PREVIEW / futures_30min / 2008-10-24

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-24.parquet
  size:    66 KB
  rows:    2,024

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
2008-10-24 00:00:00	ES	Futures	851.47	854.78	849.34	854.07	4679.0
2008-10-24 00:30:00	ES	Futures	854.07	854.78	847.44	847.44	3868.0
2008-10-24 01:00:00	ES	Futures	847.44	848.63	844.37	845.31	3230.0
2008-10-24 01:30:00	ES	Futures	845.55	846.26	835.14	835.14	7767.0
2008-10-24 02:00:00	ES	Futures	835.37	835.37	824.96	826.38	15306.0
2008-10-24 02:30:00	ES	Futures	826.38	828.27	816.91	821.65	13133.0
2008-10-24 03:00:00	ES	Futures	821.41	829.46	821.17	828.98	24068.0
2008-10-24 03:30:00	ES	Futures	828.75	829.93	824.72	827.56	20164.0
2008-10-24 04:00:00	ES	Futures	827.56	827.56	813.13	814.07	25566.0
2008-10-24 04:30:00	ES	Futures	813.84	817.86	809.58	809.82	24782.0
2008-10-24 05:00:00	ES	Futures	809.58	810.76	809.58	809.58	9433.0
2008-10-24 05:30:00	ES	Futures	809.58	810.29	809.58	809.58	5225.0
2008-10-24 06:00:00	ES	Futures	809.58	809.58	809.58	809.58	528.0
2008-10-24 06:30:00	ES	Futures	809.58	809.58	809.58	809.58	689.0
2008-10-24 07:00:00	ES	Futures	809.58	809.58	809.58	809.58	663.0
2008-10-24 07:30:00	ES	Futures	809.58	809.58	809.58	809.58	468.0
2008-10-24 08:00:00	ES	Futures	809.58	809.58	809.58	809.58	1581.0
2008-10-24 08:30:00	ES	Futures	809.58	809.58	809.58	809.58	698.0
2008-10-24 09:00:00	ES	Futures	809.58	809.58	809.58	809.58	589.0
2008-10-24 09:30:00	ES	Futures	809.34	827.33	795.38	822.59	445589.0
2008-10-24 10:00:00	ES	Futures	822.59	831.11	808.87	814.07	337469.0
2008-10-24 10:30:00	ES	Futures	814.07	827.09	810.53	823.78	237665.0
2008-10-24 11:00:00	ES	Futures	823.78	835.61	819.28	832.53	238413.0
2008-10-24 11:30:00	ES	Futures	832.3	840.82	827.56	830.4	189014.0
2008-10-24 12:00:00	ES	Futures	830.4	835.14	821.41	821.65	134842.0
2008-10-24 12:30:00	ES	Futures	821.65	827.09	817.86	822.36	118937.0
2008-10-24 13:00:00	ES	Futures	822.36	834.9	822.36	828.04	124107.0
2008-10-24 13:30:00	ES	Futures	828.04	828.04	813.13	813.13	137018.0
2008-10-24 14:00:00	ES	Futures	813.36	825.67	811.23	820.23	160495.0
2008-10-24 14:30:00	ES	Futures	820.23	839.87	820.23	837.27	218854.0
2008-10-24 15:00:00	ES	Futures	837.27	849.1	829.69	842.71	272532.0
2008-10-24 15:30:00	ES	Futures	842.71	846.02	825.67	827.09	316427.0
2008-10-24 16:00:00	ES	Futures	826.85	827.09	816.2	821.65	163167.0
2008-10-24 00:00:00	NQ	Futures	1406.61	1411.42	1401.8	1410.86	470.0
2008-10-24 00:30:00	NQ	Futures	1411.7	1412.27	1404.63	1406.33	734.0
2008-10-24 01:00:00	NQ	Futures	1405.76	1407.74	1399.54	1400.1	547.0
2008-10-24 01:30:00	NQ	Futures	1402.37	1403.78	1384.82	1386.52	775.0
2008-10-24 02:00:00	NQ	Futures	1385.11	1385.67	1367.56	1372.66	803.0
2008-10-24 02:30:00	NQ	Futures	1372.66	1374.92	1350.3	1352.56	1519.0
2008-10-24 03:00:00	NQ	Futures	1352.56	1363.6	1348.89	1361.9	1560.0
2008-10-24 03:30:00	NQ	Futures	1361.62	1367.84	1356.53	1364.73	991.0
2008-10-24 04:00:00	NQ	Futures	1364.45	1364.73	1336.72	1337.85	1809.0
2008-10-24 04:30:00	NQ	Futures	1339.27	1346.62	1332.47	1335.59	957.0
2008-10-24 05:00:00	NQ	Futures	1335.59	1335.59	1325.68	1329.64	629.0
2008-10-24 05:30:00	NQ	Futures	1330.49	1331.63	1322.57	1327.38	2372.0
2008-10-24 06:00:00	NQ	Futures	1328.8	1336.72	1323.99	1326.53	890.0
2008-10-24 06:30:00	NQ	Futures	1325.12	1331.06	1322.57	1322.57	766.0
2008-10-24 07:00:00	NQ	Futures	1322.57	1325.68	1322.57	1322.57	291.0
2008-10-24 07:30:00	NQ	Futures	1322.57	1322.57	1322.57	1322.57	43.0
2008-10-24 08:00:00	NQ	Futures	1322.57	1329.36	1322.57	1322.57	284.0

> showing 50 of 2,024 rows — these rows as CSV

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