PREVIEW / futures_30min / 2022-11-16
file: by_date/futures_30min/2022/2022-11-16.parquet size: 115 KB rows: 3,943
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 |
|---|---|---|---|---|---|---|---|
| 2022-11-16 00:00:00 | ES | Futures | 4498.46 | 4514.81 | 4495.64 | 4511.99 | 8569.0 |
| 2022-11-16 00:30:00 | ES | Futures | 4511.99 | 4517.63 | 4508.61 | 4515.65 | 4799.0 |
| 2022-11-16 01:00:00 | ES | Futures | 4515.65 | 4519.04 | 4509.73 | 4516.5 | 4406.0 |
| 2022-11-16 01:30:00 | ES | Futures | 4516.5 | 4518.75 | 4512.83 | 4518.19 | 3282.0 |
| 2022-11-16 02:00:00 | ES | Futures | 4518.47 | 4520.16 | 4511.43 | 4516.78 | 7393.0 |
| 2022-11-16 02:30:00 | ES | Futures | 4516.78 | 4528.06 | 4512.55 | 4524.39 | 8062.0 |
| 2022-11-16 03:00:00 | ES | Futures | 4524.67 | 4527.49 | 4521.57 | 4522.42 | 9188.0 |
| 2022-11-16 03:30:00 | ES | Futures | 4522.14 | 4524.11 | 4516.22 | 4518.19 | 6377.0 |
| 2022-11-16 04:00:00 | ES | Futures | 4518.47 | 4519.88 | 4512.83 | 4515.09 | 8989.0 |
| 2022-11-16 04:30:00 | ES | Futures | 4514.81 | 4521.57 | 4512.27 | 4519.04 | 7365.0 |
| 2022-11-16 05:00:00 | ES | Futures | 4519.32 | 4527.49 | 4518.75 | 4523.83 | 6578.0 |
| 2022-11-16 05:30:00 | ES | Futures | 4523.83 | 4527.49 | 4515.09 | 4516.5 | 7920.0 |
| 2022-11-16 06:00:00 | ES | Futures | 4516.5 | 4518.19 | 4507.48 | 4516.22 | 9665.0 |
| 2022-11-16 06:30:00 | ES | Futures | 4516.22 | 4516.22 | 4505.22 | 4508.89 | 14512.0 |
| 2022-11-16 07:00:00 | ES | Futures | 4508.61 | 4511.43 | 4502.69 | 4508.04 | 8341.0 |
| 2022-11-16 07:30:00 | ES | Futures | 4507.76 | 4512.27 | 4505.79 | 4511.43 | 9236.0 |
| 2022-11-16 08:00:00 | ES | Futures | 4511.43 | 4511.71 | 4502.69 | 4505.79 | 11082.0 |
| 2022-11-16 08:30:00 | ES | Futures | 4505.79 | 4513.4 | 4490.85 | 4493.1 | 42821.0 |
| 2022-11-16 09:00:00 | ES | Futures | 4493.38 | 4500.71 | 4487.75 | 4491.13 | 36017.0 |
| 2022-11-16 09:30:00 | ES | Futures | 4491.13 | 4502.12 | 4478.73 | 4485.49 | 149580.0 |
| 2022-11-16 10:00:00 | ES | Futures | 4485.49 | 4493.67 | 4479.29 | 4485.49 | 105050.0 |
| 2022-11-16 10:30:00 | ES | Futures | 4485.49 | 4495.36 | 4472.24 | 4476.19 | 92993.0 |
| 2022-11-16 11:00:00 | ES | Futures | 4476.19 | 4489.16 | 4474.78 | 4486.34 | 73848.0 |
| 2022-11-16 11:30:00 | ES | Futures | 4486.34 | 4492.54 | 4481.54 | 4487.46 | 60389.0 |
| 2022-11-16 12:00:00 | ES | Futures | 4487.46 | 4489.16 | 4478.16 | 4484.93 | 66107.0 |
| 2022-11-16 12:30:00 | ES | Futures | 4484.93 | 4500.43 | 4482.11 | 4489.44 | 65381.0 |
| 2022-11-16 13:00:00 | ES | Futures | 4489.44 | 4491.69 | 4483.8 | 4485.77 | 47490.0 |
| 2022-11-16 13:30:00 | ES | Futures | 4485.77 | 4487.75 | 4471.4 | 4473.09 | 58455.0 |
| 2022-11-16 14:00:00 | ES | Futures | 4473.09 | 4481.54 | 4471.4 | 4479.01 | 58692.0 |
| 2022-11-16 14:30:00 | ES | Futures | 4479.01 | 4483.8 | 4469.14 | 4483.24 | 79361.0 |
| 2022-11-16 15:00:00 | ES | Futures | 4483.24 | 4484.36 | 4467.45 | 4473.09 | 70476.0 |
| 2022-11-16 15:30:00 | ES | Futures | 4473.37 | 4483.8 | 4469.14 | 4475.91 | 162597.0 |
| 2022-11-16 16:00:00 | ES | Futures | 4476.19 | 4490.0 | 4474.22 | 4485.21 | 55371.0 |
| 2022-11-16 16:30:00 | ES | Futures | 4484.93 | 4485.21 | 4479.57 | 4480.98 | 7992.0 |
| 2022-11-16 18:00:00 | ES | Futures | 4484.65 | 4486.62 | 4481.83 | 4483.24 | 3662.0 |
| 2022-11-16 18:30:00 | ES | Futures | 4483.24 | 4484.36 | 4482.11 | 4484.36 | 1726.0 |
| 2022-11-16 19:00:00 | ES | Futures | 4484.36 | 4486.62 | 4482.39 | 4484.93 | 3005.0 |
| 2022-11-16 19:30:00 | ES | Futures | 4484.93 | 4486.05 | 4481.26 | 4485.49 | 2965.0 |
| 2022-11-16 20:00:00 | ES | Futures | 4485.49 | 4487.75 | 4483.8 | 4484.08 | 3552.0 |
| 2022-11-16 20:30:00 | ES | Futures | 4484.08 | 4485.49 | 4477.88 | 4479.85 | 5376.0 |
| 2022-11-16 21:00:00 | ES | Futures | 4479.85 | 4480.98 | 4474.22 | 4475.06 | 4108.0 |
| 2022-11-16 21:30:00 | ES | Futures | 4475.06 | 4479.01 | 4474.78 | 4478.16 | 3229.0 |
| 2022-11-16 22:00:00 | ES | Futures | 4478.44 | 4479.01 | 4474.78 | 4476.47 | 3264.0 |
| 2022-11-16 22:30:00 | ES | Futures | 4476.47 | 4479.57 | 4475.62 | 4479.29 | 2195.0 |
| 2022-11-16 23:00:00 | ES | Futures | 4479.57 | 4479.85 | 4477.6 | 4479.85 | 1906.0 |
| 2022-11-16 23:30:00 | ES | Futures | 4479.57 | 4479.57 | 4476.19 | 4476.47 | 1197.0 |
| 2022-11-16 00:00:00 | NQ | Futures | 13637.06 | 13699.7 | 13628.44 | 13688.21 | 4552.0 |
| 2022-11-16 00:30:00 | NQ | Futures | 13688.78 | 13710.33 | 13674.13 | 13703.15 | 2430.0 |
| 2022-11-16 01:00:00 | NQ | Futures | 13702.57 | 13713.49 | 13679.01 | 13699.7 | 2503.0 |
| 2022-11-16 01:30:00 | NQ | Futures | 13698.84 | 13710.9 | 13686.77 | 13708.32 | 1795.0 |
> showing 50 of 3,943 rows — these rows as CSV