PREVIEW / futures_30min / 2022-03-02
file: by_date/futures_30min/2022/2022-03-02.parquet size: 120 KB rows: 3,958
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 |
|---|---|---|---|---|---|---|---|
| 2022-03-02 00:00:00 | ES | Futures | 4885.69 | 4893.04 | 4883.71 | 4891.35 | 4224.0 |
| 2022-03-02 00:30:00 | ES | Futures | 4891.63 | 4893.32 | 4885.69 | 4885.69 | 3133.0 |
| 2022-03-02 01:00:00 | ES | Futures | 4885.69 | 4888.23 | 4878.34 | 4879.18 | 3856.0 |
| 2022-03-02 01:30:00 | ES | Futures | 4879.18 | 4882.58 | 4865.33 | 4869.57 | 5676.0 |
| 2022-03-02 02:00:00 | ES | Futures | 4869.29 | 4872.68 | 4839.59 | 4848.64 | 15811.0 |
| 2022-03-02 02:30:00 | ES | Futures | 4848.64 | 4859.39 | 4847.51 | 4857.69 | 12946.0 |
| 2022-03-02 03:00:00 | ES | Futures | 4857.69 | 4883.71 | 4847.51 | 4877.77 | 27935.0 |
| 2022-03-02 03:30:00 | ES | Futures | 4877.49 | 4881.73 | 4857.69 | 4860.8 | 17983.0 |
| 2022-03-02 04:00:00 | ES | Futures | 4860.8 | 4877.2 | 4854.3 | 4870.13 | 13246.0 |
| 2022-03-02 04:30:00 | ES | Futures | 4869.57 | 4909.16 | 4865.33 | 4901.81 | 30284.0 |
| 2022-03-02 05:00:00 | ES | Futures | 4901.81 | 4912.84 | 4896.44 | 4904.07 | 15918.0 |
| 2022-03-02 05:30:00 | ES | Futures | 4904.07 | 4905.2 | 4890.78 | 4896.44 | 12175.0 |
| 2022-03-02 06:00:00 | ES | Futures | 4896.15 | 4904.92 | 4890.5 | 4903.51 | 11409.0 |
| 2022-03-02 06:30:00 | ES | Futures | 4903.51 | 4909.16 | 4897.28 | 4901.24 | 14014.0 |
| 2022-03-02 07:00:00 | ES | Futures | 4901.24 | 4909.16 | 4894.74 | 4896.72 | 16132.0 |
| 2022-03-02 07:30:00 | ES | Futures | 4897.0 | 4898.7 | 4886.82 | 4896.72 | 16583.0 |
| 2022-03-02 08:00:00 | ES | Futures | 4896.72 | 4897.28 | 4881.16 | 4889.08 | 20629.0 |
| 2022-03-02 08:30:00 | ES | Futures | 4889.37 | 4895.02 | 4871.55 | 4884.28 | 35905.0 |
| 2022-03-02 09:00:00 | ES | Futures | 4884.28 | 4897.28 | 4882.86 | 4895.02 | 35258.0 |
| 2022-03-02 09:30:00 | ES | Futures | 4895.02 | 4921.6 | 4889.08 | 4908.6 | 142352.0 |
| 2022-03-02 10:00:00 | ES | Futures | 4908.6 | 4925.85 | 4885.41 | 4916.8 | 132602.0 |
| 2022-03-02 10:30:00 | ES | Futures | 4916.51 | 4931.5 | 4905.49 | 4918.78 | 135046.0 |
| 2022-03-02 11:00:00 | ES | Futures | 4918.78 | 4953.56 | 4908.03 | 4944.23 | 137647.0 |
| 2022-03-02 11:30:00 | ES | Futures | 4944.23 | 4962.05 | 4938.57 | 4947.91 | 99933.0 |
| 2022-03-02 12:00:00 | ES | Futures | 4948.19 | 4958.93 | 4941.68 | 4952.43 | 60340.0 |
| 2022-03-02 12:30:00 | ES | Futures | 4952.71 | 4959.78 | 4948.75 | 4956.11 | 45862.0 |
| 2022-03-02 13:00:00 | ES | Futures | 4956.11 | 4971.1 | 4956.11 | 4964.31 | 49646.0 |
| 2022-03-02 13:30:00 | ES | Futures | 4964.31 | 4973.64 | 4960.91 | 4967.14 | 44489.0 |
| 2022-03-02 14:00:00 | ES | Futures | 4967.14 | 4974.77 | 4957.24 | 4962.89 | 46633.0 |
| 2022-03-02 14:30:00 | ES | Futures | 4962.89 | 4972.79 | 4954.41 | 4958.09 | 49438.0 |
| 2022-03-02 15:00:00 | ES | Futures | 4958.09 | 4969.96 | 4954.98 | 4966.0 | 68526.0 |
| 2022-03-02 15:30:00 | ES | Futures | 4966.0 | 4976.47 | 4953.84 | 4956.39 | 190972.0 |
| 2022-03-02 16:00:00 | ES | Futures | 4956.39 | 4958.37 | 4949.6 | 4950.17 | 53287.0 |
| 2022-03-02 16:30:00 | ES | Futures | 4950.45 | 4950.45 | 4943.38 | 4947.62 | 8556.0 |
| 2022-03-02 18:00:00 | ES | Futures | 4947.62 | 4951.3 | 4943.95 | 4948.19 | 4133.0 |
| 2022-03-02 18:30:00 | ES | Futures | 4947.91 | 4951.02 | 4944.79 | 4949.04 | 2830.0 |
| 2022-03-02 19:00:00 | ES | Futures | 4949.32 | 4951.86 | 4947.06 | 4949.04 | 4478.0 |
| 2022-03-02 19:30:00 | ES | Futures | 4948.75 | 4950.45 | 4946.49 | 4949.32 | 2866.0 |
| 2022-03-02 20:00:00 | ES | Futures | 4949.32 | 4954.13 | 4947.62 | 4949.32 | 4707.0 |
| 2022-03-02 20:30:00 | ES | Futures | 4949.32 | 4951.02 | 4943.66 | 4943.95 | 5754.0 |
| 2022-03-02 21:00:00 | ES | Futures | 4943.95 | 4952.15 | 4943.38 | 4951.86 | 4077.0 |
| 2022-03-02 21:30:00 | ES | Futures | 4951.86 | 4959.22 | 4949.6 | 4957.24 | 4318.0 |
| 2022-03-02 22:00:00 | ES | Futures | 4957.24 | 4962.05 | 4955.82 | 4955.82 | 2174.0 |
| 2022-03-02 22:30:00 | ES | Futures | 4956.11 | 4960.07 | 4954.69 | 4958.65 | 2022.0 |
| 2022-03-02 23:00:00 | ES | Futures | 4958.65 | 4960.35 | 4956.39 | 4960.35 | 1624.0 |
| 2022-03-02 23:30:00 | ES | Futures | 4960.35 | 4960.35 | 4956.67 | 4957.52 | 1517.0 |
| 2022-03-02 00:00:00 | NQ | Futures | 16308.59 | 16334.09 | 16298.16 | 16328.3 | 2229.0 |
| 2022-03-02 00:30:00 | NQ | Futures | 16329.75 | 16339.89 | 16305.11 | 16307.43 | 3257.0 |
| 2022-03-02 01:00:00 | NQ | Futures | 16305.98 | 16313.23 | 16271.49 | 16275.55 | 2401.0 |
| 2022-03-02 01:30:00 | NQ | Futures | 16275.26 | 16287.72 | 16225.12 | 16237.01 | 2623.0 |
> showing 50 of 3,958 rows — these rows as CSV