PREVIEW / futures_30min / 2022-05-05
file: by_date/futures_30min/2022/2022-05-05.parquet size: 124 KB rows: 4,014
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 |
|---|---|---|---|---|---|---|---|
| 2022-05-05 00:00:00 | ES | Futures | 4866.1 | 4866.95 | 4865.25 | 4865.82 | 894.0 |
| 2022-05-05 00:30:00 | ES | Futures | 4865.82 | 4872.05 | 4865.82 | 4872.05 | 2270.0 |
| 2022-05-05 01:00:00 | ES | Futures | 4871.77 | 4875.45 | 4868.37 | 4871.49 | 3059.0 |
| 2022-05-05 01:30:00 | ES | Futures | 4871.2 | 4876.02 | 4868.37 | 4873.75 | 4007.0 |
| 2022-05-05 02:00:00 | ES | Futures | 4873.75 | 4874.89 | 4859.87 | 4861.57 | 6761.0 |
| 2022-05-05 02:30:00 | ES | Futures | 4861.28 | 4862.13 | 4854.48 | 4855.33 | 7661.0 |
| 2022-05-05 03:00:00 | ES | Futures | 4855.61 | 4858.45 | 4841.16 | 4842.01 | 18881.0 |
| 2022-05-05 03:30:00 | ES | Futures | 4842.01 | 4849.66 | 4839.17 | 4848.81 | 11623.0 |
| 2022-05-05 04:00:00 | ES | Futures | 4848.53 | 4851.08 | 4840.31 | 4840.88 | 8453.0 |
| 2022-05-05 04:30:00 | ES | Futures | 4841.16 | 4841.44 | 4830.1 | 4835.49 | 12068.0 |
| 2022-05-05 05:00:00 | ES | Futures | 4835.21 | 4840.88 | 4834.07 | 4835.21 | 7931.0 |
| 2022-05-05 05:30:00 | ES | Futures | 4835.21 | 4842.58 | 4832.66 | 4839.46 | 8143.0 |
| 2022-05-05 06:00:00 | ES | Futures | 4839.46 | 4846.54 | 4837.76 | 4844.84 | 7527.0 |
| 2022-05-05 06:30:00 | ES | Futures | 4845.13 | 4845.41 | 4833.51 | 4834.07 | 6817.0 |
| 2022-05-05 07:00:00 | ES | Futures | 4834.36 | 4847.39 | 4833.79 | 4834.92 | 10132.0 |
| 2022-05-05 07:30:00 | ES | Futures | 4834.64 | 4844.56 | 4833.51 | 4838.61 | 9567.0 |
| 2022-05-05 08:00:00 | ES | Futures | 4838.32 | 4845.41 | 4835.21 | 4839.74 | 13044.0 |
| 2022-05-05 08:30:00 | ES | Futures | 4839.46 | 4842.01 | 4833.79 | 4834.07 | 14112.0 |
| 2022-05-05 09:00:00 | ES | Futures | 4834.07 | 4834.92 | 4818.77 | 4819.33 | 36860.0 |
| 2022-05-05 09:30:00 | ES | Futures | 4819.62 | 4820.75 | 4780.22 | 4785.6 | 183890.0 |
| 2022-05-05 10:00:00 | ES | Futures | 4785.89 | 4786.45 | 4742.24 | 4745.92 | 206233.0 |
| 2022-05-05 10:30:00 | ES | Futures | 4745.92 | 4750.46 | 4713.33 | 4730.9 | 191322.0 |
| 2022-05-05 11:00:00 | ES | Futures | 4731.18 | 4735.15 | 4695.19 | 4707.66 | 171747.0 |
| 2022-05-05 11:30:00 | ES | Futures | 4707.37 | 4728.07 | 4679.88 | 4680.73 | 148511.0 |
| 2022-05-05 12:00:00 | ES | Futures | 4680.45 | 4710.21 | 4665.14 | 4700.01 | 156055.0 |
| 2022-05-05 12:30:00 | ES | Futures | 4699.72 | 4708.51 | 4677.33 | 4705.39 | 107916.0 |
| 2022-05-05 13:00:00 | ES | Futures | 4705.11 | 4726.65 | 4697.74 | 4709.64 | 105753.0 |
| 2022-05-05 13:30:00 | ES | Futures | 4709.36 | 4721.83 | 4686.12 | 4693.49 | 81953.0 |
| 2022-05-05 14:00:00 | ES | Futures | 4693.49 | 4713.04 | 4675.91 | 4676.48 | 101670.0 |
| 2022-05-05 14:30:00 | ES | Futures | 4676.2 | 4701.42 | 4672.23 | 4685.83 | 96736.0 |
| 2022-05-05 15:00:00 | ES | Futures | 4685.55 | 4688.95 | 4650.69 | 4654.37 | 138763.0 |
| 2022-05-05 15:30:00 | ES | Futures | 4654.37 | 4703.97 | 4647.57 | 4698.87 | 318747.0 |
| 2022-05-05 16:00:00 | ES | Futures | 4698.87 | 4709.36 | 4694.34 | 4702.56 | 74465.0 |
| 2022-05-05 16:30:00 | ES | Futures | 4702.84 | 4713.04 | 4700.01 | 4706.24 | 10521.0 |
| 2022-05-05 18:00:00 | ES | Futures | 4701.14 | 4701.14 | 4690.37 | 4692.64 | 6134.0 |
| 2022-05-05 18:30:00 | ES | Futures | 4692.92 | 4701.71 | 4692.92 | 4698.87 | 3065.0 |
| 2022-05-05 19:00:00 | ES | Futures | 4698.87 | 4700.01 | 4695.19 | 4698.87 | 2395.0 |
| 2022-05-05 19:30:00 | ES | Futures | 4699.16 | 4703.97 | 4697.74 | 4702.56 | 3891.0 |
| 2022-05-05 20:00:00 | ES | Futures | 4702.56 | 4704.54 | 4684.7 | 4694.62 | 8150.0 |
| 2022-05-05 20:30:00 | ES | Futures | 4694.34 | 4694.62 | 4681.3 | 4683.57 | 7056.0 |
| 2022-05-05 21:00:00 | ES | Futures | 4683.57 | 4686.68 | 4676.2 | 4684.98 | 9737.0 |
| 2022-05-05 21:30:00 | ES | Futures | 4684.7 | 4687.25 | 4679.6 | 4683.0 | 5848.0 |
| 2022-05-05 22:00:00 | ES | Futures | 4683.0 | 4688.1 | 4678.75 | 4686.97 | 5046.0 |
| 2022-05-05 22:30:00 | ES | Futures | 4687.25 | 4690.65 | 4684.13 | 4689.23 | 4391.0 |
| 2022-05-05 23:00:00 | ES | Futures | 4688.95 | 4692.64 | 4686.4 | 4689.23 | 2766.0 |
| 2022-05-05 23:30:00 | ES | Futures | 4689.52 | 4701.99 | 4688.95 | 4700.01 | 4868.0 |
| 2022-05-05 00:00:00 | NQ | Futures | 15684.17 | 15685.91 | 15680.69 | 15683.01 | 420.0 |
| 2022-05-05 00:30:00 | NQ | Futures | 15682.14 | 15705.92 | 15681.85 | 15705.05 | 1028.0 |
| 2022-05-05 01:00:00 | NQ | Futures | 15704.47 | 15713.46 | 15689.39 | 15699.54 | 1396.0 |
| 2022-05-05 01:30:00 | NQ | Futures | 15699.83 | 15714.33 | 15687.07 | 15707.08 | 1669.0 |
> showing 50 of 4,014 rows — these rows as CSV