PREVIEW / futures_30min / 2008-10-29

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-29.parquet
  size:    74 KB
  rows:    2,361

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
2008-10-29 00:00:00	ES	Futures	879.63	880.1	874.18	874.89	7553.0
2008-10-29 00:30:00	ES	Futures	874.66	875.6	869.69	870.4	6835.0
2008-10-29 01:00:00	ES	Futures	870.16	876.08	869.69	873.47	3457.0
2008-10-29 01:30:00	ES	Futures	873.24	880.81	873.24	880.1	4208.0
2008-10-29 02:00:00	ES	Futures	880.34	883.65	879.15	882.94	6739.0
2008-10-29 02:30:00	ES	Futures	883.18	884.12	874.66	874.66	3491.0
2008-10-29 03:00:00	ES	Futures	874.66	876.55	870.87	871.58	8062.0
2008-10-29 03:30:00	ES	Futures	871.58	879.39	870.87	871.58	21107.0
2008-10-29 04:00:00	ES	Futures	871.58	876.31	867.56	869.45	37090.0
2008-10-29 04:30:00	ES	Futures	869.69	872.76	867.79	868.74	14711.0
2008-10-29 05:00:00	ES	Futures	868.74	871.34	866.85	867.79	11383.0
2008-10-29 05:30:00	ES	Futures	867.79	871.82	865.43	870.4	13563.0
2008-10-29 06:00:00	ES	Futures	870.4	879.86	870.16	879.63	13143.0
2008-10-29 06:30:00	ES	Futures	879.63	887.2	876.79	885.07	21426.0
2008-10-29 07:00:00	ES	Futures	885.31	886.49	878.92	883.65	14928.0
2008-10-29 07:30:00	ES	Futures	883.65	895.96	882.7	891.7	32268.0
2008-10-29 08:00:00	ES	Futures	891.7	901.4	889.33	889.8	44150.0
2008-10-29 08:30:00	ES	Futures	889.8	895.01	885.07	886.73	42091.0
2008-10-29 09:00:00	ES	Futures	886.73	891.46	885.07	886.73	39322.0
2008-10-29 09:30:00	ES	Futures	886.49	887.67	876.79	881.52	259484.0
2008-10-29 10:00:00	ES	Futures	881.52	895.01	878.21	890.51	214663.0
2008-10-29 10:30:00	ES	Futures	890.75	892.17	878.44	880.1	161170.0
2008-10-29 11:00:00	ES	Futures	880.1	888.38	878.44	886.73	132352.0
2008-10-29 11:30:00	ES	Futures	886.73	890.75	884.6	890.04	94818.0
2008-10-29 12:00:00	ES	Futures	890.04	893.83	886.02	893.59	69363.0
2008-10-29 12:30:00	ES	Futures	893.59	902.11	892.88	894.06	131646.0
2008-10-29 13:00:00	ES	Futures	894.06	897.38	891.7	895.01	69890.0
2008-10-29 13:30:00	ES	Futures	895.25	903.76	895.01	896.67	93369.0
2008-10-29 14:00:00	ES	Futures	896.67	902.58	881.28	888.62	227391.0
2008-10-29 14:30:00	ES	Futures	888.62	897.38	876.79	892.41	294165.0
2008-10-29 15:00:00	ES	Futures	892.41	918.67	886.02	910.39	340592.0
2008-10-29 15:30:00	ES	Futures	910.39	919.38	869.45	871.58	573627.0
2008-10-29 16:00:00	ES	Futures	871.58	884.6	869.92	877.97	160009.0
2008-10-29 16:30:00	ES	Futures	878.21	887.91	877.97	882.47	16577.0
2008-10-29 17:00:00	ES	Futures	882.23	883.18	881.28	882.23	2048.0
2008-10-29 18:00:00	ES	Futures	882.47	884.6	881.76	882.94	2691.0
2008-10-29 18:30:00	ES	Futures	883.18	885.07	882.23	884.6	1816.0
2008-10-29 19:00:00	ES	Futures	884.6	885.07	881.76	882.47	1142.0
2008-10-29 19:30:00	ES	Futures	882.47	884.12	881.76	884.12	1521.0
2008-10-29 20:00:00	ES	Futures	883.89	886.02	882.7	883.65	3395.0
2008-10-29 20:30:00	ES	Futures	883.89	886.02	882.23	884.83	2210.0
2008-10-29 21:00:00	ES	Futures	884.6	894.06	884.6	893.12	8363.0
2008-10-29 21:30:00	ES	Futures	893.12	899.98	891.46	897.14	7251.0
2008-10-29 22:00:00	ES	Futures	897.14	898.8	895.25	898.8	3166.0
2008-10-29 22:30:00	ES	Futures	898.56	898.8	896.43	896.67	2387.0
2008-10-29 23:00:00	ES	Futures	896.67	898.09	894.06	894.3	2736.0
2008-10-29 23:30:00	ES	Futures	894.3	898.56	894.06	898.56	3173.0
2008-10-29 00:00:00	NQ	Futures	1462.07	1462.07	1453.02	1453.02	202.0
2008-10-29 00:30:00	NQ	Futures	1452.17	1453.87	1445.66	1445.94	147.0
2008-10-29 01:00:00	NQ	Futures	1446.79	1454.43	1446.23	1453.3	114.0

> showing 50 of 2,361 rows — these rows as CSV

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