PREVIEW / futures_30min / 2015-08-25
file: by_date/futures_30min/2015/2015-08-25.parquet size: 90 KB rows: 2,942
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 |
|---|---|---|---|---|---|---|---|
| 2015-08-25 00:00:00 | ES | Futures | 2039.99 | 2042.12 | 2037.07 | 2037.86 | 4385.0 |
| 2015-08-25 00:30:00 | ES | Futures | 2037.86 | 2044.52 | 2033.34 | 2043.19 | 9559.0 |
| 2015-08-25 01:00:00 | ES | Futures | 2042.92 | 2045.32 | 2026.42 | 2029.88 | 9734.0 |
| 2015-08-25 01:30:00 | ES | Futures | 2029.88 | 2030.14 | 2008.04 | 2016.03 | 17085.0 |
| 2015-08-25 02:00:00 | ES | Futures | 2016.03 | 2030.14 | 2010.17 | 2018.96 | 27039.0 |
| 2015-08-25 02:30:00 | ES | Futures | 2019.23 | 2035.2 | 2018.96 | 2022.95 | 18786.0 |
| 2015-08-25 03:00:00 | ES | Futures | 2022.95 | 2041.06 | 2022.95 | 2039.46 | 35790.0 |
| 2015-08-25 03:30:00 | ES | Futures | 2039.73 | 2053.31 | 2038.66 | 2050.64 | 31117.0 |
| 2015-08-25 04:00:00 | ES | Futures | 2051.18 | 2060.76 | 2047.18 | 2057.03 | 29794.0 |
| 2015-08-25 04:30:00 | ES | Futures | 2057.3 | 2062.63 | 2048.25 | 2053.04 | 33696.0 |
| 2015-08-25 05:00:00 | ES | Futures | 2053.04 | 2056.5 | 2047.98 | 2054.11 | 19700.0 |
| 2015-08-25 05:30:00 | ES | Futures | 2053.84 | 2062.09 | 2052.51 | 2056.5 | 21335.0 |
| 2015-08-25 06:00:00 | ES | Futures | 2056.77 | 2075.14 | 2046.12 | 2062.89 | 66436.0 |
| 2015-08-25 06:30:00 | ES | Futures | 2063.16 | 2073.28 | 2054.64 | 2058.63 | 53423.0 |
| 2015-08-25 07:00:00 | ES | Futures | 2058.9 | 2073.28 | 2054.9 | 2068.48 | 38599.0 |
| 2015-08-25 07:30:00 | ES | Futures | 2068.48 | 2074.07 | 2063.16 | 2069.55 | 40157.0 |
| 2015-08-25 08:00:00 | ES | Futures | 2069.81 | 2070.08 | 2057.03 | 2061.56 | 47641.0 |
| 2015-08-25 08:30:00 | ES | Futures | 2061.29 | 2065.02 | 2056.24 | 2057.3 | 43680.0 |
| 2015-08-25 09:00:00 | ES | Futures | 2057.3 | 2074.07 | 2055.7 | 2073.28 | 77583.0 |
| 2015-08-25 09:30:00 | ES | Futures | 2073.28 | 2073.81 | 2051.44 | 2056.24 | 409228.0 |
| 2015-08-25 10:00:00 | ES | Futures | 2055.97 | 2063.96 | 2047.98 | 2052.24 | 257418.0 |
| 2015-08-25 10:30:00 | ES | Futures | 2052.24 | 2055.97 | 2046.92 | 2053.31 | 162908.0 |
| 2015-08-25 11:00:00 | ES | Futures | 2053.31 | 2071.15 | 2053.31 | 2063.69 | 167973.0 |
| 2015-08-25 11:30:00 | ES | Futures | 2063.69 | 2064.49 | 2057.03 | 2057.57 | 148890.0 |
| 2015-08-25 12:00:00 | ES | Futures | 2057.3 | 2062.36 | 2055.44 | 2058.63 | 104454.0 |
| 2015-08-25 12:30:00 | ES | Futures | 2058.9 | 2061.83 | 2052.77 | 2053.84 | 100631.0 |
| 2015-08-25 13:00:00 | ES | Futures | 2053.84 | 2056.77 | 2036.27 | 2037.07 | 149623.0 |
| 2015-08-25 13:30:00 | ES | Futures | 2037.33 | 2046.38 | 2034.14 | 2042.39 | 136548.0 |
| 2015-08-25 14:00:00 | ES | Futures | 2042.39 | 2046.12 | 2035.73 | 2041.59 | 127361.0 |
| 2015-08-25 14:30:00 | ES | Futures | 2041.59 | 2051.71 | 2038.13 | 2047.45 | 131938.0 |
| 2015-08-25 15:00:00 | ES | Futures | 2047.45 | 2050.11 | 2022.69 | 2023.75 | 205775.0 |
| 2015-08-25 15:30:00 | ES | Futures | 2024.29 | 2026.42 | 1983.82 | 1985.95 | 554939.0 |
| 2015-08-25 16:00:00 | ES | Futures | 1985.95 | 1996.33 | 1980.89 | 1995.53 | 176840.0 |
| 2015-08-25 16:30:00 | ES | Futures | 1993.67 | 1993.93 | 1986.48 | 1991.0 | 21922.0 |
| 2015-08-25 17:00:00 | ES | Futures | 1991.0 | 1996.06 | 1990.47 | 1995.8 | 6130.0 |
| 2015-08-25 18:00:00 | ES | Futures | 1997.93 | 2001.39 | 1987.81 | 1988.34 | 11980.0 |
| 2015-08-25 18:30:00 | ES | Futures | 1988.34 | 1991.54 | 1977.16 | 1987.28 | 15125.0 |
| 2015-08-25 19:00:00 | ES | Futures | 1987.28 | 1990.21 | 1977.69 | 1984.35 | 10801.0 |
| 2015-08-25 19:30:00 | ES | Futures | 1984.35 | 1985.15 | 1970.77 | 1971.04 | 16963.0 |
| 2015-08-25 20:00:00 | ES | Futures | 1971.04 | 1987.54 | 1971.04 | 1984.35 | 24424.0 |
| 2015-08-25 20:30:00 | ES | Futures | 1984.35 | 1997.66 | 1984.35 | 1989.41 | 16164.0 |
| 2015-08-25 21:00:00 | ES | Futures | 1989.14 | 1997.39 | 1984.61 | 1994.73 | 11658.0 |
| 2015-08-25 21:30:00 | ES | Futures | 1995.0 | 1999.79 | 1981.69 | 1995.26 | 21655.0 |
| 2015-08-25 22:00:00 | ES | Futures | 1995.26 | 1997.93 | 1990.21 | 1991.27 | 9916.0 |
| 2015-08-25 22:30:00 | ES | Futures | 1991.54 | 1993.93 | 1982.48 | 1990.74 | 13092.0 |
| 2015-08-25 23:00:00 | ES | Futures | 1991.0 | 1998.73 | 1989.14 | 1998.19 | 8386.0 |
| 2015-08-25 23:30:00 | ES | Futures | 1997.93 | 2004.05 | 1994.73 | 2003.52 | 8259.0 |
| 2015-08-25 00:00:00 | NQ | Futures | 4837.34 | 4841.48 | 4826.99 | 4828.76 | 631.0 |
| 2015-08-25 00:30:00 | NQ | Futures | 4828.17 | 4844.44 | 4813.38 | 4841.78 | 1298.0 |
| 2015-08-25 01:00:00 | NQ | Futures | 4842.37 | 4849.47 | 4797.41 | 4807.17 | 1695.0 |
> showing 50 of 2,942 rows — these rows as CSV