PREVIEW / futures_30min / 2023-11-01
file: by_date/futures_30min/2023/2023-11-01.parquet size: 117 KB rows: 4,029
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 |
|---|---|---|---|---|---|---|---|
| 2023-11-01 00:00:00 | ES | Futures | 4568.15 | 4569.24 | 4566.8 | 4567.07 | 1756.0 |
| 2023-11-01 00:30:00 | ES | Futures | 4567.07 | 4569.24 | 4566.25 | 4568.15 | 1484.0 |
| 2023-11-01 01:00:00 | ES | Futures | 4568.43 | 4568.7 | 4565.98 | 4566.53 | 2895.0 |
| 2023-11-01 01:30:00 | ES | Futures | 4566.53 | 4566.8 | 4562.45 | 4563.27 | 3728.0 |
| 2023-11-01 02:00:00 | ES | Futures | 4563.0 | 4569.24 | 4562.72 | 4568.43 | 3063.0 |
| 2023-11-01 02:30:00 | ES | Futures | 4568.43 | 4574.67 | 4567.61 | 4574.13 | 4157.0 |
| 2023-11-01 03:00:00 | ES | Futures | 4574.13 | 4574.13 | 4569.24 | 4570.33 | 5477.0 |
| 2023-11-01 03:30:00 | ES | Futures | 4570.06 | 4571.96 | 4565.71 | 4566.25 | 4701.0 |
| 2023-11-01 04:00:00 | ES | Futures | 4565.98 | 4570.33 | 4560.28 | 4560.82 | 12255.0 |
| 2023-11-01 04:30:00 | ES | Futures | 4560.82 | 4564.9 | 4557.02 | 4559.46 | 9610.0 |
| 2023-11-01 05:00:00 | ES | Futures | 4559.46 | 4565.17 | 4556.48 | 4558.92 | 7917.0 |
| 2023-11-01 05:30:00 | ES | Futures | 4559.19 | 4560.28 | 4555.39 | 4557.56 | 6539.0 |
| 2023-11-01 06:00:00 | ES | Futures | 4557.84 | 4558.38 | 4554.03 | 4557.29 | 7583.0 |
| 2023-11-01 06:30:00 | ES | Futures | 4557.29 | 4561.64 | 4556.21 | 4559.19 | 6315.0 |
| 2023-11-01 07:00:00 | ES | Futures | 4559.46 | 4561.64 | 4555.66 | 4556.21 | 8193.0 |
| 2023-11-01 07:30:00 | ES | Futures | 4556.21 | 4559.46 | 4552.68 | 4555.66 | 10009.0 |
| 2023-11-01 08:00:00 | ES | Futures | 4555.93 | 4563.54 | 4555.12 | 4561.64 | 22836.0 |
| 2023-11-01 08:30:00 | ES | Futures | 4561.91 | 4581.19 | 4561.91 | 4577.39 | 71009.0 |
| 2023-11-01 09:00:00 | ES | Futures | 4577.12 | 4589.06 | 4569.78 | 4585.26 | 62710.0 |
| 2023-11-01 09:30:00 | ES | Futures | 4585.53 | 4592.87 | 4579.02 | 4588.25 | 151037.0 |
| 2023-11-01 10:00:00 | ES | Futures | 4588.79 | 4610.52 | 4584.99 | 4606.72 | 194792.0 |
| 2023-11-01 10:30:00 | ES | Futures | 4606.99 | 4614.86 | 4605.63 | 4608.07 | 107529.0 |
| 2023-11-01 11:00:00 | ES | Futures | 4608.07 | 4611.88 | 4596.4 | 4598.57 | 91037.0 |
| 2023-11-01 11:30:00 | ES | Futures | 4598.57 | 4603.73 | 4596.67 | 4602.1 | 56830.0 |
| 2023-11-01 12:00:00 | ES | Futures | 4602.1 | 4602.37 | 4592.32 | 4594.5 | 61429.0 |
| 2023-11-01 12:30:00 | ES | Futures | 4594.22 | 4598.03 | 4586.35 | 4591.51 | 63432.0 |
| 2023-11-01 13:00:00 | ES | Futures | 4591.24 | 4598.84 | 4587.98 | 4592.05 | 56185.0 |
| 2023-11-01 13:30:00 | ES | Futures | 4592.05 | 4596.94 | 4587.16 | 4594.77 | 45644.0 |
| 2023-11-01 14:00:00 | ES | Futures | 4594.77 | 4605.09 | 4586.62 | 4598.57 | 108203.0 |
| 2023-11-01 14:30:00 | ES | Futures | 4598.84 | 4613.78 | 4584.18 | 4608.89 | 263119.0 |
| 2023-11-01 15:00:00 | ES | Futures | 4609.16 | 4630.88 | 4608.89 | 4625.18 | 191957.0 |
| 2023-11-01 15:30:00 | ES | Futures | 4625.18 | 4632.51 | 4621.38 | 4623.55 | 206846.0 |
| 2023-11-01 16:00:00 | ES | Futures | 4623.55 | 4624.91 | 4620.29 | 4621.92 | 54788.0 |
| 2023-11-01 16:30:00 | ES | Futures | 4621.92 | 4625.73 | 4621.65 | 4625.45 | 7658.0 |
| 2023-11-01 18:00:00 | ES | Futures | 4625.73 | 4628.71 | 4624.91 | 4625.45 | 4246.0 |
| 2023-11-01 18:30:00 | ES | Futures | 4625.45 | 4628.44 | 4625.18 | 4627.35 | 1919.0 |
| 2023-11-01 19:00:00 | ES | Futures | 4627.35 | 4635.23 | 4627.08 | 4632.24 | 6674.0 |
| 2023-11-01 19:30:00 | ES | Futures | 4632.24 | 4634.14 | 4630.88 | 4634.14 | 4853.0 |
| 2023-11-01 20:00:00 | ES | Futures | 4634.14 | 4634.69 | 4630.34 | 4630.61 | 5041.0 |
| 2023-11-01 20:30:00 | ES | Futures | 4630.88 | 4637.13 | 4630.07 | 4635.5 | 6296.0 |
| 2023-11-01 21:00:00 | ES | Futures | 4635.77 | 4638.22 | 4634.69 | 4637.4 | 6009.0 |
| 2023-11-01 21:30:00 | ES | Futures | 4637.4 | 4638.22 | 4635.5 | 4636.59 | 5931.0 |
| 2023-11-01 22:00:00 | ES | Futures | 4636.59 | 4636.86 | 4634.69 | 4634.96 | 3802.0 |
| 2023-11-01 22:30:00 | ES | Futures | 4634.96 | 4636.59 | 4634.96 | 4635.23 | 2262.0 |
| 2023-11-01 23:00:00 | ES | Futures | 4634.96 | 4636.04 | 4634.14 | 4634.96 | 2315.0 |
| 2023-11-01 23:30:00 | ES | Futures | 4635.23 | 4635.5 | 4633.87 | 4635.5 | 2168.0 |
| 2023-11-01 00:00:00 | NQ | Futures | 15897.56 | 15900.86 | 15893.44 | 15895.09 | 652.0 |
| 2023-11-01 00:30:00 | NQ | Futures | 15895.37 | 15904.43 | 15892.07 | 15900.31 | 792.0 |
| 2023-11-01 01:00:00 | NQ | Futures | 15900.31 | 15901.13 | 15890.97 | 15894.54 | 1235.0 |
| 2023-11-01 01:30:00 | NQ | Futures | 15894.27 | 15894.54 | 15879.98 | 15882.46 | 1275.0 |
> showing 50 of 4,029 rows — these rows as CSV