PREVIEW / futures_30min / 2022-08-16
file: by_date/futures_30min/2022/2022-08-16.parquet size: 108 KB rows: 3,847
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 |
|---|---|---|---|---|---|---|---|
| 2022-08-16 00:00:00 | ES | Futures | 4865.19 | 4867.17 | 4864.34 | 4864.9 | 1337.0 |
| 2022-08-16 00:30:00 | ES | Futures | 4865.19 | 4867.45 | 4864.62 | 4866.6 | 996.0 |
| 2022-08-16 01:00:00 | ES | Futures | 4866.89 | 4867.17 | 4862.07 | 4862.64 | 1909.0 |
| 2022-08-16 01:30:00 | ES | Futures | 4862.64 | 4868.59 | 4862.36 | 4867.45 | 1781.0 |
| 2022-08-16 02:00:00 | ES | Futures | 4867.45 | 4867.45 | 4861.79 | 4862.36 | 3416.0 |
| 2022-08-16 02:30:00 | ES | Futures | 4862.36 | 4862.92 | 4859.52 | 4859.81 | 3416.0 |
| 2022-08-16 03:00:00 | ES | Futures | 4859.52 | 4860.09 | 4855.27 | 4857.82 | 10458.0 |
| 2022-08-16 03:30:00 | ES | Futures | 4858.11 | 4864.9 | 4856.12 | 4864.34 | 4568.0 |
| 2022-08-16 04:00:00 | ES | Futures | 4864.34 | 4868.87 | 4861.79 | 4867.17 | 5398.0 |
| 2022-08-16 04:30:00 | ES | Futures | 4867.17 | 4871.14 | 4866.04 | 4867.17 | 7359.0 |
| 2022-08-16 05:00:00 | ES | Futures | 4867.45 | 4868.3 | 4860.66 | 4862.36 | 5222.0 |
| 2022-08-16 05:30:00 | ES | Futures | 4862.07 | 4863.2 | 4858.67 | 4862.92 | 4531.0 |
| 2022-08-16 06:00:00 | ES | Futures | 4862.92 | 4863.2 | 4857.82 | 4860.09 | 5373.0 |
| 2022-08-16 06:30:00 | ES | Futures | 4860.37 | 4861.51 | 4857.26 | 4859.81 | 3289.0 |
| 2022-08-16 07:00:00 | ES | Futures | 4859.52 | 4867.45 | 4857.26 | 4866.89 | 9051.0 |
| 2022-08-16 07:30:00 | ES | Futures | 4866.89 | 4868.87 | 4865.19 | 4866.6 | 6489.0 |
| 2022-08-16 08:00:00 | ES | Futures | 4866.6 | 4869.72 | 4864.62 | 4866.04 | 7761.0 |
| 2022-08-16 08:30:00 | ES | Futures | 4866.32 | 4866.89 | 4853.86 | 4858.39 | 19057.0 |
| 2022-08-16 09:00:00 | ES | Futures | 4858.11 | 4860.37 | 4855.84 | 4858.11 | 18154.0 |
| 2022-08-16 09:30:00 | ES | Futures | 4858.39 | 4869.72 | 4856.97 | 4865.75 | 135089.0 |
| 2022-08-16 10:00:00 | ES | Futures | 4865.47 | 4866.89 | 4854.42 | 4858.39 | 109684.0 |
| 2022-08-16 10:30:00 | ES | Futures | 4858.39 | 4861.51 | 4848.19 | 4855.27 | 91479.0 |
| 2022-08-16 11:00:00 | ES | Futures | 4855.56 | 4875.1 | 4854.42 | 4873.69 | 83855.0 |
| 2022-08-16 11:30:00 | ES | Futures | 4873.69 | 4888.13 | 4872.27 | 4885.87 | 78462.0 |
| 2022-08-16 12:00:00 | ES | Futures | 4885.87 | 4889.83 | 4882.75 | 4883.88 | 54809.0 |
| 2022-08-16 12:30:00 | ES | Futures | 4883.88 | 4887.0 | 4879.63 | 4881.62 | 44401.0 |
| 2022-08-16 13:00:00 | ES | Futures | 4881.9 | 4889.55 | 4879.92 | 4887.57 | 40390.0 |
| 2022-08-16 13:30:00 | ES | Futures | 4887.57 | 4896.06 | 4886.43 | 4894.93 | 51220.0 |
| 2022-08-16 14:00:00 | ES | Futures | 4895.21 | 4903.43 | 4893.51 | 4898.05 | 70552.0 |
| 2022-08-16 14:30:00 | ES | Futures | 4898.05 | 4898.05 | 4862.64 | 4873.69 | 128334.0 |
| 2022-08-16 15:00:00 | ES | Futures | 4873.69 | 4879.63 | 4865.19 | 4877.94 | 89224.0 |
| 2022-08-16 15:30:00 | ES | Futures | 4878.22 | 4888.7 | 4877.65 | 4880.2 | 135095.0 |
| 2022-08-16 16:00:00 | ES | Futures | 4880.2 | 4880.2 | 4874.54 | 4875.67 | 42612.0 |
| 2022-08-16 16:30:00 | ES | Futures | 4875.95 | 4884.17 | 4875.67 | 4883.88 | 8424.0 |
| 2022-08-16 18:00:00 | ES | Futures | 4882.75 | 4883.03 | 4877.09 | 4879.35 | 3427.0 |
| 2022-08-16 18:30:00 | ES | Futures | 4879.63 | 4880.77 | 4877.94 | 4879.07 | 1845.0 |
| 2022-08-16 19:00:00 | ES | Futures | 4879.07 | 4879.63 | 4876.52 | 4876.8 | 2580.0 |
| 2022-08-16 19:30:00 | ES | Futures | 4876.8 | 4882.18 | 4876.24 | 4880.77 | 2439.0 |
| 2022-08-16 20:00:00 | ES | Futures | 4880.48 | 4886.43 | 4877.94 | 4880.48 | 5294.0 |
| 2022-08-16 20:30:00 | ES | Futures | 4880.77 | 4882.75 | 4878.78 | 4881.33 | 2339.0 |
| 2022-08-16 21:00:00 | ES | Futures | 4881.33 | 4881.62 | 4878.22 | 4879.07 | 3051.0 |
| 2022-08-16 21:30:00 | ES | Futures | 4879.07 | 4881.33 | 4876.8 | 4880.77 | 3248.0 |
| 2022-08-16 22:00:00 | ES | Futures | 4880.77 | 4881.33 | 4878.22 | 4879.92 | 1929.0 |
| 2022-08-16 22:30:00 | ES | Futures | 4879.63 | 4882.75 | 4879.35 | 4879.63 | 1868.0 |
| 2022-08-16 23:00:00 | ES | Futures | 4879.92 | 4881.05 | 4879.35 | 4880.48 | 1127.0 |
| 2022-08-16 23:30:00 | ES | Futures | 4880.77 | 4880.77 | 4878.5 | 4880.48 | 1315.0 |
| 2022-08-16 00:00:00 | NQ | Futures | 15807.78 | 15823.69 | 15806.91 | 15811.25 | 843.0 |
| 2022-08-16 00:30:00 | NQ | Futures | 15811.25 | 15818.19 | 15809.81 | 15816.17 | 476.0 |
| 2022-08-16 01:00:00 | NQ | Futures | 15816.17 | 15816.75 | 15799.68 | 15803.15 | 966.0 |
| 2022-08-16 01:30:00 | NQ | Futures | 15801.42 | 15819.06 | 15801.13 | 15816.75 | 716.0 |
> showing 50 of 3,847 rows — these rows as CSV