PREVIEW / futures_30min / 2023-10-30
file: by_date/futures_30min/2023/2023-10-30.parquet size: 110 KB rows: 3,962
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 |
|---|---|---|---|---|---|---|---|
| 2023-10-30 00:00:00 | ES | Futures | 4510.58 | 4510.86 | 4508.41 | 4508.41 | 1716.0 |
| 2023-10-30 00:30:00 | ES | Futures | 4508.41 | 4509.77 | 4506.78 | 4508.96 | 1854.0 |
| 2023-10-30 01:00:00 | ES | Futures | 4508.96 | 4511.13 | 4507.05 | 4510.31 | 2800.0 |
| 2023-10-30 01:30:00 | ES | Futures | 4510.31 | 4511.13 | 4509.77 | 4510.58 | 1449.0 |
| 2023-10-30 02:00:00 | ES | Futures | 4510.58 | 4513.3 | 4510.58 | 4513.03 | 3261.0 |
| 2023-10-30 02:30:00 | ES | Futures | 4513.03 | 4515.47 | 4512.76 | 4514.93 | 4072.0 |
| 2023-10-30 03:00:00 | ES | Futures | 4514.93 | 4516.56 | 4513.03 | 4515.2 | 6333.0 |
| 2023-10-30 03:30:00 | ES | Futures | 4514.93 | 4521.72 | 4514.93 | 4519.27 | 8052.0 |
| 2023-10-30 04:00:00 | ES | Futures | 4519.55 | 4523.35 | 4518.19 | 4520.9 | 15586.0 |
| 2023-10-30 04:30:00 | ES | Futures | 4520.9 | 4520.9 | 4514.66 | 4518.73 | 10051.0 |
| 2023-10-30 05:00:00 | ES | Futures | 4518.73 | 4526.33 | 4518.19 | 4523.35 | 12466.0 |
| 2023-10-30 05:30:00 | ES | Futures | 4523.35 | 4524.71 | 4520.36 | 4523.89 | 6222.0 |
| 2023-10-30 06:00:00 | ES | Futures | 4523.89 | 4524.98 | 4519.55 | 4520.9 | 6968.0 |
| 2023-10-30 06:30:00 | ES | Futures | 4520.9 | 4524.71 | 4519.0 | 4521.72 | 8145.0 |
| 2023-10-30 07:00:00 | ES | Futures | 4521.45 | 4524.43 | 4520.36 | 4520.9 | 9073.0 |
| 2023-10-30 07:30:00 | ES | Futures | 4521.18 | 4528.51 | 4521.18 | 4525.25 | 12171.0 |
| 2023-10-30 08:00:00 | ES | Futures | 4525.52 | 4526.06 | 4519.55 | 4520.36 | 14530.0 |
| 2023-10-30 08:30:00 | ES | Futures | 4520.36 | 4521.72 | 4517.1 | 4520.63 | 19387.0 |
| 2023-10-30 09:00:00 | ES | Futures | 4520.63 | 4526.88 | 4519.82 | 4524.98 | 27505.0 |
| 2023-10-30 09:30:00 | ES | Futures | 4524.98 | 4544.8 | 4524.71 | 4539.91 | 193083.0 |
| 2023-10-30 10:00:00 | ES | Futures | 4539.91 | 4541.27 | 4514.39 | 4518.73 | 212980.0 |
| 2023-10-30 10:30:00 | ES | Futures | 4518.73 | 4524.16 | 4510.04 | 4519.0 | 146764.0 |
| 2023-10-30 11:00:00 | ES | Futures | 4519.27 | 4530.41 | 4512.49 | 4517.92 | 109456.0 |
| 2023-10-30 11:30:00 | ES | Futures | 4518.19 | 4530.41 | 4517.64 | 4529.59 | 92771.0 |
| 2023-10-30 12:00:00 | ES | Futures | 4529.59 | 4532.85 | 4521.99 | 4522.8 | 78901.0 |
| 2023-10-30 12:30:00 | ES | Futures | 4522.8 | 4529.87 | 4514.66 | 4521.18 | 77563.0 |
| 2023-10-30 13:00:00 | ES | Futures | 4521.45 | 4543.44 | 4518.46 | 4541.27 | 84723.0 |
| 2023-10-30 13:30:00 | ES | Futures | 4541.27 | 4548.87 | 4536.93 | 4548.33 | 97983.0 |
| 2023-10-30 14:00:00 | ES | Futures | 4548.33 | 4548.87 | 4541.0 | 4543.99 | 68208.0 |
| 2023-10-30 14:30:00 | ES | Futures | 4543.71 | 4555.39 | 4543.44 | 4550.23 | 78274.0 |
| 2023-10-30 15:00:00 | ES | Futures | 4550.23 | 4559.46 | 4547.24 | 4554.58 | 106365.0 |
| 2023-10-30 15:30:00 | ES | Futures | 4554.58 | 4556.48 | 4545.62 | 4546.97 | 180164.0 |
| 2023-10-30 16:00:00 | ES | Futures | 4547.24 | 4548.6 | 4543.99 | 4544.8 | 61587.0 |
| 2023-10-30 16:30:00 | ES | Futures | 4544.8 | 4545.89 | 4542.09 | 4545.89 | 9994.0 |
| 2023-10-30 18:00:00 | ES | Futures | 4545.07 | 4545.62 | 4542.09 | 4544.53 | 3158.0 |
| 2023-10-30 18:30:00 | ES | Futures | 4544.8 | 4545.62 | 4543.71 | 4544.53 | 1354.0 |
| 2023-10-30 19:00:00 | ES | Futures | 4544.53 | 4545.34 | 4542.9 | 4544.26 | 2138.0 |
| 2023-10-30 19:30:00 | ES | Futures | 4544.26 | 4545.62 | 4542.36 | 4542.63 | 3609.0 |
| 2023-10-30 20:00:00 | ES | Futures | 4542.63 | 4542.9 | 4535.84 | 4538.01 | 9477.0 |
| 2023-10-30 20:30:00 | ES | Futures | 4538.28 | 4540.46 | 4537.47 | 4539.91 | 5019.0 |
| 2023-10-30 21:00:00 | ES | Futures | 4539.91 | 4541.0 | 4537.2 | 4539.1 | 5091.0 |
| 2023-10-30 21:30:00 | ES | Futures | 4539.1 | 4539.91 | 4532.85 | 4536.38 | 8600.0 |
| 2023-10-30 22:00:00 | ES | Futures | 4536.38 | 4539.1 | 4536.38 | 4538.01 | 2661.0 |
| 2023-10-30 22:30:00 | ES | Futures | 4538.01 | 4538.83 | 4534.21 | 4534.48 | 2151.0 |
| 2023-10-30 23:00:00 | ES | Futures | 4534.75 | 4535.3 | 4529.05 | 4535.02 | 8863.0 |
| 2023-10-30 23:30:00 | ES | Futures | 4534.75 | 4536.11 | 4527.42 | 4531.49 | 9605.0 |
| 2023-10-30 00:00:00 | NQ | Futures | 15755.84 | 15756.39 | 15747.6 | 15748.15 | 930.0 |
| 2023-10-30 00:30:00 | NQ | Futures | 15747.87 | 15752.82 | 15741.83 | 15748.7 | 1079.0 |
| 2023-10-30 01:00:00 | NQ | Futures | 15749.24 | 15755.01 | 15739.08 | 15751.99 | 1665.0 |
| 2023-10-30 01:30:00 | NQ | Futures | 15751.99 | 15755.56 | 15749.79 | 15753.91 | 844.0 |
> showing 50 of 3,962 rows — these rows as CSV