PREVIEW / futures_30min / 2008-10-23

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-23.parquet
  size:    75 KB
  rows:    2,393

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
2008-10-23 00:00:00	ES	Futures	854.78	868.03	854.78	864.01	6948.0
2008-10-23 00:30:00	ES	Futures	864.01	870.4	861.4	867.79	4253.0
2008-10-23 01:00:00	ES	Futures	867.79	869.92	866.14	867.08	2707.0
2008-10-23 01:30:00	ES	Futures	867.08	869.21	862.59	868.5	3684.0
2008-10-23 02:00:00	ES	Futures	868.5	869.21	861.88	864.95	6502.0
2008-10-23 02:30:00	ES	Futures	865.19	870.87	862.59	870.16	8819.0
2008-10-23 03:00:00	ES	Futures	870.4	873.24	860.46	868.27	24081.0
2008-10-23 03:30:00	ES	Futures	867.79	871.82	864.48	871.11	12786.0
2008-10-23 04:00:00	ES	Futures	871.34	873.24	869.69	871.11	11526.0
2008-10-23 04:30:00	ES	Futures	871.11	871.11	860.22	860.46	18659.0
2008-10-23 05:00:00	ES	Futures	860.93	862.11	855.73	855.73	16639.0
2008-10-23 05:30:00	ES	Futures	855.73	858.56	848.63	851.94	21343.0
2008-10-23 06:00:00	ES	Futures	851.7	859.98	851.23	856.44	13906.0
2008-10-23 06:30:00	ES	Futures	856.44	858.33	846.73	847.92	18252.0
2008-10-23 07:00:00	ES	Futures	848.15	853.83	845.31	848.63	20250.0
2008-10-23 07:30:00	ES	Futures	848.63	850.05	835.61	836.79	35465.0
2008-10-23 08:00:00	ES	Futures	836.56	846.02	835.85	841.53	35642.0
2008-10-23 08:30:00	ES	Futures	841.29	848.86	837.5	848.63	48744.0
2008-10-23 09:00:00	ES	Futures	848.63	853.36	845.79	852.18	42593.0
2008-10-23 09:30:00	ES	Futures	852.18	859.98	834.43	847.21	348664.0
2008-10-23 10:00:00	ES	Futures	847.21	857.38	845.08	847.92	308349.0
2008-10-23 10:30:00	ES	Futures	847.92	872.29	846.26	870.87	295763.0
2008-10-23 11:00:00	ES	Futures	870.87	873.95	859.98	862.59	179587.0
2008-10-23 11:30:00	ES	Futures	862.59	868.98	857.85	864.24	153441.0
2008-10-23 12:00:00	ES	Futures	864.24	864.48	840.11	842.47	198106.0
2008-10-23 12:30:00	ES	Futures	842.47	846.02	833.48	834.66	197223.0
2008-10-23 13:00:00	ES	Futures	834.66	843.42	829.22	831.59	222309.0
2008-10-23 13:30:00	ES	Futures	831.59	838.45	825.91	830.64	196336.0
2008-10-23 14:00:00	ES	Futures	830.4	830.4	810.29	820.94	310271.0
2008-10-23 14:30:00	ES	Futures	820.7	833.24	812.65	820.7	277637.0
2008-10-23 15:00:00	ES	Futures	820.46	845.79	815.49	837.03	368552.0
2008-10-23 15:30:00	ES	Futures	837.27	863.3	826.14	860.93	464116.0
2008-10-23 16:00:00	ES	Futures	860.93	867.56	858.09	866.85	127464.0
2008-10-23 16:30:00	ES	Futures	865.66	867.79	863.53	867.08	10474.0
2008-10-23 17:00:00	ES	Futures	867.32	867.56	864.72	865.66	4458.0
2008-10-23 18:00:00	ES	Futures	864.95	867.56	864.72	867.32	2904.0
2008-10-23 18:30:00	ES	Futures	867.08	867.56	864.01	865.19	2096.0
2008-10-23 19:00:00	ES	Futures	865.19	868.27	864.95	865.19	2505.0
2008-10-23 19:30:00	ES	Futures	865.19	866.61	864.72	864.72	2294.0
2008-10-23 20:00:00	ES	Futures	864.95	865.66	862.35	862.59	5226.0
2008-10-23 20:30:00	ES	Futures	862.82	863.06	859.98	860.46	4897.0
2008-10-23 21:00:00	ES	Futures	860.46	861.4	859.27	860.93	2230.0
2008-10-23 21:30:00	ES	Futures	860.93	860.93	853.6	853.6	5188.0
2008-10-23 22:00:00	ES	Futures	853.6	855.25	852.41	853.36	2398.0
2008-10-23 22:30:00	ES	Futures	853.36	856.2	852.41	855.73	4080.0
2008-10-23 23:00:00	ES	Futures	855.73	856.2	854.31	855.49	1857.0
2008-10-23 23:30:00	ES	Futures	855.73	855.73	850.28	851.47	5097.0
2008-10-23 00:00:00	NQ	Futures	1409.72	1428.4	1409.72	1421.89	445.0
2008-10-23 00:30:00	NQ	Futures	1419.06	1431.79	1419.06	1428.4	220.0
2008-10-23 01:00:00	NQ	Futures	1428.4	1429.25	1423.87	1425.0	159.0

> showing 50 of 2,393 rows — these rows as CSV

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