PREVIEW / futures_30min / 2022-03-08
file: by_date/futures_30min/2022/2022-03-08.parquet size: 119 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 |
|---|---|---|---|---|---|---|---|
| 2022-03-08 00:00:00 | ES | Futures | 4740.05 | 4743.72 | 4721.95 | 4722.8 | 7977.0 |
| 2022-03-08 00:30:00 | ES | Futures | 4723.08 | 4728.45 | 4716.01 | 4716.86 | 7623.0 |
| 2022-03-08 01:00:00 | ES | Futures | 4716.86 | 4726.19 | 4681.79 | 4692.82 | 17736.0 |
| 2022-03-08 01:30:00 | ES | Futures | 4692.82 | 4707.52 | 4686.6 | 4702.43 | 9116.0 |
| 2022-03-08 02:00:00 | ES | Futures | 4703.0 | 4715.72 | 4686.88 | 4714.31 | 11373.0 |
| 2022-03-08 02:30:00 | ES | Futures | 4714.31 | 4721.95 | 4699.61 | 4704.41 | 12966.0 |
| 2022-03-08 03:00:00 | ES | Futures | 4704.13 | 4772.0 | 4702.43 | 4771.44 | 33462.0 |
| 2022-03-08 03:30:00 | ES | Futures | 4771.15 | 4773.7 | 4749.1 | 4760.12 | 25354.0 |
| 2022-03-08 04:00:00 | ES | Futures | 4759.84 | 4773.42 | 4758.43 | 4762.67 | 17882.0 |
| 2022-03-08 04:30:00 | ES | Futures | 4762.67 | 4770.87 | 4756.45 | 4766.35 | 13782.0 |
| 2022-03-08 05:00:00 | ES | Futures | 4766.35 | 4768.04 | 4744.01 | 4763.8 | 14143.0 |
| 2022-03-08 05:30:00 | ES | Futures | 4763.8 | 4772.29 | 4751.92 | 4766.91 | 13406.0 |
| 2022-03-08 06:00:00 | ES | Futures | 4766.63 | 4770.59 | 4757.86 | 4769.17 | 10518.0 |
| 2022-03-08 06:30:00 | ES | Futures | 4769.17 | 4773.7 | 4762.1 | 4773.13 | 12261.0 |
| 2022-03-08 07:00:00 | ES | Futures | 4772.85 | 4788.97 | 4771.15 | 4775.68 | 32347.0 |
| 2022-03-08 07:30:00 | ES | Futures | 4775.4 | 4778.51 | 4751.36 | 4757.01 | 22678.0 |
| 2022-03-08 08:00:00 | ES | Futures | 4756.73 | 4762.1 | 4735.52 | 4745.14 | 38898.0 |
| 2022-03-08 08:30:00 | ES | Futures | 4745.14 | 4762.1 | 4739.76 | 4753.34 | 26649.0 |
| 2022-03-08 09:00:00 | ES | Futures | 4753.05 | 4761.54 | 4744.29 | 4751.08 | 34251.0 |
| 2022-03-08 09:30:00 | ES | Futures | 4750.79 | 4768.61 | 4728.73 | 4739.48 | 193934.0 |
| 2022-03-08 10:00:00 | ES | Futures | 4739.48 | 4745.98 | 4706.11 | 4712.9 | 161444.0 |
| 2022-03-08 10:30:00 | ES | Futures | 4712.9 | 4748.53 | 4701.58 | 4746.83 | 118415.0 |
| 2022-03-08 11:00:00 | ES | Futures | 4746.83 | 4751.92 | 4712.9 | 4716.86 | 100718.0 |
| 2022-03-08 11:30:00 | ES | Futures | 4716.86 | 4739.2 | 4698.19 | 4731.28 | 93356.0 |
| 2022-03-08 12:00:00 | ES | Futures | 4731.28 | 4806.5 | 4728.17 | 4797.74 | 179192.0 |
| 2022-03-08 12:30:00 | ES | Futures | 4797.45 | 4817.53 | 4787.84 | 4812.73 | 121683.0 |
| 2022-03-08 13:00:00 | ES | Futures | 4813.01 | 4835.92 | 4794.34 | 4796.89 | 128769.0 |
| 2022-03-08 13:30:00 | ES | Futures | 4797.17 | 4797.45 | 4747.4 | 4749.1 | 124767.0 |
| 2022-03-08 14:00:00 | ES | Futures | 4748.81 | 4765.78 | 4729.3 | 4763.52 | 116126.0 |
| 2022-03-08 14:30:00 | ES | Futures | 4763.24 | 4785.58 | 4749.94 | 4770.87 | 85494.0 |
| 2022-03-08 15:00:00 | ES | Futures | 4770.87 | 4794.91 | 4742.03 | 4743.72 | 88051.0 |
| 2022-03-08 15:30:00 | ES | Futures | 4743.44 | 4746.83 | 4711.48 | 4711.77 | 221264.0 |
| 2022-03-08 16:00:00 | ES | Futures | 4712.05 | 4713.18 | 4695.08 | 4698.19 | 70471.0 |
| 2022-03-08 16:30:00 | ES | Futures | 4698.47 | 4701.3 | 4692.54 | 4697.06 | 7821.0 |
| 2022-03-08 18:00:00 | ES | Futures | 4697.91 | 4707.52 | 4696.78 | 4707.52 | 5357.0 |
| 2022-03-08 18:30:00 | ES | Futures | 4707.52 | 4718.55 | 4707.52 | 4716.29 | 5946.0 |
| 2022-03-08 19:00:00 | ES | Futures | 4716.29 | 4724.77 | 4716.01 | 4723.36 | 7433.0 |
| 2022-03-08 19:30:00 | ES | Futures | 4723.36 | 4725.91 | 4716.29 | 4725.34 | 4804.0 |
| 2022-03-08 20:00:00 | ES | Futures | 4725.62 | 4730.43 | 4717.7 | 4721.1 | 7856.0 |
| 2022-03-08 20:30:00 | ES | Futures | 4720.82 | 4744.01 | 4719.68 | 4732.98 | 12101.0 |
| 2022-03-08 21:00:00 | ES | Futures | 4732.69 | 4740.33 | 4732.41 | 4738.35 | 4928.0 |
| 2022-03-08 21:30:00 | ES | Futures | 4738.07 | 4738.07 | 4718.27 | 4722.8 | 7749.0 |
| 2022-03-08 22:00:00 | ES | Futures | 4723.08 | 4724.49 | 4710.92 | 4717.99 | 5085.0 |
| 2022-03-08 22:30:00 | ES | Futures | 4717.7 | 4724.21 | 4713.75 | 4716.29 | 4231.0 |
| 2022-03-08 23:00:00 | ES | Futures | 4716.29 | 4744.01 | 4715.72 | 4743.44 | 6866.0 |
| 2022-03-08 23:30:00 | ES | Futures | 4743.72 | 4745.7 | 4740.05 | 4741.74 | 5066.0 |
| 2022-03-08 00:00:00 | NQ | Futures | 15389.29 | 15414.5 | 15334.52 | 15338.28 | 3523.0 |
| 2022-03-08 00:30:00 | NQ | Futures | 15339.44 | 15357.12 | 15304.08 | 15307.56 | 4136.0 |
| 2022-03-08 01:00:00 | NQ | Futures | 15308.14 | 15333.94 | 15190.19 | 15222.36 | 6811.0 |
| 2022-03-08 01:30:00 | NQ | Futures | 15221.2 | 15267.28 | 15194.53 | 15249.6 | 4837.0 |
> showing 50 of 3,940 rows — these rows as CSV