PREVIEW / futures_30min / 2008-10-27

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-27.parquet
  size:    73 KB
  rows:    2,335

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
2008-10-27 00:00:00	ES	Futures	821.17	822.59	818.57	821.41	1631.0
2008-10-27 00:30:00	ES	Futures	820.94	822.59	817.39	817.62	1764.0
2008-10-27 01:00:00	ES	Futures	817.62	817.62	804.61	807.92	7084.0
2008-10-27 01:30:00	ES	Futures	807.92	811.47	806.03	807.21	2100.0
2008-10-27 02:00:00	ES	Futures	806.98	811.23	804.61	806.98	2370.0
2008-10-27 02:30:00	ES	Futures	806.98	808.4	801.53	801.77	4723.0
2008-10-27 03:00:00	ES	Futures	802.01	803.9	784.26	787.33	19010.0
2008-10-27 03:30:00	ES	Futures	787.1	791.59	781.18	784.97	11669.0
2008-10-27 04:00:00	ES	Futures	784.73	791.36	780.94	789.94	24040.0
2008-10-27 04:30:00	ES	Futures	789.7	791.59	782.13	786.15	15330.0
2008-10-27 05:00:00	ES	Futures	786.15	793.72	785.91	790.65	15759.0
2008-10-27 05:30:00	ES	Futures	790.65	794.67	786.62	790.65	14978.0
2008-10-27 06:00:00	ES	Futures	790.41	794.2	789.46	790.65	13716.0
2008-10-27 06:30:00	ES	Futures	790.88	798.46	789.46	790.17	14303.0
2008-10-27 07:00:00	ES	Futures	790.17	803.43	790.17	801.06	22685.0
2008-10-27 07:30:00	ES	Futures	801.06	802.48	796.09	797.98	13407.0
2008-10-27 08:00:00	ES	Futures	797.98	800.82	794.43	796.33	14628.0
2008-10-27 08:30:00	ES	Futures	796.33	814.07	796.33	812.89	43089.0
2008-10-27 09:00:00	ES	Futures	812.42	819.52	806.5	811.23	61359.0
2008-10-27 09:30:00	ES	Futures	811.47	825.91	806.5	823.3	301378.0
2008-10-27 10:00:00	ES	Futures	823.3	834.9	818.57	821.17	249439.0
2008-10-27 10:30:00	ES	Futures	820.94	826.38	812.65	825.2	174243.0
2008-10-27 11:00:00	ES	Futures	825.43	834.43	819.52	824.01	165850.0
2008-10-27 11:30:00	ES	Futures	823.78	825.43	817.15	822.59	120068.0
2008-10-27 12:00:00	ES	Futures	822.36	833.01	822.12	824.49	147488.0
2008-10-27 12:30:00	ES	Futures	824.49	839.4	822.59	838.45	155553.0
2008-10-27 13:00:00	ES	Futures	838.45	841.76	831.11	841.53	130257.0
2008-10-27 13:30:00	ES	Futures	841.76	846.26	836.79	837.74	136771.0
2008-10-27 14:00:00	ES	Futures	837.74	839.63	826.14	826.38	130663.0
2008-10-27 14:30:00	ES	Futures	826.62	830.88	819.04	819.99	192392.0
2008-10-27 15:00:00	ES	Futures	820.23	830.64	819.28	825.2	153183.0
2008-10-27 15:30:00	ES	Futures	824.96	829.69	798.93	800.82	332913.0
2008-10-27 16:00:00	ES	Futures	800.82	801.3	789.46	790.88	166150.0
2008-10-27 16:30:00	ES	Futures	791.83	795.62	791.36	792.78	8708.0
2008-10-27 17:00:00	ES	Futures	792.78	793.01	789.94	791.12	4117.0
2008-10-27 18:00:00	ES	Futures	791.12	791.12	783.07	785.68	7529.0
2008-10-27 18:30:00	ES	Futures	785.68	787.1	784.02	785.68	2990.0
2008-10-27 19:00:00	ES	Futures	785.44	789.23	785.2	788.99	3062.0
2008-10-27 19:30:00	ES	Futures	788.99	792.3	788.04	791.59	4009.0
2008-10-27 20:00:00	ES	Futures	791.83	798.22	789.94	795.14	10599.0
2008-10-27 20:30:00	ES	Futures	794.91	796.56	792.54	793.72	3788.0
2008-10-27 21:00:00	ES	Futures	793.72	794.67	788.52	788.99	4282.0
2008-10-27 21:30:00	ES	Futures	788.99	794.67	788.75	793.96	3324.0
2008-10-27 22:00:00	ES	Futures	793.96	799.17	791.36	797.04	5674.0
2008-10-27 22:30:00	ES	Futures	797.04	797.75	794.2	794.67	2942.0
2008-10-27 23:00:00	ES	Futures	794.91	798.69	793.25	794.2	3574.0
2008-10-27 23:30:00	ES	Futures	793.96	800.82	793.49	799.17	6130.0
2008-10-27 00:00:00	NQ	Futures	1351.43	1354.83	1347.47	1350.3	67.0
2008-10-27 00:30:00	NQ	Futures	1351.15	1352.56	1346.91	1346.91	38.0
2008-10-27 01:00:00	NQ	Futures	1346.62	1346.62	1326.82	1331.91	382.0

> showing 50 of 2,335 rows — these rows as CSV

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