PREVIEW / futures_30min / 2022-08-24
file: by_date/futures_30min/2022/2022-08-24.parquet size: 108 KB rows: 3,787
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 |
|---|---|---|---|---|---|---|---|
| 2022-08-24 00:00:00 | ES | Futures | 4663.78 | 4665.76 | 4660.95 | 4664.63 | 2302.0 |
| 2022-08-24 00:30:00 | ES | Futures | 4664.63 | 4675.11 | 4664.07 | 4673.98 | 3779.0 |
| 2022-08-24 01:00:00 | ES | Futures | 4673.7 | 4674.83 | 4670.86 | 4673.41 | 2313.0 |
| 2022-08-24 01:30:00 | ES | Futures | 4673.13 | 4676.25 | 4672.56 | 4673.7 | 2953.0 |
| 2022-08-24 02:00:00 | ES | Futures | 4673.98 | 4679.08 | 4670.01 | 4671.15 | 4601.0 |
| 2022-08-24 02:30:00 | ES | Futures | 4671.15 | 4675.11 | 4668.6 | 4673.7 | 3188.0 |
| 2022-08-24 03:00:00 | ES | Futures | 4673.7 | 4681.91 | 4664.07 | 4665.76 | 11226.0 |
| 2022-08-24 03:30:00 | ES | Futures | 4665.76 | 4671.15 | 4657.83 | 4667.18 | 12830.0 |
| 2022-08-24 04:00:00 | ES | Futures | 4667.18 | 4678.8 | 4665.76 | 4677.1 | 9960.0 |
| 2022-08-24 04:30:00 | ES | Futures | 4677.1 | 4685.88 | 4677.1 | 4683.61 | 7766.0 |
| 2022-08-24 05:00:00 | ES | Futures | 4683.89 | 4685.88 | 4679.93 | 4679.93 | 4094.0 |
| 2022-08-24 05:30:00 | ES | Futures | 4679.93 | 4680.21 | 4675.4 | 4676.81 | 3943.0 |
| 2022-08-24 06:00:00 | ES | Futures | 4676.81 | 4681.06 | 4676.25 | 4679.36 | 4007.0 |
| 2022-08-24 06:30:00 | ES | Futures | 4679.08 | 4681.06 | 4673.98 | 4675.68 | 5999.0 |
| 2022-08-24 07:00:00 | ES | Futures | 4675.68 | 4683.04 | 4674.83 | 4683.04 | 5852.0 |
| 2022-08-24 07:30:00 | ES | Futures | 4682.76 | 4690.69 | 4680.78 | 4688.71 | 8945.0 |
| 2022-08-24 08:00:00 | ES | Futures | 4688.43 | 4693.24 | 4686.16 | 4688.14 | 13317.0 |
| 2022-08-24 08:30:00 | ES | Futures | 4688.14 | 4689.84 | 4678.23 | 4683.89 | 18757.0 |
| 2022-08-24 09:00:00 | ES | Futures | 4683.61 | 4683.89 | 4676.25 | 4677.66 | 18394.0 |
| 2022-08-24 09:30:00 | ES | Futures | 4677.95 | 4684.18 | 4669.73 | 4679.65 | 134327.0 |
| 2022-08-24 10:00:00 | ES | Futures | 4679.65 | 4694.94 | 4674.83 | 4690.41 | 129744.0 |
| 2022-08-24 10:30:00 | ES | Futures | 4690.69 | 4693.81 | 4681.06 | 4688.43 | 96805.0 |
| 2022-08-24 11:00:00 | ES | Futures | 4688.43 | 4706.56 | 4687.58 | 4704.01 | 97938.0 |
| 2022-08-24 11:30:00 | ES | Futures | 4704.29 | 4711.94 | 4701.74 | 4707.12 | 82415.0 |
| 2022-08-24 12:00:00 | ES | Futures | 4707.12 | 4710.52 | 4702.87 | 4703.44 | 50558.0 |
| 2022-08-24 12:30:00 | ES | Futures | 4703.44 | 4703.72 | 4685.31 | 4688.43 | 82117.0 |
| 2022-08-24 13:00:00 | ES | Futures | 4688.43 | 4693.81 | 4682.19 | 4683.04 | 56037.0 |
| 2022-08-24 13:30:00 | ES | Futures | 4683.04 | 4689.28 | 4681.91 | 4688.71 | 39951.0 |
| 2022-08-24 14:00:00 | ES | Futures | 4688.43 | 4692.68 | 4686.73 | 4690.98 | 44502.0 |
| 2022-08-24 14:30:00 | ES | Futures | 4690.98 | 4692.96 | 4684.46 | 4691.83 | 46141.0 |
| 2022-08-24 15:00:00 | ES | Futures | 4691.83 | 4701.74 | 4690.41 | 4697.21 | 64673.0 |
| 2022-08-24 15:30:00 | ES | Futures | 4697.21 | 4704.86 | 4692.11 | 4695.22 | 127512.0 |
| 2022-08-24 16:00:00 | ES | Futures | 4695.22 | 4700.89 | 4693.24 | 4699.47 | 41321.0 |
| 2022-08-24 16:30:00 | ES | Futures | 4699.19 | 4702.59 | 4697.77 | 4701.74 | 11758.0 |
| 2022-08-24 18:00:00 | ES | Futures | 4700.89 | 4703.16 | 4700.04 | 4701.74 | 2657.0 |
| 2022-08-24 18:30:00 | ES | Futures | 4701.74 | 4701.74 | 4698.91 | 4700.04 | 1030.0 |
| 2022-08-24 19:00:00 | ES | Futures | 4700.04 | 4701.74 | 4699.19 | 4700.32 | 1375.0 |
| 2022-08-24 19:30:00 | ES | Futures | 4700.04 | 4700.04 | 4695.79 | 4697.21 | 2266.0 |
| 2022-08-24 20:00:00 | ES | Futures | 4697.49 | 4698.91 | 4694.38 | 4698.91 | 4038.0 |
| 2022-08-24 20:30:00 | ES | Futures | 4698.62 | 4707.12 | 4698.62 | 4705.99 | 5545.0 |
| 2022-08-24 21:00:00 | ES | Futures | 4705.99 | 4707.97 | 4704.86 | 4705.99 | 3740.0 |
| 2022-08-24 21:30:00 | ES | Futures | 4705.99 | 4710.52 | 4705.99 | 4707.69 | 4186.0 |
| 2022-08-24 22:00:00 | ES | Futures | 4707.69 | 4709.39 | 4705.71 | 4709.11 | 3210.0 |
| 2022-08-24 22:30:00 | ES | Futures | 4709.39 | 4710.24 | 4707.12 | 4707.69 | 2040.0 |
| 2022-08-24 23:00:00 | ES | Futures | 4707.97 | 4709.96 | 4707.12 | 4708.82 | 1821.0 |
| 2022-08-24 23:30:00 | ES | Futures | 4708.82 | 4708.82 | 4705.42 | 4707.12 | 1957.0 |
| 2022-08-24 00:00:00 | NQ | Futures | 14859.95 | 14862.55 | 14846.06 | 14859.95 | 1171.0 |
| 2022-08-24 00:30:00 | NQ | Futures | 14859.66 | 14902.17 | 14856.19 | 14894.65 | 2611.0 |
| 2022-08-24 01:00:00 | NQ | Futures | 14894.94 | 14897.55 | 14885.69 | 14895.23 | 1855.0 |
| 2022-08-24 01:30:00 | NQ | Futures | 14895.23 | 14911.43 | 14892.92 | 14898.7 | 1918.0 |
> showing 50 of 3,787 rows — these rows as CSV