PREVIEW / futures_30min / 2023-03-15
file: by_date/futures_30min/2023/2023-03-15.parquet size: 125 KB rows: 3,973
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 |
|---|---|---|---|---|---|---|---|
| 2023-03-15 00:00:00 | ES | Futures | 4391.61 | 4392.45 | 4389.95 | 4390.23 | 2226.0 |
| 2023-03-15 00:30:00 | ES | Futures | 4390.23 | 4392.45 | 4387.45 | 4391.06 | 2558.0 |
| 2023-03-15 01:00:00 | ES | Futures | 4391.06 | 4391.34 | 4385.51 | 4385.51 | 4330.0 |
| 2023-03-15 01:30:00 | ES | Futures | 4385.51 | 4386.9 | 4383.02 | 4385.79 | 3354.0 |
| 2023-03-15 02:00:00 | ES | Futures | 4386.07 | 4395.22 | 4385.51 | 4393.0 | 6006.0 |
| 2023-03-15 02:30:00 | ES | Futures | 4392.72 | 4395.77 | 4390.5 | 4393.28 | 3771.0 |
| 2023-03-15 03:00:00 | ES | Futures | 4393.56 | 4394.94 | 4391.06 | 4391.34 | 7080.0 |
| 2023-03-15 03:30:00 | ES | Futures | 4391.34 | 4392.72 | 4383.85 | 4389.39 | 8079.0 |
| 2023-03-15 04:00:00 | ES | Futures | 4389.39 | 4392.72 | 4381.07 | 4383.85 | 15893.0 |
| 2023-03-15 04:30:00 | ES | Futures | 4384.13 | 4388.56 | 4378.02 | 4379.41 | 13909.0 |
| 2023-03-15 05:00:00 | ES | Futures | 4379.41 | 4380.52 | 4363.32 | 4366.1 | 18922.0 |
| 2023-03-15 05:30:00 | ES | Futures | 4366.1 | 4369.15 | 4350.01 | 4350.84 | 33537.0 |
| 2023-03-15 06:00:00 | ES | Futures | 4350.84 | 4354.17 | 4323.94 | 4325.05 | 38576.0 |
| 2023-03-15 06:30:00 | ES | Futures | 4325.33 | 4333.09 | 4293.99 | 4305.36 | 67313.0 |
| 2023-03-15 07:00:00 | ES | Futures | 4305.36 | 4320.61 | 4304.52 | 4316.45 | 54641.0 |
| 2023-03-15 07:30:00 | ES | Futures | 4316.17 | 4318.11 | 4306.47 | 4310.63 | 38198.0 |
| 2023-03-15 08:00:00 | ES | Futures | 4310.63 | 4315.62 | 4300.64 | 4310.07 | 42293.0 |
| 2023-03-15 08:30:00 | ES | Futures | 4310.9 | 4326.44 | 4287.88 | 4301.47 | 85811.0 |
| 2023-03-15 09:00:00 | ES | Futures | 4301.47 | 4317.84 | 4296.2 | 4316.45 | 67274.0 |
| 2023-03-15 09:30:00 | ES | Futures | 4316.45 | 4337.53 | 4308.41 | 4313.12 | 257865.0 |
| 2023-03-15 10:00:00 | ES | Futures | 4313.12 | 4333.65 | 4307.02 | 4314.23 | 213132.0 |
| 2023-03-15 10:30:00 | ES | Futures | 4313.95 | 4323.38 | 4298.98 | 4319.78 | 166686.0 |
| 2023-03-15 11:00:00 | ES | Futures | 4320.06 | 4333.37 | 4313.68 | 4321.17 | 126222.0 |
| 2023-03-15 11:30:00 | ES | Futures | 4321.17 | 4334.2 | 4313.68 | 4315.34 | 107581.0 |
| 2023-03-15 12:00:00 | ES | Futures | 4315.34 | 4321.44 | 4298.98 | 4306.19 | 101682.0 |
| 2023-03-15 12:30:00 | ES | Futures | 4305.91 | 4313.95 | 4292.88 | 4297.87 | 99778.0 |
| 2023-03-15 13:00:00 | ES | Futures | 4297.87 | 4325.05 | 4293.99 | 4323.11 | 103589.0 |
| 2023-03-15 13:30:00 | ES | Futures | 4323.38 | 4329.49 | 4308.41 | 4324.22 | 100606.0 |
| 2023-03-15 14:00:00 | ES | Futures | 4324.22 | 4358.33 | 4312.29 | 4346.4 | 149825.0 |
| 2023-03-15 14:30:00 | ES | Futures | 4346.4 | 4355.28 | 4334.2 | 4348.9 | 145840.0 |
| 2023-03-15 15:00:00 | ES | Futures | 4349.18 | 4357.22 | 4334.2 | 4350.01 | 160147.0 |
| 2023-03-15 15:30:00 | ES | Futures | 4349.73 | 4358.61 | 4328.1 | 4358.61 | 234796.0 |
| 2023-03-15 16:00:00 | ES | Futures | 4358.61 | 4361.38 | 4350.29 | 4353.62 | 79188.0 |
| 2023-03-15 16:30:00 | ES | Futures | 4353.62 | 4358.05 | 4351.95 | 4355.0 | 8263.0 |
| 2023-03-15 18:00:00 | ES | Futures | 4354.17 | 4359.16 | 4350.84 | 4357.5 | 5814.0 |
| 2023-03-15 18:30:00 | ES | Futures | 4357.5 | 4361.1 | 4356.67 | 4358.89 | 4839.0 |
| 2023-03-15 19:00:00 | ES | Futures | 4359.16 | 4361.66 | 4358.05 | 4358.89 | 3228.0 |
| 2023-03-15 19:30:00 | ES | Futures | 4358.89 | 4361.66 | 4349.18 | 4351.67 | 8549.0 |
| 2023-03-15 20:00:00 | ES | Futures | 4351.4 | 4363.6 | 4351.12 | 4362.21 | 10379.0 |
| 2023-03-15 20:30:00 | ES | Futures | 4362.49 | 4375.8 | 4358.33 | 4375.53 | 17423.0 |
| 2023-03-15 21:00:00 | ES | Futures | 4375.25 | 4379.41 | 4366.1 | 4370.26 | 15308.0 |
| 2023-03-15 21:30:00 | ES | Futures | 4370.26 | 4377.75 | 4369.43 | 4371.64 | 11612.0 |
| 2023-03-15 22:00:00 | ES | Futures | 4371.92 | 4374.14 | 4367.21 | 4372.75 | 8692.0 |
| 2023-03-15 22:30:00 | ES | Futures | 4373.03 | 4376.08 | 4371.37 | 4371.37 | 5206.0 |
| 2023-03-15 23:00:00 | ES | Futures | 4371.37 | 4372.75 | 4369.43 | 4370.81 | 4074.0 |
| 2023-03-15 23:30:00 | ES | Futures | 4370.81 | 4371.92 | 4364.16 | 4368.04 | 5716.0 |
| 2023-03-15 00:00:00 | NQ | Futures | 13906.75 | 13909.85 | 13900.27 | 13903.09 | 962.0 |
| 2023-03-15 00:30:00 | NQ | Futures | 13903.09 | 13910.69 | 13888.17 | 13904.5 | 1591.0 |
| 2023-03-15 01:00:00 | NQ | Futures | 13904.78 | 13905.9 | 13882.25 | 13883.38 | 1601.0 |
| 2023-03-15 01:30:00 | NQ | Futures | 13883.94 | 13888.45 | 13875.78 | 13887.88 | 1723.0 |
> showing 50 of 3,973 rows — these rows as CSV