PREVIEW / futures_30min / 2021-10-13
file: by_date/futures_30min/2021/2021-10-13.parquet size: 108 KB rows: 3,773
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 |
|---|---|---|---|---|---|---|---|
| 2021-10-13 00:00:00 | ES | Futures | 4893.28 | 4896.39 | 4893.0 | 4894.69 | 1802.0 |
| 2021-10-13 00:30:00 | ES | Futures | 4894.69 | 4898.36 | 4893.28 | 4897.51 | 2156.0 |
| 2021-10-13 01:00:00 | ES | Futures | 4897.8 | 4898.64 | 4893.28 | 4894.41 | 3746.0 |
| 2021-10-13 01:30:00 | ES | Futures | 4894.41 | 4895.54 | 4890.18 | 4892.72 | 3671.0 |
| 2021-10-13 02:00:00 | ES | Futures | 4892.43 | 4896.67 | 4888.2 | 4893.56 | 5657.0 |
| 2021-10-13 02:30:00 | ES | Futures | 4893.56 | 4894.97 | 4890.18 | 4893.28 | 2534.0 |
| 2021-10-13 03:00:00 | ES | Futures | 4893.28 | 4893.85 | 4880.3 | 4889.05 | 20558.0 |
| 2021-10-13 03:30:00 | ES | Futures | 4888.77 | 4901.18 | 4888.77 | 4899.77 | 12200.0 |
| 2021-10-13 04:00:00 | ES | Futures | 4900.05 | 4908.24 | 4896.39 | 4906.26 | 10936.0 |
| 2021-10-13 04:30:00 | ES | Futures | 4906.54 | 4914.73 | 4904.0 | 4910.21 | 11748.0 |
| 2021-10-13 05:00:00 | ES | Futures | 4910.21 | 4912.75 | 4906.54 | 4909.65 | 8511.0 |
| 2021-10-13 05:30:00 | ES | Futures | 4909.93 | 4912.47 | 4908.8 | 4909.08 | 4851.0 |
| 2021-10-13 06:00:00 | ES | Futures | 4909.37 | 4914.45 | 4908.8 | 4909.37 | 7852.0 |
| 2021-10-13 06:30:00 | ES | Futures | 4909.65 | 4910.78 | 4904.85 | 4906.54 | 8406.0 |
| 2021-10-13 07:00:00 | ES | Futures | 4906.54 | 4909.65 | 4902.03 | 4909.65 | 9389.0 |
| 2021-10-13 07:30:00 | ES | Futures | 4909.93 | 4911.91 | 4906.83 | 4909.08 | 9593.0 |
| 2021-10-13 08:00:00 | ES | Futures | 4909.37 | 4913.04 | 4906.83 | 4908.8 | 15161.0 |
| 2021-10-13 08:30:00 | ES | Futures | 4909.08 | 4915.86 | 4891.59 | 4898.08 | 66016.0 |
| 2021-10-13 09:00:00 | ES | Futures | 4898.08 | 4913.6 | 4896.1 | 4911.62 | 32921.0 |
| 2021-10-13 09:30:00 | ES | Futures | 4911.62 | 4918.68 | 4888.77 | 4893.28 | 177607.0 |
| 2021-10-13 10:00:00 | ES | Futures | 4893.28 | 4894.97 | 4875.22 | 4880.02 | 135281.0 |
| 2021-10-13 10:30:00 | ES | Futures | 4880.3 | 4896.95 | 4878.32 | 4889.05 | 82187.0 |
| 2021-10-13 11:00:00 | ES | Futures | 4889.05 | 4896.67 | 4887.92 | 4891.02 | 58352.0 |
| 2021-10-13 11:30:00 | ES | Futures | 4891.02 | 4906.54 | 4884.25 | 4899.21 | 79745.0 |
| 2021-10-13 12:00:00 | ES | Futures | 4899.21 | 4903.16 | 4896.1 | 4902.59 | 34402.0 |
| 2021-10-13 12:30:00 | ES | Futures | 4902.59 | 4904.85 | 4895.54 | 4899.77 | 31624.0 |
| 2021-10-13 13:00:00 | ES | Futures | 4899.77 | 4911.34 | 4898.08 | 4911.06 | 38824.0 |
| 2021-10-13 13:30:00 | ES | Futures | 4910.78 | 4917.55 | 4910.21 | 4912.19 | 40578.0 |
| 2021-10-13 14:00:00 | ES | Futures | 4912.47 | 4927.15 | 4904.85 | 4911.34 | 98513.0 |
| 2021-10-13 14:30:00 | ES | Futures | 4911.06 | 4913.6 | 4902.88 | 4909.08 | 54139.0 |
| 2021-10-13 15:00:00 | ES | Futures | 4908.8 | 4916.99 | 4904.85 | 4908.8 | 58480.0 |
| 2021-10-13 15:30:00 | ES | Futures | 4908.8 | 4918.96 | 4908.24 | 4916.42 | 111248.0 |
| 2021-10-13 16:00:00 | ES | Futures | 4916.42 | 4918.4 | 4913.32 | 4915.86 | 38370.0 |
| 2021-10-13 16:30:00 | ES | Futures | 4915.86 | 4916.7 | 4914.73 | 4916.42 | 5352.0 |
| 2021-10-13 18:00:00 | ES | Futures | 4915.86 | 4923.48 | 4915.01 | 4922.63 | 4022.0 |
| 2021-10-13 18:30:00 | ES | Futures | 4922.63 | 4925.17 | 4921.78 | 4922.35 | 3080.0 |
| 2021-10-13 19:00:00 | ES | Futures | 4922.35 | 4924.04 | 4920.94 | 4922.63 | 1800.0 |
| 2021-10-13 19:30:00 | ES | Futures | 4922.63 | 4926.58 | 4921.5 | 4924.61 | 3191.0 |
| 2021-10-13 20:00:00 | ES | Futures | 4924.32 | 4933.35 | 4923.76 | 4931.1 | 8737.0 |
| 2021-10-13 20:30:00 | ES | Futures | 4931.1 | 4934.77 | 4930.53 | 4931.66 | 4479.0 |
| 2021-10-13 21:00:00 | ES | Futures | 4931.66 | 4932.79 | 4929.69 | 4930.53 | 2869.0 |
| 2021-10-13 21:30:00 | ES | Futures | 4930.53 | 4932.23 | 4927.71 | 4927.99 | 3902.0 |
| 2021-10-13 22:00:00 | ES | Futures | 4927.99 | 4930.53 | 4927.43 | 4928.28 | 2163.0 |
| 2021-10-13 22:30:00 | ES | Futures | 4928.28 | 4931.66 | 4927.43 | 4930.53 | 1832.0 |
| 2021-10-13 23:00:00 | ES | Futures | 4930.25 | 4932.51 | 4929.12 | 4931.1 | 1755.0 |
| 2021-10-13 23:30:00 | ES | Futures | 4931.38 | 4935.33 | 4929.69 | 4932.51 | 2843.0 |
| 2021-10-13 00:00:00 | NQ | Futures | 16947.35 | 16958.36 | 16945.03 | 16951.7 | 1145.0 |
| 2021-10-13 00:30:00 | NQ | Futures | 16951.98 | 16972.85 | 16947.06 | 16971.69 | 1775.0 |
| 2021-10-13 01:00:00 | NQ | Futures | 16973.14 | 16977.49 | 16955.75 | 16961.55 | 2066.0 |
| 2021-10-13 01:30:00 | NQ | Futures | 16961.55 | 16967.35 | 16945.61 | 16955.17 | 1664.0 |
> showing 50 of 3,773 rows — these rows as CSV