PREVIEW / futures_30min / 2022-05-24
file: by_date/futures_30min/2022/2022-05-24.parquet size: 112 KB rows: 3,856
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 |
|---|---|---|---|---|---|---|---|
| 2022-05-24 00:00:00 | ES | Futures | 4468.15 | 4469.29 | 4465.03 | 4465.32 | 1544.0 |
| 2022-05-24 00:30:00 | ES | Futures | 4465.32 | 4465.88 | 4459.08 | 4460.22 | 3224.0 |
| 2022-05-24 01:00:00 | ES | Futures | 4460.22 | 4463.05 | 4453.13 | 4454.83 | 5388.0 |
| 2022-05-24 01:30:00 | ES | Futures | 4455.11 | 4457.66 | 4445.76 | 4447.74 | 8846.0 |
| 2022-05-24 02:00:00 | ES | Futures | 4447.46 | 4453.13 | 4444.63 | 4449.16 | 6992.0 |
| 2022-05-24 02:30:00 | ES | Futures | 4448.59 | 4450.58 | 4436.69 | 4443.49 | 10169.0 |
| 2022-05-24 03:00:00 | ES | Futures | 4443.49 | 4450.86 | 4439.81 | 4446.33 | 12297.0 |
| 2022-05-24 03:30:00 | ES | Futures | 4446.33 | 4454.83 | 4432.72 | 4446.33 | 13471.0 |
| 2022-05-24 04:00:00 | ES | Futures | 4446.33 | 4450.29 | 4440.66 | 4447.46 | 8743.0 |
| 2022-05-24 04:30:00 | ES | Futures | 4447.74 | 4448.59 | 4433.0 | 4435.84 | 8546.0 |
| 2022-05-24 05:00:00 | ES | Futures | 4435.84 | 4443.21 | 4435.27 | 4442.07 | 5366.0 |
| 2022-05-24 05:30:00 | ES | Futures | 4442.07 | 4452.56 | 4440.09 | 4449.73 | 5770.0 |
| 2022-05-24 06:00:00 | ES | Futures | 4450.01 | 4458.51 | 4445.48 | 4455.68 | 7663.0 |
| 2022-05-24 06:30:00 | ES | Futures | 4455.96 | 4457.66 | 4450.58 | 4452.85 | 5196.0 |
| 2022-05-24 07:00:00 | ES | Futures | 4453.13 | 4465.32 | 4452.56 | 4462.48 | 11485.0 |
| 2022-05-24 07:30:00 | ES | Futures | 4462.2 | 4465.32 | 4451.43 | 4453.98 | 10611.0 |
| 2022-05-24 08:00:00 | ES | Futures | 4453.98 | 4456.53 | 4446.61 | 4451.71 | 12065.0 |
| 2022-05-24 08:30:00 | ES | Futures | 4452.0 | 4463.62 | 4449.44 | 4459.36 | 14204.0 |
| 2022-05-24 09:00:00 | ES | Futures | 4459.36 | 4462.77 | 4452.0 | 4453.7 | 20174.0 |
| 2022-05-24 09:30:00 | ES | Futures | 4453.41 | 4465.32 | 4431.59 | 4433.29 | 166481.0 |
| 2022-05-24 10:00:00 | ES | Futures | 4433.29 | 4435.27 | 4395.31 | 4412.88 | 203727.0 |
| 2022-05-24 10:30:00 | ES | Futures | 4413.16 | 4413.16 | 4389.92 | 4402.68 | 142833.0 |
| 2022-05-24 11:00:00 | ES | Futures | 4402.68 | 4412.88 | 4394.17 | 4408.35 | 108567.0 |
| 2022-05-24 11:30:00 | ES | Futures | 4408.35 | 4436.41 | 4400.98 | 4427.34 | 112749.0 |
| 2022-05-24 12:00:00 | ES | Futures | 4427.05 | 4454.26 | 4421.67 | 4433.29 | 105476.0 |
| 2022-05-24 12:30:00 | ES | Futures | 4433.29 | 4436.69 | 4414.86 | 4427.05 | 92203.0 |
| 2022-05-24 13:00:00 | ES | Futures | 4426.77 | 4427.05 | 4410.33 | 4424.5 | 65378.0 |
| 2022-05-24 13:30:00 | ES | Futures | 4424.5 | 4447.46 | 4414.86 | 4441.51 | 87798.0 |
| 2022-05-24 14:00:00 | ES | Futures | 4441.51 | 4461.35 | 4432.15 | 4446.33 | 93474.0 |
| 2022-05-24 14:30:00 | ES | Futures | 4446.04 | 4459.93 | 4424.5 | 4433.86 | 105122.0 |
| 2022-05-24 15:00:00 | ES | Futures | 4433.86 | 4457.66 | 4432.15 | 4455.96 | 118624.0 |
| 2022-05-24 15:30:00 | ES | Futures | 4455.68 | 4483.46 | 4452.56 | 4470.7 | 272684.0 |
| 2022-05-24 16:00:00 | ES | Futures | 4470.99 | 4479.49 | 4467.02 | 4471.27 | 56447.0 |
| 2022-05-24 16:30:00 | ES | Futures | 4471.55 | 4480.62 | 4470.7 | 4478.36 | 7395.0 |
| 2022-05-24 18:00:00 | ES | Futures | 4478.36 | 4491.11 | 4478.07 | 4489.13 | 5967.0 |
| 2022-05-24 18:30:00 | ES | Futures | 4488.84 | 4492.53 | 4487.43 | 4488.56 | 2812.0 |
| 2022-05-24 19:00:00 | ES | Futures | 4488.84 | 4493.94 | 4488.56 | 4491.39 | 2504.0 |
| 2022-05-24 19:30:00 | ES | Futures | 4491.11 | 4493.09 | 4486.01 | 4488.28 | 3012.0 |
| 2022-05-24 20:00:00 | ES | Futures | 4487.99 | 4488.28 | 4469.57 | 4476.09 | 8832.0 |
| 2022-05-24 20:30:00 | ES | Futures | 4475.8 | 4480.62 | 4474.1 | 4477.5 | 3961.0 |
| 2022-05-24 21:00:00 | ES | Futures | 4477.5 | 4485.44 | 4477.22 | 4480.34 | 4207.0 |
| 2022-05-24 21:30:00 | ES | Futures | 4480.34 | 4484.87 | 4479.49 | 4483.74 | 3300.0 |
| 2022-05-24 22:00:00 | ES | Futures | 4484.02 | 4490.83 | 4483.74 | 4486.58 | 4072.0 |
| 2022-05-24 22:30:00 | ES | Futures | 4486.58 | 4487.43 | 4481.76 | 4485.72 | 2361.0 |
| 2022-05-24 23:00:00 | ES | Futures | 4485.72 | 4490.26 | 4485.44 | 4488.56 | 1939.0 |
| 2022-05-24 23:30:00 | ES | Futures | 4488.84 | 4499.9 | 4488.84 | 4498.2 | 3949.0 |
| 2022-05-24 00:00:00 | NQ | Futures | 13770.62 | 13775.26 | 13759.03 | 13760.48 | 831.0 |
| 2022-05-24 00:30:00 | NQ | Futures | 13760.48 | 13762.22 | 13736.12 | 13740.76 | 1550.0 |
| 2022-05-24 01:00:00 | NQ | Futures | 13739.6 | 13749.75 | 13715.53 | 13721.33 | 2432.0 |
| 2022-05-24 01:30:00 | NQ | Futures | 13721.91 | 13734.09 | 13687.69 | 13702.48 | 3708.0 |
> showing 50 of 3,856 rows — these rows as CSV