PREVIEW / futures_30min / 2021-12-30
file: by_date/futures_30min/2021/2021-12-30.parquet size: 100 KB rows: 3,648
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 |
|---|---|---|---|---|---|---|---|
| 2021-12-30 00:00:00 | ES | Futures | 5410.57 | 5411.42 | 5408.87 | 5409.44 | 1048.0 |
| 2021-12-30 00:30:00 | ES | Futures | 5409.44 | 5409.72 | 5406.33 | 5406.33 | 1368.0 |
| 2021-12-30 01:00:00 | ES | Futures | 5406.04 | 5411.42 | 5405.48 | 5409.16 | 1653.0 |
| 2021-12-30 01:30:00 | ES | Futures | 5409.16 | 5411.14 | 5408.59 | 5410.57 | 898.0 |
| 2021-12-30 02:00:00 | ES | Futures | 5410.85 | 5411.42 | 5407.74 | 5411.42 | 1420.0 |
| 2021-12-30 02:30:00 | ES | Futures | 5411.14 | 5415.09 | 5409.44 | 5410.57 | 3717.0 |
| 2021-12-30 03:00:00 | ES | Futures | 5410.57 | 5416.79 | 5410.0 | 5415.38 | 4692.0 |
| 2021-12-30 03:30:00 | ES | Futures | 5415.38 | 5417.07 | 5412.55 | 5416.51 | 1790.0 |
| 2021-12-30 04:00:00 | ES | Futures | 5416.79 | 5419.62 | 5414.53 | 5419.34 | 3758.0 |
| 2021-12-30 04:30:00 | ES | Futures | 5419.05 | 5421.32 | 5418.21 | 5418.77 | 3360.0 |
| 2021-12-30 05:00:00 | ES | Futures | 5419.05 | 5419.62 | 5415.66 | 5416.51 | 2257.0 |
| 2021-12-30 05:30:00 | ES | Futures | 5416.51 | 5418.21 | 5414.25 | 5417.64 | 3294.0 |
| 2021-12-30 06:00:00 | ES | Futures | 5417.36 | 5419.05 | 5415.94 | 5417.36 | 2370.0 |
| 2021-12-30 06:30:00 | ES | Futures | 5417.07 | 5423.86 | 5417.07 | 5422.45 | 3631.0 |
| 2021-12-30 07:00:00 | ES | Futures | 5422.45 | 5423.01 | 5420.47 | 5422.45 | 3338.0 |
| 2021-12-30 07:30:00 | ES | Futures | 5422.45 | 5423.86 | 5419.34 | 5419.34 | 4199.0 |
| 2021-12-30 08:00:00 | ES | Futures | 5419.62 | 5421.88 | 5415.66 | 5418.49 | 6360.0 |
| 2021-12-30 08:30:00 | ES | Futures | 5418.49 | 5421.6 | 5418.49 | 5419.05 | 6003.0 |
| 2021-12-30 09:00:00 | ES | Futures | 5419.05 | 5421.03 | 5416.23 | 5417.07 | 9980.0 |
| 2021-12-30 09:30:00 | ES | Futures | 5416.79 | 5428.67 | 5414.25 | 5420.47 | 100131.0 |
| 2021-12-30 10:00:00 | ES | Futures | 5420.47 | 5429.52 | 5417.64 | 5426.97 | 58343.0 |
| 2021-12-30 10:30:00 | ES | Futures | 5426.69 | 5427.82 | 5419.62 | 5420.19 | 40062.0 |
| 2021-12-30 11:00:00 | ES | Futures | 5420.19 | 5423.3 | 5418.49 | 5421.88 | 32495.0 |
| 2021-12-30 11:30:00 | ES | Futures | 5421.88 | 5423.01 | 5418.77 | 5421.32 | 24492.0 |
| 2021-12-30 12:00:00 | ES | Futures | 5421.03 | 5423.3 | 5415.94 | 5418.77 | 25494.0 |
| 2021-12-30 12:30:00 | ES | Futures | 5418.77 | 5422.16 | 5417.07 | 5422.16 | 17824.0 |
| 2021-12-30 13:00:00 | ES | Futures | 5422.16 | 5422.16 | 5417.36 | 5419.05 | 18162.0 |
| 2021-12-30 13:30:00 | ES | Futures | 5418.77 | 5422.45 | 5418.77 | 5421.03 | 17415.0 |
| 2021-12-30 14:00:00 | ES | Futures | 5421.03 | 5421.03 | 5415.38 | 5419.9 | 28515.0 |
| 2021-12-30 14:30:00 | ES | Futures | 5419.9 | 5421.88 | 5418.21 | 5419.9 | 18387.0 |
| 2021-12-30 15:00:00 | ES | Futures | 5419.9 | 5419.9 | 5413.11 | 5413.4 | 32075.0 |
| 2021-12-30 15:30:00 | ES | Futures | 5413.4 | 5415.38 | 5392.75 | 5398.41 | 169263.0 |
| 2021-12-30 16:00:00 | ES | Futures | 5398.41 | 5401.8 | 5395.3 | 5398.97 | 33505.0 |
| 2021-12-30 16:30:00 | ES | Futures | 5398.97 | 5400.11 | 5396.71 | 5398.69 | 3685.0 |
| 2021-12-30 18:00:00 | ES | Futures | 5400.11 | 5402.65 | 5399.54 | 5400.39 | 2832.0 |
| 2021-12-30 18:30:00 | ES | Futures | 5400.39 | 5400.67 | 5397.28 | 5399.54 | 1420.0 |
| 2021-12-30 19:00:00 | ES | Futures | 5399.54 | 5400.11 | 5373.81 | 5378.33 | 10111.0 |
| 2021-12-30 19:30:00 | ES | Futures | 5378.61 | 5380.88 | 5376.07 | 5378.9 | 7164.0 |
| 2021-12-30 20:00:00 | ES | Futures | 5378.9 | 5392.75 | 5378.9 | 5392.47 | 7734.0 |
| 2021-12-30 20:30:00 | ES | Futures | 5392.47 | 5395.58 | 5388.79 | 5395.3 | 5928.0 |
| 2021-12-30 21:00:00 | ES | Futures | 5395.58 | 5395.86 | 5389.08 | 5390.21 | 3588.0 |
| 2021-12-30 21:30:00 | ES | Futures | 5389.93 | 5389.93 | 5385.97 | 5388.51 | 3089.0 |
| 2021-12-30 22:00:00 | ES | Futures | 5388.79 | 5389.08 | 5382.01 | 5383.99 | 3492.0 |
| 2021-12-30 22:30:00 | ES | Futures | 5383.99 | 5385.97 | 5383.14 | 5385.12 | 2213.0 |
| 2021-12-30 23:00:00 | ES | Futures | 5385.4 | 5387.66 | 5385.12 | 5386.25 | 1195.0 |
| 2021-12-30 23:30:00 | ES | Futures | 5386.25 | 5388.51 | 5385.97 | 5388.23 | 819.0 |
| 2021-12-30 00:00:00 | NQ | Futures | 19111.7 | 19114.6 | 19100.98 | 19103.88 | 630.0 |
| 2021-12-30 00:30:00 | NQ | Futures | 19103.59 | 19104.46 | 19094.31 | 19095.47 | 1572.0 |
| 2021-12-30 01:00:00 | NQ | Futures | 19094.6 | 19111.7 | 19091.71 | 19103.01 | 1519.0 |
| 2021-12-30 01:30:00 | NQ | Futures | 19103.3 | 19109.67 | 19099.24 | 19109.38 | 632.0 |
> showing 50 of 3,648 rows — these rows as CSV