PREVIEW / futures_30min / 2008-10-16

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-16.parquet
  size:    75 KB
  rows:    2,398

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
2008-10-16 00:00:00	ES	Futures	850.05	850.28	846.26	847.92	4191.0
2008-10-16 00:30:00	ES	Futures	847.92	847.92	843.66	843.66	3226.0
2008-10-16 01:00:00	ES	Futures	843.66	844.37	837.74	841.05	5337.0
2008-10-16 01:30:00	ES	Futures	841.05	841.05	833.01	834.66	5762.0
2008-10-16 02:00:00	ES	Futures	834.43	846.73	833.95	842.95	14012.0
2008-10-16 02:30:00	ES	Futures	842.71	847.21	838.69	844.84	10428.0
2008-10-16 03:00:00	ES	Futures	845.08	859.75	843.89	858.33	31527.0
2008-10-16 03:30:00	ES	Futures	858.33	864.95	856.2	864.95	34234.0
2008-10-16 04:00:00	ES	Futures	864.95	868.03	859.51	860.46	25656.0
2008-10-16 04:30:00	ES	Futures	860.46	870.4	860.46	868.74	21548.0
2008-10-16 05:00:00	ES	Futures	868.74	868.74	862.82	862.82	10139.0
2008-10-16 05:30:00	ES	Futures	862.59	862.82	847.92	853.6	16305.0
2008-10-16 06:00:00	ES	Futures	853.36	868.98	850.05	866.85	20201.0
2008-10-16 06:30:00	ES	Futures	867.32	869.21	860.46	868.98	13862.0
2008-10-16 07:00:00	ES	Futures	868.74	869.69	862.82	866.85	15658.0
2008-10-16 07:30:00	ES	Futures	866.85	868.98	853.83	856.91	26042.0
2008-10-16 08:00:00	ES	Futures	856.91	864.72	856.91	858.09	24509.0
2008-10-16 08:30:00	ES	Futures	858.33	881.76	858.33	875.84	107097.0
2008-10-16 09:00:00	ES	Futures	876.08	878.68	862.35	866.14	73031.0
2008-10-16 09:30:00	ES	Futures	866.37	877.5	850.99	869.21	492256.0
2008-10-16 10:00:00	ES	Futures	869.21	869.92	840.34	843.66	453946.0
2008-10-16 10:30:00	ES	Futures	843.89	846.73	831.11	832.06	358322.0
2008-10-16 11:00:00	ES	Futures	832.06	834.43	819.04	827.8	382902.0
2008-10-16 11:30:00	ES	Futures	827.8	850.99	827.56	845.08	313728.0
2008-10-16 12:00:00	ES	Futures	845.31	872.76	838.21	857.62	365923.0
2008-10-16 12:30:00	ES	Futures	857.85	864.01	847.44	849.34	239099.0
2008-10-16 13:00:00	ES	Futures	849.34	860.93	846.73	852.89	194083.0
2008-10-16 13:30:00	ES	Futures	853.12	865.19	843.66	859.75	216377.0
2008-10-16 14:00:00	ES	Futures	859.75	861.88	845.08	849.81	201845.0
2008-10-16 14:30:00	ES	Futures	849.81	868.98	846.73	863.3	255227.0
2008-10-16 15:00:00	ES	Futures	863.06	887.67	859.98	882.47	373324.0
2008-10-16 15:30:00	ES	Futures	882.47	899.27	873.24	895.72	501098.0
2008-10-16 16:00:00	ES	Futures	895.96	896.9	889.8	890.28	146130.0
2008-10-16 16:30:00	ES	Futures	890.75	891.46	890.04	890.28	12463.0
2008-10-16 17:00:00	ES	Futures	890.28	893.35	890.28	893.12	6515.0
2008-10-16 18:00:00	ES	Futures	893.12	895.72	893.12	894.3	6384.0
2008-10-16 18:30:00	ES	Futures	894.06	896.19	894.06	894.77	3095.0
2008-10-16 19:00:00	ES	Futures	894.77	895.96	894.06	894.54	1628.0
2008-10-16 19:30:00	ES	Futures	894.54	895.25	891.93	892.88	2935.0
2008-10-16 20:00:00	ES	Futures	892.64	897.85	892.64	897.61	6035.0
2008-10-16 20:30:00	ES	Futures	897.85	898.09	893.83	895.96	4036.0
2008-10-16 21:00:00	ES	Futures	896.19	896.9	893.35	893.59	2308.0
2008-10-16 21:30:00	ES	Futures	893.59	896.43	891.46	896.19	4932.0
2008-10-16 22:00:00	ES	Futures	896.19	898.8	895.25	897.85	5541.0
2008-10-16 22:30:00	ES	Futures	898.09	898.09	895.96	895.96	1498.0
2008-10-16 23:00:00	ES	Futures	895.96	896.67	894.54	896.43	1466.0
2008-10-16 23:30:00	ES	Futures	896.19	897.38	895.01	897.38	1101.0
2008-10-16 00:00:00	NQ	Futures	1386.52	1386.52	1377.75	1383.12	157.0
2008-10-16 00:30:00	NQ	Futures	1381.71	1381.71	1377.18	1377.18	115.0
2008-10-16 01:00:00	NQ	Futures	1376.9	1378.03	1368.69	1372.94	253.0

> showing 50 of 2,398 rows — these rows as CSV

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