PREVIEW / futures_30min / 2008-10-21

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-21.parquet
  size:    72 KB
  rows:    2,306

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
2008-10-21 00:00:00	ES	Futures	932.4	932.4	929.8	930.27	2309.0
2008-10-21 00:30:00	ES	Futures	930.51	932.16	929.32	931.22	3625.0
2008-10-21 01:00:00	ES	Futures	931.22	933.58	931.22	932.87	1988.0
2008-10-21 01:30:00	ES	Futures	933.11	937.37	932.87	935.48	3561.0
2008-10-21 02:00:00	ES	Futures	935.24	936.42	932.64	936.42	7561.0
2008-10-21 02:30:00	ES	Futures	936.42	937.37	930.51	931.22	6495.0
2008-10-21 03:00:00	ES	Futures	931.22	933.11	924.35	924.59	21437.0
2008-10-21 03:30:00	ES	Futures	924.35	929.09	924.35	928.61	11125.0
2008-10-21 04:00:00	ES	Futures	928.85	930.74	927.19	928.14	9368.0
2008-10-21 04:30:00	ES	Futures	928.14	928.85	924.12	924.83	8249.0
2008-10-21 05:00:00	ES	Futures	925.06	927.43	924.59	927.43	4524.0
2008-10-21 05:30:00	ES	Futures	927.43	930.51	927.43	930.51	6874.0
2008-10-21 06:00:00	ES	Futures	930.27	932.64	929.56	931.22	7801.0
2008-10-21 06:30:00	ES	Futures	931.22	931.93	928.85	931.69	7226.0
2008-10-21 07:00:00	ES	Futures	931.69	931.93	926.01	926.96	11160.0
2008-10-21 07:30:00	ES	Futures	926.96	929.09	922.46	924.35	24344.0
2008-10-21 08:00:00	ES	Futures	924.59	926.25	920.09	923.41	33628.0
2008-10-21 08:30:00	ES	Futures	923.41	924.59	919.62	921.51	28083.0
2008-10-21 09:00:00	ES	Futures	921.51	927.67	912.52	917.96	80267.0
2008-10-21 09:30:00	ES	Futures	917.73	924.12	914.89	922.22	242282.0
2008-10-21 10:00:00	ES	Futures	922.22	933.35	919.62	929.32	244982.0
2008-10-21 10:30:00	ES	Futures	929.32	929.8	920.8	921.51	161335.0
2008-10-21 11:00:00	ES	Futures	921.75	925.3	919.62	921.28	116103.0
2008-10-21 11:30:00	ES	Futures	921.28	924.59	906.37	907.79	163887.0
2008-10-21 12:00:00	ES	Futures	907.79	911.57	904.47	908.97	172452.0
2008-10-21 12:30:00	ES	Futures	908.97	913.47	902.11	902.35	131410.0
2008-10-21 13:00:00	ES	Futures	902.35	915.83	901.87	911.81	109924.0
2008-10-21 13:30:00	ES	Futures	911.57	916.78	908.97	911.81	103197.0
2008-10-21 14:00:00	ES	Futures	911.57	924.59	911.57	924.12	112098.0
2008-10-21 14:30:00	ES	Futures	924.35	931.22	921.51	925.3	152181.0
2008-10-21 15:00:00	ES	Futures	925.3	931.22	913.7	913.94	189499.0
2008-10-21 15:30:00	ES	Futures	914.18	916.07	900.22	902.82	303830.0
2008-10-21 16:00:00	ES	Futures	902.82	908.73	901.4	908.5	108978.0
2008-10-21 16:30:00	ES	Futures	907.31	910.63	898.32	901.4	24851.0
2008-10-21 17:00:00	ES	Futures	901.4	913.47	899.98	912.28	17667.0
2008-10-21 18:00:00	ES	Futures	915.83	917.02	914.18	914.89	4096.0
2008-10-21 18:30:00	ES	Futures	914.89	916.31	914.18	914.65	1654.0
2008-10-21 19:00:00	ES	Futures	914.41	915.83	913.94	915.6	809.0
2008-10-21 19:30:00	ES	Futures	915.6	917.49	912.76	913.23	2435.0
2008-10-21 20:00:00	ES	Futures	913.23	913.47	909.21	909.92	2800.0
2008-10-21 20:30:00	ES	Futures	910.15	911.1	909.21	911.1	1541.0
2008-10-21 21:00:00	ES	Futures	910.86	912.52	910.39	912.28	1118.0
2008-10-21 21:30:00	ES	Futures	912.28	913.7	912.05	913.47	2670.0
2008-10-21 22:00:00	ES	Futures	913.47	913.94	911.34	911.81	1861.0
2008-10-21 22:30:00	ES	Futures	912.05	912.05	910.15	910.39	1072.0
2008-10-21 23:00:00	ES	Futures	910.63	910.86	907.08	908.02	3067.0
2008-10-21 23:30:00	ES	Futures	907.55	908.26	905.66	906.37	1739.0
2008-10-21 00:00:00	NQ	Futures	1526.87	1526.87	1522.34	1523.19	84.0
2008-10-21 00:30:00	NQ	Futures	1524.04	1526.3	1522.34	1524.61	43.0
2008-10-21 01:00:00	NQ	Futures	1525.46	1529.7	1525.46	1526.87	42.0

> showing 50 of 2,306 rows — these rows as CSV

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