PREVIEW / futures_30min / 2024-01-04
file: by_date/futures_30min/2024/2024-01-04.parquet size: 110 KB rows: 3,964
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-04 00:00:00 | ES | Futures | 5102.95 | 5103.22 | 5101.61 | 5101.61 | 2253.0 |
| 2024-01-04 00:30:00 | ES | Futures | 5101.61 | 5102.15 | 5101.07 | 5101.34 | 1796.0 |
| 2024-01-04 01:00:00 | ES | Futures | 5101.34 | 5105.37 | 5101.34 | 5105.1 | 2047.0 |
| 2024-01-04 01:30:00 | ES | Futures | 5105.1 | 5107.25 | 5104.3 | 5106.71 | 3494.0 |
| 2024-01-04 02:00:00 | ES | Futures | 5106.98 | 5109.4 | 5106.44 | 5109.4 | 3719.0 |
| 2024-01-04 02:30:00 | ES | Futures | 5109.4 | 5109.67 | 5105.1 | 5106.18 | 4267.0 |
| 2024-01-04 03:00:00 | ES | Futures | 5106.18 | 5109.94 | 5105.64 | 5106.71 | 9861.0 |
| 2024-01-04 03:30:00 | ES | Futures | 5106.71 | 5110.74 | 5103.22 | 5103.76 | 9691.0 |
| 2024-01-04 04:00:00 | ES | Futures | 5103.76 | 5108.06 | 5101.88 | 5106.71 | 7564.0 |
| 2024-01-04 04:30:00 | ES | Futures | 5106.71 | 5108.32 | 5104.83 | 5107.79 | 4795.0 |
| 2024-01-04 05:00:00 | ES | Futures | 5107.52 | 5108.59 | 5102.68 | 5106.44 | 6263.0 |
| 2024-01-04 05:30:00 | ES | Futures | 5106.44 | 5106.98 | 5102.15 | 5105.1 | 4763.0 |
| 2024-01-04 06:00:00 | ES | Futures | 5104.83 | 5108.59 | 5104.03 | 5107.52 | 5375.0 |
| 2024-01-04 06:30:00 | ES | Futures | 5107.52 | 5107.52 | 5099.19 | 5100.27 | 10167.0 |
| 2024-01-04 07:00:00 | ES | Futures | 5100.27 | 5104.56 | 5095.97 | 5104.03 | 14792.0 |
| 2024-01-04 07:30:00 | ES | Futures | 5104.03 | 5108.06 | 5102.95 | 5103.76 | 11077.0 |
| 2024-01-04 08:00:00 | ES | Futures | 5103.76 | 5104.56 | 5099.46 | 5102.95 | 20460.0 |
| 2024-01-04 08:30:00 | ES | Futures | 5102.95 | 5103.22 | 5094.36 | 5095.7 | 34763.0 |
| 2024-01-04 09:00:00 | ES | Futures | 5095.7 | 5099.46 | 5089.25 | 5091.94 | 34747.0 |
| 2024-01-04 09:30:00 | ES | Futures | 5091.94 | 5102.68 | 5090.06 | 5098.66 | 148030.0 |
| 2024-01-04 10:00:00 | ES | Futures | 5098.66 | 5112.35 | 5096.24 | 5108.06 | 119264.0 |
| 2024-01-04 10:30:00 | ES | Futures | 5107.79 | 5113.16 | 5106.44 | 5109.13 | 68396.0 |
| 2024-01-04 11:00:00 | ES | Futures | 5108.86 | 5120.95 | 5108.86 | 5117.73 | 71907.0 |
| 2024-01-04 11:30:00 | ES | Futures | 5117.46 | 5119.34 | 5104.3 | 5107.25 | 82542.0 |
| 2024-01-04 12:00:00 | ES | Futures | 5107.25 | 5108.59 | 5102.15 | 5106.18 | 51398.0 |
| 2024-01-04 12:30:00 | ES | Futures | 5106.18 | 5106.18 | 5095.7 | 5100.8 | 56232.0 |
| 2024-01-04 13:00:00 | ES | Futures | 5100.54 | 5103.76 | 5099.19 | 5102.95 | 33468.0 |
| 2024-01-04 13:30:00 | ES | Futures | 5102.95 | 5104.3 | 5098.92 | 5100.27 | 36375.0 |
| 2024-01-04 14:00:00 | ES | Futures | 5100.27 | 5102.95 | 5093.82 | 5094.9 | 52410.0 |
| 2024-01-04 14:30:00 | ES | Futures | 5094.63 | 5099.46 | 5090.33 | 5095.97 | 57045.0 |
| 2024-01-04 15:00:00 | ES | Futures | 5095.97 | 5100.0 | 5089.25 | 5091.4 | 67876.0 |
| 2024-01-04 15:30:00 | ES | Futures | 5091.67 | 5096.24 | 5078.51 | 5081.47 | 174878.0 |
| 2024-01-04 16:00:00 | ES | Futures | 5081.73 | 5085.49 | 5079.05 | 5083.88 | 51305.0 |
| 2024-01-04 16:30:00 | ES | Futures | 5083.88 | 5085.23 | 5083.08 | 5084.15 | 5742.0 |
| 2024-01-04 18:00:00 | ES | Futures | 5084.69 | 5088.72 | 5084.42 | 5087.11 | 4006.0 |
| 2024-01-04 18:30:00 | ES | Futures | 5087.11 | 5088.45 | 5085.76 | 5086.03 | 1572.0 |
| 2024-01-04 19:00:00 | ES | Futures | 5086.03 | 5087.64 | 5084.96 | 5086.57 | 2466.0 |
| 2024-01-04 19:30:00 | ES | Futures | 5086.57 | 5088.18 | 5086.03 | 5086.03 | 1673.0 |
| 2024-01-04 20:00:00 | ES | Futures | 5086.3 | 5088.45 | 5084.96 | 5086.57 | 3124.0 |
| 2024-01-04 20:30:00 | ES | Futures | 5086.3 | 5088.72 | 5084.96 | 5087.37 | 2684.0 |
| 2024-01-04 21:00:00 | ES | Futures | 5087.37 | 5087.37 | 5085.49 | 5086.57 | 1598.0 |
| 2024-01-04 21:30:00 | ES | Futures | 5086.57 | 5086.84 | 5084.42 | 5084.96 | 1660.0 |
| 2024-01-04 22:00:00 | ES | Futures | 5085.23 | 5086.3 | 5084.96 | 5086.03 | 900.0 |
| 2024-01-04 22:30:00 | ES | Futures | 5086.03 | 5086.03 | 5083.88 | 5084.42 | 1220.0 |
| 2024-01-04 23:00:00 | ES | Futures | 5084.15 | 5087.11 | 5084.15 | 5087.11 | 2674.0 |
| 2024-01-04 23:30:00 | ES | Futures | 5086.84 | 5087.11 | 5083.35 | 5083.88 | 1396.0 |
| 2024-01-04 00:00:00 | NQ | Futures | 17952.73 | 17956.25 | 17947.85 | 17948.66 | 1087.0 |
| 2024-01-04 00:30:00 | NQ | Futures | 17948.93 | 17951.64 | 17945.95 | 17947.03 | 969.0 |
| 2024-01-04 01:00:00 | NQ | Futures | 17947.03 | 17958.42 | 17942.42 | 17957.61 | 1567.0 |
| 2024-01-04 01:30:00 | NQ | Futures | 17957.61 | 17976.05 | 17957.34 | 17974.69 | 2341.0 |
> showing 50 of 3,964 rows — these rows as CSV