PREVIEW / futures_30min / 2023-03-16
file: by_date/futures_30min/2023/2023-03-16.parquet size: 119 KB rows: 3,954
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 |
|---|---|---|---|---|---|---|---|
| 2023-03-16 00:00:00 | ES | Futures | 4368.04 | 4373.03 | 4368.04 | 4371.09 | 4610.0 |
| 2023-03-16 00:30:00 | ES | Futures | 4371.37 | 4375.53 | 4369.98 | 4375.25 | 2977.0 |
| 2023-03-16 01:00:00 | ES | Futures | 4375.25 | 4375.53 | 4369.98 | 4371.37 | 3823.0 |
| 2023-03-16 01:30:00 | ES | Futures | 4371.37 | 4374.97 | 4369.43 | 4369.98 | 3885.0 |
| 2023-03-16 02:00:00 | ES | Futures | 4370.26 | 4372.2 | 4365.26 | 4367.48 | 5032.0 |
| 2023-03-16 02:30:00 | ES | Futures | 4367.21 | 4369.7 | 4356.39 | 4358.33 | 8330.0 |
| 2023-03-16 03:00:00 | ES | Futures | 4358.33 | 4360.55 | 4351.95 | 4355.56 | 13872.0 |
| 2023-03-16 03:30:00 | ES | Futures | 4355.28 | 4371.37 | 4355.0 | 4370.26 | 12814.0 |
| 2023-03-16 04:00:00 | ES | Futures | 4370.26 | 4374.97 | 4356.11 | 4360.83 | 27237.0 |
| 2023-03-16 04:30:00 | ES | Futures | 4361.1 | 4367.48 | 4355.56 | 4355.83 | 13845.0 |
| 2023-03-16 05:00:00 | ES | Futures | 4355.56 | 4358.33 | 4341.69 | 4348.35 | 17397.0 |
| 2023-03-16 05:30:00 | ES | Futures | 4348.35 | 4353.62 | 4340.3 | 4349.18 | 14280.0 |
| 2023-03-16 06:00:00 | ES | Futures | 4349.46 | 4353.06 | 4345.02 | 4352.23 | 8860.0 |
| 2023-03-16 06:30:00 | ES | Futures | 4352.51 | 4353.62 | 4342.8 | 4352.78 | 11172.0 |
| 2023-03-16 07:00:00 | ES | Futures | 4352.78 | 4352.78 | 4335.59 | 4340.3 | 19125.0 |
| 2023-03-16 07:30:00 | ES | Futures | 4340.03 | 4353.34 | 4338.64 | 4346.68 | 16245.0 |
| 2023-03-16 08:00:00 | ES | Futures | 4346.68 | 4357.5 | 4343.63 | 4353.34 | 23553.0 |
| 2023-03-16 08:30:00 | ES | Futures | 4352.78 | 4356.94 | 4335.87 | 4340.3 | 48921.0 |
| 2023-03-16 09:00:00 | ES | Futures | 4340.3 | 4342.8 | 4322.83 | 4327.82 | 67663.0 |
| 2023-03-16 09:30:00 | ES | Futures | 4327.82 | 4347.79 | 4321.17 | 4347.24 | 188213.0 |
| 2023-03-16 10:00:00 | ES | Futures | 4347.24 | 4351.4 | 4324.49 | 4338.64 | 161767.0 |
| 2023-03-16 10:30:00 | ES | Futures | 4338.64 | 4386.62 | 4335.87 | 4381.35 | 188738.0 |
| 2023-03-16 11:00:00 | ES | Futures | 4381.35 | 4403.26 | 4372.48 | 4397.99 | 181812.0 |
| 2023-03-16 11:30:00 | ES | Futures | 4397.99 | 4414.08 | 4392.17 | 4407.7 | 129602.0 |
| 2023-03-16 12:00:00 | ES | Futures | 4407.42 | 4410.2 | 4391.06 | 4406.04 | 121495.0 |
| 2023-03-16 12:30:00 | ES | Futures | 4406.04 | 4426.01 | 4397.44 | 4423.23 | 137114.0 |
| 2023-03-16 13:00:00 | ES | Futures | 4423.51 | 4433.49 | 4415.47 | 4421.57 | 119303.0 |
| 2023-03-16 13:30:00 | ES | Futures | 4421.85 | 4424.06 | 4412.97 | 4421.01 | 78507.0 |
| 2023-03-16 14:00:00 | ES | Futures | 4421.01 | 4421.57 | 4409.92 | 4417.96 | 72094.0 |
| 2023-03-16 14:30:00 | ES | Futures | 4417.96 | 4423.79 | 4405.48 | 4423.23 | 72486.0 |
| 2023-03-16 15:00:00 | ES | Futures | 4423.51 | 4433.77 | 4421.29 | 4431.28 | 83571.0 |
| 2023-03-16 15:30:00 | ES | Futures | 4431.28 | 4436.54 | 4423.51 | 4431.83 | 209346.0 |
| 2023-03-16 16:00:00 | ES | Futures | 4432.11 | 4437.65 | 4428.78 | 4436.54 | 68406.0 |
| 2023-03-16 16:30:00 | ES | Futures | 4436.27 | 4436.82 | 4433.49 | 4433.49 | 17228.0 |
| 2023-03-16 18:00:00 | ES | Futures | 4432.11 | 4432.38 | 4424.34 | 4426.01 | 7480.0 |
| 2023-03-16 18:30:00 | ES | Futures | 4426.01 | 4431.28 | 4424.62 | 4430.72 | 3312.0 |
| 2023-03-16 19:00:00 | ES | Futures | 4431.0 | 4435.16 | 4429.61 | 4433.22 | 4008.0 |
| 2023-03-16 19:30:00 | ES | Futures | 4433.22 | 4434.05 | 4430.44 | 4431.28 | 3395.0 |
| 2023-03-16 20:00:00 | ES | Futures | 4431.28 | 4431.55 | 4425.45 | 4426.28 | 5543.0 |
| 2023-03-16 20:30:00 | ES | Futures | 4426.28 | 4427.67 | 4424.06 | 4425.45 | 4505.0 |
| 2023-03-16 21:00:00 | ES | Futures | 4425.45 | 4429.33 | 4424.9 | 4429.33 | 3424.0 |
| 2023-03-16 21:30:00 | ES | Futures | 4429.33 | 4429.89 | 4425.73 | 4428.5 | 3837.0 |
| 2023-03-16 22:00:00 | ES | Futures | 4428.5 | 4431.83 | 4428.5 | 4430.17 | 3780.0 |
| 2023-03-16 22:30:00 | ES | Futures | 4430.17 | 4430.44 | 4427.67 | 4428.78 | 2519.0 |
| 2023-03-16 23:00:00 | ES | Futures | 4428.5 | 4432.66 | 4427.95 | 4431.0 | 3819.0 |
| 2023-03-16 23:30:00 | ES | Futures | 4431.28 | 4432.11 | 4430.17 | 4430.72 | 2035.0 |
| 2023-03-16 00:00:00 | NQ | Futures | 13998.82 | 14014.86 | 13997.97 | 14005.85 | 1836.0 |
| 2023-03-16 00:30:00 | NQ | Futures | 14005.85 | 14021.34 | 14001.35 | 14018.24 | 1371.0 |
| 2023-03-16 01:00:00 | NQ | Futures | 14018.81 | 14020.21 | 13993.47 | 14002.19 | 1859.0 |
| 2023-03-16 01:30:00 | NQ | Futures | 14001.07 | 14016.27 | 13996.0 | 13999.94 | 1344.0 |
> showing 50 of 3,954 rows — these rows as CSV