PREVIEW / futures_30min / 2019-08-15
file: by_date/futures_30min/2019/2019-08-15.parquet size: 99 KB rows: 3,538
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 |
|---|---|---|---|---|---|---|---|
| 2019-08-15 00:00:00 | ES | Futures | 3083.87 | 3084.95 | 3080.08 | 3083.87 | 7304.0 |
| 2019-08-15 00:30:00 | ES | Futures | 3083.87 | 3087.93 | 3082.25 | 3087.12 | 5062.0 |
| 2019-08-15 01:00:00 | ES | Futures | 3087.39 | 3093.08 | 3086.58 | 3091.45 | 7448.0 |
| 2019-08-15 01:30:00 | ES | Futures | 3091.72 | 3092.81 | 3088.47 | 3091.18 | 7299.0 |
| 2019-08-15 02:00:00 | ES | Futures | 3091.45 | 3096.05 | 3091.18 | 3095.24 | 10665.0 |
| 2019-08-15 02:30:00 | ES | Futures | 3095.24 | 3102.28 | 3094.43 | 3100.93 | 20662.0 |
| 2019-08-15 03:00:00 | ES | Futures | 3100.66 | 3102.01 | 3086.85 | 3092.53 | 33854.0 |
| 2019-08-15 03:30:00 | ES | Futures | 3092.26 | 3097.14 | 3091.18 | 3094.7 | 19162.0 |
| 2019-08-15 04:00:00 | ES | Futures | 3094.43 | 3098.49 | 3090.64 | 3097.95 | 20219.0 |
| 2019-08-15 04:30:00 | ES | Futures | 3097.68 | 3101.2 | 3094.97 | 3094.97 | 21265.0 |
| 2019-08-15 05:00:00 | ES | Futures | 3095.24 | 3096.87 | 3076.29 | 3082.25 | 63528.0 |
| 2019-08-15 05:30:00 | ES | Futures | 3082.52 | 3082.52 | 3067.36 | 3074.67 | 51374.0 |
| 2019-08-15 06:00:00 | ES | Futures | 3074.67 | 3074.94 | 3058.7 | 3059.78 | 51155.0 |
| 2019-08-15 06:30:00 | ES | Futures | 3059.78 | 3063.84 | 3051.12 | 3063.57 | 45213.0 |
| 2019-08-15 07:00:00 | ES | Futures | 3063.57 | 3094.97 | 3062.76 | 3094.43 | 56769.0 |
| 2019-08-15 07:30:00 | ES | Futures | 3094.43 | 3103.09 | 3078.19 | 3094.7 | 96636.0 |
| 2019-08-15 08:00:00 | ES | Futures | 3094.7 | 3109.59 | 3084.14 | 3086.58 | 93196.0 |
| 2019-08-15 08:30:00 | ES | Futures | 3086.04 | 3098.76 | 3084.41 | 3094.7 | 68980.0 |
| 2019-08-15 09:00:00 | ES | Futures | 3094.43 | 3097.68 | 3081.44 | 3086.31 | 92757.0 |
| 2019-08-15 09:30:00 | ES | Futures | 3086.31 | 3091.99 | 3069.25 | 3089.29 | 281066.0 |
| 2019-08-15 10:00:00 | ES | Futures | 3089.02 | 3094.43 | 3081.98 | 3081.98 | 141558.0 |
| 2019-08-15 10:30:00 | ES | Futures | 3081.98 | 3091.18 | 3077.65 | 3083.33 | 112926.0 |
| 2019-08-15 11:00:00 | ES | Futures | 3083.33 | 3083.6 | 3069.25 | 3081.17 | 116397.0 |
| 2019-08-15 11:30:00 | ES | Futures | 3081.44 | 3087.12 | 3078.46 | 3086.58 | 79768.0 |
| 2019-08-15 12:00:00 | ES | Futures | 3086.31 | 3092.53 | 3083.6 | 3083.6 | 78394.0 |
| 2019-08-15 12:30:00 | ES | Futures | 3083.6 | 3088.2 | 3079.27 | 3082.25 | 60171.0 |
| 2019-08-15 13:00:00 | ES | Futures | 3082.52 | 3087.93 | 3078.46 | 3079.81 | 74390.0 |
| 2019-08-15 13:30:00 | ES | Futures | 3079.81 | 3082.25 | 3058.97 | 3062.49 | 115006.0 |
| 2019-08-15 14:00:00 | ES | Futures | 3062.49 | 3079.27 | 3059.24 | 3077.38 | 118991.0 |
| 2019-08-15 14:30:00 | ES | Futures | 3077.38 | 3080.35 | 3071.69 | 3078.19 | 78860.0 |
| 2019-08-15 15:00:00 | ES | Futures | 3078.46 | 3088.74 | 3078.46 | 3081.44 | 93833.0 |
| 2019-08-15 15:30:00 | ES | Futures | 3081.17 | 3091.99 | 3080.08 | 3083.87 | 155188.0 |
| 2019-08-15 16:00:00 | ES | Futures | 3083.6 | 3086.85 | 3082.79 | 3083.6 | 50187.0 |
| 2019-08-15 16:30:00 | ES | Futures | 3085.23 | 3088.74 | 3082.79 | 3087.93 | 6204.0 |
| 2019-08-15 18:00:00 | ES | Futures | 3087.12 | 3094.7 | 3085.77 | 3094.16 | 8587.0 |
| 2019-08-15 18:30:00 | ES | Futures | 3093.89 | 3094.16 | 3091.72 | 3092.26 | 2728.0 |
| 2019-08-15 19:00:00 | ES | Futures | 3092.53 | 3093.62 | 3092.26 | 3092.81 | 1818.0 |
| 2019-08-15 19:30:00 | ES | Futures | 3092.81 | 3093.89 | 3089.29 | 3090.64 | 5876.0 |
| 2019-08-15 20:00:00 | ES | Futures | 3090.37 | 3092.81 | 3085.5 | 3090.37 | 11979.0 |
| 2019-08-15 20:30:00 | ES | Futures | 3090.1 | 3098.76 | 3089.02 | 3097.41 | 13017.0 |
| 2019-08-15 21:00:00 | ES | Futures | 3097.41 | 3101.74 | 3096.32 | 3099.57 | 11129.0 |
| 2019-08-15 21:30:00 | ES | Futures | 3099.57 | 3100.93 | 3096.05 | 3098.22 | 8342.0 |
| 2019-08-15 22:00:00 | ES | Futures | 3098.49 | 3103.09 | 3097.41 | 3101.47 | 6760.0 |
| 2019-08-15 22:30:00 | ES | Futures | 3101.2 | 3102.28 | 3099.57 | 3101.74 | 8767.0 |
| 2019-08-15 23:00:00 | ES | Futures | 3101.74 | 3105.26 | 3100.66 | 3103.63 | 7464.0 |
| 2019-08-15 23:30:00 | ES | Futures | 3103.63 | 3105.8 | 3102.82 | 3104.72 | 6081.0 |
| 2019-08-15 00:00:00 | NQ | Futures | 8708.04 | 8711.53 | 8696.15 | 8707.17 | 3382.0 |
| 2019-08-15 00:30:00 | NQ | Futures | 8706.88 | 8718.2 | 8700.5 | 8716.46 | 2168.0 |
| 2019-08-15 01:00:00 | NQ | Futures | 8716.75 | 8735.9 | 8715.01 | 8732.13 | 2781.0 |
| 2019-08-15 01:30:00 | NQ | Futures | 8731.55 | 8736.19 | 8719.07 | 8730.39 | 2426.0 |
> showing 50 of 3,538 rows — these rows as CSV