PREVIEW / futures_30min / 2008-10-20

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-20.parquet
  size:    70 KB
  rows:    2,293

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
2008-10-20 00:00:00	ES	Futures	894.06	898.32	893.83	898.32	3770.0
2008-10-20 00:30:00	ES	Futures	898.09	901.4	895.72	901.16	2506.0
2008-10-20 01:00:00	ES	Futures	901.16	902.11	899.27	899.74	1434.0
2008-10-20 01:30:00	ES	Futures	900.22	904.47	899.27	904.24	2651.0
2008-10-20 02:00:00	ES	Futures	904.47	907.55	903.76	904.95	6191.0
2008-10-20 02:30:00	ES	Futures	904.71	911.57	904.71	910.63	6102.0
2008-10-20 03:00:00	ES	Futures	910.63	913.23	901.16	902.58	16899.0
2008-10-20 03:30:00	ES	Futures	902.82	909.92	902.82	907.08	17588.0
2008-10-20 04:00:00	ES	Futures	907.08	909.21	904.24	905.89	12305.0
2008-10-20 04:30:00	ES	Futures	905.89	910.86	905.42	910.39	8282.0
2008-10-20 05:00:00	ES	Futures	910.39	912.76	908.97	912.52	8437.0
2008-10-20 05:30:00	ES	Futures	912.76	914.65	905.42	906.84	10930.0
2008-10-20 06:00:00	ES	Futures	906.84	910.15	905.42	905.42	7013.0
2008-10-20 06:30:00	ES	Futures	905.42	910.86	904.47	908.5	8967.0
2008-10-20 07:00:00	ES	Futures	908.26	908.73	897.38	897.38	18118.0
2008-10-20 07:30:00	ES	Futures	897.61	900.45	894.77	898.56	22371.0
2008-10-20 08:00:00	ES	Futures	898.56	905.89	898.32	904.24	18065.0
2008-10-20 08:30:00	ES	Futures	904.47	905.66	901.16	901.87	18223.0
2008-10-20 09:00:00	ES	Futures	901.64	903.29	898.09	902.11	36143.0
2008-10-20 09:30:00	ES	Futures	902.11	912.28	896.19	911.34	250965.0
2008-10-20 10:00:00	ES	Futures	911.1	918.2	904.0	905.18	245622.0
2008-10-20 10:30:00	ES	Futures	905.18	911.1	899.98	903.76	145810.0
2008-10-20 11:00:00	ES	Futures	903.76	904.24	892.64	903.06	181294.0
2008-10-20 11:30:00	ES	Futures	903.06	911.1	899.74	908.26	135376.0
2008-10-20 12:00:00	ES	Futures	908.5	913.94	905.18	910.63	92363.0
2008-10-20 12:30:00	ES	Futures	910.63	913.47	905.66	908.73	95487.0
2008-10-20 13:00:00	ES	Futures	908.5	914.89	904.24	913.23	90116.0
2008-10-20 13:30:00	ES	Futures	913.47	916.78	911.1	913.23	94535.0
2008-10-20 14:00:00	ES	Futures	913.23	920.33	910.86	913.47	132068.0
2008-10-20 14:30:00	ES	Futures	913.7	919.86	909.21	918.2	107375.0
2008-10-20 15:00:00	ES	Futures	918.2	921.75	913.94	918.67	157239.0
2008-10-20 15:30:00	ES	Futures	918.44	934.06	915.36	932.87	286570.0
2008-10-20 16:00:00	ES	Futures	932.87	939.74	932.4	937.37	137331.0
2008-10-20 16:30:00	ES	Futures	939.74	939.74	933.82	934.77	14367.0
2008-10-20 17:00:00	ES	Futures	934.53	936.19	934.29	934.77	4939.0
2008-10-20 17:30:00	ES	Futures	934.77	934.77	934.77	934.77	1.0
2008-10-20 18:00:00	ES	Futures	935.24	936.66	934.77	935.0	3297.0
2008-10-20 18:30:00	ES	Futures	934.77	935.48	933.82	933.82	2270.0
2008-10-20 19:00:00	ES	Futures	933.82	935.71	933.82	935.71	991.0
2008-10-20 19:30:00	ES	Futures	935.71	936.19	933.82	935.0	1915.0
2008-10-20 20:00:00	ES	Futures	935.0	936.42	934.53	936.19	1983.0
2008-10-20 20:30:00	ES	Futures	936.42	936.9	934.53	934.77	2516.0
2008-10-20 21:00:00	ES	Futures	934.77	936.42	934.29	936.19	1313.0
2008-10-20 21:30:00	ES	Futures	936.42	936.42	933.58	933.82	1858.0
2008-10-20 22:00:00	ES	Futures	933.82	934.77	932.16	932.16	3016.0
2008-10-20 22:30:00	ES	Futures	932.16	932.64	930.27	931.93	2948.0
2008-10-20 23:00:00	ES	Futures	931.93	933.58	931.22	933.11	1642.0
2008-10-20 23:30:00	ES	Futures	933.11	933.35	931.69	932.16	1681.0
2008-10-20 00:00:00	NQ	Futures	1502.82	1507.63	1502.54	1507.35	208.0
2008-10-20 00:30:00	NQ	Futures	1506.5	1513.01	1504.23	1511.02	241.0

> showing 50 of 2,293 rows — these rows as CSV

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