PREVIEW / futures_30min / 2021-08-02
file: by_date/futures_30min/2021/2021-08-02.parquet size: 102 KB rows: 3,720
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 |
|---|---|---|---|---|---|---|---|
| 2021-08-02 00:00:00 | ES | Futures | 4969.08 | 4969.64 | 4968.24 | 4968.8 | 1357.0 |
| 2021-08-02 00:30:00 | ES | Futures | 4968.8 | 4970.49 | 4968.8 | 4969.93 | 1281.0 |
| 2021-08-02 01:00:00 | ES | Futures | 4969.93 | 4970.77 | 4968.24 | 4969.93 | 3330.0 |
| 2021-08-02 01:30:00 | ES | Futures | 4970.21 | 4973.31 | 4968.52 | 4968.52 | 4413.0 |
| 2021-08-02 02:00:00 | ES | Futures | 4968.52 | 4971.33 | 4965.98 | 4968.52 | 5019.0 |
| 2021-08-02 02:30:00 | ES | Futures | 4968.52 | 4972.18 | 4968.52 | 4969.93 | 3423.0 |
| 2021-08-02 03:00:00 | ES | Futures | 4970.21 | 4977.81 | 4968.52 | 4975.84 | 18411.0 |
| 2021-08-02 03:30:00 | ES | Futures | 4976.12 | 4978.09 | 4972.46 | 4973.59 | 12037.0 |
| 2021-08-02 04:00:00 | ES | Futures | 4973.87 | 4975.56 | 4971.05 | 4972.46 | 9493.0 |
| 2021-08-02 04:30:00 | ES | Futures | 4972.46 | 4974.43 | 4971.9 | 4974.15 | 4027.0 |
| 2021-08-02 05:00:00 | ES | Futures | 4974.43 | 4974.43 | 4971.9 | 4973.87 | 3470.0 |
| 2021-08-02 05:30:00 | ES | Futures | 4973.87 | 4976.4 | 4973.31 | 4973.59 | 5911.0 |
| 2021-08-02 06:00:00 | ES | Futures | 4973.59 | 4973.87 | 4969.08 | 4973.02 | 7372.0 |
| 2021-08-02 06:30:00 | ES | Futures | 4973.02 | 4973.02 | 4959.79 | 4961.2 | 12215.0 |
| 2021-08-02 07:00:00 | ES | Futures | 4961.2 | 4966.55 | 4958.1 | 4962.89 | 15855.0 |
| 2021-08-02 07:30:00 | ES | Futures | 4963.17 | 4966.83 | 4962.61 | 4966.83 | 6362.0 |
| 2021-08-02 08:00:00 | ES | Futures | 4966.83 | 4968.8 | 4960.35 | 4963.17 | 16197.0 |
| 2021-08-02 08:30:00 | ES | Futures | 4963.17 | 4964.29 | 4961.2 | 4963.45 | 9592.0 |
| 2021-08-02 09:00:00 | ES | Futures | 4963.45 | 4965.98 | 4960.63 | 4964.86 | 20135.0 |
| 2021-08-02 09:30:00 | ES | Futures | 4964.86 | 4971.62 | 4961.76 | 4963.73 | 129783.0 |
| 2021-08-02 10:00:00 | ES | Futures | 4963.45 | 4969.64 | 4957.54 | 4965.98 | 96447.0 |
| 2021-08-02 10:30:00 | ES | Futures | 4965.98 | 4968.52 | 4960.63 | 4960.92 | 66416.0 |
| 2021-08-02 11:00:00 | ES | Futures | 4961.2 | 4965.7 | 4959.23 | 4964.01 | 47801.0 |
| 2021-08-02 11:30:00 | ES | Futures | 4964.01 | 4964.86 | 4947.12 | 4947.96 | 67362.0 |
| 2021-08-02 12:00:00 | ES | Futures | 4947.96 | 4947.96 | 4940.64 | 4944.87 | 92059.0 |
| 2021-08-02 12:30:00 | ES | Futures | 4944.87 | 4951.62 | 4943.18 | 4947.68 | 48334.0 |
| 2021-08-02 13:00:00 | ES | Futures | 4947.4 | 4952.19 | 4946.27 | 4948.53 | 41914.0 |
| 2021-08-02 13:30:00 | ES | Futures | 4948.53 | 4949.65 | 4939.8 | 4944.58 | 49290.0 |
| 2021-08-02 14:00:00 | ES | Futures | 4944.3 | 4949.09 | 4942.61 | 4945.99 | 36976.0 |
| 2021-08-02 14:30:00 | ES | Futures | 4945.99 | 4948.81 | 4944.58 | 4946.84 | 30783.0 |
| 2021-08-02 15:00:00 | ES | Futures | 4947.12 | 4948.53 | 4938.95 | 4939.8 | 51441.0 |
| 2021-08-02 15:30:00 | ES | Futures | 4939.8 | 4940.92 | 4930.22 | 4933.6 | 137063.0 |
| 2021-08-02 16:00:00 | ES | Futures | 4933.6 | 4937.83 | 4932.76 | 4937.26 | 36727.0 |
| 2021-08-02 16:30:00 | ES | Futures | 4936.98 | 4937.83 | 4936.42 | 4937.54 | 5938.0 |
| 2021-08-02 18:00:00 | ES | Futures | 4937.54 | 4938.67 | 4936.14 | 4936.98 | 2254.0 |
| 2021-08-02 18:30:00 | ES | Futures | 4937.26 | 4942.61 | 4937.26 | 4940.92 | 3192.0 |
| 2021-08-02 19:00:00 | ES | Futures | 4940.92 | 4941.49 | 4939.52 | 4940.08 | 1312.0 |
| 2021-08-02 19:30:00 | ES | Futures | 4940.08 | 4941.49 | 4936.98 | 4940.36 | 2573.0 |
| 2021-08-02 20:00:00 | ES | Futures | 4940.36 | 4948.53 | 4940.08 | 4946.55 | 8906.0 |
| 2021-08-02 20:30:00 | ES | Futures | 4946.55 | 4947.12 | 4944.87 | 4945.43 | 3057.0 |
| 2021-08-02 21:00:00 | ES | Futures | 4945.43 | 4945.99 | 4940.08 | 4941.77 | 4728.0 |
| 2021-08-02 21:30:00 | ES | Futures | 4941.77 | 4942.05 | 4935.85 | 4938.67 | 6858.0 |
| 2021-08-02 22:00:00 | ES | Futures | 4938.95 | 4938.95 | 4934.45 | 4937.54 | 4415.0 |
| 2021-08-02 22:30:00 | ES | Futures | 4937.83 | 4938.95 | 4936.14 | 4938.11 | 2555.0 |
| 2021-08-02 23:00:00 | ES | Futures | 4937.83 | 4943.46 | 4937.26 | 4942.05 | 4027.0 |
| 2021-08-02 23:30:00 | ES | Futures | 4941.77 | 4943.18 | 4940.64 | 4941.2 | 1731.0 |
| 2021-08-02 00:00:00 | NQ | Futures | 17413.03 | 17415.06 | 17409.26 | 17413.03 | 518.0 |
| 2021-08-02 00:30:00 | NQ | Futures | 17413.03 | 17418.82 | 17412.74 | 17414.48 | 743.0 |
| 2021-08-02 01:00:00 | NQ | Futures | 17415.35 | 17423.46 | 17411.0 | 17422.01 | 1366.0 |
| 2021-08-02 01:30:00 | NQ | Futures | 17422.01 | 17432.15 | 17418.53 | 17419.11 | 1514.0 |
> showing 50 of 3,720 rows — these rows as CSV