PREVIEW / futures_30min / 2022-03-09
file: by_date/futures_30min/2022/2022-03-09.parquet size: 118 KB rows: 3,906
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 |
|---|---|---|---|---|---|---|---|
| 2022-03-09 00:00:00 | ES | Futures | 4741.74 | 4743.72 | 4729.3 | 4740.89 | 4761.0 |
| 2022-03-09 00:30:00 | ES | Futures | 4740.61 | 4741.74 | 4717.7 | 4725.62 | 5843.0 |
| 2022-03-09 01:00:00 | ES | Futures | 4725.91 | 4740.05 | 4725.34 | 4736.65 | 4051.0 |
| 2022-03-09 01:30:00 | ES | Futures | 4736.65 | 4745.42 | 4727.32 | 4738.63 | 5277.0 |
| 2022-03-09 02:00:00 | ES | Futures | 4738.35 | 4766.91 | 4729.3 | 4766.06 | 13572.0 |
| 2022-03-09 02:30:00 | ES | Futures | 4766.06 | 4770.31 | 4756.45 | 4769.17 | 14385.0 |
| 2022-03-09 03:00:00 | ES | Futures | 4769.17 | 4772.29 | 4748.25 | 4754.47 | 21687.0 |
| 2022-03-09 03:30:00 | ES | Futures | 4754.47 | 4774.55 | 4753.62 | 4772.0 | 14056.0 |
| 2022-03-09 04:00:00 | ES | Futures | 4772.29 | 4788.12 | 4768.33 | 4785.29 | 14247.0 |
| 2022-03-09 04:30:00 | ES | Futures | 4785.29 | 4799.15 | 4782.75 | 4798.02 | 22223.0 |
| 2022-03-09 05:00:00 | ES | Futures | 4797.74 | 4802.26 | 4790.1 | 4798.59 | 15342.0 |
| 2022-03-09 05:30:00 | ES | Futures | 4798.87 | 4803.39 | 4783.03 | 4788.12 | 14730.0 |
| 2022-03-09 06:00:00 | ES | Futures | 4788.41 | 4804.81 | 4784.73 | 4794.06 | 15796.0 |
| 2022-03-09 06:30:00 | ES | Futures | 4794.06 | 4797.17 | 4780.77 | 4786.43 | 12893.0 |
| 2022-03-09 07:00:00 | ES | Futures | 4786.71 | 4796.61 | 4781.34 | 4792.65 | 14846.0 |
| 2022-03-09 07:30:00 | ES | Futures | 4792.65 | 4801.98 | 4787.27 | 4800.0 | 15081.0 |
| 2022-03-09 08:00:00 | ES | Futures | 4800.0 | 4807.64 | 4793.21 | 4804.81 | 20535.0 |
| 2022-03-09 08:30:00 | ES | Futures | 4804.81 | 4813.57 | 4793.21 | 4794.63 | 22938.0 |
| 2022-03-09 09:00:00 | ES | Futures | 4794.91 | 4824.6 | 4790.1 | 4813.01 | 78032.0 |
| 2022-03-09 09:30:00 | ES | Futures | 4813.01 | 4818.95 | 4785.86 | 4801.13 | 157921.0 |
| 2022-03-09 10:00:00 | ES | Futures | 4801.13 | 4827.43 | 4799.15 | 4819.23 | 125938.0 |
| 2022-03-09 10:30:00 | ES | Futures | 4819.51 | 4833.09 | 4812.44 | 4829.13 | 86033.0 |
| 2022-03-09 11:00:00 | ES | Futures | 4829.13 | 4831.11 | 4807.92 | 4815.27 | 72219.0 |
| 2022-03-09 11:30:00 | ES | Futures | 4815.55 | 4839.59 | 4815.27 | 4837.9 | 68063.0 |
| 2022-03-09 12:00:00 | ES | Futures | 4837.9 | 4844.97 | 4831.11 | 4839.88 | 65123.0 |
| 2022-03-09 12:30:00 | ES | Futures | 4839.88 | 4853.73 | 4839.88 | 4849.49 | 58936.0 |
| 2022-03-09 13:00:00 | ES | Futures | 4849.49 | 4849.77 | 4836.48 | 4848.64 | 46133.0 |
| 2022-03-09 13:30:00 | ES | Futures | 4848.92 | 4849.21 | 4826.02 | 4830.83 | 56289.0 |
| 2022-03-09 14:00:00 | ES | Futures | 4830.83 | 4842.7 | 4829.13 | 4836.2 | 47832.0 |
| 2022-03-09 14:30:00 | ES | Futures | 4836.2 | 4846.66 | 4834.78 | 4837.05 | 49208.0 |
| 2022-03-09 15:00:00 | ES | Futures | 4837.33 | 4857.41 | 4836.76 | 4853.73 | 63125.0 |
| 2022-03-09 15:30:00 | ES | Futures | 4853.73 | 4862.22 | 4829.13 | 4838.46 | 173865.0 |
| 2022-03-09 16:00:00 | ES | Futures | 4838.18 | 4845.53 | 4831.67 | 4838.18 | 60766.0 |
| 2022-03-09 16:30:00 | ES | Futures | 4837.9 | 4848.92 | 4833.65 | 4841.29 | 12375.0 |
| 2022-03-09 18:00:00 | ES | Futures | 4840.44 | 4844.12 | 4832.81 | 4834.78 | 6126.0 |
| 2022-03-09 18:30:00 | ES | Futures | 4835.07 | 4837.61 | 4832.52 | 4837.33 | 2688.0 |
| 2022-03-09 19:00:00 | ES | Futures | 4837.61 | 4840.44 | 4830.83 | 4837.61 | 5894.0 |
| 2022-03-09 19:30:00 | ES | Futures | 4837.9 | 4841.57 | 4835.07 | 4836.2 | 4112.0 |
| 2022-03-09 20:00:00 | ES | Futures | 4835.92 | 4840.72 | 4832.52 | 4837.9 | 4669.0 |
| 2022-03-09 20:30:00 | ES | Futures | 4837.61 | 4838.18 | 4824.6 | 4832.52 | 10687.0 |
| 2022-03-09 21:00:00 | ES | Futures | 4832.24 | 4843.83 | 4831.67 | 4840.16 | 6399.0 |
| 2022-03-09 21:30:00 | ES | Futures | 4840.16 | 4842.14 | 4834.5 | 4836.2 | 4066.0 |
| 2022-03-09 22:00:00 | ES | Futures | 4836.48 | 4838.74 | 4830.54 | 4833.09 | 4205.0 |
| 2022-03-09 22:30:00 | ES | Futures | 4833.37 | 4837.9 | 4829.41 | 4835.35 | 5051.0 |
| 2022-03-09 23:00:00 | ES | Futures | 4835.63 | 4837.61 | 4827.43 | 4828.28 | 4915.0 |
| 2022-03-09 23:30:00 | ES | Futures | 4828.0 | 4829.98 | 4824.6 | 4828.28 | 5509.0 |
| 2022-03-09 00:00:00 | NQ | Futures | 15450.73 | 15461.46 | 15408.42 | 15453.92 | 2399.0 |
| 2022-03-09 00:30:00 | NQ | Futures | 15455.37 | 15458.56 | 15364.95 | 15402.62 | 2977.0 |
| 2022-03-09 01:00:00 | NQ | Futures | 15401.75 | 15458.27 | 15399.43 | 15445.52 | 2707.0 |
| 2022-03-09 01:30:00 | NQ | Futures | 15446.1 | 15480.58 | 15414.22 | 15449.57 | 3516.0 |
> showing 50 of 3,906 rows — these rows as CSV