PREVIEW / futures_30min / 2023-10-31
file: by_date/futures_30min/2023/2023-10-31.parquet size: 114 KB rows: 4,008
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 |
|---|---|---|---|---|---|---|---|
| 2023-10-31 00:00:00 | ES | Futures | 4531.49 | 4535.3 | 4530.68 | 4533.4 | 3957.0 |
| 2023-10-31 00:30:00 | ES | Futures | 4533.67 | 4533.94 | 4529.32 | 4531.22 | 2593.0 |
| 2023-10-31 01:00:00 | ES | Futures | 4530.95 | 4531.77 | 4527.69 | 4528.24 | 4195.0 |
| 2023-10-31 01:30:00 | ES | Futures | 4528.24 | 4530.68 | 4527.42 | 4529.05 | 3212.0 |
| 2023-10-31 02:00:00 | ES | Futures | 4529.05 | 4532.04 | 4526.06 | 4532.04 | 3660.0 |
| 2023-10-31 02:30:00 | ES | Futures | 4532.04 | 4536.38 | 4531.77 | 4535.57 | 5480.0 |
| 2023-10-31 03:00:00 | ES | Futures | 4535.3 | 4539.1 | 4535.3 | 4538.83 | 5402.0 |
| 2023-10-31 03:30:00 | ES | Futures | 4538.83 | 4540.73 | 4535.02 | 4536.38 | 6489.0 |
| 2023-10-31 04:00:00 | ES | Futures | 4536.11 | 4544.26 | 4534.21 | 4543.17 | 11908.0 |
| 2023-10-31 04:30:00 | ES | Futures | 4542.9 | 4553.76 | 4542.63 | 4553.49 | 12559.0 |
| 2023-10-31 05:00:00 | ES | Futures | 4553.49 | 4554.03 | 4545.07 | 4546.97 | 15041.0 |
| 2023-10-31 05:30:00 | ES | Futures | 4547.24 | 4556.48 | 4546.43 | 4555.12 | 13331.0 |
| 2023-10-31 06:00:00 | ES | Futures | 4555.12 | 4560.55 | 4554.03 | 4556.21 | 12917.0 |
| 2023-10-31 06:30:00 | ES | Futures | 4556.48 | 4559.74 | 4554.85 | 4557.56 | 13097.0 |
| 2023-10-31 07:00:00 | ES | Futures | 4557.29 | 4561.37 | 4554.58 | 4560.28 | 14127.0 |
| 2023-10-31 07:30:00 | ES | Futures | 4560.28 | 4561.37 | 4555.39 | 4556.48 | 14091.0 |
| 2023-10-31 08:00:00 | ES | Futures | 4556.48 | 4561.91 | 4555.12 | 4560.01 | 14887.0 |
| 2023-10-31 08:30:00 | ES | Futures | 4560.01 | 4560.28 | 4548.6 | 4551.86 | 42550.0 |
| 2023-10-31 09:00:00 | ES | Futures | 4552.13 | 4556.21 | 4547.79 | 4553.22 | 37780.0 |
| 2023-10-31 09:30:00 | ES | Futures | 4552.95 | 4554.85 | 4532.04 | 4537.47 | 158623.0 |
| 2023-10-31 10:00:00 | ES | Futures | 4537.47 | 4554.03 | 4531.49 | 4548.33 | 140884.0 |
| 2023-10-31 10:30:00 | ES | Futures | 4548.33 | 4557.56 | 4538.01 | 4554.58 | 127371.0 |
| 2023-10-31 11:00:00 | ES | Futures | 4554.58 | 4557.29 | 4546.97 | 4548.06 | 86787.0 |
| 2023-10-31 11:30:00 | ES | Futures | 4548.06 | 4556.21 | 4544.53 | 4556.21 | 82737.0 |
| 2023-10-31 12:00:00 | ES | Futures | 4555.93 | 4556.48 | 4542.63 | 4550.23 | 75204.0 |
| 2023-10-31 12:30:00 | ES | Futures | 4550.5 | 4560.55 | 4543.44 | 4559.46 | 111894.0 |
| 2023-10-31 13:00:00 | ES | Futures | 4559.46 | 4564.08 | 4554.85 | 4561.91 | 73287.0 |
| 2023-10-31 13:30:00 | ES | Futures | 4561.91 | 4572.5 | 4561.64 | 4571.69 | 74679.0 |
| 2023-10-31 14:00:00 | ES | Futures | 4571.69 | 4574.13 | 4563.27 | 4563.27 | 65699.0 |
| 2023-10-31 14:30:00 | ES | Futures | 4563.27 | 4575.76 | 4562.72 | 4574.4 | 65469.0 |
| 2023-10-31 15:00:00 | ES | Futures | 4574.4 | 4578.47 | 4572.5 | 4575.76 | 73368.0 |
| 2023-10-31 15:30:00 | ES | Futures | 4575.76 | 4578.47 | 4568.15 | 4575.49 | 243308.0 |
| 2023-10-31 16:00:00 | ES | Futures | 4575.49 | 4576.3 | 4565.44 | 4565.71 | 69515.0 |
| 2023-10-31 16:30:00 | ES | Futures | 4565.98 | 4566.8 | 4564.35 | 4566.53 | 8447.0 |
| 2023-10-31 18:00:00 | ES | Futures | 4567.61 | 4570.06 | 4564.35 | 4565.44 | 4184.0 |
| 2023-10-31 18:30:00 | ES | Futures | 4565.71 | 4568.15 | 4565.17 | 4567.88 | 1839.0 |
| 2023-10-31 19:00:00 | ES | Futures | 4567.88 | 4567.88 | 4563.81 | 4564.9 | 3331.0 |
| 2023-10-31 19:30:00 | ES | Futures | 4564.9 | 4565.17 | 4563.27 | 4564.9 | 2272.0 |
| 2023-10-31 20:00:00 | ES | Futures | 4564.62 | 4567.07 | 4563.81 | 4564.35 | 4694.0 |
| 2023-10-31 20:30:00 | ES | Futures | 4564.08 | 4564.35 | 4561.09 | 4563.54 | 5015.0 |
| 2023-10-31 21:00:00 | ES | Futures | 4563.27 | 4563.81 | 4559.74 | 4561.09 | 4229.0 |
| 2023-10-31 21:30:00 | ES | Futures | 4561.09 | 4564.08 | 4559.46 | 4561.64 | 4304.0 |
| 2023-10-31 22:00:00 | ES | Futures | 4561.64 | 4566.25 | 4560.82 | 4565.98 | 3854.0 |
| 2023-10-31 22:30:00 | ES | Futures | 4566.25 | 4569.24 | 4566.25 | 4568.7 | 4227.0 |
| 2023-10-31 23:00:00 | ES | Futures | 4568.97 | 4569.78 | 4567.88 | 4569.24 | 1982.0 |
| 2023-10-31 23:30:00 | ES | Futures | 4569.24 | 4569.78 | 4568.15 | 4568.15 | 1748.0 |
| 2023-10-31 00:00:00 | NQ | Futures | 15759.68 | 15773.14 | 15755.29 | 15766.82 | 2565.0 |
| 2023-10-31 00:30:00 | NQ | Futures | 15766.55 | 15769.02 | 15749.24 | 15754.19 | 1713.0 |
| 2023-10-31 01:00:00 | NQ | Futures | 15752.54 | 15755.84 | 15739.91 | 15743.2 | 2684.0 |
| 2023-10-31 01:30:00 | NQ | Futures | 15742.1 | 15754.46 | 15739.63 | 15748.15 | 1856.0 |
> showing 50 of 4,008 rows — these rows as CSV