PREVIEW / futures_30min / 2008-10-15

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-15.parquet
  size:    76 KB
  rows:    2,395

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
2008-10-15 00:00:00	ES	Futures	941.87	945.89	940.92	944.23	1929.0
2008-10-15 00:30:00	ES	Futures	944.23	947.31	943.29	946.84	3105.0
2008-10-15 01:00:00	ES	Futures	947.07	948.97	944.71	948.97	3290.0
2008-10-15 01:30:00	ES	Futures	948.97	954.64	948.97	952.99	3592.0
2008-10-15 02:00:00	ES	Futures	952.99	953.22	946.84	947.07	5747.0
2008-10-15 02:30:00	ES	Futures	947.07	953.93	946.36	951.57	5819.0
2008-10-15 03:00:00	ES	Futures	951.57	951.8	943.29	946.84	13723.0
2008-10-15 03:30:00	ES	Futures	947.07	949.2	939.03	939.97	13122.0
2008-10-15 04:00:00	ES	Futures	940.21	944.0	938.32	940.68	11236.0
2008-10-15 04:30:00	ES	Futures	940.92	943.29	932.4	935.95	11953.0
2008-10-15 05:00:00	ES	Futures	935.48	939.74	934.06	935.48	9581.0
2008-10-15 05:30:00	ES	Futures	935.48	936.19	931.93	936.19	11832.0
2008-10-15 06:00:00	ES	Futures	936.19	942.58	935.48	938.79	13779.0
2008-10-15 06:30:00	ES	Futures	938.79	949.2	938.55	945.18	18523.0
2008-10-15 07:00:00	ES	Futures	945.18	946.6	937.13	940.45	18927.0
2008-10-15 07:30:00	ES	Futures	940.68	942.1	932.4	932.64	22009.0
2008-10-15 08:00:00	ES	Futures	932.64	937.13	924.83	927.9	36699.0
2008-10-15 08:30:00	ES	Futures	927.9	928.38	919.62	924.59	64460.0
2008-10-15 09:00:00	ES	Futures	924.59	929.56	922.93	926.25	37813.0
2008-10-15 09:30:00	ES	Futures	926.48	929.32	914.41	920.8	353000.0
2008-10-15 10:00:00	ES	Futures	920.8	921.04	909.92	912.99	269145.0
2008-10-15 10:30:00	ES	Futures	912.76	919.38	901.4	902.35	257682.0
2008-10-15 11:00:00	ES	Futures	902.35	908.26	899.74	903.76	224746.0
2008-10-15 11:30:00	ES	Futures	903.53	909.21	902.11	906.6	174559.0
2008-10-15 12:00:00	ES	Futures	906.37	910.15	896.9	899.51	178056.0
2008-10-15 12:30:00	ES	Futures	899.51	910.63	899.51	906.6	126606.0
2008-10-15 13:00:00	ES	Futures	906.6	906.6	891.93	894.77	174091.0
2008-10-15 13:30:00	ES	Futures	894.77	895.96	881.99	883.89	228761.0
2008-10-15 14:00:00	ES	Futures	883.89	887.44	876.79	886.73	247701.0
2008-10-15 14:30:00	ES	Futures	886.73	894.54	882.23	886.49	214665.0
2008-10-15 15:00:00	ES	Futures	886.25	898.32	881.52	885.07	263301.0
2008-10-15 15:30:00	ES	Futures	885.31	886.49	857.38	859.75	502488.0
2008-10-15 16:00:00	ES	Futures	859.98	861.88	849.34	855.49	231608.0
2008-10-15 16:30:00	ES	Futures	855.25	856.67	850.52	852.41	20011.0
2008-10-15 17:00:00	ES	Futures	852.18	853.12	841.29	841.76	15027.0
2008-10-15 17:30:00	ES	Futures	842.0	842.0	842.0	842.0	1.0
2008-10-15 18:00:00	ES	Futures	841.76	848.39	837.03	839.16	12227.0
2008-10-15 18:30:00	ES	Futures	839.16	846.26	839.16	844.6	4967.0
2008-10-15 19:00:00	ES	Futures	844.6	846.02	842.95	844.84	2360.0
2008-10-15 19:30:00	ES	Futures	844.84	845.31	841.29	843.18	4582.0
2008-10-15 20:00:00	ES	Futures	843.42	847.68	841.53	844.13	5715.0
2008-10-15 20:30:00	ES	Futures	844.37	850.28	841.05	849.57	8044.0
2008-10-15 21:00:00	ES	Futures	849.81	850.52	841.53	842.24	5191.0
2008-10-15 21:30:00	ES	Futures	842.47	844.84	841.29	841.76	4221.0
2008-10-15 22:00:00	ES	Futures	841.53	850.28	841.53	848.39	6861.0
2008-10-15 22:30:00	ES	Futures	848.39	850.76	847.68	850.05	3794.0
2008-10-15 23:00:00	ES	Futures	850.05	851.47	848.15	848.63	3765.0
2008-10-15 23:30:00	ES	Futures	848.63	850.99	846.97	849.81	3806.0
2008-10-15 00:00:00	NQ	Futures	1552.9	1556.58	1552.9	1555.73	118.0
2008-10-15 00:30:00	NQ	Futures	1556.02	1560.54	1553.47	1558.28	145.0

> showing 50 of 2,395 rows — these rows as CSV

> unlock the full archive -- $79 one-time