PREVIEW / futures_30min / 2022-11-07
file: by_date/futures_30min/2022/2022-11-07.parquet size: 115 KB rows: 3,993
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 |
|---|---|---|---|---|---|---|---|
| 2022-11-07 00:00:00 | ES | Futures | 4254.34 | 4257.16 | 4252.08 | 4255.18 | 3912.0 |
| 2022-11-07 00:30:00 | ES | Futures | 4255.18 | 4264.2 | 4252.08 | 4253.77 | 5857.0 |
| 2022-11-07 01:00:00 | ES | Futures | 4253.49 | 4258.28 | 4253.21 | 4254.62 | 2945.0 |
| 2022-11-07 01:30:00 | ES | Futures | 4254.9 | 4259.69 | 4253.77 | 4257.44 | 2987.0 |
| 2022-11-07 02:00:00 | ES | Futures | 4257.72 | 4258.85 | 4247.29 | 4247.29 | 7178.0 |
| 2022-11-07 02:30:00 | ES | Futures | 4247.29 | 4248.42 | 4239.12 | 4239.96 | 8427.0 |
| 2022-11-07 03:00:00 | ES | Futures | 4240.24 | 4258.57 | 4236.86 | 4257.44 | 15435.0 |
| 2022-11-07 03:30:00 | ES | Futures | 4257.44 | 4272.94 | 4257.44 | 4271.25 | 14709.0 |
| 2022-11-07 04:00:00 | ES | Futures | 4271.25 | 4279.14 | 4271.25 | 4277.17 | 17604.0 |
| 2022-11-07 04:30:00 | ES | Futures | 4277.17 | 4278.02 | 4269.0 | 4269.28 | 11156.0 |
| 2022-11-07 05:00:00 | ES | Futures | 4269.56 | 4283.37 | 4269.28 | 4282.25 | 10192.0 |
| 2022-11-07 05:30:00 | ES | Futures | 4282.25 | 4284.78 | 4277.45 | 4283.94 | 7840.0 |
| 2022-11-07 06:00:00 | ES | Futures | 4283.94 | 4289.86 | 4281.96 | 4285.06 | 8971.0 |
| 2022-11-07 06:30:00 | ES | Futures | 4285.35 | 4290.42 | 4283.66 | 4284.22 | 7566.0 |
| 2022-11-07 07:00:00 | ES | Futures | 4283.94 | 4290.42 | 4279.43 | 4281.68 | 15176.0 |
| 2022-11-07 07:30:00 | ES | Futures | 4281.4 | 4283.66 | 4275.76 | 4279.14 | 13572.0 |
| 2022-11-07 08:00:00 | ES | Futures | 4279.71 | 4285.63 | 4269.56 | 4270.41 | 33910.0 |
| 2022-11-07 08:30:00 | ES | Futures | 4270.41 | 4276.04 | 4267.59 | 4274.07 | 25057.0 |
| 2022-11-07 09:00:00 | ES | Futures | 4273.79 | 4280.55 | 4273.51 | 4277.17 | 22223.0 |
| 2022-11-07 09:30:00 | ES | Futures | 4276.89 | 4284.22 | 4252.36 | 4259.13 | 171656.0 |
| 2022-11-07 10:00:00 | ES | Futures | 4259.13 | 4284.78 | 4258.0 | 4267.59 | 127747.0 |
| 2022-11-07 10:30:00 | ES | Futures | 4267.59 | 4277.45 | 4260.26 | 4276.04 | 96067.0 |
| 2022-11-07 11:00:00 | ES | Futures | 4276.33 | 4281.4 | 4267.59 | 4278.02 | 71342.0 |
| 2022-11-07 11:30:00 | ES | Futures | 4278.3 | 4282.25 | 4259.98 | 4260.26 | 78154.0 |
| 2022-11-07 12:00:00 | ES | Futures | 4260.26 | 4272.1 | 4255.18 | 4270.69 | 64860.0 |
| 2022-11-07 12:30:00 | ES | Futures | 4270.97 | 4273.22 | 4263.92 | 4269.28 | 42677.0 |
| 2022-11-07 13:00:00 | ES | Futures | 4269.28 | 4280.55 | 4268.71 | 4276.61 | 52760.0 |
| 2022-11-07 13:30:00 | ES | Futures | 4276.61 | 4279.71 | 4270.69 | 4279.43 | 39246.0 |
| 2022-11-07 14:00:00 | ES | Futures | 4279.43 | 4298.6 | 4279.43 | 4296.9 | 74709.0 |
| 2022-11-07 14:30:00 | ES | Futures | 4297.19 | 4303.11 | 4294.09 | 4295.78 | 64472.0 |
| 2022-11-07 15:00:00 | ES | Futures | 4295.78 | 4306.77 | 4295.49 | 4305.08 | 61743.0 |
| 2022-11-07 15:30:00 | ES | Futures | 4305.08 | 4309.31 | 4295.49 | 4302.82 | 140066.0 |
| 2022-11-07 16:00:00 | ES | Futures | 4302.82 | 4303.39 | 4298.6 | 4301.41 | 37109.0 |
| 2022-11-07 16:30:00 | ES | Futures | 4301.41 | 4301.98 | 4296.62 | 4298.6 | 4259.0 |
| 2022-11-07 18:00:00 | ES | Futures | 4299.16 | 4302.54 | 4295.21 | 4299.72 | 3299.0 |
| 2022-11-07 18:30:00 | ES | Futures | 4299.44 | 4303.67 | 4297.19 | 4303.11 | 2700.0 |
| 2022-11-07 19:00:00 | ES | Futures | 4303.39 | 4306.77 | 4302.54 | 4306.77 | 4487.0 |
| 2022-11-07 19:30:00 | ES | Futures | 4306.77 | 4316.07 | 4306.77 | 4312.41 | 10795.0 |
| 2022-11-07 20:00:00 | ES | Futures | 4312.41 | 4312.41 | 4305.64 | 4307.05 | 5750.0 |
| 2022-11-07 20:30:00 | ES | Futures | 4307.05 | 4308.46 | 4304.23 | 4307.33 | 4888.0 |
| 2022-11-07 21:00:00 | ES | Futures | 4307.62 | 4307.62 | 4300.0 | 4304.23 | 4078.0 |
| 2022-11-07 21:30:00 | ES | Futures | 4304.23 | 4305.08 | 4298.88 | 4298.88 | 3271.0 |
| 2022-11-07 22:00:00 | ES | Futures | 4299.16 | 4303.67 | 4298.88 | 4303.39 | 2416.0 |
| 2022-11-07 22:30:00 | ES | Futures | 4303.11 | 4305.36 | 4302.82 | 4303.11 | 2001.0 |
| 2022-11-07 23:00:00 | ES | Futures | 4303.11 | 4305.08 | 4297.47 | 4297.75 | 3280.0 |
| 2022-11-07 23:30:00 | ES | Futures | 4297.75 | 4299.16 | 4295.78 | 4298.88 | 2741.0 |
| 2022-11-07 00:00:00 | NQ | Futures | 12486.03 | 12494.08 | 12478.28 | 12488.62 | 1479.0 |
| 2022-11-07 00:30:00 | NQ | Futures | 12488.62 | 12518.21 | 12474.54 | 12480.0 | 2617.0 |
| 2022-11-07 01:00:00 | NQ | Futures | 12478.85 | 12495.52 | 12477.41 | 12485.46 | 1402.0 |
| 2022-11-07 01:30:00 | NQ | Futures | 12485.17 | 12501.84 | 12481.72 | 12494.65 | 1473.0 |
> showing 50 of 3,993 rows — these rows as CSV