PREVIEW / futures_30min / 2022-03-07
file: by_date/futures_30min/2022/2022-03-07.parquet size: 120 KB rows: 3,937
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 |
|---|---|---|---|---|---|---|---|
| 2022-03-07 00:00:00 | ES | Futures | 4837.05 | 4856.28 | 4834.78 | 4841.85 | 12330.0 |
| 2022-03-07 00:30:00 | ES | Futures | 4841.85 | 4842.14 | 4827.43 | 4832.81 | 6324.0 |
| 2022-03-07 01:00:00 | ES | Futures | 4832.24 | 4836.2 | 4822.62 | 4834.78 | 6790.0 |
| 2022-03-07 01:30:00 | ES | Futures | 4834.5 | 4841.29 | 4831.11 | 4839.88 | 4938.0 |
| 2022-03-07 02:00:00 | ES | Futures | 4839.88 | 4848.92 | 4829.69 | 4842.14 | 9477.0 |
| 2022-03-07 02:30:00 | ES | Futures | 4841.57 | 4842.42 | 4809.33 | 4814.71 | 13367.0 |
| 2022-03-07 03:00:00 | ES | Futures | 4814.42 | 4831.67 | 4797.74 | 4801.98 | 31675.0 |
| 2022-03-07 03:30:00 | ES | Futures | 4801.98 | 4823.76 | 4794.06 | 4817.82 | 18519.0 |
| 2022-03-07 04:00:00 | ES | Futures | 4817.82 | 4833.65 | 4817.25 | 4825.73 | 17183.0 |
| 2022-03-07 04:30:00 | ES | Futures | 4826.02 | 4827.43 | 4808.77 | 4820.36 | 12190.0 |
| 2022-03-07 05:00:00 | ES | Futures | 4820.64 | 4828.56 | 4817.53 | 4817.82 | 8697.0 |
| 2022-03-07 05:30:00 | ES | Futures | 4817.82 | 4828.0 | 4812.44 | 4813.29 | 11561.0 |
| 2022-03-07 06:00:00 | ES | Futures | 4813.29 | 4823.76 | 4801.98 | 4818.1 | 24117.0 |
| 2022-03-07 06:30:00 | ES | Futures | 4818.1 | 4837.05 | 4815.84 | 4835.35 | 15252.0 |
| 2022-03-07 07:00:00 | ES | Futures | 4835.07 | 4870.13 | 4834.78 | 4869.0 | 37212.0 |
| 2022-03-07 07:30:00 | ES | Futures | 4868.72 | 4873.53 | 4852.6 | 4853.73 | 24625.0 |
| 2022-03-07 08:00:00 | ES | Futures | 4854.02 | 4870.13 | 4848.64 | 4865.04 | 22870.0 |
| 2022-03-07 08:30:00 | ES | Futures | 4864.76 | 4881.73 | 4863.63 | 4876.92 | 30656.0 |
| 2022-03-07 09:00:00 | ES | Futures | 4877.2 | 4892.76 | 4871.83 | 4885.41 | 37712.0 |
| 2022-03-07 09:30:00 | ES | Futures | 4885.12 | 4888.23 | 4842.7 | 4842.7 | 146809.0 |
| 2022-03-07 10:00:00 | ES | Futures | 4842.7 | 4853.17 | 4822.62 | 4823.19 | 112642.0 |
| 2022-03-07 10:30:00 | ES | Futures | 4823.19 | 4831.11 | 4811.31 | 4817.25 | 93027.0 |
| 2022-03-07 11:00:00 | ES | Futures | 4817.25 | 4836.2 | 4812.73 | 4826.58 | 79255.0 |
| 2022-03-07 11:30:00 | ES | Futures | 4826.58 | 4828.28 | 4800.28 | 4801.7 | 88234.0 |
| 2022-03-07 12:00:00 | ES | Futures | 4801.41 | 4803.39 | 4779.07 | 4788.41 | 84801.0 |
| 2022-03-07 12:30:00 | ES | Futures | 4788.41 | 4804.81 | 4779.92 | 4788.69 | 93965.0 |
| 2022-03-07 13:00:00 | ES | Futures | 4788.41 | 4803.68 | 4777.09 | 4787.27 | 93895.0 |
| 2022-03-07 13:30:00 | ES | Futures | 4787.27 | 4800.85 | 4782.47 | 4784.73 | 53730.0 |
| 2022-03-07 14:00:00 | ES | Futures | 4784.45 | 4799.43 | 4777.09 | 4786.14 | 57274.0 |
| 2022-03-07 14:30:00 | ES | Futures | 4786.14 | 4788.97 | 4768.89 | 4774.27 | 63803.0 |
| 2022-03-07 15:00:00 | ES | Futures | 4774.27 | 4777.94 | 4758.43 | 4772.57 | 87347.0 |
| 2022-03-07 15:30:00 | ES | Futures | 4772.57 | 4772.57 | 4747.68 | 4748.81 | 204075.0 |
| 2022-03-07 16:00:00 | ES | Futures | 4748.81 | 4752.49 | 4734.39 | 4735.24 | 75700.0 |
| 2022-03-07 16:30:00 | ES | Futures | 4735.24 | 4742.59 | 4735.24 | 4735.24 | 8172.0 |
| 2022-03-07 18:00:00 | ES | Futures | 4735.8 | 4742.59 | 4729.58 | 4736.94 | 8000.0 |
| 2022-03-07 18:30:00 | ES | Futures | 4736.94 | 4738.35 | 4730.43 | 4735.52 | 6753.0 |
| 2022-03-07 19:00:00 | ES | Futures | 4735.8 | 4747.96 | 4734.96 | 4745.14 | 8421.0 |
| 2022-03-07 19:30:00 | ES | Futures | 4744.85 | 4746.27 | 4737.78 | 4743.72 | 6597.0 |
| 2022-03-07 20:00:00 | ES | Futures | 4743.72 | 4769.17 | 4741.74 | 4761.82 | 15190.0 |
| 2022-03-07 20:30:00 | ES | Futures | 4762.1 | 4769.17 | 4758.15 | 4765.78 | 9972.0 |
| 2022-03-07 21:00:00 | ES | Futures | 4765.78 | 4768.04 | 4759.28 | 4760.69 | 6645.0 |
| 2022-03-07 21:30:00 | ES | Futures | 4760.41 | 4765.22 | 4748.53 | 4749.94 | 7240.0 |
| 2022-03-07 22:00:00 | ES | Futures | 4749.38 | 4755.32 | 4743.72 | 4749.66 | 6715.0 |
| 2022-03-07 22:30:00 | ES | Futures | 4749.94 | 4754.19 | 4744.57 | 4747.68 | 3330.0 |
| 2022-03-07 23:00:00 | ES | Futures | 4747.68 | 4748.25 | 4738.91 | 4741.74 | 3720.0 |
| 2022-03-07 23:30:00 | ES | Futures | 4741.46 | 4743.16 | 4737.22 | 4740.05 | 4070.0 |
| 2022-03-07 00:00:00 | NQ | Futures | 15785.47 | 15848.07 | 15778.52 | 15804.31 | 4933.0 |
| 2022-03-07 00:30:00 | NQ | Futures | 15803.73 | 15804.89 | 15757.65 | 15767.79 | 2929.0 |
| 2022-03-07 01:00:00 | NQ | Futures | 15766.34 | 15777.65 | 15735.33 | 15773.88 | 2727.0 |
| 2022-03-07 01:30:00 | NQ | Futures | 15772.43 | 15795.9 | 15759.1 | 15794.75 | 1659.0 |
> showing 50 of 3,937 rows — these rows as CSV