PREVIEW / futures_30min / 2022-05-10
file: by_date/futures_30min/2022/2022-05-10.parquet size: 117 KB rows: 3,977
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 |
|---|---|---|---|---|---|---|---|
| 2022-05-10 00:00:00 | ES | Futures | 4546.1 | 4546.38 | 4543.55 | 4544.96 | 3492.0 |
| 2022-05-10 00:30:00 | ES | Futures | 4544.96 | 4546.38 | 4540.15 | 4544.96 | 5028.0 |
| 2022-05-10 01:00:00 | ES | Futures | 4544.68 | 4553.75 | 4542.13 | 4552.33 | 12245.0 |
| 2022-05-10 01:30:00 | ES | Futures | 4552.33 | 4559.14 | 4548.36 | 4549.22 | 7894.0 |
| 2022-05-10 02:00:00 | ES | Futures | 4549.5 | 4561.4 | 4546.66 | 4558.0 | 11254.0 |
| 2022-05-10 02:30:00 | ES | Futures | 4558.0 | 4571.32 | 4558.0 | 4568.77 | 12322.0 |
| 2022-05-10 03:00:00 | ES | Futures | 4568.49 | 4571.32 | 4556.58 | 4566.79 | 16379.0 |
| 2022-05-10 03:30:00 | ES | Futures | 4566.79 | 4566.79 | 4549.22 | 4551.2 | 15672.0 |
| 2022-05-10 04:00:00 | ES | Futures | 4551.2 | 4570.47 | 4549.78 | 4568.49 | 13157.0 |
| 2022-05-10 04:30:00 | ES | Futures | 4568.77 | 4571.32 | 4565.94 | 4569.62 | 12603.0 |
| 2022-05-10 05:00:00 | ES | Futures | 4569.91 | 4574.72 | 4566.22 | 4567.36 | 10518.0 |
| 2022-05-10 05:30:00 | ES | Futures | 4567.36 | 4574.44 | 4555.45 | 4556.87 | 9057.0 |
| 2022-05-10 06:00:00 | ES | Futures | 4556.87 | 4564.8 | 4553.75 | 4561.69 | 10343.0 |
| 2022-05-10 06:30:00 | ES | Futures | 4561.97 | 4567.92 | 4554.6 | 4554.6 | 9436.0 |
| 2022-05-10 07:00:00 | ES | Futures | 4554.6 | 4557.72 | 4542.13 | 4548.93 | 11385.0 |
| 2022-05-10 07:30:00 | ES | Futures | 4548.65 | 4554.6 | 4545.53 | 4553.18 | 11311.0 |
| 2022-05-10 08:00:00 | ES | Futures | 4553.18 | 4565.94 | 4552.9 | 4565.09 | 17906.0 |
| 2022-05-10 08:30:00 | ES | Futures | 4564.8 | 4586.91 | 4562.82 | 4584.36 | 37493.0 |
| 2022-05-10 09:00:00 | ES | Futures | 4584.36 | 4591.73 | 4583.8 | 4591.45 | 43469.0 |
| 2022-05-10 09:30:00 | ES | Futures | 4591.73 | 4609.3 | 4561.4 | 4587.2 | 217980.0 |
| 2022-05-10 10:00:00 | ES | Futures | 4587.48 | 4597.4 | 4561.69 | 4568.77 | 160919.0 |
| 2022-05-10 10:30:00 | ES | Futures | 4568.77 | 4571.89 | 4521.44 | 4528.52 | 168259.0 |
| 2022-05-10 11:00:00 | ES | Futures | 4528.52 | 4539.29 | 4493.94 | 4510.67 | 168146.0 |
| 2022-05-10 11:30:00 | ES | Futures | 4510.38 | 4528.81 | 4492.24 | 4511.23 | 135760.0 |
| 2022-05-10 12:00:00 | ES | Futures | 4510.95 | 4523.42 | 4495.08 | 4499.61 | 107151.0 |
| 2022-05-10 12:30:00 | ES | Futures | 4499.61 | 4513.79 | 4481.76 | 4494.23 | 95081.0 |
| 2022-05-10 13:00:00 | ES | Futures | 4494.23 | 4523.71 | 4490.54 | 4523.14 | 86469.0 |
| 2022-05-10 13:30:00 | ES | Futures | 4523.14 | 4575.86 | 4523.14 | 4575.01 | 126877.0 |
| 2022-05-10 14:00:00 | ES | Futures | 4575.29 | 4577.28 | 4539.01 | 4548.08 | 121080.0 |
| 2022-05-10 14:30:00 | ES | Futures | 4548.36 | 4566.79 | 4539.86 | 4555.45 | 103168.0 |
| 2022-05-10 15:00:00 | ES | Futures | 4555.45 | 4571.61 | 4532.49 | 4537.88 | 96638.0 |
| 2022-05-10 15:30:00 | ES | Futures | 4537.88 | 4537.88 | 4518.32 | 4529.37 | 184583.0 |
| 2022-05-10 16:00:00 | ES | Futures | 4529.66 | 4534.19 | 4520.02 | 4530.79 | 43294.0 |
| 2022-05-10 16:30:00 | ES | Futures | 4530.79 | 4531.64 | 4521.44 | 4525.41 | 5930.0 |
| 2022-05-10 18:00:00 | ES | Futures | 4524.27 | 4526.82 | 4522.01 | 4525.97 | 3087.0 |
| 2022-05-10 18:30:00 | ES | Futures | 4525.69 | 4532.21 | 4525.69 | 4530.79 | 2137.0 |
| 2022-05-10 19:00:00 | ES | Futures | 4530.79 | 4533.34 | 4529.37 | 4530.22 | 2327.0 |
| 2022-05-10 19:30:00 | ES | Futures | 4530.51 | 4531.36 | 4519.74 | 4525.69 | 4027.0 |
| 2022-05-10 20:00:00 | ES | Futures | 4525.69 | 4540.71 | 4521.44 | 4537.59 | 7410.0 |
| 2022-05-10 20:30:00 | ES | Futures | 4537.59 | 4539.58 | 4526.82 | 4530.79 | 4743.0 |
| 2022-05-10 21:00:00 | ES | Futures | 4531.08 | 4539.29 | 4525.69 | 4538.44 | 4156.0 |
| 2022-05-10 21:30:00 | ES | Futures | 4538.73 | 4545.25 | 4534.19 | 4542.98 | 9002.0 |
| 2022-05-10 22:00:00 | ES | Futures | 4542.98 | 4551.77 | 4541.0 | 4550.92 | 6668.0 |
| 2022-05-10 22:30:00 | ES | Futures | 4550.63 | 4551.77 | 4545.81 | 4547.51 | 3566.0 |
| 2022-05-10 23:00:00 | ES | Futures | 4547.8 | 4550.35 | 4545.81 | 4549.22 | 2690.0 |
| 2022-05-10 23:30:00 | ES | Futures | 4549.22 | 4550.63 | 4543.55 | 4548.08 | 2771.0 |
| 2022-05-10 00:00:00 | NQ | Futures | 14275.76 | 14276.63 | 14260.1 | 14261.84 | 1437.0 |
| 2022-05-10 00:30:00 | NQ | Futures | 14261.55 | 14274.31 | 14254.01 | 14266.77 | 1454.0 |
| 2022-05-10 01:00:00 | NQ | Futures | 14266.48 | 14311.72 | 14259.52 | 14307.37 | 5439.0 |
| 2022-05-10 01:30:00 | NQ | Futures | 14307.95 | 14343.33 | 14299.83 | 14307.66 | 4693.0 |
> showing 50 of 3,977 rows — these rows as CSV