PREVIEW / futures_30min / 2024-01-05
file: by_date/futures_30min/2024/2024-01-05.parquet size: 96 KB rows: 3,162
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-05 00:00:00 | ES | Futures | 5083.88 | 5084.42 | 5081.2 | 5082.54 | 2251.0 |
| 2024-01-05 00:30:00 | ES | Futures | 5082.27 | 5083.35 | 5081.73 | 5082.0 | 1289.0 |
| 2024-01-05 01:00:00 | ES | Futures | 5081.73 | 5083.61 | 5079.59 | 5079.85 | 2810.0 |
| 2024-01-05 01:30:00 | ES | Futures | 5079.59 | 5079.85 | 5073.68 | 5076.9 | 6106.0 |
| 2024-01-05 02:00:00 | ES | Futures | 5076.9 | 5079.59 | 5075.56 | 5079.05 | 3770.0 |
| 2024-01-05 02:30:00 | ES | Futures | 5079.05 | 5079.85 | 5073.14 | 5073.95 | 4136.0 |
| 2024-01-05 03:00:00 | ES | Futures | 5074.21 | 5080.12 | 5073.68 | 5077.71 | 7895.0 |
| 2024-01-05 03:30:00 | ES | Futures | 5077.71 | 5078.78 | 5074.21 | 5074.48 | 7327.0 |
| 2024-01-05 04:00:00 | ES | Futures | 5074.48 | 5076.36 | 5069.38 | 5074.21 | 10584.0 |
| 2024-01-05 04:30:00 | ES | Futures | 5074.21 | 5074.48 | 5068.3 | 5069.11 | 8737.0 |
| 2024-01-05 05:00:00 | ES | Futures | 5069.11 | 5071.8 | 5067.5 | 5068.3 | 7756.0 |
| 2024-01-05 05:30:00 | ES | Futures | 5068.3 | 5069.38 | 5064.28 | 5069.38 | 8338.0 |
| 2024-01-05 06:00:00 | ES | Futures | 5069.11 | 5070.99 | 5064.54 | 5064.81 | 6271.0 |
| 2024-01-05 06:30:00 | ES | Futures | 5064.81 | 5068.04 | 5061.59 | 5068.04 | 10411.0 |
| 2024-01-05 07:00:00 | ES | Futures | 5068.04 | 5070.72 | 5065.62 | 5069.92 | 9798.0 |
| 2024-01-05 07:30:00 | ES | Futures | 5069.92 | 5071.53 | 5065.08 | 5067.23 | 11155.0 |
| 2024-01-05 08:00:00 | ES | Futures | 5066.96 | 5075.29 | 5063.2 | 5071.26 | 24317.0 |
| 2024-01-05 08:30:00 | ES | Futures | 5070.45 | 5073.41 | 5051.65 | 5070.72 | 123415.0 |
| 2024-01-05 09:00:00 | ES | Futures | 5070.72 | 5084.15 | 5070.18 | 5082.0 | 69088.0 |
| 2024-01-05 09:30:00 | ES | Futures | 5082.0 | 5094.09 | 5078.24 | 5088.99 | 175102.0 |
| 2024-01-05 10:00:00 | ES | Futures | 5089.25 | 5113.97 | 5088.99 | 5103.49 | 187998.0 |
| 2024-01-05 10:30:00 | ES | Futures | 5103.49 | 5113.16 | 5100.8 | 5110.74 | 88883.0 |
| 2024-01-05 11:00:00 | ES | Futures | 5111.01 | 5114.23 | 5098.92 | 5099.73 | 101691.0 |
| 2024-01-05 11:30:00 | ES | Futures | 5100.0 | 5102.68 | 5094.09 | 5095.97 | 66309.0 |
| 2024-01-05 12:00:00 | ES | Futures | 5095.7 | 5096.51 | 5079.05 | 5080.66 | 90916.0 |
| 2024-01-05 12:30:00 | ES | Futures | 5080.93 | 5086.57 | 5077.71 | 5082.54 | 61026.0 |
| 2024-01-05 13:00:00 | ES | Futures | 5082.27 | 5086.03 | 5072.87 | 5086.03 | 76328.0 |
| 2024-01-05 13:30:00 | ES | Futures | 5086.03 | 5095.16 | 5085.76 | 5091.4 | 63771.0 |
| 2024-01-05 14:00:00 | ES | Futures | 5091.67 | 5098.39 | 5088.18 | 5089.79 | 58467.0 |
| 2024-01-05 14:30:00 | ES | Futures | 5089.79 | 5093.01 | 5072.87 | 5074.75 | 80457.0 |
| 2024-01-05 15:00:00 | ES | Futures | 5074.75 | 5080.12 | 5071.26 | 5076.09 | 66907.0 |
| 2024-01-05 15:30:00 | ES | Futures | 5076.09 | 5091.4 | 5070.72 | 5087.64 | 151276.0 |
| 2024-01-05 16:00:00 | ES | Futures | 5087.64 | 5090.87 | 5086.3 | 5088.18 | 38795.0 |
| 2024-01-05 16:30:00 | ES | Futures | 5087.91 | 5088.18 | 5086.84 | 5087.64 | 5507.0 |
| 2024-01-05 00:00:00 | NQ | Futures | 17836.92 | 17839.36 | 17819.02 | 17824.45 | 2240.0 |
| 2024-01-05 00:30:00 | NQ | Futures | 17824.45 | 17829.06 | 17821.19 | 17822.01 | 1119.0 |
| 2024-01-05 01:00:00 | NQ | Futures | 17822.28 | 17828.51 | 17809.26 | 17813.33 | 2135.0 |
| 2024-01-05 01:30:00 | NQ | Futures | 17813.33 | 17813.33 | 17792.44 | 17804.11 | 3276.0 |
| 2024-01-05 02:00:00 | NQ | Futures | 17804.38 | 17815.5 | 17798.14 | 17811.97 | 2370.0 |
| 2024-01-05 02:30:00 | NQ | Futures | 17812.51 | 17813.33 | 17790.55 | 17792.17 | 2607.0 |
| 2024-01-05 03:00:00 | NQ | Futures | 17792.17 | 17833.13 | 17789.19 | 17822.28 | 4934.0 |
| 2024-01-05 03:30:00 | NQ | Futures | 17822.28 | 17823.09 | 17800.04 | 17801.12 | 3120.0 |
| 2024-01-05 04:00:00 | NQ | Futures | 17801.12 | 17813.33 | 17781.05 | 17806.28 | 5121.0 |
| 2024-01-05 04:30:00 | NQ | Futures | 17806.0 | 17807.63 | 17781.87 | 17787.83 | 2927.0 |
| 2024-01-05 05:00:00 | NQ | Futures | 17787.83 | 17796.24 | 17766.95 | 17772.38 | 3785.0 |
| 2024-01-05 05:30:00 | NQ | Futures | 17772.1 | 17778.61 | 17760.44 | 17775.36 | 3395.0 |
| 2024-01-05 06:00:00 | NQ | Futures | 17775.63 | 17785.66 | 17764.78 | 17765.87 | 2847.0 |
| 2024-01-05 06:30:00 | NQ | Futures | 17766.14 | 17779.97 | 17755.83 | 17778.88 | 3824.0 |
| 2024-01-05 07:00:00 | NQ | Futures | 17778.88 | 17790.82 | 17770.48 | 17787.29 | 3324.0 |
| 2024-01-05 07:30:00 | NQ | Futures | 17787.02 | 17794.61 | 17773.73 | 17782.68 | 3905.0 |
> showing 50 of 3,162 rows — these rows as CSV