PREVIEW / futures_30min / 2022-05-16
file: by_date/futures_30min/2022/2022-05-16.parquet size: 116 KB rows: 3,919
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 |
|---|---|---|---|---|---|---|---|
| 2022-05-16 00:00:00 | ES | Futures | 4525.69 | 4534.48 | 4524.27 | 4533.34 | 4493.0 |
| 2022-05-16 00:30:00 | ES | Futures | 4533.91 | 4537.59 | 4531.08 | 4534.48 | 4566.0 |
| 2022-05-16 01:00:00 | ES | Futures | 4535.04 | 4539.86 | 4530.79 | 4533.34 | 6302.0 |
| 2022-05-16 01:30:00 | ES | Futures | 4533.34 | 4539.01 | 4532.21 | 4535.33 | 4074.0 |
| 2022-05-16 02:00:00 | ES | Futures | 4535.61 | 4537.03 | 4520.02 | 4523.71 | 8720.0 |
| 2022-05-16 02:30:00 | ES | Futures | 4523.42 | 4528.81 | 4521.15 | 4527.11 | 6111.0 |
| 2022-05-16 03:00:00 | ES | Futures | 4527.39 | 4532.49 | 4514.92 | 4530.22 | 13297.0 |
| 2022-05-16 03:30:00 | ES | Futures | 4530.22 | 4540.15 | 4528.52 | 4532.21 | 9985.0 |
| 2022-05-16 04:00:00 | ES | Futures | 4532.49 | 4548.36 | 4531.64 | 4542.41 | 9547.0 |
| 2022-05-16 04:30:00 | ES | Futures | 4542.41 | 4552.33 | 4539.01 | 4552.33 | 9546.0 |
| 2022-05-16 05:00:00 | ES | Futures | 4552.62 | 4553.75 | 4541.28 | 4541.56 | 7481.0 |
| 2022-05-16 05:30:00 | ES | Futures | 4541.85 | 4545.25 | 4535.61 | 4537.03 | 4620.0 |
| 2022-05-16 06:00:00 | ES | Futures | 4537.03 | 4545.53 | 4536.74 | 4544.11 | 5901.0 |
| 2022-05-16 06:30:00 | ES | Futures | 4544.11 | 4545.81 | 4539.01 | 4541.56 | 5678.0 |
| 2022-05-16 07:00:00 | ES | Futures | 4541.56 | 4548.08 | 4540.71 | 4542.13 | 6146.0 |
| 2022-05-16 07:30:00 | ES | Futures | 4541.85 | 4547.51 | 4538.73 | 4545.25 | 6198.0 |
| 2022-05-16 08:00:00 | ES | Futures | 4545.25 | 4557.15 | 4540.71 | 4556.02 | 14211.0 |
| 2022-05-16 08:30:00 | ES | Futures | 4556.02 | 4564.8 | 4546.1 | 4548.36 | 21262.0 |
| 2022-05-16 09:00:00 | ES | Futures | 4548.36 | 4551.2 | 4533.91 | 4538.73 | 24159.0 |
| 2022-05-16 09:30:00 | ES | Futures | 4538.73 | 4553.75 | 4511.8 | 4524.84 | 200559.0 |
| 2022-05-16 10:00:00 | ES | Futures | 4524.84 | 4559.99 | 4512.37 | 4557.72 | 124424.0 |
| 2022-05-16 10:30:00 | ES | Futures | 4557.44 | 4559.14 | 4520.87 | 4522.57 | 110477.0 |
| 2022-05-16 11:00:00 | ES | Futures | 4522.86 | 4537.59 | 4516.34 | 4529.37 | 88855.0 |
| 2022-05-16 11:30:00 | ES | Futures | 4529.66 | 4558.85 | 4520.02 | 4555.73 | 105128.0 |
| 2022-05-16 12:00:00 | ES | Futures | 4556.02 | 4562.82 | 4538.16 | 4543.55 | 65896.0 |
| 2022-05-16 12:30:00 | ES | Futures | 4543.55 | 4552.05 | 4532.78 | 4537.31 | 66303.0 |
| 2022-05-16 13:00:00 | ES | Futures | 4537.03 | 4565.65 | 4531.93 | 4564.52 | 71893.0 |
| 2022-05-16 13:30:00 | ES | Futures | 4564.24 | 4571.32 | 4558.0 | 4562.54 | 60978.0 |
| 2022-05-16 14:00:00 | ES | Futures | 4562.25 | 4580.39 | 4556.3 | 4579.83 | 74994.0 |
| 2022-05-16 14:30:00 | ES | Futures | 4580.11 | 4584.36 | 4565.94 | 4573.87 | 78112.0 |
| 2022-05-16 15:00:00 | ES | Futures | 4573.87 | 4578.13 | 4546.38 | 4550.92 | 94173.0 |
| 2022-05-16 15:30:00 | ES | Futures | 4550.92 | 4554.03 | 4531.64 | 4542.41 | 178118.0 |
| 2022-05-16 16:00:00 | ES | Futures | 4542.13 | 4543.55 | 4535.04 | 4536.18 | 41221.0 |
| 2022-05-16 16:30:00 | ES | Futures | 4536.18 | 4537.31 | 4534.48 | 4535.33 | 8269.0 |
| 2022-05-16 18:00:00 | ES | Futures | 4537.31 | 4541.56 | 4535.61 | 4540.71 | 3191.0 |
| 2022-05-16 18:30:00 | ES | Futures | 4540.71 | 4543.26 | 4540.43 | 4541.56 | 1945.0 |
| 2022-05-16 19:00:00 | ES | Futures | 4541.56 | 4543.55 | 4540.15 | 4540.71 | 1642.0 |
| 2022-05-16 19:30:00 | ES | Futures | 4540.43 | 4544.96 | 4537.88 | 4544.96 | 3300.0 |
| 2022-05-16 20:00:00 | ES | Futures | 4544.68 | 4556.3 | 4539.01 | 4555.17 | 7429.0 |
| 2022-05-16 20:30:00 | ES | Futures | 4555.45 | 4555.45 | 4548.36 | 4549.22 | 4266.0 |
| 2022-05-16 21:00:00 | ES | Futures | 4549.22 | 4554.03 | 4546.66 | 4551.77 | 3530.0 |
| 2022-05-16 21:30:00 | ES | Futures | 4551.77 | 4562.54 | 4548.65 | 4561.4 | 7743.0 |
| 2022-05-16 22:00:00 | ES | Futures | 4561.4 | 4561.69 | 4550.35 | 4551.2 | 4657.0 |
| 2022-05-16 22:30:00 | ES | Futures | 4551.77 | 4553.75 | 4548.65 | 4550.63 | 3288.0 |
| 2022-05-16 23:00:00 | ES | Futures | 4550.92 | 4555.17 | 4549.5 | 4555.17 | 2866.0 |
| 2022-05-16 23:30:00 | ES | Futures | 4555.17 | 4556.58 | 4553.47 | 4554.03 | 2671.0 |
| 2022-05-16 00:00:00 | NQ | Futures | 14254.3 | 14296.93 | 14250.24 | 14287.94 | 2081.0 |
| 2022-05-16 00:30:00 | NQ | Futures | 14287.36 | 14311.14 | 14269.67 | 14281.27 | 2599.0 |
| 2022-05-16 01:00:00 | NQ | Futures | 14282.14 | 14301.57 | 14269.96 | 14284.17 | 2202.0 |
| 2022-05-16 01:30:00 | NQ | Futures | 14281.85 | 14303.02 | 14279.82 | 14290.84 | 1569.0 |
> showing 50 of 3,919 rows — these rows as CSV