PREVIEW / futures_30min / 2022-02-24
file: by_date/futures_30min/2022/2022-02-24.parquet size: 126 KB rows: 4,078
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 |
|---|---|---|---|---|---|---|---|
| 2022-02-24 00:00:00 | ES | Futures | 4685.47 | 4688.86 | 4672.74 | 4681.22 | 21821.0 |
| 2022-02-24 00:30:00 | ES | Futures | 4681.22 | 4682.92 | 4666.8 | 4675.28 | 16764.0 |
| 2022-02-24 01:00:00 | ES | Futures | 4675.57 | 4694.51 | 4673.59 | 4675.57 | 21378.0 |
| 2022-02-24 01:30:00 | ES | Futures | 4675.57 | 4681.22 | 4656.9 | 4665.95 | 17035.0 |
| 2022-02-24 02:00:00 | ES | Futures | 4666.52 | 4677.55 | 4639.93 | 4642.76 | 35173.0 |
| 2022-02-24 02:30:00 | ES | Futures | 4643.04 | 4670.48 | 4641.07 | 4659.45 | 26579.0 |
| 2022-02-24 03:00:00 | ES | Futures | 4659.45 | 4692.54 | 4653.23 | 4681.51 | 41816.0 |
| 2022-02-24 03:30:00 | ES | Futures | 4681.22 | 4694.23 | 4673.3 | 4688.86 | 30473.0 |
| 2022-02-24 04:00:00 | ES | Futures | 4688.58 | 4710.35 | 4679.24 | 4693.38 | 52988.0 |
| 2022-02-24 04:30:00 | ES | Futures | 4693.67 | 4699.04 | 4678.4 | 4678.68 | 24159.0 |
| 2022-02-24 05:00:00 | ES | Futures | 4678.4 | 4694.23 | 4666.52 | 4674.15 | 29524.0 |
| 2022-02-24 05:30:00 | ES | Futures | 4674.44 | 4689.42 | 4670.19 | 4673.59 | 22907.0 |
| 2022-02-24 06:00:00 | ES | Futures | 4673.3 | 4677.26 | 4653.23 | 4657.75 | 26971.0 |
| 2022-02-24 06:30:00 | ES | Futures | 4658.03 | 4680.66 | 4649.55 | 4678.68 | 25703.0 |
| 2022-02-24 07:00:00 | ES | Futures | 4678.68 | 4679.53 | 4656.05 | 4659.16 | 19268.0 |
| 2022-02-24 07:30:00 | ES | Futures | 4659.16 | 4660.58 | 4649.55 | 4660.01 | 25214.0 |
| 2022-02-24 08:00:00 | ES | Futures | 4660.01 | 4663.97 | 4641.35 | 4644.74 | 32091.0 |
| 2022-02-24 08:30:00 | ES | Futures | 4645.02 | 4671.89 | 4643.61 | 4656.62 | 46889.0 |
| 2022-02-24 09:00:00 | ES | Futures | 4656.62 | 4675.0 | 4650.11 | 4652.38 | 46755.0 |
| 2022-02-24 09:30:00 | ES | Futures | 4652.09 | 4708.09 | 4647.85 | 4704.98 | 257414.0 |
| 2022-02-24 10:00:00 | ES | Futures | 4704.98 | 4732.41 | 4675.57 | 4701.58 | 228311.0 |
| 2022-02-24 10:30:00 | ES | Futures | 4701.87 | 4730.43 | 4689.99 | 4720.53 | 143259.0 |
| 2022-02-24 11:00:00 | ES | Futures | 4720.25 | 4747.68 | 4710.92 | 4727.89 | 122135.0 |
| 2022-02-24 11:30:00 | ES | Futures | 4727.6 | 4739.76 | 4709.22 | 4738.63 | 112212.0 |
| 2022-02-24 12:00:00 | ES | Futures | 4738.63 | 4739.76 | 4700.45 | 4713.75 | 95356.0 |
| 2022-02-24 12:30:00 | ES | Futures | 4713.46 | 4730.43 | 4701.02 | 4713.18 | 88031.0 |
| 2022-02-24 13:00:00 | ES | Futures | 4712.9 | 4733.54 | 4704.98 | 4714.31 | 76259.0 |
| 2022-02-24 13:30:00 | ES | Futures | 4714.31 | 4770.02 | 4713.18 | 4742.31 | 137368.0 |
| 2022-02-24 14:00:00 | ES | Futures | 4742.31 | 4762.39 | 4729.02 | 4761.54 | 119685.0 |
| 2022-02-24 14:30:00 | ES | Futures | 4761.26 | 4796.32 | 4760.41 | 4791.52 | 162268.0 |
| 2022-02-24 15:00:00 | ES | Futures | 4791.52 | 4810.18 | 4786.99 | 4796.04 | 123243.0 |
| 2022-02-24 15:30:00 | ES | Futures | 4795.76 | 4852.88 | 4794.91 | 4848.36 | 244192.0 |
| 2022-02-24 16:00:00 | ES | Futures | 4848.08 | 4849.21 | 4821.78 | 4826.58 | 63748.0 |
| 2022-02-24 16:30:00 | ES | Futures | 4826.58 | 4842.42 | 4823.76 | 4829.41 | 10698.0 |
| 2022-02-24 18:00:00 | ES | Futures | 4826.58 | 4829.98 | 4816.4 | 4818.95 | 8936.0 |
| 2022-02-24 18:30:00 | ES | Futures | 4818.95 | 4822.62 | 4812.44 | 4819.8 | 8442.0 |
| 2022-02-24 19:00:00 | ES | Futures | 4820.36 | 4839.88 | 4820.08 | 4835.35 | 10605.0 |
| 2022-02-24 19:30:00 | ES | Futures | 4835.63 | 4838.74 | 4817.53 | 4821.21 | 8738.0 |
| 2022-02-24 20:00:00 | ES | Futures | 4821.49 | 4831.96 | 4817.25 | 4824.6 | 9456.0 |
| 2022-02-24 20:30:00 | ES | Futures | 4824.6 | 4829.13 | 4811.31 | 4821.78 | 10457.0 |
| 2022-02-24 21:00:00 | ES | Futures | 4821.49 | 4823.76 | 4809.33 | 4815.55 | 7729.0 |
| 2022-02-24 21:30:00 | ES | Futures | 4815.55 | 4817.53 | 4809.33 | 4815.55 | 4484.0 |
| 2022-02-24 22:00:00 | ES | Futures | 4815.27 | 4819.51 | 4809.33 | 4814.71 | 4044.0 |
| 2022-02-24 22:30:00 | ES | Futures | 4814.71 | 4829.13 | 4809.05 | 4826.3 | 7337.0 |
| 2022-02-24 23:00:00 | ES | Futures | 4826.02 | 4833.09 | 4823.47 | 4829.69 | 6780.0 |
| 2022-02-24 23:30:00 | ES | Futures | 4829.98 | 4830.54 | 4818.95 | 4822.91 | 4443.0 |
| 2022-02-24 00:00:00 | NQ | Futures | 15296.26 | 15310.17 | 15249.6 | 15286.7 | 12174.0 |
| 2022-02-24 00:30:00 | NQ | Futures | 15286.41 | 15295.1 | 15224.96 | 15264.38 | 9426.0 |
| 2022-02-24 01:00:00 | NQ | Futures | 15265.54 | 15331.33 | 15240.04 | 15246.12 | 9213.0 |
| 2022-02-24 01:30:00 | NQ | Futures | 15247.28 | 15274.52 | 15202.36 | 15229.6 | 7675.0 |
> showing 50 of 4,078 rows — these rows as CSV