PREVIEW / futures_30min / 2008-10-26

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-26.parquet
  size:    19 KB
  rows:    457

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
2008-10-26 18:00:00	ES	Futures	818.1	826.38	814.31	822.59	12940.0
2008-10-26 18:30:00	ES	Futures	822.36	827.8	821.65	825.91	4345.0
2008-10-26 19:00:00	ES	Futures	825.67	825.91	820.7	821.65	3014.0
2008-10-26 19:30:00	ES	Futures	821.65	824.49	820.7	822.12	2571.0
2008-10-26 20:00:00	ES	Futures	822.36	835.85	821.41	826.85	9205.0
2008-10-26 20:30:00	ES	Futures	826.85	832.06	824.49	829.69	3652.0
2008-10-26 21:00:00	ES	Futures	829.93	838.69	829.46	834.19	7531.0
2008-10-26 21:30:00	ES	Futures	834.43	835.14	824.72	825.2	5014.0
2008-10-26 22:00:00	ES	Futures	825.2	828.75	821.65	823.54	5744.0
2008-10-26 22:30:00	ES	Futures	823.54	824.25	815.73	816.68	5144.0
2008-10-26 23:00:00	ES	Futures	816.68	819.99	814.78	819.04	2281.0
2008-10-26 23:30:00	ES	Futures	818.81	824.49	817.86	821.17	3786.0
2008-10-26 18:00:00	NQ	Futures	1347.75	1358.22	1342.66	1352.56	560.0
2008-10-26 18:30:00	NQ	Futures	1352.0	1361.05	1351.15	1359.36	107.0
2008-10-26 19:00:00	NQ	Futures	1358.51	1359.36	1351.15	1352.85	187.0
2008-10-26 19:30:00	NQ	Futures	1353.7	1357.38	1353.13	1354.55	130.0
2008-10-26 20:00:00	NQ	Futures	1354.26	1371.52	1354.26	1360.49	407.0
2008-10-26 20:30:00	NQ	Futures	1357.94	1365.86	1355.96	1363.03	159.0
2008-10-26 21:00:00	NQ	Futures	1363.6	1376.9	1363.6	1369.83	167.0
2008-10-26 21:30:00	NQ	Futures	1371.52	1371.52	1357.66	1357.66	159.0
2008-10-26 22:00:00	NQ	Futures	1357.66	1361.05	1351.15	1353.98	90.0
2008-10-26 22:30:00	NQ	Futures	1353.98	1353.98	1341.25	1344.64	268.0
2008-10-26 23:00:00	NQ	Futures	1343.51	1348.89	1341.25	1348.04	82.0
2008-10-26 23:30:00	NQ	Futures	1346.91	1358.22	1346.91	1351.43	202.0
2008-10-26 18:00:00	YM	Futures	7507.2	7578.1	7466.2	7539.9	509.0
2008-10-26 18:30:00	YM	Futures	7538.1	7588.1	7532.6	7569.0	263.0
2008-10-26 19:00:00	YM	Futures	7569.9	7569.9	7524.4	7535.4	266.0
2008-10-26 19:30:00	YM	Futures	7540.8	7559.9	7535.4	7539.9	272.0
2008-10-26 20:00:00	YM	Futures	7537.2	7655.4	7537.2	7573.6	889.0
2008-10-26 20:30:00	YM	Futures	7578.1	7621.8	7559.9	7601.8	307.0
2008-10-26 21:00:00	YM	Futures	7599.0	7682.7	7599.0	7650.0	686.0
2008-10-26 21:30:00	YM	Futures	7647.2	7651.8	7567.2	7567.2	525.0
2008-10-26 22:00:00	YM	Futures	7568.1	7595.4	7540.8	7559.9	567.0
2008-10-26 22:30:00	YM	Futures	7560.8	7561.7	7489.9	7496.3	589.0
2008-10-26 23:00:00	YM	Futures	7499.0	7521.7	7481.7	7512.6	330.0
2008-10-26 23:30:00	YM	Futures	7509.0	7556.3	7505.3	7526.3	363.0
2008-10-26 18:00:00	CL	Futures	242.98	243.66	242.31	242.61	387.0
2008-10-26 18:30:00	CL	Futures	242.57	242.87	242.5	242.8	73.0
2008-10-26 19:00:00	CL	Futures	242.57	242.65	239.72	240.43	553.0
2008-10-26 19:30:00	CL	Futures	240.43	240.77	238.82	239.16	402.0
2008-10-26 20:00:00	CL	Futures	239.04	240.92	239.04	240.13	313.0
2008-10-26 20:30:00	CL	Futures	240.13	242.76	239.72	242.68	230.0
2008-10-26 21:00:00	CL	Futures	242.57	242.87	242.12	242.68	234.0
2008-10-26 21:30:00	CL	Futures	242.61	242.61	240.47	241.29	165.0
2008-10-26 22:00:00	CL	Futures	240.88	241.26	239.42	239.79	74.0
2008-10-26 22:30:00	CL	Futures	239.79	240.02	239.34	239.53	152.0
2008-10-26 23:00:00	CL	Futures	239.53	239.91	238.74	239.42	108.0
2008-10-26 23:30:00	CL	Futures	239.61	239.68	238.56	238.97	108.0
2008-10-26 18:00:00	GC	Futures	1049.1	1056.6	1047.4	1051.1	621.0
2008-10-26 18:30:00	GC	Futures	1051.7	1052.6	1050.0	1050.0	193.0

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