PREVIEW / futures_30min / 2022-01-18
file: by_date/futures_30min/2022/2022-01-18.parquet size: 111 KB rows: 3,872
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 |
|---|---|---|---|---|---|---|---|
| 2022-01-18 00:00:00 | ES | Futures | 5242.02 | 5244.28 | 5238.06 | 5242.3 | 5219.0 |
| 2022-01-18 00:30:00 | ES | Futures | 5242.3 | 5242.87 | 5236.36 | 5239.19 | 3467.0 |
| 2022-01-18 01:00:00 | ES | Futures | 5239.19 | 5244.28 | 5237.78 | 5244.28 | 3223.0 |
| 2022-01-18 01:30:00 | ES | Futures | 5243.72 | 5244.28 | 5240.04 | 5241.74 | 3066.0 |
| 2022-01-18 02:00:00 | ES | Futures | 5241.74 | 5243.43 | 5232.97 | 5240.89 | 6606.0 |
| 2022-01-18 02:30:00 | ES | Futures | 5240.89 | 5244.0 | 5238.63 | 5240.04 | 4483.0 |
| 2022-01-18 03:00:00 | ES | Futures | 5239.76 | 5240.04 | 5208.65 | 5211.48 | 29475.0 |
| 2022-01-18 03:30:00 | ES | Futures | 5211.19 | 5219.4 | 5208.65 | 5217.13 | 13257.0 |
| 2022-01-18 04:00:00 | ES | Futures | 5217.42 | 5218.55 | 5193.94 | 5199.88 | 26011.0 |
| 2022-01-18 04:30:00 | ES | Futures | 5199.6 | 5207.52 | 5192.53 | 5203.28 | 17387.0 |
| 2022-01-18 05:00:00 | ES | Futures | 5203.28 | 5212.61 | 5203.28 | 5211.76 | 11131.0 |
| 2022-01-18 05:30:00 | ES | Futures | 5211.76 | 5213.17 | 5201.3 | 5207.24 | 11894.0 |
| 2022-01-18 06:00:00 | ES | Futures | 5207.52 | 5208.37 | 5199.88 | 5205.26 | 10269.0 |
| 2022-01-18 06:30:00 | ES | Futures | 5205.26 | 5210.35 | 5201.58 | 5207.8 | 10464.0 |
| 2022-01-18 07:00:00 | ES | Futures | 5207.8 | 5216.28 | 5207.8 | 5215.44 | 18763.0 |
| 2022-01-18 07:30:00 | ES | Futures | 5215.44 | 5220.53 | 5209.5 | 5218.83 | 15131.0 |
| 2022-01-18 08:00:00 | ES | Futures | 5218.83 | 5219.96 | 5207.24 | 5213.74 | 20263.0 |
| 2022-01-18 08:30:00 | ES | Futures | 5213.46 | 5219.96 | 5208.37 | 5216.57 | 25232.0 |
| 2022-01-18 09:00:00 | ES | Futures | 5216.57 | 5217.98 | 5206.67 | 5208.08 | 30304.0 |
| 2022-01-18 09:30:00 | ES | Futures | 5208.08 | 5210.91 | 5178.95 | 5189.7 | 255883.0 |
| 2022-01-18 10:00:00 | ES | Futures | 5189.7 | 5206.1 | 5182.35 | 5201.3 | 182636.0 |
| 2022-01-18 10:30:00 | ES | Futures | 5201.3 | 5201.3 | 5179.8 | 5183.2 | 121603.0 |
| 2022-01-18 11:00:00 | ES | Futures | 5183.2 | 5189.14 | 5175.28 | 5182.63 | 96259.0 |
| 2022-01-18 11:30:00 | ES | Futures | 5182.35 | 5196.77 | 5172.17 | 5189.14 | 108334.0 |
| 2022-01-18 12:00:00 | ES | Futures | 5189.42 | 5191.4 | 5172.17 | 5175.28 | 83720.0 |
| 2022-01-18 12:30:00 | ES | Futures | 5175.0 | 5177.26 | 5162.27 | 5163.12 | 88120.0 |
| 2022-01-18 13:00:00 | ES | Futures | 5163.4 | 5174.71 | 5159.72 | 5166.51 | 69356.0 |
| 2022-01-18 13:30:00 | ES | Futures | 5166.23 | 5180.65 | 5163.12 | 5178.67 | 86936.0 |
| 2022-01-18 14:00:00 | ES | Futures | 5178.39 | 5184.05 | 5173.86 | 5179.24 | 76833.0 |
| 2022-01-18 14:30:00 | ES | Futures | 5179.52 | 5198.75 | 5178.67 | 5193.09 | 82414.0 |
| 2022-01-18 15:00:00 | ES | Futures | 5193.38 | 5195.92 | 5169.91 | 5177.82 | 108503.0 |
| 2022-01-18 15:30:00 | ES | Futures | 5177.54 | 5180.09 | 5158.31 | 5172.45 | 265853.0 |
| 2022-01-18 16:00:00 | ES | Futures | 5172.45 | 5176.41 | 5166.51 | 5173.86 | 58330.0 |
| 2022-01-18 16:30:00 | ES | Futures | 5173.86 | 5178.39 | 5172.73 | 5177.54 | 5692.0 |
| 2022-01-18 18:00:00 | ES | Futures | 5178.39 | 5181.78 | 5173.86 | 5175.56 | 6395.0 |
| 2022-01-18 18:30:00 | ES | Futures | 5175.84 | 5176.69 | 5167.36 | 5167.64 | 7346.0 |
| 2022-01-18 19:00:00 | ES | Futures | 5167.93 | 5173.02 | 5165.38 | 5167.08 | 8424.0 |
| 2022-01-18 19:30:00 | ES | Futures | 5167.08 | 5170.47 | 5160.29 | 5164.53 | 7976.0 |
| 2022-01-18 20:00:00 | ES | Futures | 5164.53 | 5177.54 | 5163.68 | 5174.71 | 10531.0 |
| 2022-01-18 20:30:00 | ES | Futures | 5175.0 | 5178.95 | 5163.68 | 5165.38 | 9814.0 |
| 2022-01-18 21:00:00 | ES | Futures | 5165.66 | 5174.43 | 5163.97 | 5172.73 | 5733.0 |
| 2022-01-18 21:30:00 | ES | Futures | 5172.45 | 5173.58 | 5151.52 | 5157.74 | 15842.0 |
| 2022-01-18 22:00:00 | ES | Futures | 5157.74 | 5158.59 | 5148.69 | 5150.67 | 9284.0 |
| 2022-01-18 22:30:00 | ES | Futures | 5150.39 | 5153.5 | 5145.02 | 5148.69 | 9902.0 |
| 2022-01-18 23:00:00 | ES | Futures | 5148.69 | 5151.81 | 5145.3 | 5149.26 | 6711.0 |
| 2022-01-18 23:30:00 | ES | Futures | 5149.26 | 5151.52 | 5137.38 | 5137.95 | 7674.0 |
| 2022-01-18 00:00:00 | NQ | Futures | 17912.44 | 17922.29 | 17884.04 | 17905.48 | 3510.0 |
| 2022-01-18 00:30:00 | NQ | Futures | 17905.48 | 17907.8 | 17867.81 | 17884.91 | 2604.0 |
| 2022-01-18 01:00:00 | NQ | Futures | 17884.91 | 17916.21 | 17878.82 | 17913.31 | 2486.0 |
| 2022-01-18 01:30:00 | NQ | Futures | 17912.44 | 17919.68 | 17894.18 | 17916.21 | 2445.0 |
> showing 50 of 3,872 rows — these rows as CSV