PREVIEW / futures_30min / 2008-10-28

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-28.parquet
  size:    76 KB
  rows:    2,415

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
2008-10-28 00:00:00	ES	Futures	799.17	802.24	796.56	801.77	4583.0
2008-10-28 00:30:00	ES	Futures	801.77	802.72	799.64	800.82	4198.0
2008-10-28 01:00:00	ES	Futures	800.59	802.72	799.4	801.77	1696.0
2008-10-28 01:30:00	ES	Futures	802.01	808.63	801.77	806.5	6975.0
2008-10-28 02:00:00	ES	Futures	806.5	814.07	805.08	813.84	8185.0
2008-10-28 02:30:00	ES	Futures	813.84	821.65	812.42	820.94	9747.0
2008-10-28 03:00:00	ES	Futures	820.94	830.64	820.46	828.27	16180.0
2008-10-28 03:30:00	ES	Futures	828.27	830.17	822.12	824.01	13460.0
2008-10-28 04:00:00	ES	Futures	824.01	831.59	822.12	827.33	27392.0
2008-10-28 04:30:00	ES	Futures	827.33	830.64	814.07	815.02	29342.0
2008-10-28 05:00:00	ES	Futures	815.02	824.72	814.55	823.3	20580.0
2008-10-28 05:30:00	ES	Futures	823.07	825.91	818.1	824.49	13052.0
2008-10-28 06:00:00	ES	Futures	824.49	828.27	822.59	822.83	14262.0
2008-10-28 06:30:00	ES	Futures	822.83	824.25	819.04	821.17	13359.0
2008-10-28 07:00:00	ES	Futures	821.41	828.27	820.94	825.2	19662.0
2008-10-28 07:30:00	ES	Futures	825.2	831.59	823.54	828.98	27889.0
2008-10-28 08:00:00	ES	Futures	829.22	829.46	823.07	826.62	22348.0
2008-10-28 08:30:00	ES	Futures	826.38	827.09	822.12	824.96	21851.0
2008-10-28 09:00:00	ES	Futures	824.96	826.38	820.23	824.96	38170.0
2008-10-28 09:30:00	ES	Futures	824.96	834.43	821.17	830.88	290933.0
2008-10-28 10:00:00	ES	Futures	830.64	830.64	815.97	817.15	282904.0
2008-10-28 10:30:00	ES	Futures	816.91	818.81	798.46	801.3	264832.0
2008-10-28 11:00:00	ES	Futures	801.3	811.47	800.82	809.34	213942.0
2008-10-28 11:30:00	ES	Futures	809.11	818.81	808.87	811.94	198241.0
2008-10-28 12:00:00	ES	Futures	811.94	816.91	808.63	812.42	113045.0
2008-10-28 12:30:00	ES	Futures	812.65	822.36	811.47	820.23	129402.0
2008-10-28 13:00:00	ES	Futures	820.46	828.98	818.81	823.07	128091.0
2008-10-28 13:30:00	ES	Futures	823.07	824.25	812.42	815.02	107511.0
2008-10-28 14:00:00	ES	Futures	815.02	831.11	814.31	829.93	153472.0
2008-10-28 14:30:00	ES	Futures	829.93	851.47	829.69	847.44	298707.0
2008-10-28 15:00:00	ES	Futures	847.44	863.3	840.82	861.17	330310.0
2008-10-28 15:30:00	ES	Futures	861.17	891.46	853.12	890.04	599124.0
2008-10-28 16:00:00	ES	Futures	890.04	892.41	884.83	888.86	232849.0
2008-10-28 16:30:00	ES	Futures	888.62	889.8	880.1	883.41	21449.0
2008-10-28 17:00:00	ES	Futures	883.41	888.15	882.7	885.31	9057.0
2008-10-28 18:00:00	ES	Futures	885.54	886.49	878.44	879.63	7964.0
2008-10-28 18:30:00	ES	Futures	879.15	882.47	879.15	881.99	2251.0
2008-10-28 19:00:00	ES	Futures	881.99	885.54	881.28	882.23	2272.0
2008-10-28 19:30:00	ES	Futures	881.99	885.78	881.76	884.6	2559.0
2008-10-28 20:00:00	ES	Futures	884.6	885.78	882.7	883.89	2852.0
2008-10-28 20:30:00	ES	Futures	883.65	885.31	883.65	884.12	3236.0
2008-10-28 21:00:00	ES	Futures	884.12	885.54	881.28	883.18	3637.0
2008-10-28 21:30:00	ES	Futures	883.18	885.07	882.23	882.47	2058.0
2008-10-28 22:00:00	ES	Futures	882.47	883.65	879.86	881.99	3218.0
2008-10-28 22:30:00	ES	Futures	881.99	883.41	879.86	882.47	2889.0
2008-10-28 23:00:00	ES	Futures	882.47	883.89	879.63	883.65	2346.0
2008-10-28 23:30:00	ES	Futures	883.65	884.12	878.92	879.39	2937.0
2008-10-28 00:00:00	NQ	Futures	1322.29	1329.64	1322.29	1328.23	81.0
2008-10-28 00:30:00	NQ	Futures	1329.64	1330.21	1325.97	1327.66	86.0
2008-10-28 01:00:00	NQ	Futures	1326.82	1329.64	1326.53	1328.8	38.0

> showing 50 of 2,415 rows — these rows as CSV

> unlock the full archive -- $79 one-time