PREVIEW / futures_30min / 2015-08-26
file: by_date/futures_30min/2015/2015-08-26.parquet size: 87 KB rows: 2,933
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 |
|---|---|---|---|---|---|---|---|
| 2015-08-26 00:00:00 | ES | Futures | 2003.25 | 2009.38 | 2000.06 | 2009.11 | 7710.0 |
| 2015-08-26 00:30:00 | ES | Futures | 2009.11 | 2018.96 | 2007.51 | 2018.69 | 11632.0 |
| 2015-08-26 01:00:00 | ES | Futures | 2018.96 | 2027.75 | 2017.1 | 2021.89 | 15772.0 |
| 2015-08-26 01:30:00 | ES | Futures | 2022.16 | 2026.95 | 2018.43 | 2021.89 | 9297.0 |
| 2015-08-26 02:00:00 | ES | Futures | 2022.16 | 2025.88 | 2010.71 | 2016.03 | 21675.0 |
| 2015-08-26 02:30:00 | ES | Futures | 2015.77 | 2018.43 | 2004.58 | 2014.43 | 20538.0 |
| 2015-08-26 03:00:00 | ES | Futures | 2014.43 | 2015.5 | 2001.65 | 2011.51 | 35350.0 |
| 2015-08-26 03:30:00 | ES | Futures | 2011.51 | 2016.83 | 2007.78 | 2009.38 | 22635.0 |
| 2015-08-26 04:00:00 | ES | Futures | 2009.11 | 2033.07 | 2008.04 | 2025.35 | 43623.0 |
| 2015-08-26 04:30:00 | ES | Futures | 2025.35 | 2028.81 | 2019.49 | 2021.09 | 21736.0 |
| 2015-08-26 05:00:00 | ES | Futures | 2021.36 | 2025.08 | 2016.56 | 2024.02 | 14121.0 |
| 2015-08-26 05:30:00 | ES | Futures | 2024.02 | 2024.55 | 2017.1 | 2020.03 | 11407.0 |
| 2015-08-26 06:00:00 | ES | Futures | 2019.76 | 2023.22 | 2015.23 | 2021.36 | 15705.0 |
| 2015-08-26 06:30:00 | ES | Futures | 2021.62 | 2030.94 | 2021.09 | 2029.61 | 31296.0 |
| 2015-08-26 07:00:00 | ES | Futures | 2029.88 | 2039.46 | 2028.55 | 2032.27 | 43251.0 |
| 2015-08-26 07:30:00 | ES | Futures | 2032.54 | 2033.34 | 2026.42 | 2028.01 | 30230.0 |
| 2015-08-26 08:00:00 | ES | Futures | 2027.75 | 2036.0 | 2026.68 | 2032.81 | 42365.0 |
| 2015-08-26 08:30:00 | ES | Futures | 2032.81 | 2048.51 | 2032.27 | 2040.26 | 87457.0 |
| 2015-08-26 09:00:00 | ES | Futures | 2040.26 | 2043.46 | 2032.01 | 2037.86 | 73271.0 |
| 2015-08-26 09:30:00 | ES | Futures | 2037.86 | 2042.39 | 2018.43 | 2025.08 | 351239.0 |
| 2015-08-26 10:00:00 | ES | Futures | 2025.35 | 2032.81 | 2007.51 | 2019.23 | 256179.0 |
| 2015-08-26 10:30:00 | ES | Futures | 2019.23 | 2029.34 | 2012.3 | 2017.63 | 236448.0 |
| 2015-08-26 11:00:00 | ES | Futures | 2017.63 | 2020.03 | 2009.91 | 2014.43 | 153991.0 |
| 2015-08-26 11:30:00 | ES | Futures | 2014.17 | 2017.63 | 2001.65 | 2009.91 | 179675.0 |
| 2015-08-26 12:00:00 | ES | Futures | 2009.91 | 2012.57 | 2002.99 | 2004.32 | 121499.0 |
| 2015-08-26 12:30:00 | ES | Futures | 2004.58 | 2012.57 | 1997.39 | 2012.3 | 138676.0 |
| 2015-08-26 13:00:00 | ES | Futures | 2012.3 | 2021.36 | 2006.98 | 2021.09 | 126870.0 |
| 2015-08-26 13:30:00 | ES | Futures | 2021.09 | 2030.41 | 2017.1 | 2028.81 | 143615.0 |
| 2015-08-26 14:00:00 | ES | Futures | 2028.55 | 2029.88 | 2015.23 | 2021.09 | 129545.0 |
| 2015-08-26 14:30:00 | ES | Futures | 2021.09 | 2040.26 | 2019.49 | 2036.53 | 156754.0 |
| 2015-08-26 15:00:00 | ES | Futures | 2036.27 | 2057.83 | 2032.27 | 2049.58 | 245788.0 |
| 2015-08-26 15:30:00 | ES | Futures | 2049.58 | 2066.62 | 2048.51 | 2063.96 | 382899.0 |
| 2015-08-26 16:00:00 | ES | Futures | 2063.96 | 2069.28 | 2060.5 | 2061.83 | 131463.0 |
| 2015-08-26 16:30:00 | ES | Futures | 2062.36 | 2067.95 | 2061.83 | 2062.63 | 12388.0 |
| 2015-08-26 17:00:00 | ES | Futures | 2062.63 | 2066.62 | 2062.09 | 2065.82 | 4958.0 |
| 2015-08-26 18:00:00 | ES | Futures | 2067.42 | 2068.75 | 2064.22 | 2065.29 | 4682.0 |
| 2015-08-26 18:30:00 | ES | Futures | 2065.02 | 2067.15 | 2065.02 | 2065.82 | 1316.0 |
| 2015-08-26 19:00:00 | ES | Futures | 2065.55 | 2066.09 | 2063.42 | 2064.76 | 2302.0 |
| 2015-08-26 19:30:00 | ES | Futures | 2065.02 | 2069.02 | 2062.89 | 2068.22 | 4922.0 |
| 2015-08-26 20:00:00 | ES | Futures | 2068.22 | 2073.81 | 2065.02 | 2067.95 | 10744.0 |
| 2015-08-26 20:30:00 | ES | Futures | 2068.22 | 2070.88 | 2064.76 | 2068.48 | 5195.0 |
| 2015-08-26 21:00:00 | ES | Futures | 2068.22 | 2071.41 | 2067.15 | 2070.88 | 5831.0 |
| 2015-08-26 21:30:00 | ES | Futures | 2070.88 | 2076.47 | 2069.28 | 2075.67 | 11859.0 |
| 2015-08-26 22:00:00 | ES | Futures | 2075.67 | 2075.94 | 2070.88 | 2071.94 | 5776.0 |
| 2015-08-26 22:30:00 | ES | Futures | 2071.94 | 2073.28 | 2070.35 | 2072.48 | 3417.0 |
| 2015-08-26 23:00:00 | ES | Futures | 2072.48 | 2072.48 | 2066.35 | 2067.42 | 3823.0 |
| 2015-08-26 23:30:00 | ES | Futures | 2067.42 | 2069.28 | 2067.42 | 2068.48 | 2576.0 |
| 2015-08-26 00:00:00 | NQ | Futures | 4774.93 | 4795.34 | 4766.35 | 4794.45 | 1103.0 |
| 2015-08-26 00:30:00 | NQ | Futures | 4793.27 | 4823.44 | 4791.79 | 4821.96 | 2462.0 |
| 2015-08-26 01:00:00 | NQ | Futures | 4822.25 | 4845.03 | 4819.59 | 4831.42 | 2298.0 |
> showing 50 of 2,933 rows — these rows as CSV