PREVIEW / futures_30min / 2022-02-22
file: by_date/futures_30min/2022/2022-02-22.parquet size: 115 KB rows: 3,940
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 |
|---|---|---|---|---|---|---|---|
| 2022-02-22 00:00:00 | ES | Futures | 4837.05 | 4847.23 | 4836.48 | 4845.53 | 6363.0 |
| 2022-02-22 00:30:00 | ES | Futures | 4845.25 | 4846.66 | 4839.59 | 4841.85 | 3835.0 |
| 2022-02-22 01:00:00 | ES | Futures | 4841.57 | 4843.83 | 4828.56 | 4841.85 | 7804.0 |
| 2022-02-22 01:30:00 | ES | Futures | 4841.85 | 4851.75 | 4832.52 | 4837.61 | 11380.0 |
| 2022-02-22 02:00:00 | ES | Futures | 4837.9 | 4846.1 | 4826.87 | 4829.13 | 15118.0 |
| 2022-02-22 02:30:00 | ES | Futures | 4829.13 | 4835.92 | 4821.21 | 4821.21 | 17793.0 |
| 2022-02-22 03:00:00 | ES | Futures | 4821.21 | 4850.9 | 4818.95 | 4845.81 | 31890.0 |
| 2022-02-22 03:30:00 | ES | Futures | 4845.81 | 4859.11 | 4839.59 | 4857.69 | 23205.0 |
| 2022-02-22 04:00:00 | ES | Futures | 4857.97 | 4861.09 | 4846.95 | 4859.11 | 23600.0 |
| 2022-02-22 04:30:00 | ES | Futures | 4859.11 | 4864.76 | 4851.19 | 4853.73 | 16715.0 |
| 2022-02-22 05:00:00 | ES | Futures | 4854.3 | 4893.32 | 4853.17 | 4888.52 | 28646.0 |
| 2022-02-22 05:30:00 | ES | Futures | 4888.8 | 4921.32 | 4884.28 | 4905.2 | 37184.0 |
| 2022-02-22 06:00:00 | ES | Futures | 4905.49 | 4910.86 | 4900.11 | 4902.09 | 18762.0 |
| 2022-02-22 06:30:00 | ES | Futures | 4902.37 | 4909.16 | 4890.21 | 4903.22 | 17102.0 |
| 2022-02-22 07:00:00 | ES | Futures | 4903.79 | 4920.47 | 4892.76 | 4910.01 | 19301.0 |
| 2022-02-22 07:30:00 | ES | Futures | 4910.01 | 4915.95 | 4902.37 | 4910.58 | 15382.0 |
| 2022-02-22 08:00:00 | ES | Futures | 4911.14 | 4912.27 | 4895.87 | 4895.87 | 22882.0 |
| 2022-02-22 08:30:00 | ES | Futures | 4896.15 | 4911.99 | 4895.87 | 4906.05 | 21476.0 |
| 2022-02-22 09:00:00 | ES | Futures | 4906.33 | 4911.14 | 4888.8 | 4889.37 | 27936.0 |
| 2022-02-22 09:30:00 | ES | Futures | 4889.37 | 4928.11 | 4873.53 | 4915.38 | 176881.0 |
| 2022-02-22 10:00:00 | ES | Futures | 4915.38 | 4930.37 | 4900.68 | 4929.81 | 119378.0 |
| 2022-02-22 10:30:00 | ES | Futures | 4929.81 | 4930.65 | 4886.54 | 4888.23 | 104243.0 |
| 2022-02-22 11:00:00 | ES | Futures | 4888.52 | 4895.87 | 4878.34 | 4883.14 | 95173.0 |
| 2022-02-22 11:30:00 | ES | Futures | 4883.14 | 4895.3 | 4872.68 | 4882.01 | 80869.0 |
| 2022-02-22 12:00:00 | ES | Futures | 4881.73 | 4889.93 | 4870.7 | 4873.25 | 52082.0 |
| 2022-02-22 12:30:00 | ES | Futures | 4872.96 | 4875.79 | 4858.82 | 4861.37 | 68241.0 |
| 2022-02-22 13:00:00 | ES | Futures | 4861.37 | 4869.0 | 4847.79 | 4854.3 | 64878.0 |
| 2022-02-22 13:30:00 | ES | Futures | 4854.58 | 4859.67 | 4831.11 | 4837.33 | 79136.0 |
| 2022-02-22 14:00:00 | ES | Futures | 4837.05 | 4854.02 | 4820.64 | 4847.23 | 140313.0 |
| 2022-02-22 14:30:00 | ES | Futures | 4846.95 | 4887.67 | 4837.05 | 4878.34 | 150052.0 |
| 2022-02-22 15:00:00 | ES | Futures | 4878.62 | 4900.39 | 4876.07 | 4886.54 | 133416.0 |
| 2022-02-22 15:30:00 | ES | Futures | 4886.54 | 4888.23 | 4846.1 | 4864.2 | 247429.0 |
| 2022-02-22 16:00:00 | ES | Futures | 4863.91 | 4885.12 | 4863.91 | 4880.03 | 62081.0 |
| 2022-02-22 16:30:00 | ES | Futures | 4880.03 | 4886.54 | 4876.07 | 4878.05 | 13057.0 |
| 2022-02-22 18:00:00 | ES | Futures | 4876.36 | 4893.04 | 4874.38 | 4890.21 | 6107.0 |
| 2022-02-22 18:30:00 | ES | Futures | 4890.78 | 4895.3 | 4886.25 | 4891.63 | 5762.0 |
| 2022-02-22 19:00:00 | ES | Futures | 4891.91 | 4894.46 | 4889.37 | 4890.78 | 3679.0 |
| 2022-02-22 19:30:00 | ES | Futures | 4890.78 | 4892.48 | 4888.8 | 4892.19 | 2529.0 |
| 2022-02-22 20:00:00 | ES | Futures | 4892.19 | 4892.48 | 4889.37 | 4890.21 | 4397.0 |
| 2022-02-22 20:30:00 | ES | Futures | 4890.21 | 4890.21 | 4877.77 | 4885.97 | 7426.0 |
| 2022-02-22 21:00:00 | ES | Futures | 4885.97 | 4889.65 | 4879.47 | 4880.6 | 3287.0 |
| 2022-02-22 21:30:00 | ES | Futures | 4880.6 | 4882.86 | 4877.2 | 4880.03 | 3185.0 |
| 2022-02-22 22:00:00 | ES | Futures | 4880.32 | 4885.69 | 4875.79 | 4884.84 | 3134.0 |
| 2022-02-22 22:30:00 | ES | Futures | 4885.12 | 4888.23 | 4882.3 | 4887.67 | 2381.0 |
| 2022-02-22 23:00:00 | ES | Futures | 4887.95 | 4889.08 | 4885.41 | 4886.25 | 4309.0 |
| 2022-02-22 23:30:00 | ES | Futures | 4886.54 | 4892.48 | 4886.54 | 4891.91 | 4289.0 |
| 2022-02-22 00:00:00 | NQ | Futures | 15870.39 | 15909.51 | 15864.88 | 15899.37 | 3211.0 |
| 2022-02-22 00:30:00 | NQ | Futures | 15898.21 | 15903.43 | 15870.39 | 15878.79 | 2554.0 |
| 2022-02-22 01:00:00 | NQ | Futures | 15877.05 | 15886.04 | 15828.07 | 15876.76 | 4853.0 |
| 2022-02-22 01:30:00 | NQ | Futures | 15877.05 | 15937.34 | 15849.81 | 15872.42 | 6619.0 |
> showing 50 of 3,940 rows — these rows as CSV