PREVIEW / futures_30min / 2015-01-22
file: by_date/futures_30min/2015/2015-01-22.parquet size: 88 KB rows: 2,974
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 |
|---|---|---|---|---|---|---|---|
| 2015-01-22 00:00:00 | ES | Futures | 2136.53 | 2137.32 | 2135.74 | 2136.53 | 1123.0 |
| 2015-01-22 00:30:00 | ES | Futures | 2136.79 | 2136.79 | 2136.0 | 2136.27 | 912.0 |
| 2015-01-22 01:00:00 | ES | Futures | 2136.53 | 2138.11 | 2136.53 | 2137.85 | 1497.0 |
| 2015-01-22 01:30:00 | ES | Futures | 2137.58 | 2139.42 | 2137.58 | 2138.37 | 1536.0 |
| 2015-01-22 02:00:00 | ES | Futures | 2138.11 | 2138.64 | 2136.0 | 2137.85 | 3043.0 |
| 2015-01-22 02:30:00 | ES | Futures | 2137.58 | 2141.53 | 2136.53 | 2141.53 | 5056.0 |
| 2015-01-22 03:00:00 | ES | Futures | 2141.79 | 2141.79 | 2138.64 | 2139.42 | 10231.0 |
| 2015-01-22 03:30:00 | ES | Futures | 2139.16 | 2141.27 | 2138.64 | 2141.0 | 4262.0 |
| 2015-01-22 04:00:00 | ES | Futures | 2140.74 | 2141.27 | 2139.42 | 2139.95 | 3544.0 |
| 2015-01-22 04:30:00 | ES | Futures | 2139.95 | 2142.85 | 2138.64 | 2139.16 | 8392.0 |
| 2015-01-22 05:00:00 | ES | Futures | 2139.42 | 2140.48 | 2137.58 | 2138.37 | 7029.0 |
| 2015-01-22 05:30:00 | ES | Futures | 2138.37 | 2139.95 | 2136.79 | 2136.79 | 4817.0 |
| 2015-01-22 06:00:00 | ES | Futures | 2136.79 | 2137.85 | 2134.69 | 2136.27 | 10422.0 |
| 2015-01-22 06:30:00 | ES | Futures | 2136.27 | 2138.37 | 2135.21 | 2137.58 | 9131.0 |
| 2015-01-22 07:00:00 | ES | Futures | 2137.85 | 2138.37 | 2135.74 | 2137.06 | 8928.0 |
| 2015-01-22 07:30:00 | ES | Futures | 2137.06 | 2146.0 | 2136.53 | 2143.9 | 26698.0 |
| 2015-01-22 08:00:00 | ES | Futures | 2143.9 | 2146.0 | 2142.58 | 2143.9 | 16652.0 |
| 2015-01-22 08:30:00 | ES | Futures | 2143.9 | 2154.69 | 2136.79 | 2144.95 | 147438.0 |
| 2015-01-22 09:00:00 | ES | Futures | 2144.69 | 2149.42 | 2142.06 | 2143.11 | 67905.0 |
| 2015-01-22 09:30:00 | ES | Futures | 2143.37 | 2148.37 | 2125.48 | 2131.79 | 289238.0 |
| 2015-01-22 10:00:00 | ES | Futures | 2132.06 | 2144.42 | 2131.27 | 2142.58 | 166432.0 |
| 2015-01-22 10:30:00 | ES | Futures | 2142.58 | 2153.11 | 2141.53 | 2153.11 | 127182.0 |
| 2015-01-22 11:00:00 | ES | Futures | 2153.11 | 2153.63 | 2144.95 | 2149.95 | 123169.0 |
| 2015-01-22 11:30:00 | ES | Futures | 2149.95 | 2150.74 | 2143.64 | 2147.06 | 75163.0 |
| 2015-01-22 12:00:00 | ES | Futures | 2147.06 | 2149.42 | 2143.9 | 2148.63 | 67349.0 |
| 2015-01-22 12:30:00 | ES | Futures | 2148.63 | 2149.16 | 2144.69 | 2146.27 | 43455.0 |
| 2015-01-22 13:00:00 | ES | Futures | 2146.27 | 2149.69 | 2144.69 | 2146.0 | 48626.0 |
| 2015-01-22 13:30:00 | ES | Futures | 2146.0 | 2151.0 | 2146.0 | 2150.48 | 46884.0 |
| 2015-01-22 14:00:00 | ES | Futures | 2150.48 | 2154.16 | 2149.16 | 2153.63 | 69004.0 |
| 2015-01-22 14:30:00 | ES | Futures | 2153.63 | 2163.9 | 2153.37 | 2163.37 | 112966.0 |
| 2015-01-22 15:00:00 | ES | Futures | 2163.37 | 2167.58 | 2162.58 | 2165.21 | 105415.0 |
| 2015-01-22 15:30:00 | ES | Futures | 2165.21 | 2166.53 | 2163.11 | 2165.21 | 120553.0 |
| 2015-01-22 16:00:00 | ES | Futures | 2165.48 | 2166.27 | 2162.58 | 2164.69 | 71349.0 |
| 2015-01-22 16:30:00 | ES | Futures | 2164.69 | 2166.0 | 2164.42 | 2166.0 | 7586.0 |
| 2015-01-22 17:00:00 | ES | Futures | 2165.74 | 2166.0 | 2164.69 | 2164.95 | 1550.0 |
| 2015-01-22 18:00:00 | ES | Futures | 2164.69 | 2165.48 | 2163.11 | 2165.21 | 4113.0 |
| 2015-01-22 18:30:00 | ES | Futures | 2165.21 | 2166.0 | 2163.63 | 2164.16 | 1859.0 |
| 2015-01-22 19:00:00 | ES | Futures | 2163.9 | 2164.16 | 2161.79 | 2162.06 | 4669.0 |
| 2015-01-22 19:30:00 | ES | Futures | 2162.06 | 2163.11 | 2161.79 | 2162.58 | 2728.0 |
| 2015-01-22 20:00:00 | ES | Futures | 2162.58 | 2163.11 | 2161.53 | 2162.06 | 1712.0 |
| 2015-01-22 20:30:00 | ES | Futures | 2162.06 | 2162.85 | 2161.27 | 2162.32 | 1623.0 |
| 2015-01-22 21:00:00 | ES | Futures | 2162.32 | 2162.58 | 2161.0 | 2161.27 | 1470.0 |
| 2015-01-22 21:30:00 | ES | Futures | 2161.27 | 2162.06 | 2160.74 | 2161.53 | 1582.0 |
| 2015-01-22 22:00:00 | ES | Futures | 2161.79 | 2163.11 | 2161.0 | 2162.58 | 1602.0 |
| 2015-01-22 22:30:00 | ES | Futures | 2162.58 | 2163.37 | 2161.79 | 2162.06 | 1208.0 |
| 2015-01-22 23:00:00 | ES | Futures | 2162.06 | 2162.58 | 2161.53 | 2161.79 | 719.0 |
| 2015-01-22 23:30:00 | ES | Futures | 2162.06 | 2162.58 | 2161.53 | 2161.79 | 810.0 |
| 2015-01-22 00:00:00 | NQ | Futures | 4920.75 | 4922.22 | 4918.99 | 4920.75 | 229.0 |
| 2015-01-22 00:30:00 | NQ | Futures | 4921.63 | 4921.63 | 4918.4 | 4918.4 | 533.0 |
| 2015-01-22 01:00:00 | NQ | Futures | 4918.69 | 4923.39 | 4918.69 | 4922.22 | 439.0 |
> showing 50 of 2,974 rows — these rows as CSV