PREVIEW / futures_30min / 2023-02-16
file: by_date/futures_30min/2023/2023-02-16.parquet size: 113 KB rows: 3,925
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 |
|---|---|---|---|---|---|---|---|
| 2023-02-16 00:00:00 | ES | Futures | 4658.8 | 4659.36 | 4657.13 | 4657.97 | 1441.0 |
| 2023-02-16 00:30:00 | ES | Futures | 4657.97 | 4657.97 | 4655.73 | 4657.41 | 1798.0 |
| 2023-02-16 01:00:00 | ES | Futures | 4657.41 | 4657.97 | 4654.05 | 4654.89 | 3299.0 |
| 2023-02-16 01:30:00 | ES | Futures | 4654.89 | 4656.01 | 4651.53 | 4654.33 | 3353.0 |
| 2023-02-16 02:00:00 | ES | Futures | 4654.33 | 4657.97 | 4652.93 | 4656.01 | 4219.0 |
| 2023-02-16 02:30:00 | ES | Futures | 4656.01 | 4657.97 | 4654.61 | 4657.41 | 2626.0 |
| 2023-02-16 03:00:00 | ES | Futures | 4657.41 | 4662.16 | 4653.77 | 4654.33 | 13950.0 |
| 2023-02-16 03:30:00 | ES | Futures | 4654.33 | 4654.61 | 4650.7 | 4650.98 | 7386.0 |
| 2023-02-16 04:00:00 | ES | Futures | 4650.98 | 4657.69 | 4648.74 | 4653.77 | 9917.0 |
| 2023-02-16 04:30:00 | ES | Futures | 4653.77 | 4653.77 | 4648.46 | 4648.46 | 5214.0 |
| 2023-02-16 05:00:00 | ES | Futures | 4648.74 | 4651.53 | 4647.06 | 4650.98 | 6701.0 |
| 2023-02-16 05:30:00 | ES | Futures | 4650.98 | 4652.09 | 4646.5 | 4647.06 | 6278.0 |
| 2023-02-16 06:00:00 | ES | Futures | 4647.06 | 4649.3 | 4645.38 | 4645.94 | 5306.0 |
| 2023-02-16 06:30:00 | ES | Futures | 4645.66 | 4648.18 | 4644.82 | 4647.34 | 5363.0 |
| 2023-02-16 07:00:00 | ES | Futures | 4647.34 | 4649.3 | 4636.72 | 4638.39 | 14949.0 |
| 2023-02-16 07:30:00 | ES | Futures | 4638.39 | 4640.35 | 4637.27 | 4637.83 | 9859.0 |
| 2023-02-16 08:00:00 | ES | Futures | 4637.55 | 4638.95 | 4628.05 | 4630.56 | 22356.0 |
| 2023-02-16 08:30:00 | ES | Futures | 4630.0 | 4630.28 | 4593.1 | 4600.93 | 107541.0 |
| 2023-02-16 09:00:00 | ES | Futures | 4600.65 | 4601.21 | 4587.23 | 4589.74 | 61758.0 |
| 2023-02-16 09:30:00 | ES | Futures | 4589.74 | 4600.93 | 4583.59 | 4590.58 | 241622.0 |
| 2023-02-16 10:00:00 | ES | Futures | 4590.3 | 4610.99 | 4585.55 | 4609.59 | 175358.0 |
| 2023-02-16 10:30:00 | ES | Futures | 4609.59 | 4622.46 | 4608.2 | 4618.82 | 140017.0 |
| 2023-02-16 11:00:00 | ES | Futures | 4619.1 | 4624.69 | 4612.39 | 4619.38 | 102908.0 |
| 2023-02-16 11:30:00 | ES | Futures | 4619.38 | 4626.65 | 4614.63 | 4619.66 | 87601.0 |
| 2023-02-16 12:00:00 | ES | Futures | 4619.94 | 4628.05 | 4613.51 | 4625.25 | 81136.0 |
| 2023-02-16 12:30:00 | ES | Futures | 4625.25 | 4636.44 | 4624.41 | 4627.77 | 90228.0 |
| 2023-02-16 13:00:00 | ES | Futures | 4628.05 | 4633.92 | 4619.38 | 4620.22 | 69591.0 |
| 2023-02-16 13:30:00 | ES | Futures | 4620.5 | 4631.12 | 4618.54 | 4628.05 | 66099.0 |
| 2023-02-16 14:00:00 | ES | Futures | 4628.05 | 4634.48 | 4624.69 | 4631.96 | 58418.0 |
| 2023-02-16 14:30:00 | ES | Futures | 4631.96 | 4636.44 | 4628.05 | 4628.61 | 54768.0 |
| 2023-02-16 15:00:00 | ES | Futures | 4628.89 | 4630.0 | 4595.33 | 4596.17 | 188364.0 |
| 2023-02-16 15:30:00 | ES | Futures | 4596.17 | 4598.41 | 4582.47 | 4585.27 | 230629.0 |
| 2023-02-16 16:00:00 | ES | Futures | 4585.27 | 4586.67 | 4579.96 | 4579.96 | 63097.0 |
| 2023-02-16 16:30:00 | ES | Futures | 4580.23 | 4584.43 | 4579.96 | 4580.79 | 9931.0 |
| 2023-02-16 18:00:00 | ES | Futures | 4580.51 | 4581.07 | 4569.05 | 4574.36 | 11843.0 |
| 2023-02-16 18:30:00 | ES | Futures | 4574.08 | 4574.92 | 4570.73 | 4571.85 | 4765.0 |
| 2023-02-16 19:00:00 | ES | Futures | 4572.13 | 4575.48 | 4570.45 | 4571.57 | 6078.0 |
| 2023-02-16 19:30:00 | ES | Futures | 4571.85 | 4574.92 | 4570.73 | 4572.97 | 3251.0 |
| 2023-02-16 20:00:00 | ES | Futures | 4573.24 | 4578.0 | 4571.57 | 4576.04 | 4805.0 |
| 2023-02-16 20:30:00 | ES | Futures | 4576.04 | 4578.28 | 4569.89 | 4572.69 | 6016.0 |
| 2023-02-16 21:00:00 | ES | Futures | 4572.69 | 4572.69 | 4569.33 | 4571.57 | 4228.0 |
| 2023-02-16 21:30:00 | ES | Futures | 4571.29 | 4572.13 | 4568.77 | 4569.61 | 3370.0 |
| 2023-02-16 22:00:00 | ES | Futures | 4569.61 | 4571.29 | 4568.77 | 4571.29 | 3737.0 |
| 2023-02-16 22:30:00 | ES | Futures | 4571.29 | 4572.69 | 4569.61 | 4569.89 | 3505.0 |
| 2023-02-16 23:00:00 | ES | Futures | 4569.89 | 4570.73 | 4565.42 | 4566.81 | 5373.0 |
| 2023-02-16 23:30:00 | ES | Futures | 4566.81 | 4567.65 | 4564.58 | 4567.09 | 2457.0 |
| 2023-02-16 00:00:00 | NQ | Futures | 14542.77 | 14544.76 | 14535.94 | 14538.22 | 745.0 |
| 2023-02-16 00:30:00 | NQ | Futures | 14538.22 | 14539.35 | 14529.11 | 14538.22 | 1111.0 |
| 2023-02-16 01:00:00 | NQ | Futures | 14537.36 | 14540.21 | 14518.59 | 14520.29 | 2240.0 |
| 2023-02-16 01:30:00 | NQ | Futures | 14520.86 | 14522.57 | 14506.35 | 14517.16 | 2160.0 |
> showing 50 of 3,925 rows — these rows as CSV