PREVIEW / futures_30min / 2015-11-24
file: by_date/futures_30min/2015/2015-11-24.parquet size: 79 KB rows: 2,959
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 |
|---|---|---|---|---|---|---|---|
| 2015-11-24 00:00:00 | ES | Futures | 2230.52 | 2230.52 | 2229.18 | 2229.45 | 890.0 |
| 2015-11-24 00:30:00 | ES | Futures | 2229.45 | 2231.05 | 2228.91 | 2228.91 | 1603.0 |
| 2015-11-24 01:00:00 | ES | Futures | 2228.91 | 2231.32 | 2228.91 | 2231.32 | 1840.0 |
| 2015-11-24 01:30:00 | ES | Futures | 2231.32 | 2231.86 | 2230.52 | 2231.05 | 1703.0 |
| 2015-11-24 02:00:00 | ES | Futures | 2231.05 | 2234.0 | 2231.05 | 2233.46 | 3887.0 |
| 2015-11-24 02:30:00 | ES | Futures | 2233.73 | 2233.73 | 2231.32 | 2231.86 | 3326.0 |
| 2015-11-24 03:00:00 | ES | Futures | 2231.86 | 2232.39 | 2226.77 | 2227.31 | 20607.0 |
| 2015-11-24 03:30:00 | ES | Futures | 2227.31 | 2227.58 | 2212.59 | 2213.93 | 42465.0 |
| 2015-11-24 04:00:00 | ES | Futures | 2214.2 | 2224.1 | 2210.72 | 2221.96 | 26801.0 |
| 2015-11-24 04:30:00 | ES | Futures | 2222.22 | 2223.03 | 2219.82 | 2222.76 | 9712.0 |
| 2015-11-24 05:00:00 | ES | Futures | 2222.76 | 2225.17 | 2221.96 | 2223.03 | 8722.0 |
| 2015-11-24 05:30:00 | ES | Futures | 2223.29 | 2223.29 | 2219.01 | 2220.08 | 7935.0 |
| 2015-11-24 06:00:00 | ES | Futures | 2220.35 | 2222.22 | 2218.48 | 2221.69 | 10007.0 |
| 2015-11-24 06:30:00 | ES | Futures | 2221.69 | 2223.56 | 2219.28 | 2220.08 | 11116.0 |
| 2015-11-24 07:00:00 | ES | Futures | 2220.08 | 2222.49 | 2218.48 | 2219.55 | 9541.0 |
| 2015-11-24 07:30:00 | ES | Futures | 2219.55 | 2221.15 | 2213.66 | 2215.53 | 29410.0 |
| 2015-11-24 08:00:00 | ES | Futures | 2215.8 | 2217.94 | 2212.59 | 2214.2 | 26331.0 |
| 2015-11-24 08:30:00 | ES | Futures | 2214.46 | 2217.14 | 2213.66 | 2215.8 | 20299.0 |
| 2015-11-24 09:00:00 | ES | Futures | 2216.07 | 2219.01 | 2215.8 | 2217.14 | 21425.0 |
| 2015-11-24 09:30:00 | ES | Futures | 2217.14 | 2224.63 | 2216.6 | 2222.76 | 175876.0 |
| 2015-11-24 10:00:00 | ES | Futures | 2222.76 | 2224.36 | 2217.68 | 2217.94 | 124693.0 |
| 2015-11-24 10:30:00 | ES | Futures | 2217.94 | 2217.94 | 2212.32 | 2215.0 | 104509.0 |
| 2015-11-24 11:00:00 | ES | Futures | 2215.0 | 2223.56 | 2213.66 | 2223.29 | 118350.0 |
| 2015-11-24 11:30:00 | ES | Futures | 2223.56 | 2229.18 | 2223.56 | 2227.58 | 121075.0 |
| 2015-11-24 12:00:00 | ES | Futures | 2227.84 | 2231.05 | 2226.51 | 2228.11 | 86597.0 |
| 2015-11-24 12:30:00 | ES | Futures | 2228.11 | 2229.18 | 2226.77 | 2228.11 | 43773.0 |
| 2015-11-24 13:00:00 | ES | Futures | 2228.38 | 2235.07 | 2228.38 | 2234.53 | 107394.0 |
| 2015-11-24 13:30:00 | ES | Futures | 2234.8 | 2235.87 | 2233.19 | 2234.0 | 36699.0 |
| 2015-11-24 14:00:00 | ES | Futures | 2234.26 | 2238.01 | 2230.52 | 2232.12 | 67719.0 |
| 2015-11-24 14:30:00 | ES | Futures | 2231.86 | 2235.87 | 2230.52 | 2235.6 | 41016.0 |
| 2015-11-24 15:00:00 | ES | Futures | 2235.6 | 2238.55 | 2233.73 | 2235.07 | 63562.0 |
| 2015-11-24 15:30:00 | ES | Futures | 2234.8 | 2235.87 | 2231.59 | 2233.73 | 98382.0 |
| 2015-11-24 16:00:00 | ES | Futures | 2233.73 | 2234.0 | 2230.52 | 2231.32 | 40178.0 |
| 2015-11-24 16:30:00 | ES | Futures | 2231.32 | 2231.59 | 2230.25 | 2230.52 | 3988.0 |
| 2015-11-24 18:00:00 | ES | Futures | 2230.52 | 2232.66 | 2230.52 | 2232.12 | 2002.0 |
| 2015-11-24 18:30:00 | ES | Futures | 2232.12 | 2233.46 | 2231.32 | 2232.66 | 1473.0 |
| 2015-11-24 19:00:00 | ES | Futures | 2232.66 | 2233.19 | 2231.59 | 2231.86 | 1835.0 |
| 2015-11-24 19:30:00 | ES | Futures | 2231.59 | 2231.86 | 2231.05 | 2231.05 | 1351.0 |
| 2015-11-24 20:00:00 | ES | Futures | 2231.05 | 2231.32 | 2228.65 | 2229.18 | 2894.0 |
| 2015-11-24 20:30:00 | ES | Futures | 2229.18 | 2230.52 | 2228.91 | 2229.98 | 1808.0 |
| 2015-11-24 21:00:00 | ES | Futures | 2229.72 | 2230.25 | 2229.45 | 2229.98 | 1076.0 |
| 2015-11-24 21:30:00 | ES | Futures | 2230.25 | 2230.52 | 2229.72 | 2229.72 | 717.0 |
| 2015-11-24 22:00:00 | ES | Futures | 2229.72 | 2230.79 | 2229.18 | 2230.79 | 961.0 |
| 2015-11-24 22:30:00 | ES | Futures | 2230.52 | 2231.86 | 2229.98 | 2231.86 | 1311.0 |
| 2015-11-24 23:00:00 | ES | Futures | 2232.12 | 2233.19 | 2231.32 | 2232.66 | 1290.0 |
| 2015-11-24 23:30:00 | ES | Futures | 2232.93 | 2233.19 | 2231.86 | 2232.39 | 712.0 |
| 2015-11-24 00:00:00 | NQ | Futures | 5544.68 | 5544.68 | 5541.12 | 5543.2 | 157.0 |
| 2015-11-24 00:30:00 | NQ | Futures | 5542.9 | 5547.05 | 5541.71 | 5541.71 | 264.0 |
| 2015-11-24 01:00:00 | NQ | Futures | 5541.71 | 5547.05 | 5541.71 | 5546.16 | 91.0 |
| 2015-11-24 01:30:00 | NQ | Futures | 5547.05 | 5547.64 | 5544.98 | 5545.57 | 115.0 |
> showing 50 of 2,959 rows — these rows as CSV