PREVIEW / futures_30min / 2015-04-28
file: by_date/futures_30min/2015/2015-04-28.parquet size: 80 KB rows: 2,928
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 |
|---|---|---|---|---|---|---|---|
| 2015-04-28 00:00:00 | ES | Futures | 2221.49 | 2222.82 | 2221.23 | 2222.02 | 565.0 |
| 2015-04-28 00:30:00 | ES | Futures | 2222.02 | 2222.55 | 2222.02 | 2222.02 | 328.0 |
| 2015-04-28 01:00:00 | ES | Futures | 2222.02 | 2222.29 | 2220.7 | 2220.97 | 1012.0 |
| 2015-04-28 01:30:00 | ES | Futures | 2220.97 | 2222.02 | 2220.97 | 2221.49 | 934.0 |
| 2015-04-28 02:00:00 | ES | Futures | 2221.23 | 2222.02 | 2220.44 | 2221.23 | 3356.0 |
| 2015-04-28 02:30:00 | ES | Futures | 2221.23 | 2223.08 | 2220.7 | 2222.02 | 3862.0 |
| 2015-04-28 03:00:00 | ES | Futures | 2222.02 | 2222.29 | 2219.12 | 2220.7 | 14616.0 |
| 2015-04-28 03:30:00 | ES | Futures | 2220.7 | 2221.23 | 2217.8 | 2218.06 | 9379.0 |
| 2015-04-28 04:00:00 | ES | Futures | 2218.06 | 2219.38 | 2217.27 | 2217.8 | 5816.0 |
| 2015-04-28 04:30:00 | ES | Futures | 2218.06 | 2220.97 | 2217.53 | 2219.65 | 6040.0 |
| 2015-04-28 05:00:00 | ES | Futures | 2219.91 | 2220.17 | 2218.06 | 2218.33 | 3978.0 |
| 2015-04-28 05:30:00 | ES | Futures | 2218.33 | 2218.85 | 2217.53 | 2218.33 | 3969.0 |
| 2015-04-28 06:00:00 | ES | Futures | 2218.33 | 2220.17 | 2217.8 | 2218.06 | 6459.0 |
| 2015-04-28 06:30:00 | ES | Futures | 2218.06 | 2218.85 | 2214.89 | 2215.68 | 10965.0 |
| 2015-04-28 07:00:00 | ES | Futures | 2215.42 | 2216.48 | 2213.57 | 2215.16 | 11329.0 |
| 2015-04-28 07:30:00 | ES | Futures | 2215.16 | 2216.48 | 2213.84 | 2216.48 | 8846.0 |
| 2015-04-28 08:00:00 | ES | Futures | 2216.48 | 2218.33 | 2216.21 | 2217.27 | 19761.0 |
| 2015-04-28 08:30:00 | ES | Futures | 2217.0 | 2219.38 | 2217.0 | 2219.12 | 15477.0 |
| 2015-04-28 09:00:00 | ES | Futures | 2218.85 | 2221.23 | 2218.59 | 2221.23 | 24297.0 |
| 2015-04-28 09:30:00 | ES | Futures | 2221.23 | 2223.08 | 2217.53 | 2219.65 | 189545.0 |
| 2015-04-28 10:00:00 | ES | Futures | 2219.91 | 2219.91 | 2206.18 | 2212.78 | 273984.0 |
| 2015-04-28 10:30:00 | ES | Futures | 2212.78 | 2219.91 | 2211.99 | 2217.53 | 131857.0 |
| 2015-04-28 11:00:00 | ES | Futures | 2217.53 | 2224.4 | 2217.27 | 2221.49 | 120988.0 |
| 2015-04-28 11:30:00 | ES | Futures | 2221.49 | 2226.78 | 2221.49 | 2224.93 | 88489.0 |
| 2015-04-28 12:00:00 | ES | Futures | 2224.93 | 2226.51 | 2223.08 | 2225.19 | 44265.0 |
| 2015-04-28 12:30:00 | ES | Futures | 2224.93 | 2228.89 | 2224.14 | 2227.04 | 46682.0 |
| 2015-04-28 13:00:00 | ES | Futures | 2227.04 | 2229.42 | 2226.25 | 2227.31 | 34738.0 |
| 2015-04-28 13:30:00 | ES | Futures | 2227.04 | 2228.63 | 2225.72 | 2227.04 | 39097.0 |
| 2015-04-28 14:00:00 | ES | Futures | 2227.04 | 2227.04 | 2223.61 | 2224.66 | 52278.0 |
| 2015-04-28 14:30:00 | ES | Futures | 2224.4 | 2227.31 | 2223.34 | 2225.72 | 41021.0 |
| 2015-04-28 15:00:00 | ES | Futures | 2225.72 | 2228.63 | 2225.46 | 2226.78 | 43332.0 |
| 2015-04-28 15:30:00 | ES | Futures | 2226.51 | 2228.89 | 2224.4 | 2228.36 | 110894.0 |
| 2015-04-28 16:00:00 | ES | Futures | 2228.36 | 2231.8 | 2228.36 | 2231.27 | 79812.0 |
| 2015-04-28 16:30:00 | ES | Futures | 2231.27 | 2231.53 | 2230.74 | 2231.0 | 5110.0 |
| 2015-04-28 17:00:00 | ES | Futures | 2231.0 | 2231.27 | 2230.47 | 2230.47 | 1416.0 |
| 2015-04-28 18:00:00 | ES | Futures | 2229.95 | 2230.74 | 2229.68 | 2229.95 | 2027.0 |
| 2015-04-28 18:30:00 | ES | Futures | 2229.68 | 2230.21 | 2229.42 | 2229.42 | 1136.0 |
| 2015-04-28 19:00:00 | ES | Futures | 2229.42 | 2230.21 | 2229.42 | 2229.68 | 565.0 |
| 2015-04-28 19:30:00 | ES | Futures | 2229.68 | 2230.21 | 2229.15 | 2229.42 | 669.0 |
| 2015-04-28 20:00:00 | ES | Futures | 2229.42 | 2230.21 | 2229.42 | 2229.95 | 1055.0 |
| 2015-04-28 20:30:00 | ES | Futures | 2229.95 | 2231.27 | 2229.68 | 2231.0 | 1246.0 |
| 2015-04-28 21:00:00 | ES | Futures | 2231.0 | 2231.27 | 2230.21 | 2230.74 | 1397.0 |
| 2015-04-28 21:30:00 | ES | Futures | 2230.74 | 2231.0 | 2230.21 | 2230.47 | 1242.0 |
| 2015-04-28 22:00:00 | ES | Futures | 2230.74 | 2230.74 | 2228.1 | 2228.36 | 2185.0 |
| 2015-04-28 22:30:00 | ES | Futures | 2228.63 | 2228.89 | 2227.83 | 2228.36 | 1479.0 |
| 2015-04-28 23:00:00 | ES | Futures | 2228.1 | 2229.68 | 2228.1 | 2229.42 | 580.0 |
| 2015-04-28 23:30:00 | ES | Futures | 2229.15 | 2229.42 | 2228.89 | 2229.15 | 380.0 |
| 2015-04-28 00:00:00 | NQ | Futures | 5321.67 | 5324.61 | 5321.37 | 5323.73 | 128.0 |
| 2015-04-28 00:30:00 | NQ | Futures | 5323.43 | 5324.02 | 5323.14 | 5323.73 | 48.0 |
| 2015-04-28 01:00:00 | NQ | Futures | 5323.73 | 5324.02 | 5320.79 | 5321.37 | 301.0 |
> showing 50 of 2,928 rows — these rows as CSV