PREVIEW / futures_30min / 2022-10-20
file: by_date/futures_30min/2022/2022-10-20.parquet size: 115 KB rows: 3,921
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 |
|---|---|---|---|---|---|---|---|
| 2022-10-20 00:00:00 | ES | Futures | 4153.14 | 4177.66 | 4149.76 | 4167.23 | 12694.0 |
| 2022-10-20 00:30:00 | ES | Futures | 4167.23 | 4171.18 | 4160.19 | 4169.77 | 7728.0 |
| 2022-10-20 01:00:00 | ES | Futures | 4169.77 | 4193.45 | 4163.29 | 4181.33 | 15621.0 |
| 2022-10-20 01:30:00 | ES | Futures | 4181.61 | 4182.46 | 4172.03 | 4174.28 | 6729.0 |
| 2022-10-20 02:00:00 | ES | Futures | 4174.28 | 4177.66 | 4165.54 | 4168.08 | 7281.0 |
| 2022-10-20 02:30:00 | ES | Futures | 4168.08 | 4172.87 | 4159.9 | 4170.9 | 9191.0 |
| 2022-10-20 03:00:00 | ES | Futures | 4171.18 | 4175.13 | 4154.55 | 4159.62 | 18957.0 |
| 2022-10-20 03:30:00 | ES | Futures | 4159.62 | 4163.0 | 4149.76 | 4154.55 | 14753.0 |
| 2022-10-20 04:00:00 | ES | Futures | 4154.55 | 4163.0 | 4151.45 | 4155.11 | 10160.0 |
| 2022-10-20 04:30:00 | ES | Futures | 4155.11 | 4164.13 | 4152.86 | 4157.37 | 7828.0 |
| 2022-10-20 05:00:00 | ES | Futures | 4157.65 | 4166.39 | 4156.8 | 4161.88 | 8033.0 |
| 2022-10-20 05:30:00 | ES | Futures | 4162.16 | 4172.87 | 4162.16 | 4167.51 | 8649.0 |
| 2022-10-20 06:00:00 | ES | Futures | 4167.51 | 4171.46 | 4163.57 | 4169.21 | 6131.0 |
| 2022-10-20 06:30:00 | ES | Futures | 4169.49 | 4195.99 | 4169.21 | 4189.78 | 22173.0 |
| 2022-10-20 07:00:00 | ES | Futures | 4189.78 | 4199.93 | 4186.68 | 4189.78 | 19624.0 |
| 2022-10-20 07:30:00 | ES | Futures | 4189.78 | 4192.89 | 4180.76 | 4189.22 | 16925.0 |
| 2022-10-20 08:00:00 | ES | Futures | 4188.94 | 4204.44 | 4183.86 | 4197.96 | 30839.0 |
| 2022-10-20 08:30:00 | ES | Futures | 4198.24 | 4205.85 | 4165.54 | 4165.54 | 79063.0 |
| 2022-10-20 09:00:00 | ES | Futures | 4165.82 | 4181.05 | 4164.7 | 4172.59 | 44815.0 |
| 2022-10-20 09:30:00 | ES | Futures | 4172.31 | 4193.45 | 4161.03 | 4185.27 | 247616.0 |
| 2022-10-20 10:00:00 | ES | Futures | 4184.99 | 4226.15 | 4183.58 | 4219.95 | 192505.0 |
| 2022-10-20 10:30:00 | ES | Futures | 4220.23 | 4223.89 | 4203.03 | 4217.97 | 161129.0 |
| 2022-10-20 11:00:00 | ES | Futures | 4217.69 | 4219.95 | 4194.01 | 4199.09 | 128164.0 |
| 2022-10-20 11:30:00 | ES | Futures | 4199.09 | 4212.05 | 4197.4 | 4198.24 | 105811.0 |
| 2022-10-20 12:00:00 | ES | Futures | 4198.24 | 4199.93 | 4170.9 | 4174.56 | 152963.0 |
| 2022-10-20 12:30:00 | ES | Futures | 4174.84 | 4178.51 | 4163.57 | 4171.74 | 107528.0 |
| 2022-10-20 13:00:00 | ES | Futures | 4171.74 | 4173.43 | 4153.98 | 4162.72 | 118053.0 |
| 2022-10-20 13:30:00 | ES | Futures | 4162.72 | 4163.85 | 4142.43 | 4150.88 | 111006.0 |
| 2022-10-20 14:00:00 | ES | Futures | 4151.17 | 4152.86 | 4135.1 | 4135.94 | 97737.0 |
| 2022-10-20 14:30:00 | ES | Futures | 4135.66 | 4152.29 | 4134.82 | 4145.53 | 110243.0 |
| 2022-10-20 15:00:00 | ES | Futures | 4145.53 | 4156.8 | 4137.63 | 4141.58 | 104864.0 |
| 2022-10-20 15:30:00 | ES | Futures | 4141.86 | 4156.24 | 4133.97 | 4143.27 | 198397.0 |
| 2022-10-20 16:00:00 | ES | Futures | 4143.55 | 4153.14 | 4141.58 | 4144.68 | 70991.0 |
| 2022-10-20 16:30:00 | ES | Futures | 4144.68 | 4148.91 | 4141.3 | 4145.81 | 9810.0 |
| 2022-10-20 18:00:00 | ES | Futures | 4146.94 | 4147.22 | 4135.66 | 4135.66 | 6082.0 |
| 2022-10-20 18:30:00 | ES | Futures | 4135.94 | 4136.51 | 4127.49 | 4129.46 | 6327.0 |
| 2022-10-20 19:00:00 | ES | Futures | 4129.74 | 4131.15 | 4122.98 | 4123.54 | 6209.0 |
| 2022-10-20 19:30:00 | ES | Futures | 4123.54 | 4129.46 | 4122.98 | 4129.18 | 5319.0 |
| 2022-10-20 20:00:00 | ES | Futures | 4129.46 | 4129.46 | 4121.85 | 4125.23 | 7282.0 |
| 2022-10-20 20:30:00 | ES | Futures | 4125.23 | 4136.51 | 4121.85 | 4133.69 | 8109.0 |
| 2022-10-20 21:00:00 | ES | Futures | 4133.69 | 4137.35 | 4127.77 | 4133.97 | 7405.0 |
| 2022-10-20 21:30:00 | ES | Futures | 4133.97 | 4136.51 | 4130.59 | 4131.43 | 4801.0 |
| 2022-10-20 22:00:00 | ES | Futures | 4131.43 | 4139.89 | 4130.3 | 4138.48 | 4976.0 |
| 2022-10-20 22:30:00 | ES | Futures | 4138.48 | 4142.43 | 4137.07 | 4141.02 | 4426.0 |
| 2022-10-20 23:00:00 | ES | Futures | 4140.74 | 4144.96 | 4140.17 | 4142.71 | 5003.0 |
| 2022-10-20 23:30:00 | ES | Futures | 4142.71 | 4142.99 | 4130.3 | 4133.12 | 5188.0 |
| 2022-10-20 00:00:00 | NQ | Futures | 12676.53 | 12760.43 | 12662.45 | 12730.55 | 6641.0 |
| 2022-10-20 00:30:00 | NQ | Futures | 12729.69 | 12739.74 | 12702.96 | 12735.72 | 3733.0 |
| 2022-10-20 01:00:00 | NQ | Futures | 12735.15 | 12820.77 | 12713.02 | 12779.39 | 8645.0 |
| 2022-10-20 01:30:00 | NQ | Futures | 12779.97 | 12786.58 | 12748.65 | 12757.27 | 4159.0 |
> showing 50 of 3,921 rows — these rows as CSV