PREVIEW / futures_30min / 2022-03-16
file: by_date/futures_30min/2022/2022-03-16.parquet size: 117 KB rows: 3,869
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 |
|---|---|---|---|---|---|---|---|
| 2022-03-16 00:00:00 | ES | Futures | 4816.22 | 4819.33 | 4814.52 | 4815.65 | 1457.0 |
| 2022-03-16 00:30:00 | ES | Futures | 4815.37 | 4821.32 | 4813.95 | 4819.33 | 1990.0 |
| 2022-03-16 01:00:00 | ES | Futures | 4819.33 | 4830.1 | 4817.92 | 4830.1 | 4808.0 |
| 2022-03-16 01:30:00 | ES | Futures | 4829.82 | 4849.66 | 4825.85 | 4839.74 | 11206.0 |
| 2022-03-16 02:00:00 | ES | Futures | 4839.46 | 4846.83 | 4838.04 | 4843.43 | 4916.0 |
| 2022-03-16 02:30:00 | ES | Futures | 4843.43 | 4857.31 | 4842.01 | 4856.75 | 6827.0 |
| 2022-03-16 03:00:00 | ES | Futures | 4856.46 | 4862.42 | 4853.06 | 4855.9 | 8409.0 |
| 2022-03-16 03:30:00 | ES | Futures | 4855.9 | 4862.13 | 4850.8 | 4861.28 | 7771.0 |
| 2022-03-16 04:00:00 | ES | Futures | 4861.57 | 4873.47 | 4857.03 | 4868.94 | 20452.0 |
| 2022-03-16 04:30:00 | ES | Futures | 4868.94 | 4877.44 | 4864.4 | 4871.77 | 16465.0 |
| 2022-03-16 05:00:00 | ES | Futures | 4871.77 | 4879.42 | 4871.2 | 4878.86 | 9869.0 |
| 2022-03-16 05:30:00 | ES | Futures | 4878.57 | 4881.97 | 4870.92 | 4872.34 | 9150.0 |
| 2022-03-16 06:00:00 | ES | Futures | 4872.62 | 4891.89 | 4870.92 | 4882.82 | 16786.0 |
| 2022-03-16 06:30:00 | ES | Futures | 4882.82 | 4887.93 | 4878.01 | 4884.24 | 10925.0 |
| 2022-03-16 07:00:00 | ES | Futures | 4883.96 | 4884.24 | 4875.74 | 4880.27 | 10295.0 |
| 2022-03-16 07:30:00 | ES | Futures | 4880.27 | 4886.79 | 4880.27 | 4886.51 | 9001.0 |
| 2022-03-16 08:00:00 | ES | Futures | 4886.51 | 4890.19 | 4882.82 | 4883.96 | 11041.0 |
| 2022-03-16 08:30:00 | ES | Futures | 4884.24 | 4885.38 | 4868.65 | 4870.64 | 17458.0 |
| 2022-03-16 09:00:00 | ES | Futures | 4870.92 | 4876.31 | 4864.12 | 4868.37 | 22612.0 |
| 2022-03-16 09:30:00 | ES | Futures | 4868.37 | 4899.83 | 4866.95 | 4891.33 | 152124.0 |
| 2022-03-16 10:00:00 | ES | Futures | 4891.33 | 4920.24 | 4877.44 | 4908.62 | 176416.0 |
| 2022-03-16 10:30:00 | ES | Futures | 4908.62 | 4917.97 | 4893.31 | 4906.92 | 104993.0 |
| 2022-03-16 11:00:00 | ES | Futures | 4906.92 | 4908.9 | 4894.16 | 4901.53 | 59823.0 |
| 2022-03-16 11:30:00 | ES | Futures | 4901.81 | 4905.5 | 4894.73 | 4903.8 | 41314.0 |
| 2022-03-16 12:00:00 | ES | Futures | 4904.08 | 4910.32 | 4898.13 | 4903.52 | 35709.0 |
| 2022-03-16 12:30:00 | ES | Futures | 4903.52 | 4905.22 | 4882.54 | 4888.78 | 60798.0 |
| 2022-03-16 13:00:00 | ES | Futures | 4888.78 | 4891.33 | 4869.79 | 4876.87 | 59553.0 |
| 2022-03-16 13:30:00 | ES | Futures | 4876.59 | 4887.36 | 4874.6 | 4884.24 | 41924.0 |
| 2022-03-16 14:00:00 | ES | Futures | 4883.67 | 4883.67 | 4826.7 | 4828.12 | 149850.0 |
| 2022-03-16 14:30:00 | ES | Futures | 4827.84 | 4885.38 | 4809.7 | 4868.37 | 162606.0 |
| 2022-03-16 15:00:00 | ES | Futures | 4868.37 | 4906.63 | 4861.28 | 4902.95 | 117812.0 |
| 2022-03-16 15:30:00 | ES | Futures | 4902.95 | 4933.84 | 4890.19 | 4932.71 | 175264.0 |
| 2022-03-16 16:00:00 | ES | Futures | 4932.99 | 4944.61 | 4925.62 | 4944.61 | 75353.0 |
| 2022-03-16 16:30:00 | ES | Futures | 4944.33 | 4951.7 | 4942.91 | 4945.75 | 10583.0 |
| 2022-03-16 18:00:00 | ES | Futures | 4944.33 | 4945.75 | 4932.14 | 4934.98 | 4657.0 |
| 2022-03-16 18:30:00 | ES | Futures | 4934.98 | 4936.96 | 4931.01 | 4935.83 | 2245.0 |
| 2022-03-16 19:00:00 | ES | Futures | 4936.11 | 4939.23 | 4930.44 | 4934.98 | 3579.0 |
| 2022-03-16 19:30:00 | ES | Futures | 4934.98 | 4941.5 | 4932.71 | 4939.8 | 2674.0 |
| 2022-03-16 20:00:00 | ES | Futures | 4939.51 | 4942.06 | 4934.13 | 4938.38 | 4626.0 |
| 2022-03-16 20:30:00 | ES | Futures | 4938.66 | 4942.91 | 4937.53 | 4940.65 | 2880.0 |
| 2022-03-16 21:00:00 | ES | Futures | 4940.65 | 4941.21 | 4926.47 | 4926.76 | 5887.0 |
| 2022-03-16 21:30:00 | ES | Futures | 4926.76 | 4931.86 | 4914.29 | 4921.09 | 8126.0 |
| 2022-03-16 22:00:00 | ES | Futures | 4921.37 | 4930.16 | 4919.67 | 4926.47 | 4331.0 |
| 2022-03-16 22:30:00 | ES | Futures | 4926.47 | 4928.46 | 4921.37 | 4924.49 | 3143.0 |
| 2022-03-16 23:00:00 | ES | Futures | 4924.21 | 4924.49 | 4916.55 | 4923.36 | 3525.0 |
| 2022-03-16 23:30:00 | ES | Futures | 4923.64 | 4926.47 | 4919.1 | 4922.22 | 2629.0 |
| 2022-03-16 00:00:00 | NQ | Futures | 15603.56 | 15618.06 | 15598.92 | 15601.82 | 555.0 |
| 2022-03-16 00:30:00 | NQ | Futures | 15601.82 | 15623.86 | 15597.47 | 15617.77 | 855.0 |
| 2022-03-16 01:00:00 | NQ | Futures | 15618.06 | 15662.71 | 15609.36 | 15660.39 | 2509.0 |
| 2022-03-16 01:30:00 | NQ | Futures | 15660.1 | 15768.84 | 15642.41 | 15727.38 | 6472.0 |
> showing 50 of 3,869 rows — these rows as CSV