PREVIEW / futures_30min / 2022-10-31
file: by_date/futures_30min/2022/2022-10-31.parquet size: 113 KB rows: 4,008
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 |
|---|---|---|---|---|---|---|---|
| 2022-10-31 00:00:00 | ES | Futures | 4406.28 | 4407.69 | 4402.61 | 4403.74 | 2181.0 |
| 2022-10-31 00:30:00 | ES | Futures | 4403.46 | 4406.0 | 4401.77 | 4402.61 | 2285.0 |
| 2022-10-31 01:00:00 | ES | Futures | 4402.61 | 4407.97 | 4400.92 | 4405.43 | 3452.0 |
| 2022-10-31 01:30:00 | ES | Futures | 4405.43 | 4407.12 | 4400.08 | 4402.9 | 3439.0 |
| 2022-10-31 02:00:00 | ES | Futures | 4402.9 | 4404.87 | 4397.26 | 4398.95 | 4362.0 |
| 2022-10-31 02:30:00 | ES | Futures | 4398.67 | 4401.49 | 4396.98 | 4400.08 | 3550.0 |
| 2022-10-31 03:00:00 | ES | Futures | 4400.08 | 4401.2 | 4393.88 | 4397.54 | 6000.0 |
| 2022-10-31 03:30:00 | ES | Futures | 4397.54 | 4404.59 | 4397.54 | 4404.02 | 5027.0 |
| 2022-10-31 04:00:00 | ES | Futures | 4404.31 | 4404.59 | 4386.55 | 4386.55 | 14431.0 |
| 2022-10-31 04:30:00 | ES | Futures | 4386.55 | 4386.55 | 4379.5 | 4384.29 | 11515.0 |
| 2022-10-31 05:00:00 | ES | Futures | 4384.57 | 4385.98 | 4380.63 | 4385.14 | 8591.0 |
| 2022-10-31 05:30:00 | ES | Futures | 4385.14 | 4392.47 | 4385.14 | 4387.67 | 7266.0 |
| 2022-10-31 06:00:00 | ES | Futures | 4387.67 | 4390.77 | 4383.45 | 4387.11 | 6955.0 |
| 2022-10-31 06:30:00 | ES | Futures | 4387.11 | 4390.21 | 4384.01 | 4389.93 | 5035.0 |
| 2022-10-31 07:00:00 | ES | Futures | 4389.65 | 4400.36 | 4389.65 | 4400.08 | 13026.0 |
| 2022-10-31 07:30:00 | ES | Futures | 4399.8 | 4400.08 | 4389.93 | 4391.9 | 10873.0 |
| 2022-10-31 08:00:00 | ES | Futures | 4392.18 | 4393.03 | 4385.42 | 4386.26 | 18201.0 |
| 2022-10-31 08:30:00 | ES | Futures | 4386.26 | 4387.11 | 4381.19 | 4385.7 | 20975.0 |
| 2022-10-31 09:00:00 | ES | Futures | 4385.7 | 4390.49 | 4378.09 | 4379.78 | 33116.0 |
| 2022-10-31 09:30:00 | ES | Futures | 4379.78 | 4391.62 | 4368.79 | 4368.79 | 207966.0 |
| 2022-10-31 10:00:00 | ES | Futures | 4369.07 | 4385.14 | 4366.25 | 4372.73 | 132756.0 |
| 2022-10-31 10:30:00 | ES | Futures | 4372.73 | 4383.45 | 4367.66 | 4376.4 | 105100.0 |
| 2022-10-31 11:00:00 | ES | Futures | 4376.4 | 4393.03 | 4375.27 | 4390.21 | 102356.0 |
| 2022-10-31 11:30:00 | ES | Futures | 4390.21 | 4402.61 | 4378.37 | 4387.11 | 114623.0 |
| 2022-10-31 12:00:00 | ES | Futures | 4387.11 | 4397.54 | 4379.5 | 4385.7 | 109527.0 |
| 2022-10-31 12:30:00 | ES | Futures | 4385.7 | 4385.7 | 4372.17 | 4377.81 | 82276.0 |
| 2022-10-31 13:00:00 | ES | Futures | 4378.09 | 4391.34 | 4372.45 | 4389.93 | 78994.0 |
| 2022-10-31 13:30:00 | ES | Futures | 4390.21 | 4393.03 | 4380.91 | 4387.11 | 66704.0 |
| 2022-10-31 14:00:00 | ES | Futures | 4386.83 | 4391.34 | 4382.32 | 4386.26 | 61905.0 |
| 2022-10-31 14:30:00 | ES | Futures | 4385.98 | 4394.72 | 4380.91 | 4385.42 | 82122.0 |
| 2022-10-31 15:00:00 | ES | Futures | 4385.42 | 4385.7 | 4369.63 | 4382.88 | 122471.0 |
| 2022-10-31 15:30:00 | ES | Futures | 4382.88 | 4392.18 | 4375.55 | 4378.09 | 292031.0 |
| 2022-10-31 16:00:00 | ES | Futures | 4378.09 | 4381.47 | 4374.71 | 4379.78 | 72541.0 |
| 2022-10-31 16:30:00 | ES | Futures | 4379.78 | 4382.88 | 4377.24 | 4378.09 | 6427.0 |
| 2022-10-31 18:00:00 | ES | Futures | 4379.5 | 4382.88 | 4376.12 | 4382.04 | 3739.0 |
| 2022-10-31 18:30:00 | ES | Futures | 4382.32 | 4383.73 | 4380.63 | 4381.19 | 3370.0 |
| 2022-10-31 19:00:00 | ES | Futures | 4381.19 | 4387.39 | 4381.19 | 4386.26 | 4340.0 |
| 2022-10-31 19:30:00 | ES | Futures | 4386.55 | 4387.96 | 4384.29 | 4384.57 | 4640.0 |
| 2022-10-31 20:00:00 | ES | Futures | 4384.57 | 4389.08 | 4382.88 | 4388.52 | 6486.0 |
| 2022-10-31 20:30:00 | ES | Futures | 4388.8 | 4390.21 | 4385.98 | 4386.55 | 4219.0 |
| 2022-10-31 21:00:00 | ES | Futures | 4386.55 | 4391.62 | 4385.7 | 4391.34 | 4174.0 |
| 2022-10-31 21:30:00 | ES | Futures | 4391.62 | 4393.03 | 4389.93 | 4392.47 | 4616.0 |
| 2022-10-31 22:00:00 | ES | Futures | 4392.18 | 4395.0 | 4391.34 | 4394.44 | 3970.0 |
| 2022-10-31 22:30:00 | ES | Futures | 4394.72 | 4397.54 | 4394.44 | 4396.69 | 4164.0 |
| 2022-10-31 23:00:00 | ES | Futures | 4396.98 | 4398.39 | 4392.47 | 4392.47 | 3915.0 |
| 2022-10-31 23:30:00 | ES | Futures | 4392.75 | 4395.57 | 4391.34 | 4394.72 | 3807.0 |
| 2022-10-31 00:00:00 | NQ | Futures | 13296.29 | 13302.04 | 13282.79 | 13287.1 | 988.0 |
| 2022-10-31 00:30:00 | NQ | Futures | 13286.81 | 13296.58 | 13279.63 | 13282.79 | 1091.0 |
| 2022-10-31 01:00:00 | NQ | Futures | 13282.79 | 13300.6 | 13277.62 | 13287.96 | 1367.0 |
| 2022-10-31 01:30:00 | NQ | Futures | 13287.39 | 13294.28 | 13266.41 | 13276.47 | 1649.0 |
> showing 50 of 4,008 rows — these rows as CSV