PREVIEW / futures_30min / 2008-10-22

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-22.parquet
  size:    75 KB
  rows:    2,403

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
2008-10-22 00:00:00	ES	Futures	906.37	906.37	899.98	900.45	3187.0
2008-10-22 00:30:00	ES	Futures	900.22	902.11	898.56	899.51	2908.0
2008-10-22 01:00:00	ES	Futures	899.51	899.51	890.99	892.17	8059.0
2008-10-22 01:30:00	ES	Futures	892.17	895.72	887.44	895.72	6406.0
2008-10-22 02:00:00	ES	Futures	895.72	895.72	890.04	890.51	5182.0
2008-10-22 02:30:00	ES	Futures	890.51	894.77	890.04	894.3	5191.0
2008-10-22 03:00:00	ES	Futures	894.3	899.03	894.06	897.14	12827.0
2008-10-22 03:30:00	ES	Futures	897.38	904.95	895.96	904.47	11813.0
2008-10-22 04:00:00	ES	Futures	904.47	904.95	896.67	896.67	9920.0
2008-10-22 04:30:00	ES	Futures	896.67	898.8	893.59	893.59	8503.0
2008-10-22 05:00:00	ES	Futures	893.59	896.43	891.22	892.17	6497.0
2008-10-22 05:30:00	ES	Futures	892.17	892.88	887.44	890.75	10813.0
2008-10-22 06:00:00	ES	Futures	890.75	893.83	890.75	890.99	5353.0
2008-10-22 06:30:00	ES	Futures	890.99	893.83	884.83	885.07	10091.0
2008-10-22 07:00:00	ES	Futures	885.07	886.02	876.55	879.15	23695.0
2008-10-22 07:30:00	ES	Futures	879.15	886.49	878.68	885.31	19125.0
2008-10-22 08:00:00	ES	Futures	885.07	885.31	877.5	880.81	29538.0
2008-10-22 08:30:00	ES	Futures	880.57	883.65	874.42	877.26	36286.0
2008-10-22 09:00:00	ES	Futures	877.26	880.81	873.24	880.81	41335.0
2008-10-22 09:30:00	ES	Futures	880.34	883.65	867.56	868.03	307502.0
2008-10-22 10:00:00	ES	Futures	868.27	873.95	861.88	867.79	321397.0
2008-10-22 10:30:00	ES	Futures	867.56	879.86	866.37	878.44	218878.0
2008-10-22 11:00:00	ES	Futures	878.44	878.44	868.98	870.16	165143.0
2008-10-22 11:30:00	ES	Futures	869.92	877.73	867.08	873.95	128119.0
2008-10-22 12:00:00	ES	Futures	873.95	881.28	870.87	877.02	112184.0
2008-10-22 12:30:00	ES	Futures	877.02	877.97	872.05	873.24	83510.0
2008-10-22 13:00:00	ES	Futures	873.24	873.47	860.93	863.77	149608.0
2008-10-22 13:30:00	ES	Futures	864.01	865.66	857.62	864.72	160782.0
2008-10-22 14:00:00	ES	Futures	864.48	867.56	858.33	866.14	117092.0
2008-10-22 14:30:00	ES	Futures	866.14	866.61	853.6	858.56	188414.0
2008-10-22 15:00:00	ES	Futures	858.56	860.93	846.97	847.44	254536.0
2008-10-22 15:30:00	ES	Futures	847.44	852.18	825.91	851.47	589899.0
2008-10-22 16:00:00	ES	Futures	851.47	859.04	848.63	855.49	162108.0
2008-10-22 16:30:00	ES	Futures	856.2	858.33	855.25	857.38	11517.0
2008-10-22 17:00:00	ES	Futures	857.38	860.69	856.91	860.22	4163.0
2008-10-22 18:00:00	ES	Futures	859.75	862.35	858.33	861.4	4876.0
2008-10-22 18:30:00	ES	Futures	861.4	863.3	859.27	860.69	3211.0
2008-10-22 19:00:00	ES	Futures	860.69	862.82	859.27	862.35	3959.0
2008-10-22 19:30:00	ES	Futures	861.88	862.35	858.09	860.46	2591.0
2008-10-22 20:00:00	ES	Futures	860.46	862.11	859.04	860.93	2753.0
2008-10-22 20:30:00	ES	Futures	860.93	861.17	855.73	856.91	5680.0
2008-10-22 21:00:00	ES	Futures	856.67	860.46	855.96	859.75	3512.0
2008-10-22 21:30:00	ES	Futures	859.75	860.22	857.38	858.8	1877.0
2008-10-22 22:00:00	ES	Futures	858.8	859.75	857.14	859.51	1593.0
2008-10-22 22:30:00	ES	Futures	859.51	859.51	855.73	855.96	2611.0
2008-10-22 23:00:00	ES	Futures	855.73	858.33	854.78	856.91	1971.0
2008-10-22 23:30:00	ES	Futures	856.91	857.14	854.78	854.78	2643.0
2008-10-22 00:00:00	NQ	Futures	1487.26	1487.26	1477.63	1477.63	711.0
2008-10-22 00:30:00	NQ	Futures	1477.92	1478.48	1469.71	1469.71	1024.0
2008-10-22 01:00:00	NQ	Futures	1469.15	1469.43	1460.66	1462.35	575.0

> showing 50 of 2,403 rows — these rows as CSV

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