	895.72	888.86	895.48	16783.0
2008-10-13 04:00:00	ES	Futures	895.72	897.38	892.64	895.48	18678.0
2008-10-13 04:30:00	ES	Futures	895.25	896.43	891.22	892.17	11028.0
2008-10-13 05:00:00	ES	Futures	892.17	892.17	884.12	885.07	19220.0
2008-10-13 05:30:00	ES	Futures	885.07	889.57	884.83	889.09	10814.0
2008-10-13 06:00:00	ES	Futures	889.09	892.64	888.15	890.75	8182.0
2008-10-13 06:30:00	ES	Futures	890.51	891.46	887.91	888.86	9405.0
2008-10-13 07:00:00	ES	Futures	888.86	888.86	881.28	884.12	16210.0
2008-10-13 07:30:00	ES	Futures	884.36	888.38	882.23	883.89	15558.0
2008-10-13 08:00:00	ES	Futures	883.65	886.96	877.5	883.65	33454.0
2008-10-13 08:30:00	ES	Futures	883.65	889.33	882.47	888.15	32091.0
2008-10-13 09:00:00	ES	Futures	888.15	893.83	886.25	892.17	37990.0
2008-10-13 09:30:00	ES	Futures	892.17	899.03	886.49	890.28	350068.0
2008-10-13 10:00:00	ES	Futures	890.28	902.11	884.12	900.45	246301.0
2008-10-13 10:30:00	ES	Futures	900.45	904.95	897.61	900.69	197478.0
2008-10-13 11:00:00	ES	Futures	900.69	905.42	899.27	903.76	158131.0
2008-10-13 11:30:00	ES	Futures	903.76	908.97	903.29	905.42	127884.0
2008-10-13 12:00:00	ES	Futures	905.42	914.89	903.29	913.7	138743.0
2008-10-13 12:30:00	ES	Futures	913.7	917.49	912.76	914.89	129235.0
2008-10-13 13:00:00	ES	Futures	914.89	917.02	914.41	915.83	93536.0
2008-10-13 13:30:00	ES	Futures	915.83	917.25	909.21	909.92	145431.0
2008-10-13 14:00:00	ES	Futures	909.92	911.57	903.53	903.76	147128.0
2008-10-13 14:30:00	ES	Futures	903.76	920.09	902.82	918.91	212275.0
2008-10-13 15:00:00	ES	Futures	918.91	931.93	918.67	929.32	248400.0
2008-10-13 15:30:00	ES	Futures	929.09	960.8	926.96	958.67	498450.0
2008-10-13 16:00:00	ES	Futures	958.9	963.16	954.88	961.98	227812.0
2008-10-13 16:30:00	ES	Futures	957.96	961.74	957.96	960.09	17703.0
2008-10-13 17:00:00	ES	Futures	960.09	960.32	956.54	958.67	10206.0
2008-10-13 18:00:00	ES	Futures	959.61	963.16	958.9	962.45	7736.0
2008-10-13 18:30:00	ES	Futures	962.22	964.58	961.74	963.64	7686.0
2008-10-13 19:00:00	ES	Futures	963.64	975.0	962.93	970.97	19823.0
2008-10-13 19:30:00	ES	Futures	970.74	983.28	970.5	983.04	16971.0
2008-10-13 20:00:00	ES	Futures	983.04	993.93	978.78	990.38	27764.0
2008-10-13 20:30:00	ES	Futures	990.62	990.85	978.31	981.62	17133.0
2008-10-13 21:00:00	ES	Futures	981.86	984.46	981.62	984.46	6368.0
2008-10-13 21:30:00	ES	Futures	984.23	986.12	983.28	986.12	8762.0
2008-10-13 22:00:00	ES	Futures	986.12	986.36	980.2	981.15	6092.0
2008-10-13 22:30:00	ES	Futures	981.15	983.52	980.2	983.52	6103.0
2008-10-13 23:00:00	ES	Futures	983.28	988.72	983.28	987.54	8341.0
2008-10-13 23:30:00	ES	Futures	987.54	987.54	983.28	984.7	4868.0
2008-10-13 00:00:00	NQ	Futures	1492.91	1498.29	1492.91	1496.88	183.0
2008-10-13 00:30:00	NQ	Futures	1496.88	1502.54	1496.03	1499.42	150.0
2008-10-13 01:00:00	NQ	Futures	1500.55	1506.5	1499.42	1505.93	120.0

> showing 50 of 2,312 rows — these rows as CSV

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