PREVIEW / futures_30min / 2023-11-15
file: by_date/futures_30min/2023/2023-11-15.parquet size: 114 KB rows: 4,014
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 |
|---|---|---|---|---|---|---|---|
| 2023-11-15 00:00:00 | ES | Futures | 4910.59 | 4915.21 | 4910.32 | 4914.93 | 3926.0 |
| 2023-11-15 00:30:00 | ES | Futures | 4914.66 | 4915.48 | 4912.49 | 4913.31 | 4015.0 |
| 2023-11-15 01:00:00 | ES | Futures | 4913.03 | 4913.03 | 4911.68 | 4913.03 | 2977.0 |
| 2023-11-15 01:30:00 | ES | Futures | 4912.76 | 4916.29 | 4911.95 | 4914.12 | 5997.0 |
| 2023-11-15 02:00:00 | ES | Futures | 4914.12 | 4915.21 | 4908.15 | 4909.5 | 8574.0 |
| 2023-11-15 02:30:00 | ES | Futures | 4909.78 | 4911.13 | 4908.42 | 4909.23 | 5534.0 |
| 2023-11-15 03:00:00 | ES | Futures | 4909.23 | 4914.66 | 4908.96 | 4913.03 | 14126.0 |
| 2023-11-15 03:30:00 | ES | Futures | 4913.03 | 4920.09 | 4912.49 | 4919.28 | 11567.0 |
| 2023-11-15 04:00:00 | ES | Futures | 4919.28 | 4919.82 | 4910.86 | 4911.95 | 12533.0 |
| 2023-11-15 04:30:00 | ES | Futures | 4911.95 | 4912.49 | 4908.42 | 4910.59 | 7157.0 |
| 2023-11-15 05:00:00 | ES | Futures | 4910.32 | 4914.93 | 4909.5 | 4914.66 | 7311.0 |
| 2023-11-15 05:30:00 | ES | Futures | 4914.66 | 4919.82 | 4914.39 | 4918.47 | 9359.0 |
| 2023-11-15 06:00:00 | ES | Futures | 4918.47 | 4918.74 | 4914.12 | 4916.84 | 7089.0 |
| 2023-11-15 06:30:00 | ES | Futures | 4916.56 | 4921.45 | 4916.02 | 4920.91 | 9302.0 |
| 2023-11-15 07:00:00 | ES | Futures | 4920.91 | 4924.71 | 4917.92 | 4921.18 | 13693.0 |
| 2023-11-15 07:30:00 | ES | Futures | 4920.91 | 4924.44 | 4919.28 | 4923.9 | 9866.0 |
| 2023-11-15 08:00:00 | ES | Futures | 4923.62 | 4924.71 | 4920.91 | 4923.08 | 16007.0 |
| 2023-11-15 08:30:00 | ES | Futures | 4922.27 | 4932.86 | 4909.23 | 4916.02 | 70406.0 |
| 2023-11-15 09:00:00 | ES | Futures | 4916.29 | 4917.11 | 4908.15 | 4913.85 | 38959.0 |
| 2023-11-15 09:30:00 | ES | Futures | 4913.85 | 4921.18 | 4906.24 | 4911.68 | 168983.0 |
| 2023-11-15 10:00:00 | ES | Futures | 4911.95 | 4926.34 | 4910.05 | 4920.37 | 108984.0 |
| 2023-11-15 10:30:00 | ES | Futures | 4920.64 | 4927.97 | 4917.65 | 4924.71 | 76404.0 |
| 2023-11-15 11:00:00 | ES | Futures | 4924.98 | 4927.97 | 4919.01 | 4921.72 | 76136.0 |
| 2023-11-15 11:30:00 | ES | Futures | 4921.72 | 4921.72 | 4908.96 | 4911.13 | 102174.0 |
| 2023-11-15 12:00:00 | ES | Futures | 4911.13 | 4914.66 | 4907.87 | 4914.66 | 67717.0 |
| 2023-11-15 12:30:00 | ES | Futures | 4914.66 | 4916.84 | 4909.23 | 4910.05 | 46151.0 |
| 2023-11-15 13:00:00 | ES | Futures | 4910.05 | 4911.13 | 4899.73 | 4909.78 | 95575.0 |
| 2023-11-15 13:30:00 | ES | Futures | 4910.05 | 4916.02 | 4908.15 | 4915.48 | 53337.0 |
| 2023-11-15 14:00:00 | ES | Futures | 4915.48 | 4917.92 | 4908.42 | 4917.65 | 62306.0 |
| 2023-11-15 14:30:00 | ES | Futures | 4917.65 | 4920.09 | 4911.68 | 4915.48 | 51143.0 |
| 2023-11-15 15:00:00 | ES | Futures | 4915.21 | 4917.11 | 4909.78 | 4913.31 | 61094.0 |
| 2023-11-15 15:30:00 | ES | Futures | 4913.58 | 4916.84 | 4904.07 | 4909.23 | 170354.0 |
| 2023-11-15 16:00:00 | ES | Futures | 4909.23 | 4909.23 | 4901.09 | 4902.17 | 58528.0 |
| 2023-11-15 16:30:00 | ES | Futures | 4902.17 | 4903.53 | 4901.63 | 4903.26 | 6961.0 |
| 2023-11-15 18:00:00 | ES | Futures | 4903.53 | 4905.43 | 4902.44 | 4904.89 | 3458.0 |
| 2023-11-15 18:30:00 | ES | Futures | 4904.89 | 4906.24 | 4904.07 | 4905.97 | 1871.0 |
| 2023-11-15 19:00:00 | ES | Futures | 4905.97 | 4909.78 | 4905.16 | 4907.87 | 5108.0 |
| 2023-11-15 19:30:00 | ES | Futures | 4907.87 | 4909.23 | 4906.24 | 4908.15 | 2710.0 |
| 2023-11-15 20:00:00 | ES | Futures | 4908.15 | 4908.42 | 4904.07 | 4905.16 | 4838.0 |
| 2023-11-15 20:30:00 | ES | Futures | 4905.16 | 4905.97 | 4898.1 | 4898.37 | 6851.0 |
| 2023-11-15 21:00:00 | ES | Futures | 4898.64 | 4901.36 | 4895.65 | 4898.1 | 7569.0 |
| 2023-11-15 21:30:00 | ES | Futures | 4897.83 | 4899.18 | 4896.2 | 4897.83 | 5307.0 |
| 2023-11-15 22:00:00 | ES | Futures | 4897.83 | 4900.81 | 4897.56 | 4900.0 | 2543.0 |
| 2023-11-15 22:30:00 | ES | Futures | 4900.0 | 4900.81 | 4897.28 | 4897.83 | 2737.0 |
| 2023-11-15 23:00:00 | ES | Futures | 4898.1 | 4900.81 | 4897.83 | 4900.0 | 2908.0 |
| 2023-11-15 23:30:00 | ES | Futures | 4900.0 | 4902.44 | 4899.18 | 4901.63 | 2098.0 |
| 2023-11-15 00:00:00 | NQ | Futures | 17492.26 | 17510.39 | 17488.97 | 17507.64 | 2485.0 |
| 2023-11-15 00:30:00 | NQ | Futures | 17507.64 | 17510.12 | 17495.83 | 17498.58 | 2224.0 |
| 2023-11-15 01:00:00 | NQ | Futures | 17498.31 | 17498.58 | 17491.44 | 17497.48 | 1693.0 |
| 2023-11-15 01:30:00 | NQ | Futures | 17497.76 | 17512.59 | 17494.46 | 17502.43 | 3320.0 |
> showing 50 of 4,014 rows — these rows as CSV