PREVIEW / futures_30min / 2022-07-20
file: by_date/futures_30min/2022/2022-07-20.parquet size: 112 KB rows: 3,877
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 |
|---|---|---|---|---|---|---|---|
| 2022-07-20 00:00:00 | ES | Futures | 4487.59 | 4490.42 | 4483.34 | 4483.62 | 3130.0 |
| 2022-07-20 00:30:00 | ES | Futures | 4483.9 | 4487.87 | 4482.77 | 4486.45 | 2488.0 |
| 2022-07-20 01:00:00 | ES | Futures | 4486.45 | 4486.45 | 4477.96 | 4481.92 | 4154.0 |
| 2022-07-20 01:30:00 | ES | Futures | 4481.92 | 4483.05 | 4478.81 | 4481.07 | 3650.0 |
| 2022-07-20 02:00:00 | ES | Futures | 4481.07 | 4482.49 | 4475.97 | 4480.51 | 5063.0 |
| 2022-07-20 02:30:00 | ES | Futures | 4480.51 | 4484.19 | 4478.81 | 4480.22 | 4465.0 |
| 2022-07-20 03:00:00 | ES | Futures | 4480.22 | 4485.89 | 4472.86 | 4476.82 | 14356.0 |
| 2022-07-20 03:30:00 | ES | Futures | 4476.54 | 4479.66 | 4462.94 | 4463.79 | 15246.0 |
| 2022-07-20 04:00:00 | ES | Futures | 4463.79 | 4475.69 | 4462.94 | 4470.31 | 11507.0 |
| 2022-07-20 04:30:00 | ES | Futures | 4470.02 | 4471.44 | 4463.79 | 4466.91 | 6547.0 |
| 2022-07-20 05:00:00 | ES | Futures | 4466.91 | 4471.16 | 4466.62 | 4467.19 | 4993.0 |
| 2022-07-20 05:30:00 | ES | Futures | 4467.47 | 4473.14 | 4466.06 | 4470.87 | 5041.0 |
| 2022-07-20 06:00:00 | ES | Futures | 4470.59 | 4472.29 | 4466.34 | 4468.04 | 7195.0 |
| 2022-07-20 06:30:00 | ES | Futures | 4468.04 | 4468.61 | 4445.95 | 4454.16 | 24467.0 |
| 2022-07-20 07:00:00 | ES | Futures | 4454.16 | 4457.56 | 4449.91 | 4456.99 | 8842.0 |
| 2022-07-20 07:30:00 | ES | Futures | 4456.71 | 4457.28 | 4448.78 | 4452.18 | 7948.0 |
| 2022-07-20 08:00:00 | ES | Futures | 4452.18 | 4460.96 | 4444.25 | 4449.35 | 25284.0 |
| 2022-07-20 08:30:00 | ES | Futures | 4449.35 | 4461.53 | 4446.51 | 4456.71 | 28031.0 |
| 2022-07-20 09:00:00 | ES | Futures | 4456.43 | 4464.08 | 4454.44 | 4462.94 | 21386.0 |
| 2022-07-20 09:30:00 | ES | Futures | 4462.66 | 4468.32 | 4449.91 | 4451.89 | 141979.0 |
| 2022-07-20 10:00:00 | ES | Futures | 4451.89 | 4475.69 | 4447.08 | 4475.12 | 115074.0 |
| 2022-07-20 10:30:00 | ES | Futures | 4475.12 | 4503.45 | 4473.71 | 4502.88 | 138908.0 |
| 2022-07-20 11:00:00 | ES | Futures | 4503.17 | 4503.45 | 4488.15 | 4494.1 | 103667.0 |
| 2022-07-20 11:30:00 | ES | Futures | 4494.1 | 4503.45 | 4489.29 | 4501.18 | 89278.0 |
| 2022-07-20 12:00:00 | ES | Futures | 4501.18 | 4506.57 | 4496.93 | 4497.22 | 73939.0 |
| 2022-07-20 12:30:00 | ES | Futures | 4497.22 | 4503.45 | 4473.14 | 4488.15 | 108664.0 |
| 2022-07-20 13:00:00 | ES | Futures | 4488.44 | 4489.29 | 4462.94 | 4479.09 | 125307.0 |
| 2022-07-20 13:30:00 | ES | Futures | 4479.37 | 4486.17 | 4462.66 | 4464.08 | 88427.0 |
| 2022-07-20 14:00:00 | ES | Futures | 4464.08 | 4488.72 | 4463.23 | 4486.74 | 80996.0 |
| 2022-07-20 14:30:00 | ES | Futures | 4487.02 | 4490.7 | 4476.82 | 4486.74 | 72050.0 |
| 2022-07-20 15:00:00 | ES | Futures | 4486.74 | 4500.62 | 4484.47 | 4500.33 | 79333.0 |
| 2022-07-20 15:30:00 | ES | Futures | 4500.05 | 4501.18 | 4487.02 | 4489.85 | 149216.0 |
| 2022-07-20 16:00:00 | ES | Futures | 4489.85 | 4495.8 | 4479.94 | 4482.77 | 54069.0 |
| 2022-07-20 16:30:00 | ES | Futures | 4482.49 | 4483.62 | 4479.94 | 4479.94 | 7281.0 |
| 2022-07-20 18:00:00 | ES | Futures | 4480.22 | 4483.05 | 4475.69 | 4479.37 | 4144.0 |
| 2022-07-20 18:30:00 | ES | Futures | 4479.66 | 4481.07 | 4475.69 | 4477.67 | 4280.0 |
| 2022-07-20 19:00:00 | ES | Futures | 4477.67 | 4485.6 | 4477.11 | 4484.47 | 2757.0 |
| 2022-07-20 19:30:00 | ES | Futures | 4484.19 | 4487.59 | 4482.2 | 4483.05 | 3571.0 |
| 2022-07-20 20:00:00 | ES | Futures | 4483.05 | 4483.05 | 4476.26 | 4479.66 | 5678.0 |
| 2022-07-20 20:30:00 | ES | Futures | 4479.37 | 4484.19 | 4477.96 | 4483.05 | 2251.0 |
| 2022-07-20 21:00:00 | ES | Futures | 4483.05 | 4483.05 | 4470.31 | 4470.59 | 4847.0 |
| 2022-07-20 21:30:00 | ES | Futures | 4470.87 | 4479.66 | 4470.31 | 4476.82 | 4977.0 |
| 2022-07-20 22:00:00 | ES | Futures | 4476.54 | 4482.49 | 4475.12 | 4481.07 | 2812.0 |
| 2022-07-20 22:30:00 | ES | Futures | 4481.07 | 4483.05 | 4479.09 | 4480.51 | 1712.0 |
| 2022-07-20 23:00:00 | ES | Futures | 4480.51 | 4485.89 | 4479.09 | 4482.49 | 3133.0 |
| 2022-07-20 23:30:00 | ES | Futures | 4482.49 | 4484.75 | 4481.07 | 4482.77 | 1479.0 |
| 2022-07-20 00:00:00 | NQ | Futures | 14285.81 | 14295.06 | 14270.48 | 14272.21 | 1678.0 |
| 2022-07-20 00:30:00 | NQ | Futures | 14271.34 | 14282.33 | 14266.14 | 14278.57 | 1502.0 |
| 2022-07-20 01:00:00 | NQ | Futures | 14278.57 | 14278.57 | 14241.26 | 14256.88 | 3380.0 |
| 2022-07-20 01:30:00 | NQ | Futures | 14256.01 | 14263.82 | 14247.92 | 14257.46 | 1715.0 |
> showing 50 of 3,877 rows — these rows as CSV