PREVIEW / futures_30min / 2022-05-18
file: by_date/futures_30min/2022/2022-05-18.parquet size: 120 KB rows: 3,943
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 |
|---|---|---|---|---|---|---|---|
| 2022-05-18 00:00:00 | ES | Futures | 4617.52 | 4622.63 | 4616.96 | 4620.08 | 3240.0 |
| 2022-05-18 00:30:00 | ES | Futures | 4620.08 | 4620.08 | 4614.97 | 4616.67 | 2687.0 |
| 2022-05-18 01:00:00 | ES | Futures | 4616.96 | 4622.34 | 4616.39 | 4618.37 | 4181.0 |
| 2022-05-18 01:30:00 | ES | Futures | 4618.37 | 4628.01 | 4617.52 | 4626.88 | 4489.0 |
| 2022-05-18 02:00:00 | ES | Futures | 4626.88 | 4629.43 | 4620.08 | 4620.36 | 5434.0 |
| 2022-05-18 02:30:00 | ES | Futures | 4620.08 | 4621.49 | 4617.24 | 4618.37 | 3237.0 |
| 2022-05-18 03:00:00 | ES | Futures | 4618.66 | 4619.79 | 4608.17 | 4614.12 | 10890.0 |
| 2022-05-18 03:30:00 | ES | Futures | 4614.12 | 4615.54 | 4609.3 | 4613.27 | 7820.0 |
| 2022-05-18 04:00:00 | ES | Futures | 4613.56 | 4618.37 | 4608.74 | 4612.99 | 6322.0 |
| 2022-05-18 04:30:00 | ES | Futures | 4612.99 | 4614.97 | 4608.74 | 4614.69 | 4540.0 |
| 2022-05-18 05:00:00 | ES | Futures | 4614.41 | 4618.37 | 4612.14 | 4614.12 | 4616.0 |
| 2022-05-18 05:30:00 | ES | Futures | 4613.84 | 4624.04 | 4611.86 | 4623.76 | 4738.0 |
| 2022-05-18 06:00:00 | ES | Futures | 4624.04 | 4626.88 | 4619.23 | 4622.34 | 5321.0 |
| 2022-05-18 06:30:00 | ES | Futures | 4622.34 | 4622.63 | 4608.74 | 4610.72 | 13109.0 |
| 2022-05-18 07:00:00 | ES | Futures | 4610.72 | 4612.99 | 4594.0 | 4595.13 | 18500.0 |
| 2022-05-18 07:30:00 | ES | Futures | 4595.13 | 4601.08 | 4592.01 | 4593.15 | 17341.0 |
| 2022-05-18 08:00:00 | ES | Futures | 4593.43 | 4604.77 | 4592.87 | 4602.22 | 14882.0 |
| 2022-05-18 08:30:00 | ES | Futures | 4602.22 | 4603.07 | 4578.13 | 4578.69 | 30646.0 |
| 2022-05-18 09:00:00 | ES | Futures | 4578.98 | 4583.51 | 4574.72 | 4578.41 | 30833.0 |
| 2022-05-18 09:30:00 | ES | Futures | 4578.41 | 4582.09 | 4548.65 | 4552.05 | 182558.0 |
| 2022-05-18 10:00:00 | ES | Futures | 4551.77 | 4562.54 | 4543.55 | 4543.83 | 133718.0 |
| 2022-05-18 10:30:00 | ES | Futures | 4543.83 | 4551.77 | 4538.16 | 4546.95 | 109372.0 |
| 2022-05-18 11:00:00 | ES | Futures | 4547.23 | 4547.51 | 4502.16 | 4505.0 | 128232.0 |
| 2022-05-18 11:30:00 | ES | Futures | 4504.72 | 4518.32 | 4496.21 | 4498.76 | 124368.0 |
| 2022-05-18 12:00:00 | ES | Futures | 4498.76 | 4502.45 | 4484.31 | 4489.13 | 116886.0 |
| 2022-05-18 12:30:00 | ES | Futures | 4489.13 | 4506.42 | 4485.44 | 4505.28 | 90054.0 |
| 2022-05-18 13:00:00 | ES | Futures | 4505.0 | 4505.28 | 4469.57 | 4474.67 | 106576.0 |
| 2022-05-18 13:30:00 | ES | Futures | 4474.39 | 4480.91 | 4452.85 | 4459.36 | 102795.0 |
| 2022-05-18 14:00:00 | ES | Futures | 4459.08 | 4468.72 | 4451.43 | 4467.3 | 101118.0 |
| 2022-05-18 14:30:00 | ES | Futures | 4467.02 | 4469.29 | 4441.22 | 4444.63 | 119652.0 |
| 2022-05-18 15:00:00 | ES | Futures | 4444.34 | 4455.68 | 4433.0 | 4434.71 | 124318.0 |
| 2022-05-18 15:30:00 | ES | Futures | 4434.71 | 4456.25 | 4430.74 | 4448.59 | 316741.0 |
| 2022-05-18 16:00:00 | ES | Futures | 4448.59 | 4452.85 | 4427.9 | 4430.74 | 96871.0 |
| 2022-05-18 16:30:00 | ES | Futures | 4430.74 | 4439.81 | 4429.6 | 4437.54 | 11294.0 |
| 2022-05-18 18:00:00 | ES | Futures | 4440.37 | 4444.06 | 4435.84 | 4435.84 | 6000.0 |
| 2022-05-18 18:30:00 | ES | Futures | 4435.84 | 4443.21 | 4435.84 | 4441.22 | 3396.0 |
| 2022-05-18 19:00:00 | ES | Futures | 4441.51 | 4442.64 | 4431.59 | 4433.86 | 4124.0 |
| 2022-05-18 19:30:00 | ES | Futures | 4433.86 | 4436.12 | 4419.4 | 4419.97 | 9750.0 |
| 2022-05-18 20:00:00 | ES | Futures | 4419.68 | 4434.14 | 4415.43 | 4427.9 | 10447.0 |
| 2022-05-18 20:30:00 | ES | Futures | 4427.62 | 4431.3 | 4424.22 | 4427.34 | 5694.0 |
| 2022-05-18 21:00:00 | ES | Futures | 4427.62 | 4433.0 | 4422.52 | 4425.92 | 6138.0 |
| 2022-05-18 21:30:00 | ES | Futures | 4425.92 | 4428.75 | 4417.7 | 4426.2 | 8078.0 |
| 2022-05-18 22:00:00 | ES | Futures | 4426.49 | 4430.74 | 4425.64 | 4428.75 | 4458.0 |
| 2022-05-18 22:30:00 | ES | Futures | 4428.75 | 4446.04 | 4428.47 | 4445.48 | 10979.0 |
| 2022-05-18 23:00:00 | ES | Futures | 4445.19 | 4458.23 | 4444.34 | 4452.85 | 14716.0 |
| 2022-05-18 23:30:00 | ES | Futures | 4453.13 | 4459.36 | 4450.29 | 4455.4 | 11043.0 |
| 2022-05-18 00:00:00 | NQ | Futures | 14499.91 | 14519.63 | 14499.91 | 14509.77 | 1804.0 |
| 2022-05-18 00:30:00 | NQ | Futures | 14507.74 | 14508.32 | 14484.83 | 14491.79 | 1686.0 |
| 2022-05-18 01:00:00 | NQ | Futures | 14492.08 | 14518.47 | 14489.76 | 14500.49 | 2612.0 |
| 2022-05-18 01:30:00 | NQ | Futures | 14501.65 | 14535.29 | 14496.72 | 14531.52 | 2129.0 |
> showing 50 of 3,943 rows — these rows as CSV