PREVIEW / futures_30min / 2022-05-25
file: by_date/futures_30min/2022/2022-05-25.parquet size: 111 KB rows: 3,842
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 |
|---|---|---|---|---|---|---|---|
| 2022-05-25 00:00:00 | ES | Futures | 4498.2 | 4498.2 | 4493.09 | 4493.94 | 2069.0 |
| 2022-05-25 00:30:00 | ES | Futures | 4494.23 | 4495.93 | 4491.11 | 4492.53 | 1455.0 |
| 2022-05-25 01:00:00 | ES | Futures | 4492.24 | 4497.35 | 4491.68 | 4493.66 | 1856.0 |
| 2022-05-25 01:30:00 | ES | Futures | 4493.38 | 4493.38 | 4486.86 | 4489.98 | 3236.0 |
| 2022-05-25 02:00:00 | ES | Futures | 4489.98 | 4492.24 | 4478.07 | 4481.19 | 5266.0 |
| 2022-05-25 02:30:00 | ES | Futures | 4481.47 | 4499.33 | 4478.92 | 4497.63 | 11493.0 |
| 2022-05-25 03:00:00 | ES | Futures | 4497.63 | 4498.2 | 4484.31 | 4485.44 | 9890.0 |
| 2022-05-25 03:30:00 | ES | Futures | 4485.16 | 4485.44 | 4476.65 | 4478.36 | 8195.0 |
| 2022-05-25 04:00:00 | ES | Futures | 4478.36 | 4480.62 | 4462.2 | 4467.3 | 12765.0 |
| 2022-05-25 04:30:00 | ES | Futures | 4467.02 | 4474.67 | 4467.02 | 4467.87 | 5824.0 |
| 2022-05-25 05:00:00 | ES | Futures | 4467.3 | 4467.87 | 4454.83 | 4462.77 | 8734.0 |
| 2022-05-25 05:30:00 | ES | Futures | 4462.48 | 4474.1 | 4460.22 | 4471.55 | 6783.0 |
| 2022-05-25 06:00:00 | ES | Futures | 4470.99 | 4475.8 | 4468.43 | 4471.55 | 6587.0 |
| 2022-05-25 06:30:00 | ES | Futures | 4471.27 | 4471.27 | 4457.38 | 4458.51 | 10009.0 |
| 2022-05-25 07:00:00 | ES | Futures | 4458.23 | 4463.9 | 4442.93 | 4449.16 | 17138.0 |
| 2022-05-25 07:30:00 | ES | Futures | 4449.44 | 4453.7 | 4439.81 | 4448.59 | 13508.0 |
| 2022-05-25 08:00:00 | ES | Futures | 4448.31 | 4449.16 | 4441.51 | 4444.34 | 12651.0 |
| 2022-05-25 08:30:00 | ES | Futures | 4444.06 | 4455.4 | 4436.97 | 4452.0 | 21155.0 |
| 2022-05-25 09:00:00 | ES | Futures | 4451.71 | 4456.53 | 4447.46 | 4450.29 | 21031.0 |
| 2022-05-25 09:30:00 | ES | Futures | 4450.01 | 4485.44 | 4446.04 | 4475.52 | 174644.0 |
| 2022-05-25 10:00:00 | ES | Futures | 4475.52 | 4498.2 | 4464.47 | 4497.63 | 129871.0 |
| 2022-05-25 10:30:00 | ES | Futures | 4497.63 | 4509.53 | 4488.56 | 4497.35 | 112401.0 |
| 2022-05-25 11:00:00 | ES | Futures | 4497.35 | 4498.48 | 4484.87 | 4491.96 | 78519.0 |
| 2022-05-25 11:30:00 | ES | Futures | 4491.96 | 4492.24 | 4471.84 | 4483.46 | 81783.0 |
| 2022-05-25 12:00:00 | ES | Futures | 4483.74 | 4490.26 | 4460.78 | 4467.3 | 73876.0 |
| 2022-05-25 12:30:00 | ES | Futures | 4467.3 | 4476.37 | 4460.22 | 4475.24 | 56009.0 |
| 2022-05-25 13:00:00 | ES | Futures | 4474.95 | 4477.5 | 4462.2 | 4475.24 | 54981.0 |
| 2022-05-25 13:30:00 | ES | Futures | 4475.52 | 4483.74 | 4472.69 | 4475.52 | 48428.0 |
| 2022-05-25 14:00:00 | ES | Futures | 4475.8 | 4505.28 | 4453.98 | 4503.3 | 164930.0 |
| 2022-05-25 14:30:00 | ES | Futures | 4503.3 | 4514.64 | 4496.78 | 4512.08 | 115967.0 |
| 2022-05-25 15:00:00 | ES | Futures | 4512.08 | 4532.49 | 4509.53 | 4522.01 | 100936.0 |
| 2022-05-25 15:30:00 | ES | Futures | 4522.01 | 4527.67 | 4497.91 | 4511.23 | 186939.0 |
| 2022-05-25 16:00:00 | ES | Futures | 4511.23 | 4511.8 | 4486.29 | 4493.38 | 71144.0 |
| 2022-05-25 16:30:00 | ES | Futures | 4493.09 | 4503.3 | 4490.83 | 4501.03 | 12497.0 |
| 2022-05-25 18:00:00 | ES | Futures | 4503.58 | 4509.25 | 4501.88 | 4502.16 | 4388.0 |
| 2022-05-25 18:30:00 | ES | Futures | 4502.45 | 4507.55 | 4501.6 | 4507.27 | 2451.0 |
| 2022-05-25 19:00:00 | ES | Futures | 4507.27 | 4510.1 | 4505.85 | 4507.27 | 2057.0 |
| 2022-05-25 19:30:00 | ES | Futures | 4507.27 | 4508.4 | 4499.05 | 4500.75 | 3396.0 |
| 2022-05-25 20:00:00 | ES | Futures | 4500.46 | 4523.14 | 4498.2 | 4520.02 | 8981.0 |
| 2022-05-25 20:30:00 | ES | Futures | 4520.59 | 4527.11 | 4517.75 | 4525.69 | 7188.0 |
| 2022-05-25 21:00:00 | ES | Futures | 4525.41 | 4527.67 | 4517.19 | 4517.19 | 4797.0 |
| 2022-05-25 21:30:00 | ES | Futures | 4517.47 | 4517.75 | 4504.15 | 4505.57 | 6444.0 |
| 2022-05-25 22:00:00 | ES | Futures | 4505.57 | 4509.82 | 4502.16 | 4508.12 | 4529.0 |
| 2022-05-25 22:30:00 | ES | Futures | 4508.12 | 4511.23 | 4506.13 | 4506.42 | 2236.0 |
| 2022-05-25 23:00:00 | ES | Futures | 4506.42 | 4507.27 | 4493.94 | 4501.03 | 4924.0 |
| 2022-05-25 23:30:00 | ES | Futures | 4501.03 | 4508.68 | 4499.61 | 4506.98 | 3194.0 |
| 2022-05-25 00:00:00 | NQ | Futures | 13786.86 | 13787.73 | 13773.23 | 13775.84 | 1468.0 |
| 2022-05-25 00:30:00 | NQ | Futures | 13776.42 | 13783.67 | 13764.83 | 13766.57 | 1103.0 |
| 2022-05-25 01:00:00 | NQ | Futures | 13766.57 | 13786.57 | 13763.67 | 13768.6 | 1244.0 |
| 2022-05-25 01:30:00 | NQ | Futures | 13768.31 | 13768.31 | 13742.79 | 13757.29 | 2119.0 |
> showing 50 of 3,842 rows — these rows as CSV