PREVIEW / futures_30min / 2008-10-30

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-30.parquet
  size:    74 KB
  rows:    2,360

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
2008-10-30 00:00:00	ES	Futures	898.32	902.11	896.9	899.74	6981.0
2008-10-30 00:30:00	ES	Futures	899.51	900.69	897.61	897.85	1763.0
2008-10-30 01:00:00	ES	Futures	898.09	902.35	897.61	901.4	1887.0
2008-10-30 01:30:00	ES	Futures	901.4	909.68	901.4	908.73	6981.0
2008-10-30 02:00:00	ES	Futures	908.73	908.73	904.24	907.79	3287.0
2008-10-30 02:30:00	ES	Futures	907.79	916.78	904.0	905.42	8539.0
2008-10-30 03:00:00	ES	Futures	905.42	911.57	902.82	910.39	7220.0
2008-10-30 03:30:00	ES	Futures	910.15	911.57	905.66	906.37	7183.0
2008-10-30 04:00:00	ES	Futures	906.37	909.21	896.67	899.03	26174.0
2008-10-30 04:30:00	ES	Futures	899.03	902.11	895.96	896.67	9776.0
2008-10-30 05:00:00	ES	Futures	896.9	899.98	894.54	897.85	11497.0
2008-10-30 05:30:00	ES	Futures	897.85	902.58	895.25	899.98	9397.0
2008-10-30 06:00:00	ES	Futures	899.51	908.5	897.85	903.76	11158.0
2008-10-30 06:30:00	ES	Futures	903.53	908.97	902.58	907.08	12930.0
2008-10-30 07:00:00	ES	Futures	907.08	907.31	899.74	900.45	17069.0
2008-10-30 07:30:00	ES	Futures	900.45	906.84	899.98	906.37	16056.0
2008-10-30 08:00:00	ES	Futures	906.6	906.6	900.22	901.4	20269.0
2008-10-30 08:30:00	ES	Futures	901.4	910.63	900.22	908.5	66594.0
2008-10-30 09:00:00	ES	Futures	908.73	912.05	904.24	904.47	44290.0
2008-10-30 09:30:00	ES	Futures	904.71	912.05	899.74	902.82	259918.0
2008-10-30 10:00:00	ES	Futures	902.82	908.26	895.25	895.48	213919.0
2008-10-30 10:30:00	ES	Futures	895.48	898.09	887.2	892.88	222977.0
2008-10-30 11:00:00	ES	Futures	892.88	899.98	887.44	889.33	170358.0
2008-10-30 11:30:00	ES	Futures	889.33	892.41	877.26	881.28	223467.0
2008-10-30 12:00:00	ES	Futures	881.28	889.09	880.1	886.73	128067.0
2008-10-30 12:30:00	ES	Futures	886.73	893.59	885.54	886.73	110946.0
2008-10-30 13:00:00	ES	Futures	886.49	898.09	884.6	889.57	122431.0
2008-10-30 13:30:00	ES	Futures	889.57	895.25	885.78	892.88	84377.0
2008-10-30 14:00:00	ES	Futures	892.64	903.53	891.7	900.22	144672.0
2008-10-30 14:30:00	ES	Futures	900.22	903.76	895.25	899.51	138531.0
2008-10-30 15:00:00	ES	Futures	899.74	906.84	888.15	896.9	257336.0
2008-10-30 15:30:00	ES	Futures	897.14	906.84	885.31	902.11	387614.0
2008-10-30 16:00:00	ES	Futures	901.87	912.99	901.4	909.68	116799.0
2008-10-30 16:30:00	ES	Futures	908.5	909.68	906.37	907.08	6811.0
2008-10-30 17:00:00	ES	Futures	907.08	907.79	905.66	907.55	2351.0
2008-10-30 18:00:00	ES	Futures	906.84	909.21	906.13	907.79	1510.0
2008-10-30 18:30:00	ES	Futures	907.31	908.5	904.95	904.95	1430.0
2008-10-30 19:00:00	ES	Futures	904.71	905.18	902.58	904.24	1919.0
2008-10-30 19:30:00	ES	Futures	904.24	905.42	902.35	903.53	1601.0
2008-10-30 20:00:00	ES	Futures	903.53	904.24	901.64	904.24	3600.0
2008-10-30 20:30:00	ES	Futures	904.0	904.0	899.51	900.69	3269.0
2008-10-30 21:00:00	ES	Futures	900.93	904.24	900.22	903.29	1760.0
2008-10-30 21:30:00	ES	Futures	903.53	903.76	901.4	902.82	1900.0
2008-10-30 22:00:00	ES	Futures	902.58	902.58	900.22	902.35	912.0
2008-10-30 22:30:00	ES	Futures	902.11	903.76	901.16	903.76	1627.0
2008-10-30 23:00:00	ES	Futures	903.53	904.47	901.4	904.0	1355.0
2008-10-30 23:30:00	ES	Futures	903.76	909.21	903.76	908.26	2388.0
2008-10-30 00:00:00	NQ	Futures	1498.01	1505.37	1496.31	1499.71	205.0
2008-10-30 00:30:00	NQ	Futures	1500.84	1503.1	1498.01	1501.69	44.0
2008-10-30 01:00:00	NQ	Futures	1500.27	1506.21	1498.86	1506.21	82.0

> showing 50 of 2,360 rows — these rows as CSV

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