PREVIEW / futures_30min / 2020-04-16
file: by_date/futures_30min/2020/2020-04-16.parquet size: 100 KB rows: 3,448
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 |
|---|---|---|---|---|---|---|---|
| 2020-04-16 00:00:00 | ES | Futures | 3029.53 | 3034.75 | 3028.99 | 3030.36 | 3406.0 |
| 2020-04-16 00:30:00 | ES | Futures | 3030.36 | 3038.32 | 3029.81 | 3036.39 | 3036.0 |
| 2020-04-16 01:00:00 | ES | Futures | 3036.39 | 3045.45 | 3028.71 | 3044.08 | 6108.0 |
| 2020-04-16 01:30:00 | ES | Futures | 3044.08 | 3056.15 | 3040.24 | 3055.88 | 7910.0 |
| 2020-04-16 02:00:00 | ES | Futures | 3055.6 | 3065.21 | 3047.65 | 3062.46 | 14359.0 |
| 2020-04-16 02:30:00 | ES | Futures | 3062.74 | 3080.3 | 3060.27 | 3073.17 | 17900.0 |
| 2020-04-16 03:00:00 | ES | Futures | 3073.17 | 3078.11 | 3058.62 | 3069.6 | 21531.0 |
| 2020-04-16 03:30:00 | ES | Futures | 3069.32 | 3072.07 | 3063.01 | 3070.15 | 16352.0 |
| 2020-04-16 04:00:00 | ES | Futures | 3069.87 | 3074.26 | 3064.38 | 3065.48 | 13575.0 |
| 2020-04-16 04:30:00 | ES | Futures | 3065.76 | 3070.97 | 3062.46 | 3063.84 | 8758.0 |
| 2020-04-16 05:00:00 | ES | Futures | 3063.84 | 3064.38 | 3054.23 | 3054.51 | 12995.0 |
| 2020-04-16 05:30:00 | ES | Futures | 3054.51 | 3065.76 | 3054.23 | 3062.46 | 10329.0 |
| 2020-04-16 06:00:00 | ES | Futures | 3062.74 | 3066.85 | 3050.94 | 3066.58 | 11192.0 |
| 2020-04-16 06:30:00 | ES | Futures | 3066.58 | 3067.68 | 3059.72 | 3061.64 | 9470.0 |
| 2020-04-16 07:00:00 | ES | Futures | 3061.64 | 3062.46 | 3056.7 | 3061.37 | 11906.0 |
| 2020-04-16 07:30:00 | ES | Futures | 3061.64 | 3062.19 | 3046.82 | 3051.21 | 21543.0 |
| 2020-04-16 08:00:00 | ES | Futures | 3051.76 | 3055.6 | 3044.63 | 3052.58 | 22938.0 |
| 2020-04-16 08:30:00 | ES | Futures | 3052.31 | 3073.44 | 3048.74 | 3060.82 | 60800.0 |
| 2020-04-16 09:00:00 | ES | Futures | 3060.82 | 3066.85 | 3057.25 | 3060.82 | 27913.0 |
| 2020-04-16 09:30:00 | ES | Futures | 3061.09 | 3067.95 | 3033.92 | 3035.57 | 140646.0 |
| 2020-04-16 10:00:00 | ES | Futures | 3035.57 | 3042.98 | 3023.77 | 3041.88 | 119594.0 |
| 2020-04-16 10:30:00 | ES | Futures | 3042.16 | 3055.33 | 3033.92 | 3053.96 | 105731.0 |
| 2020-04-16 11:00:00 | ES | Futures | 3053.96 | 3066.03 | 3050.39 | 3058.62 | 91277.0 |
| 2020-04-16 11:30:00 | ES | Futures | 3058.9 | 3070.97 | 3050.94 | 3067.4 | 82989.0 |
| 2020-04-16 12:00:00 | ES | Futures | 3067.4 | 3070.42 | 3035.02 | 3038.86 | 105845.0 |
| 2020-04-16 12:30:00 | ES | Futures | 3039.14 | 3042.16 | 3024.32 | 3039.69 | 96642.0 |
| 2020-04-16 13:00:00 | ES | Futures | 3039.96 | 3046.0 | 3036.67 | 3045.18 | 63467.0 |
| 2020-04-16 13:30:00 | ES | Futures | 3045.45 | 3050.39 | 3037.77 | 3042.16 | 56619.0 |
| 2020-04-16 14:00:00 | ES | Futures | 3042.43 | 3055.6 | 3034.75 | 3048.74 | 69419.0 |
| 2020-04-16 14:30:00 | ES | Futures | 3048.74 | 3059.17 | 3044.63 | 3051.76 | 59433.0 |
| 2020-04-16 15:00:00 | ES | Futures | 3051.76 | 3057.8 | 3042.98 | 3057.25 | 70471.0 |
| 2020-04-16 15:30:00 | ES | Futures | 3057.52 | 3069.87 | 3054.78 | 3061.09 | 157824.0 |
| 2020-04-16 16:00:00 | ES | Futures | 3061.09 | 3063.56 | 3057.52 | 3059.17 | 41656.0 |
| 2020-04-16 16:30:00 | ES | Futures | 3060.27 | 3108.02 | 3060.27 | 3106.1 | 45476.0 |
| 2020-04-16 18:00:00 | ES | Futures | 3142.59 | 3150.28 | 3130.24 | 3143.14 | 49818.0 |
| 2020-04-16 18:30:00 | ES | Futures | 3143.42 | 3162.08 | 3137.1 | 3157.14 | 27620.0 |
| 2020-04-16 19:00:00 | ES | Futures | 3157.14 | 3166.74 | 3155.22 | 3158.23 | 26422.0 |
| 2020-04-16 19:30:00 | ES | Futures | 3157.96 | 3159.61 | 3139.3 | 3149.73 | 24523.0 |
| 2020-04-16 20:00:00 | ES | Futures | 3150.0 | 3152.2 | 3139.57 | 3142.59 | 17633.0 |
| 2020-04-16 20:30:00 | ES | Futures | 3142.87 | 3155.49 | 3142.87 | 3151.65 | 12187.0 |
| 2020-04-16 21:00:00 | ES | Futures | 3151.92 | 3163.45 | 3150.0 | 3161.8 | 11430.0 |
| 2020-04-16 21:30:00 | ES | Futures | 3161.8 | 3163.72 | 3158.23 | 3159.06 | 10058.0 |
| 2020-04-16 22:00:00 | ES | Futures | 3159.33 | 3163.72 | 3153.57 | 3162.35 | 9076.0 |
| 2020-04-16 22:30:00 | ES | Futures | 3162.62 | 3163.72 | 3157.96 | 3157.96 | 5367.0 |
| 2020-04-16 23:00:00 | ES | Futures | 3158.51 | 3160.16 | 3154.67 | 3155.22 | 4471.0 |
| 2020-04-16 23:30:00 | ES | Futures | 3155.49 | 3156.59 | 3147.81 | 3156.59 | 7059.0 |
| 2020-04-16 00:00:00 | NQ | Futures | 9757.2 | 9774.05 | 9757.2 | 9768.05 | 1554.0 |
| 2020-04-16 00:30:00 | NQ | Futures | 9767.77 | 9788.62 | 9765.48 | 9784.62 | 1259.0 |
| 2020-04-16 01:00:00 | NQ | Futures | 9784.62 | 9810.04 | 9760.63 | 9807.19 | 2677.0 |
| 2020-04-16 01:30:00 | NQ | Futures | 9807.19 | 9846.03 | 9798.05 | 9844.03 | 3408.0 |
> showing 50 of 3,448 rows — these rows as CSV