PREVIEW / futures_30min / 2015-12-22
file: by_date/futures_30min/2015/2015-12-22.parquet size: 76 KB rows: 2,856
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 |
|---|---|---|---|---|---|---|---|
| 2015-12-22 00:00:00 | ES | Futures | 2168.21 | 2170.09 | 2168.21 | 2170.09 | 1448.0 |
| 2015-12-22 00:30:00 | ES | Futures | 2170.09 | 2170.63 | 2169.29 | 2170.36 | 1423.0 |
| 2015-12-22 01:00:00 | ES | Futures | 2170.09 | 2172.24 | 2169.83 | 2171.17 | 1858.0 |
| 2015-12-22 01:30:00 | ES | Futures | 2170.9 | 2170.9 | 2170.36 | 2170.63 | 759.0 |
| 2015-12-22 02:00:00 | ES | Futures | 2170.63 | 2174.66 | 2170.63 | 2174.39 | 4173.0 |
| 2015-12-22 02:30:00 | ES | Futures | 2174.66 | 2174.66 | 2171.71 | 2172.51 | 3565.0 |
| 2015-12-22 03:00:00 | ES | Futures | 2172.51 | 2173.86 | 2169.56 | 2169.56 | 16073.0 |
| 2015-12-22 03:30:00 | ES | Futures | 2169.56 | 2171.44 | 2165.26 | 2166.06 | 11806.0 |
| 2015-12-22 04:00:00 | ES | Futures | 2166.06 | 2168.48 | 2163.11 | 2163.91 | 9696.0 |
| 2015-12-22 04:30:00 | ES | Futures | 2163.91 | 2163.91 | 2157.46 | 2159.61 | 17259.0 |
| 2015-12-22 05:00:00 | ES | Futures | 2159.61 | 2163.91 | 2159.08 | 2163.65 | 9142.0 |
| 2015-12-22 05:30:00 | ES | Futures | 2163.65 | 2167.68 | 2162.03 | 2166.33 | 5852.0 |
| 2015-12-22 06:00:00 | ES | Futures | 2166.06 | 2170.36 | 2165.53 | 2167.94 | 8281.0 |
| 2015-12-22 06:30:00 | ES | Futures | 2168.21 | 2169.83 | 2165.79 | 2166.87 | 5289.0 |
| 2015-12-22 07:00:00 | ES | Futures | 2166.87 | 2167.14 | 2163.11 | 2165.79 | 4959.0 |
| 2015-12-22 07:30:00 | ES | Futures | 2165.79 | 2171.44 | 2164.99 | 2170.63 | 10969.0 |
| 2015-12-22 08:00:00 | ES | Futures | 2170.9 | 2170.9 | 2168.21 | 2169.02 | 9333.0 |
| 2015-12-22 08:30:00 | ES | Futures | 2169.29 | 2170.09 | 2166.87 | 2169.29 | 10053.0 |
| 2015-12-22 09:00:00 | ES | Futures | 2169.29 | 2175.47 | 2169.29 | 2174.12 | 26745.0 |
| 2015-12-22 09:30:00 | ES | Futures | 2174.12 | 2174.66 | 2162.03 | 2165.26 | 143674.0 |
| 2015-12-22 10:00:00 | ES | Futures | 2165.53 | 2169.56 | 2160.96 | 2168.21 | 96956.0 |
| 2015-12-22 10:30:00 | ES | Futures | 2168.48 | 2170.36 | 2166.06 | 2166.87 | 64258.0 |
| 2015-12-22 11:00:00 | ES | Futures | 2167.14 | 2170.36 | 2163.65 | 2165.53 | 61337.0 |
| 2015-12-22 11:30:00 | ES | Futures | 2165.79 | 2173.32 | 2165.53 | 2171.17 | 67102.0 |
| 2015-12-22 12:00:00 | ES | Futures | 2171.17 | 2172.24 | 2167.41 | 2171.44 | 46308.0 |
| 2015-12-22 12:30:00 | ES | Futures | 2171.17 | 2176.27 | 2171.17 | 2176.27 | 42832.0 |
| 2015-12-22 13:00:00 | ES | Futures | 2176.27 | 2177.08 | 2173.32 | 2175.74 | 43553.0 |
| 2015-12-22 13:30:00 | ES | Futures | 2175.74 | 2180.04 | 2173.59 | 2179.5 | 43072.0 |
| 2015-12-22 14:00:00 | ES | Futures | 2179.5 | 2181.11 | 2178.16 | 2178.96 | 36184.0 |
| 2015-12-22 14:30:00 | ES | Futures | 2178.69 | 2180.84 | 2177.89 | 2180.84 | 47100.0 |
| 2015-12-22 15:00:00 | ES | Futures | 2180.84 | 2186.75 | 2180.31 | 2184.87 | 74242.0 |
| 2015-12-22 15:30:00 | ES | Futures | 2184.87 | 2185.95 | 2177.08 | 2182.99 | 123912.0 |
| 2015-12-22 16:00:00 | ES | Futures | 2182.99 | 2188.9 | 2181.65 | 2187.83 | 58333.0 |
| 2015-12-22 16:30:00 | ES | Futures | 2188.1 | 2188.37 | 2185.95 | 2185.95 | 7768.0 |
| 2015-12-22 18:00:00 | ES | Futures | 2186.22 | 2188.37 | 2185.41 | 2186.22 | 3797.0 |
| 2015-12-22 18:30:00 | ES | Futures | 2185.95 | 2186.49 | 2185.41 | 2186.22 | 1140.0 |
| 2015-12-22 19:00:00 | ES | Futures | 2186.22 | 2186.49 | 2184.34 | 2184.34 | 1881.0 |
| 2015-12-22 19:30:00 | ES | Futures | 2184.34 | 2185.14 | 2184.07 | 2184.34 | 1230.0 |
| 2015-12-22 20:00:00 | ES | Futures | 2184.6 | 2184.87 | 2182.72 | 2182.99 | 1828.0 |
| 2015-12-22 20:30:00 | ES | Futures | 2183.26 | 2185.68 | 2182.72 | 2184.34 | 2141.0 |
| 2015-12-22 21:00:00 | ES | Futures | 2184.34 | 2185.14 | 2183.8 | 2184.87 | 593.0 |
| 2015-12-22 21:30:00 | ES | Futures | 2184.87 | 2186.75 | 2184.6 | 2185.68 | 1310.0 |
| 2015-12-22 22:00:00 | ES | Futures | 2185.68 | 2186.49 | 2185.41 | 2186.49 | 523.0 |
| 2015-12-22 22:30:00 | ES | Futures | 2186.22 | 2186.49 | 2184.34 | 2185.41 | 797.0 |
| 2015-12-22 23:00:00 | ES | Futures | 2185.41 | 2185.41 | 2184.6 | 2184.6 | 396.0 |
| 2015-12-22 23:30:00 | ES | Futures | 2184.6 | 2185.68 | 2184.6 | 2185.41 | 451.0 |
| 2015-12-22 00:00:00 | NQ | Futures | 5424.04 | 5427.9 | 5423.45 | 5427.9 | 188.0 |
| 2015-12-22 00:30:00 | NQ | Futures | 5427.9 | 5429.69 | 5424.94 | 5427.01 | 263.0 |
| 2015-12-22 01:00:00 | NQ | Futures | 5426.12 | 5431.47 | 5426.12 | 5429.69 | 182.0 |
| 2015-12-22 01:30:00 | NQ | Futures | 5429.69 | 5429.69 | 5426.72 | 5427.9 | 182.0 |
> showing 50 of 2,856 rows — these rows as CSV