PREVIEW / futures_30min / 2023-03-28
file: by_date/futures_30min/2023/2023-03-28.parquet size: 109 KB rows: 3,891
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 |
|---|---|---|---|---|---|---|---|
| 2023-03-28 00:00:00 | ES | Futures | 4452.91 | 4453.46 | 4451.52 | 4452.35 | 1390.0 |
| 2023-03-28 00:30:00 | ES | Futures | 4452.35 | 4452.35 | 4450.97 | 4451.8 | 1576.0 |
| 2023-03-28 01:00:00 | ES | Futures | 4451.8 | 4452.91 | 4449.3 | 4450.69 | 2365.0 |
| 2023-03-28 01:30:00 | ES | Futures | 4450.69 | 4453.19 | 4450.14 | 4452.35 | 2470.0 |
| 2023-03-28 02:00:00 | ES | Futures | 4452.63 | 4458.46 | 4452.35 | 4457.62 | 5189.0 |
| 2023-03-28 02:30:00 | ES | Futures | 4457.9 | 4459.84 | 4456.51 | 4458.18 | 4279.0 |
| 2023-03-28 03:00:00 | ES | Futures | 4458.18 | 4464.0 | 4451.52 | 4453.74 | 12304.0 |
| 2023-03-28 03:30:00 | ES | Futures | 4453.74 | 4457.9 | 4447.08 | 4448.75 | 9967.0 |
| 2023-03-28 04:00:00 | ES | Futures | 4448.47 | 4451.24 | 4445.97 | 4447.64 | 7917.0 |
| 2023-03-28 04:30:00 | ES | Futures | 4447.92 | 4449.03 | 4443.2 | 4445.14 | 7480.0 |
| 2023-03-28 05:00:00 | ES | Futures | 4444.87 | 4447.36 | 4443.48 | 4446.25 | 4214.0 |
| 2023-03-28 05:30:00 | ES | Futures | 4446.25 | 4446.81 | 4440.43 | 4441.54 | 7067.0 |
| 2023-03-28 06:00:00 | ES | Futures | 4441.26 | 4443.2 | 4439.32 | 4441.26 | 6428.0 |
| 2023-03-28 06:30:00 | ES | Futures | 4441.26 | 4441.26 | 4437.1 | 4440.15 | 7841.0 |
| 2023-03-28 07:00:00 | ES | Futures | 4440.15 | 4447.08 | 4439.04 | 4446.25 | 8179.0 |
| 2023-03-28 07:30:00 | ES | Futures | 4446.53 | 4448.47 | 4444.31 | 4444.59 | 6112.0 |
| 2023-03-28 08:00:00 | ES | Futures | 4444.31 | 4446.81 | 4440.71 | 4441.26 | 9676.0 |
| 2023-03-28 08:30:00 | ES | Futures | 4441.26 | 4442.09 | 4434.33 | 4437.38 | 18064.0 |
| 2023-03-28 09:00:00 | ES | Futures | 4437.65 | 4440.15 | 4435.44 | 4439.87 | 18241.0 |
| 2023-03-28 09:30:00 | ES | Futures | 4440.15 | 4442.92 | 4431.0 | 4436.82 | 123428.0 |
| 2023-03-28 10:00:00 | ES | Futures | 4436.54 | 4448.19 | 4432.11 | 4441.26 | 92467.0 |
| 2023-03-28 10:30:00 | ES | Futures | 4441.26 | 4442.09 | 4426.28 | 4428.78 | 102634.0 |
| 2023-03-28 11:00:00 | ES | Futures | 4428.78 | 4441.81 | 4428.22 | 4439.6 | 71692.0 |
| 2023-03-28 11:30:00 | ES | Futures | 4439.6 | 4444.87 | 4438.21 | 4442.92 | 56877.0 |
| 2023-03-28 12:00:00 | ES | Futures | 4443.2 | 4444.31 | 4433.77 | 4435.71 | 51793.0 |
| 2023-03-28 12:30:00 | ES | Futures | 4435.99 | 4439.04 | 4432.38 | 4435.44 | 40231.0 |
| 2023-03-28 13:00:00 | ES | Futures | 4435.71 | 4437.1 | 4428.78 | 4430.17 | 46911.0 |
| 2023-03-28 13:30:00 | ES | Futures | 4430.17 | 4432.11 | 4416.3 | 4417.96 | 86484.0 |
| 2023-03-28 14:00:00 | ES | Futures | 4417.96 | 4425.45 | 4416.58 | 4423.23 | 54909.0 |
| 2023-03-28 14:30:00 | ES | Futures | 4423.51 | 4431.0 | 4419.9 | 4429.06 | 53534.0 |
| 2023-03-28 15:00:00 | ES | Futures | 4429.33 | 4434.6 | 4426.01 | 4427.67 | 62468.0 |
| 2023-03-28 15:30:00 | ES | Futures | 4427.67 | 4439.87 | 4424.34 | 4439.04 | 129779.0 |
| 2023-03-28 16:00:00 | ES | Futures | 4439.04 | 4445.97 | 4438.49 | 4444.59 | 41085.0 |
| 2023-03-28 16:30:00 | ES | Futures | 4444.59 | 4445.7 | 4443.48 | 4444.87 | 6157.0 |
| 2023-03-28 18:00:00 | ES | Futures | 4444.87 | 4447.36 | 4444.31 | 4446.81 | 3038.0 |
| 2023-03-28 18:30:00 | ES | Futures | 4447.08 | 4447.08 | 4444.87 | 4445.42 | 1486.0 |
| 2023-03-28 19:00:00 | ES | Futures | 4445.7 | 4447.92 | 4445.42 | 4446.81 | 2006.0 |
| 2023-03-28 19:30:00 | ES | Futures | 4446.81 | 4450.69 | 4446.81 | 4449.86 | 3205.0 |
| 2023-03-28 20:00:00 | ES | Futures | 4450.14 | 4453.19 | 4449.3 | 4451.8 | 4978.0 |
| 2023-03-28 20:30:00 | ES | Futures | 4452.08 | 4455.68 | 4451.52 | 4454.85 | 5093.0 |
| 2023-03-28 21:00:00 | ES | Futures | 4454.85 | 4458.18 | 4454.3 | 4457.35 | 5675.0 |
| 2023-03-28 21:30:00 | ES | Futures | 4457.35 | 4457.9 | 4454.85 | 4455.68 | 4371.0 |
| 2023-03-28 22:00:00 | ES | Futures | 4455.68 | 4456.51 | 4454.57 | 4455.4 | 3545.0 |
| 2023-03-28 22:30:00 | ES | Futures | 4455.13 | 4457.9 | 4454.85 | 4456.24 | 3103.0 |
| 2023-03-28 23:00:00 | ES | Futures | 4456.24 | 4456.79 | 4454.3 | 4455.4 | 2800.0 |
| 2023-03-28 23:30:00 | ES | Futures | 4455.68 | 4457.9 | 4455.4 | 4457.9 | 2378.0 |
| 2023-03-28 00:00:00 | NQ | Futures | 14425.65 | 14429.59 | 14419.74 | 14422.55 | 1238.0 |
| 2023-03-28 00:30:00 | NQ | Futures | 14422.83 | 14423.12 | 14414.11 | 14417.77 | 1364.0 |
| 2023-03-28 01:00:00 | NQ | Futures | 14417.2 | 14422.27 | 14406.22 | 14413.54 | 1421.0 |
| 2023-03-28 01:30:00 | NQ | Futures | 14413.26 | 14426.21 | 14409.88 | 14422.27 | 1699.0 |
> showing 50 of 3,891 rows — these rows as CSV