PREVIEW / futures_30min / 2008-10-17

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-17.parquet
  size:    62 KB
  rows:    1,916

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
2008-10-17 00:00:00	ES	Futures	896.9	898.8	896.67	898.32	1321.0
2008-10-17 00:30:00	ES	Futures	898.56	899.27	897.61	899.03	2312.0
2008-10-17 01:00:00	ES	Futures	899.03	904.0	898.56	900.93	4191.0
2008-10-17 01:30:00	ES	Futures	900.93	901.64	899.51	900.45	1799.0
2008-10-17 02:00:00	ES	Futures	900.22	900.22	892.41	897.61	9756.0
2008-10-17 02:30:00	ES	Futures	897.61	898.56	892.17	894.77	7339.0
2008-10-17 03:00:00	ES	Futures	894.77	895.01	883.18	883.65	25116.0
2008-10-17 03:30:00	ES	Futures	883.65	886.25	876.79	877.02	17090.0
2008-10-17 04:00:00	ES	Futures	877.02	880.57	869.21	877.26	17598.0
2008-10-17 04:30:00	ES	Futures	877.26	880.81	871.82	871.82	15892.0
2008-10-17 05:00:00	ES	Futures	871.82	876.55	866.61	870.87	15835.0
2008-10-17 05:30:00	ES	Futures	870.87	873.0	859.51	862.35	27376.0
2008-10-17 06:00:00	ES	Futures	862.59	874.89	862.11	865.66	20338.0
2008-10-17 06:30:00	ES	Futures	865.66	878.92	865.66	875.37	18014.0
2008-10-17 07:00:00	ES	Futures	875.13	881.05	873.47	880.57	22771.0
2008-10-17 07:30:00	ES	Futures	880.34	884.83	877.5	884.36	28223.0
2008-10-17 08:00:00	ES	Futures	884.36	888.86	878.44	881.76	37675.0
2008-10-17 08:30:00	ES	Futures	881.52	884.36	874.66	878.92	62066.0
2008-10-17 09:00:00	ES	Futures	878.68	878.92	867.56	871.82	79825.0
2008-10-17 09:30:00	ES	Futures	872.05	892.41	868.98	891.7	383329.0
2008-10-17 10:00:00	ES	Futures	891.93	896.43	882.23	893.83	309212.0
2008-10-17 10:30:00	ES	Futures	893.59	902.58	884.36	897.85	270945.0
2008-10-17 11:00:00	ES	Futures	898.09	906.37	891.46	892.64	258997.0
2008-10-17 11:30:00	ES	Futures	892.64	896.67	889.33	895.25	170743.0
2008-10-17 12:00:00	ES	Futures	895.01	903.06	894.54	901.4	121603.0
2008-10-17 12:30:00	ES	Futures	901.4	917.49	897.38	916.07	173399.0
2008-10-17 13:00:00	ES	Futures	916.07	923.88	913.94	921.51	207721.0
2008-10-17 13:30:00	ES	Futures	921.75	935.0	921.28	925.77	252742.0
2008-10-17 14:00:00	ES	Futures	925.77	930.98	911.57	913.94	223151.0
2008-10-17 14:30:00	ES	Futures	913.94	919.62	902.11	912.99	223386.0
2008-10-17 15:00:00	ES	Futures	912.76	920.57	891.93	901.64	295073.0
2008-10-17 15:30:00	ES	Futures	901.64	908.02	889.8	890.99	328871.0
2008-10-17 16:00:00	ES	Futures	890.99	893.59	881.99	883.41	124684.0
2008-10-17 00:00:00	NQ	Futures	1499.42	1503.1	1499.42	1500.55	95.0
2008-10-17 00:30:00	NQ	Futures	1503.1	1504.23	1502.25	1503.1	84.0
2008-10-17 01:00:00	NQ	Futures	1503.95	1508.19	1501.97	1504.52	208.0
2008-10-17 01:30:00	NQ	Futures	1505.08	1505.93	1501.12	1501.12	69.0
2008-10-17 02:00:00	NQ	Futures	1500.84	1500.84	1489.52	1497.44	403.0
2008-10-17 02:30:00	NQ	Futures	1497.44	1498.29	1490.09	1492.91	345.0
2008-10-17 03:00:00	NQ	Futures	1492.63	1492.63	1465.75	1465.75	2208.0
2008-10-17 03:30:00	NQ	Futures	1467.17	1474.81	1461.79	1461.79	641.0
2008-10-17 04:00:00	NQ	Futures	1462.92	1474.52	1447.36	1474.52	1705.0
2008-10-17 04:30:00	NQ	Futures	1474.24	1479.9	1465.75	1465.75	1189.0
2008-10-17 05:00:00	NQ	Futures	1466.03	1473.67	1453.87	1457.83	1194.0
2008-10-17 05:30:00	NQ	Futures	1458.68	1460.09	1436.32	1441.13	1832.0
2008-10-17 06:00:00	NQ	Futures	1441.42	1460.94	1441.13	1449.06	1617.0
2008-10-17 06:30:00	NQ	Futures	1449.34	1470.28	1449.34	1463.77	1066.0
2008-10-17 07:00:00	NQ	Futures	1463.49	1474.81	1462.35	1473.96	1101.0
2008-10-17 07:30:00	NQ	Futures	1473.67	1480.46	1466.03	1479.33	2242.0
2008-10-17 08:00:00	NQ	Futures	1479.62	1486.97	1466.03	1469.15	4883.0

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