PREVIEW / futures_30min / 2015-08-24
file: by_date/futures_30min/2015/2015-08-24.parquet size: 92 KB rows: 3,030
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 |
|---|---|---|---|---|---|---|---|
| 2015-08-24 00:00:00 | ES | Futures | 2041.59 | 2053.04 | 2039.99 | 2049.31 | 28612.0 |
| 2015-08-24 00:30:00 | ES | Futures | 2049.31 | 2053.04 | 2046.12 | 2046.65 | 13519.0 |
| 2015-08-24 01:00:00 | ES | Futures | 2046.38 | 2046.92 | 2035.73 | 2043.46 | 33931.0 |
| 2015-08-24 01:30:00 | ES | Futures | 2043.46 | 2051.18 | 2043.19 | 2047.45 | 21984.0 |
| 2015-08-24 02:00:00 | ES | Futures | 2047.18 | 2057.57 | 2046.92 | 2052.24 | 39018.0 |
| 2015-08-24 02:30:00 | ES | Futures | 2052.51 | 2052.77 | 2043.99 | 2048.25 | 27382.0 |
| 2015-08-24 03:00:00 | ES | Futures | 2048.25 | 2058.37 | 2047.72 | 2057.83 | 42721.0 |
| 2015-08-24 03:30:00 | ES | Futures | 2057.83 | 2061.83 | 2050.38 | 2060.5 | 47938.0 |
| 2015-08-24 04:00:00 | ES | Futures | 2060.23 | 2061.29 | 2057.83 | 2059.96 | 32168.0 |
| 2015-08-24 04:30:00 | ES | Futures | 2059.7 | 2064.76 | 2054.9 | 2063.69 | 31796.0 |
| 2015-08-24 05:00:00 | ES | Futures | 2063.96 | 2065.29 | 2060.76 | 2064.22 | 25831.0 |
| 2015-08-24 05:30:00 | ES | Futures | 2064.22 | 2069.02 | 2059.43 | 2059.96 | 29123.0 |
| 2015-08-24 06:00:00 | ES | Futures | 2059.96 | 2062.36 | 2047.45 | 2051.71 | 43360.0 |
| 2015-08-24 06:30:00 | ES | Futures | 2051.98 | 2060.5 | 2047.98 | 2059.7 | 34019.0 |
| 2015-08-24 07:00:00 | ES | Futures | 2059.96 | 2059.96 | 2047.45 | 2047.98 | 40114.0 |
| 2015-08-24 07:30:00 | ES | Futures | 2047.98 | 2048.78 | 2021.36 | 2023.75 | 130798.0 |
| 2015-08-24 08:00:00 | ES | Futures | 2024.02 | 2031.74 | 2014.97 | 2031.74 | 108202.0 |
| 2015-08-24 08:30:00 | ES | Futures | 2031.74 | 2034.94 | 2017.63 | 2018.69 | 85239.0 |
| 2015-08-24 09:00:00 | ES | Futures | 2018.69 | 2022.16 | 1991.54 | 1991.54 | 101653.0 |
| 2015-08-24 09:30:00 | ES | Futures | 1990.21 | 2028.55 | 1950.0 | 2013.1 | 459834.0 |
| 2015-08-24 10:00:00 | ES | Futures | 2012.84 | 2053.84 | 2005.12 | 2038.4 | 409105.0 |
| 2015-08-24 10:30:00 | ES | Futures | 2038.4 | 2050.11 | 2021.62 | 2045.05 | 334088.0 |
| 2015-08-24 11:00:00 | ES | Futures | 2044.79 | 2048.51 | 2027.48 | 2030.68 | 238757.0 |
| 2015-08-24 11:30:00 | ES | Futures | 2030.94 | 2067.42 | 2027.75 | 2064.22 | 283753.0 |
| 2015-08-24 12:00:00 | ES | Futures | 2063.96 | 2075.41 | 2053.84 | 2072.21 | 237971.0 |
| 2015-08-24 12:30:00 | ES | Futures | 2072.21 | 2076.74 | 2062.63 | 2069.28 | 208288.0 |
| 2015-08-24 13:00:00 | ES | Futures | 2069.28 | 2077.54 | 2058.37 | 2061.29 | 146200.0 |
| 2015-08-24 13:30:00 | ES | Futures | 2061.56 | 2061.56 | 2041.86 | 2042.92 | 166047.0 |
| 2015-08-24 14:00:00 | ES | Futures | 2042.66 | 2044.52 | 2028.81 | 2036.27 | 218743.0 |
| 2015-08-24 14:30:00 | ES | Futures | 2036.27 | 2043.99 | 2006.18 | 2008.84 | 229514.0 |
| 2015-08-24 15:00:00 | ES | Futures | 2008.58 | 2021.36 | 1996.06 | 2000.59 | 330517.0 |
| 2015-08-24 15:30:00 | ES | Futures | 2000.59 | 2047.18 | 1995.26 | 2008.84 | 493280.0 |
| 2015-08-24 16:00:00 | ES | Futures | 2008.84 | 2012.04 | 1988.08 | 1990.21 | 188144.0 |
| 2015-08-24 16:30:00 | ES | Futures | 1993.13 | 2003.52 | 1990.74 | 1995.8 | 27807.0 |
| 2015-08-24 17:00:00 | ES | Futures | 1995.8 | 1997.13 | 1989.41 | 1992.07 | 6364.0 |
| 2015-08-24 18:00:00 | ES | Futures | 1994.47 | 2009.64 | 1993.4 | 2006.18 | 17262.0 |
| 2015-08-24 18:30:00 | ES | Futures | 2006.98 | 2010.71 | 2003.52 | 2007.25 | 5624.0 |
| 2015-08-24 19:00:00 | ES | Futures | 2006.98 | 2006.98 | 2002.45 | 2004.58 | 3211.0 |
| 2015-08-24 19:30:00 | ES | Futures | 2004.85 | 2017.1 | 2003.25 | 2012.3 | 7927.0 |
| 2015-08-24 20:00:00 | ES | Futures | 2012.57 | 2029.88 | 2008.58 | 2022.42 | 19574.0 |
| 2015-08-24 20:30:00 | ES | Futures | 2022.16 | 2022.69 | 2014.97 | 2021.36 | 10620.0 |
| 2015-08-24 21:00:00 | ES | Futures | 2021.62 | 2034.67 | 2019.23 | 2020.82 | 23764.0 |
| 2015-08-24 21:30:00 | ES | Futures | 2020.82 | 2035.73 | 2020.03 | 2031.47 | 24616.0 |
| 2015-08-24 22:00:00 | ES | Futures | 2031.47 | 2044.79 | 2027.48 | 2034.67 | 17396.0 |
| 2015-08-24 22:30:00 | ES | Futures | 2034.67 | 2039.99 | 2032.01 | 2037.6 | 10543.0 |
| 2015-08-24 23:00:00 | ES | Futures | 2037.6 | 2039.2 | 2032.01 | 2036.27 | 6581.0 |
| 2015-08-24 23:30:00 | ES | Futures | 2036.27 | 2042.12 | 2033.07 | 2039.73 | 7212.0 |
| 2015-08-24 00:00:00 | NQ | Futures | 4762.21 | 4782.32 | 4758.96 | 4769.6 | 5842.0 |
| 2015-08-24 00:30:00 | NQ | Futures | 4769.6 | 4799.48 | 4768.72 | 4775.22 | 2913.0 |
| 2015-08-24 01:00:00 | NQ | Futures | 4775.22 | 4775.82 | 4745.94 | 4762.21 | 3985.0 |
> showing 50 of 3,030 rows — these rows as CSV