PREVIEW / futures_30min / 2022-11-15
file: by_date/futures_30min/2022/2022-11-15.parquet size: 119 KB rows: 3,982
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 |
|---|---|---|---|---|---|---|---|
| 2022-11-15 00:00:00 | ES | Futures | 4490.56 | 4496.2 | 4489.72 | 4493.38 | 3988.0 |
| 2022-11-15 00:30:00 | ES | Futures | 4493.67 | 4493.95 | 4491.69 | 4492.82 | 1834.0 |
| 2022-11-15 01:00:00 | ES | Futures | 4492.54 | 4496.48 | 4492.26 | 4495.08 | 2479.0 |
| 2022-11-15 01:30:00 | ES | Futures | 4495.08 | 4497.33 | 4492.82 | 4496.77 | 2292.0 |
| 2022-11-15 02:00:00 | ES | Futures | 4496.77 | 4503.81 | 4495.92 | 4501.84 | 6744.0 |
| 2022-11-15 02:30:00 | ES | Futures | 4501.84 | 4506.63 | 4498.74 | 4499.87 | 7518.0 |
| 2022-11-15 03:00:00 | ES | Futures | 4499.87 | 4502.69 | 4497.33 | 4497.61 | 10747.0 |
| 2022-11-15 03:30:00 | ES | Futures | 4497.89 | 4503.25 | 4494.51 | 4501.0 | 9628.0 |
| 2022-11-15 04:00:00 | ES | Futures | 4501.0 | 4504.1 | 4497.05 | 4499.87 | 8743.0 |
| 2022-11-15 04:30:00 | ES | Futures | 4499.87 | 4502.97 | 4497.05 | 4501.28 | 6512.0 |
| 2022-11-15 05:00:00 | ES | Futures | 4501.28 | 4509.73 | 4501.0 | 4503.25 | 8633.0 |
| 2022-11-15 05:30:00 | ES | Futures | 4502.97 | 4505.22 | 4501.28 | 4503.53 | 5620.0 |
| 2022-11-15 06:00:00 | ES | Futures | 4503.53 | 4508.89 | 4501.0 | 4503.25 | 10410.0 |
| 2022-11-15 06:30:00 | ES | Futures | 4503.25 | 4505.79 | 4499.02 | 4505.51 | 5399.0 |
| 2022-11-15 07:00:00 | ES | Futures | 4505.79 | 4517.06 | 4500.71 | 4515.09 | 18377.0 |
| 2022-11-15 07:30:00 | ES | Futures | 4514.81 | 4518.19 | 4514.81 | 4516.5 | 12813.0 |
| 2022-11-15 08:00:00 | ES | Futures | 4516.5 | 4524.39 | 4515.37 | 4519.88 | 20612.0 |
| 2022-11-15 08:30:00 | ES | Futures | 4519.32 | 4567.52 | 4519.32 | 4555.12 | 92372.0 |
| 2022-11-15 09:00:00 | ES | Futures | 4555.12 | 4556.25 | 4538.49 | 4540.46 | 51548.0 |
| 2022-11-15 09:30:00 | ES | Futures | 4540.46 | 4553.99 | 4527.21 | 4546.1 | 207396.0 |
| 2022-11-15 10:00:00 | ES | Futures | 4546.1 | 4552.58 | 4530.31 | 4545.82 | 132099.0 |
| 2022-11-15 10:30:00 | ES | Futures | 4545.82 | 4549.48 | 4525.52 | 4530.59 | 129345.0 |
| 2022-11-15 11:00:00 | ES | Futures | 4530.59 | 4537.08 | 4520.45 | 4529.75 | 114078.0 |
| 2022-11-15 11:30:00 | ES | Futures | 4530.03 | 4545.53 | 4529.75 | 4541.31 | 92688.0 |
| 2022-11-15 12:00:00 | ES | Futures | 4541.31 | 4542.72 | 4526.93 | 4527.49 | 82178.0 |
| 2022-11-15 12:30:00 | ES | Futures | 4527.49 | 4533.69 | 4521.01 | 4527.49 | 56798.0 |
| 2022-11-15 13:00:00 | ES | Futures | 4527.49 | 4531.16 | 4481.26 | 4485.77 | 158090.0 |
| 2022-11-15 13:30:00 | ES | Futures | 4486.05 | 4498.46 | 4465.19 | 4487.18 | 204410.0 |
| 2022-11-15 14:00:00 | ES | Futures | 4487.18 | 4515.94 | 4469.7 | 4508.61 | 194776.0 |
| 2022-11-15 14:30:00 | ES | Futures | 4508.89 | 4517.91 | 4496.2 | 4512.55 | 121473.0 |
| 2022-11-15 15:00:00 | ES | Futures | 4512.83 | 4522.42 | 4506.07 | 4515.09 | 97498.0 |
| 2022-11-15 15:30:00 | ES | Futures | 4515.37 | 4519.32 | 4498.18 | 4511.43 | 183465.0 |
| 2022-11-15 16:00:00 | ES | Futures | 4511.14 | 4517.06 | 4502.4 | 4505.22 | 51214.0 |
| 2022-11-15 16:30:00 | ES | Futures | 4505.22 | 4506.07 | 4500.71 | 4504.38 | 5829.0 |
| 2022-11-15 18:00:00 | ES | Futures | 4501.28 | 4503.53 | 4491.97 | 4498.46 | 7212.0 |
| 2022-11-15 18:30:00 | ES | Futures | 4498.74 | 4506.07 | 4498.18 | 4505.79 | 4095.0 |
| 2022-11-15 19:00:00 | ES | Futures | 4505.51 | 4506.63 | 4491.97 | 4493.1 | 6692.0 |
| 2022-11-15 19:30:00 | ES | Futures | 4493.1 | 4499.02 | 4488.87 | 4489.16 | 7714.0 |
| 2022-11-15 20:00:00 | ES | Futures | 4489.16 | 4494.79 | 4488.59 | 4491.97 | 5623.0 |
| 2022-11-15 20:30:00 | ES | Futures | 4491.97 | 4499.02 | 4488.31 | 4498.18 | 8600.0 |
| 2022-11-15 21:00:00 | ES | Futures | 4498.18 | 4505.51 | 4496.48 | 4504.94 | 11327.0 |
| 2022-11-15 21:30:00 | ES | Futures | 4504.66 | 4509.17 | 4502.97 | 4505.51 | 6321.0 |
| 2022-11-15 22:00:00 | ES | Futures | 4505.51 | 4506.91 | 4501.28 | 4502.97 | 4450.0 |
| 2022-11-15 22:30:00 | ES | Futures | 4502.97 | 4509.45 | 4501.56 | 4505.22 | 5411.0 |
| 2022-11-15 23:00:00 | ES | Futures | 4505.22 | 4505.22 | 4497.89 | 4500.43 | 3697.0 |
| 2022-11-15 23:30:00 | ES | Futures | 4500.71 | 4501.28 | 4497.05 | 4498.18 | 2042.0 |
| 2022-11-15 00:00:00 | NQ | Futures | 13567.24 | 13593.39 | 13565.52 | 13586.78 | 2797.0 |
| 2022-11-15 00:30:00 | NQ | Futures | 13587.07 | 13589.94 | 13579.31 | 13581.61 | 1025.0 |
| 2022-11-15 01:00:00 | NQ | Futures | 13581.32 | 13597.41 | 13579.6 | 13591.38 | 1791.0 |
| 2022-11-15 01:30:00 | NQ | Futures | 13592.53 | 13599.13 | 13584.77 | 13598.85 | 1419.0 |
> showing 50 of 3,982 rows — these rows as CSV