PREVIEW / futures_30min / 2008-10-31

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-31.parquet
  size:    62 KB
  rows:    1,900

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
2008-10-31 00:00:00	ES	Futures	908.02	909.68	906.37	906.37	1872.0
2008-10-31 00:30:00	ES	Futures	906.6	910.39	905.89	907.55	1726.0
2008-10-31 01:00:00	ES	Futures	907.31	910.86	906.37	909.21	2695.0
2008-10-31 01:30:00	ES	Futures	909.21	909.21	901.16	901.4	2490.0
2008-10-31 02:00:00	ES	Futures	901.16	903.53	899.51	899.74	3190.0
2008-10-31 02:30:00	ES	Futures	899.98	899.98	895.96	897.85	4016.0
2008-10-31 03:00:00	ES	Futures	897.61	898.09	892.17	896.43	8867.0
2008-10-31 03:30:00	ES	Futures	896.43	899.74	893.83	899.03	6526.0
2008-10-31 04:00:00	ES	Futures	899.27	901.4	890.99	891.22	18526.0
2008-10-31 04:30:00	ES	Futures	891.22	897.14	890.28	893.35	12272.0
2008-10-31 05:00:00	ES	Futures	893.59	893.83	889.8	891.22	9047.0
2008-10-31 05:30:00	ES	Futures	891.22	894.77	890.51	893.12	8612.0
2008-10-31 06:00:00	ES	Futures	893.12	897.14	890.28	893.35	9528.0
2008-10-31 06:30:00	ES	Futures	893.12	895.48	892.17	893.83	6557.0
2008-10-31 07:00:00	ES	Futures	893.83	896.67	891.93	892.41	8795.0
2008-10-31 07:30:00	ES	Futures	892.17	895.25	891.93	893.12	8383.0
2008-10-31 08:00:00	ES	Futures	893.35	899.27	892.17	896.67	14057.0
2008-10-31 08:30:00	ES	Futures	896.9	904.47	895.96	903.76	33682.0
2008-10-31 09:00:00	ES	Futures	903.76	905.89	897.85	898.32	43120.0
2008-10-31 09:30:00	ES	Futures	898.32	902.35	892.41	898.09	200945.0
2008-10-31 10:00:00	ES	Futures	898.09	907.55	897.61	904.24	217174.0
2008-10-31 10:30:00	ES	Futures	904.24	907.55	896.67	901.16	147103.0
2008-10-31 11:00:00	ES	Futures	901.16	913.23	900.93	911.34	148482.0
2008-10-31 11:30:00	ES	Futures	911.34	915.12	908.97	911.34	125625.0
2008-10-31 12:00:00	ES	Futures	911.34	912.05	905.18	907.79	107877.0
2008-10-31 12:30:00	ES	Futures	907.55	912.05	904.47	910.15	78372.0
2008-10-31 13:00:00	ES	Futures	910.15	924.83	909.92	921.75	148239.0
2008-10-31 13:30:00	ES	Futures	921.75	928.14	919.62	921.75	147479.0
2008-10-31 14:00:00	ES	Futures	921.75	926.25	916.07	921.04	129670.0
2008-10-31 14:30:00	ES	Futures	921.04	927.67	917.02	926.48	159349.0
2008-10-31 15:00:00	ES	Futures	926.48	931.45	910.39	912.52	257530.0
2008-10-31 15:30:00	ES	Futures	912.52	921.99	904.0	919.15	454469.0
2008-10-31 16:00:00	ES	Futures	919.15	920.57	913.7	914.89	189265.0
2008-10-31 00:00:00	NQ	Futures	1518.38	1520.65	1516.68	1516.68	125.0
2008-10-31 00:30:00	NQ	Futures	1513.85	1522.34	1513.85	1516.68	138.0
2008-10-31 01:00:00	NQ	Futures	1514.14	1520.65	1512.72	1518.1	125.0
2008-10-31 01:30:00	NQ	Futures	1518.1	1518.1	1505.37	1505.37	66.0
2008-10-31 02:00:00	NQ	Futures	1508.76	1511.02	1503.67	1504.8	102.0
2008-10-31 02:30:00	NQ	Futures	1503.95	1504.23	1498.01	1501.69	132.0
2008-10-31 03:00:00	NQ	Futures	1501.97	1501.97	1492.07	1499.71	244.0
2008-10-31 03:30:00	NQ	Futures	1498.57	1507.35	1494.05	1501.97	151.0
2008-10-31 04:00:00	NQ	Futures	1504.23	1505.93	1490.93	1490.93	576.0
2008-10-31 04:30:00	NQ	Futures	1490.93	1499.42	1488.67	1494.05	927.0
2008-10-31 05:00:00	NQ	Futures	1493.48	1493.48	1486.12	1489.8	561.0
2008-10-31 05:30:00	NQ	Futures	1489.24	1495.46	1488.39	1493.2	393.0
2008-10-31 06:00:00	NQ	Futures	1492.91	1497.16	1483.86	1486.12	1009.0
2008-10-31 06:30:00	NQ	Futures	1485.56	1491.22	1478.48	1486.41	1927.0
2008-10-31 07:00:00	NQ	Futures	1486.97	1494.33	1486.41	1486.97	937.0
2008-10-31 07:30:00	NQ	Futures	1487.26	1492.91	1486.97	1490.65	435.0
2008-10-31 08:00:00	NQ	Futures	1490.65	1499.71	1488.95	1497.44	1295.0

> showing 50 of 1,900 rows — these rows as CSV

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