PREVIEW / futures_30min / 2024-01-15
file: by_date/futures_30min/2024/2024-01-15.parquet size: 89 KB rows: 3,158
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-15 00:00:00 | ES | Futures | 5176.82 | 5176.82 | 5173.32 | 5174.4 | 1868.0 |
| 2024-01-15 00:30:00 | ES | Futures | 5174.4 | 5174.67 | 5173.32 | 5174.13 | 1012.0 |
| 2024-01-15 01:00:00 | ES | Futures | 5174.13 | 5178.16 | 5174.13 | 5177.62 | 2217.0 |
| 2024-01-15 01:30:00 | ES | Futures | 5177.62 | 5179.5 | 5176.82 | 5179.23 | 2625.0 |
| 2024-01-15 02:00:00 | ES | Futures | 5179.23 | 5181.65 | 5178.16 | 5178.43 | 4123.0 |
| 2024-01-15 02:30:00 | ES | Futures | 5178.43 | 5178.7 | 5174.94 | 5175.2 | 3434.0 |
| 2024-01-15 03:00:00 | ES | Futures | 5175.2 | 5180.04 | 5174.4 | 5178.7 | 6390.0 |
| 2024-01-15 03:30:00 | ES | Futures | 5178.43 | 5178.43 | 5168.22 | 5168.22 | 7972.0 |
| 2024-01-15 04:00:00 | ES | Futures | 5168.49 | 5176.01 | 5165.27 | 5175.74 | 7783.0 |
| 2024-01-15 04:30:00 | ES | Futures | 5175.47 | 5176.01 | 5167.15 | 5169.83 | 4720.0 |
| 2024-01-15 05:00:00 | ES | Futures | 5170.1 | 5172.52 | 5167.15 | 5169.56 | 3812.0 |
| 2024-01-15 05:30:00 | ES | Futures | 5169.29 | 5171.44 | 5167.15 | 5170.91 | 3866.0 |
| 2024-01-15 06:00:00 | ES | Futures | 5171.17 | 5171.17 | 5166.34 | 5167.68 | 3564.0 |
| 2024-01-15 06:30:00 | ES | Futures | 5167.41 | 5170.91 | 5166.07 | 5168.76 | 4777.0 |
| 2024-01-15 07:00:00 | ES | Futures | 5168.76 | 5171.44 | 5166.61 | 5170.1 | 4836.0 |
| 2024-01-15 07:30:00 | ES | Futures | 5170.1 | 5170.91 | 5167.15 | 5167.41 | 3561.0 |
| 2024-01-15 08:00:00 | ES | Futures | 5167.41 | 5170.1 | 5164.19 | 5169.03 | 6933.0 |
| 2024-01-15 08:30:00 | ES | Futures | 5169.03 | 5169.83 | 5166.88 | 5167.68 | 3560.0 |
| 2024-01-15 09:00:00 | ES | Futures | 5167.68 | 5170.1 | 5165.0 | 5169.56 | 6759.0 |
| 2024-01-15 09:30:00 | ES | Futures | 5169.29 | 5170.64 | 5166.61 | 5168.76 | 11186.0 |
| 2024-01-15 10:00:00 | ES | Futures | 5169.03 | 5170.37 | 5168.22 | 5170.37 | 7538.0 |
| 2024-01-15 10:30:00 | ES | Futures | 5170.37 | 5171.44 | 5169.56 | 5171.17 | 6188.0 |
| 2024-01-15 11:00:00 | ES | Futures | 5171.17 | 5171.44 | 5168.76 | 5170.37 | 4715.0 |
| 2024-01-15 11:30:00 | ES | Futures | 5170.64 | 5171.44 | 5168.22 | 5168.76 | 3252.0 |
| 2024-01-15 12:00:00 | ES | Futures | 5168.76 | 5171.17 | 5167.95 | 5170.91 | 3046.0 |
| 2024-01-15 12:30:00 | ES | Futures | 5171.17 | 5171.44 | 5169.83 | 5171.44 | 2654.0 |
| 2024-01-15 18:00:00 | ES | Futures | 5169.29 | 5171.44 | 5167.41 | 5168.22 | 4275.0 |
| 2024-01-15 18:30:00 | ES | Futures | 5168.22 | 5168.49 | 5165.53 | 5166.07 | 3616.0 |
| 2024-01-15 19:00:00 | ES | Futures | 5166.07 | 5166.07 | 5160.7 | 5162.04 | 6479.0 |
| 2024-01-15 19:30:00 | ES | Futures | 5161.77 | 5162.31 | 5155.6 | 5156.13 | 6508.0 |
| 2024-01-15 20:00:00 | ES | Futures | 5155.87 | 5159.63 | 5153.72 | 5159.63 | 7131.0 |
| 2024-01-15 20:30:00 | ES | Futures | 5159.63 | 5162.58 | 5159.09 | 5160.43 | 4250.0 |
| 2024-01-15 21:00:00 | ES | Futures | 5160.43 | 5162.85 | 5158.01 | 5161.24 | 3811.0 |
| 2024-01-15 21:30:00 | ES | Futures | 5160.97 | 5161.24 | 5158.28 | 5159.63 | 2536.0 |
| 2024-01-15 22:00:00 | ES | Futures | 5159.89 | 5159.89 | 5155.87 | 5156.13 | 2806.0 |
| 2024-01-15 22:30:00 | ES | Futures | 5156.13 | 5158.55 | 5155.33 | 5157.48 | 2975.0 |
| 2024-01-15 23:00:00 | ES | Futures | 5157.48 | 5158.55 | 5156.4 | 5156.94 | 1435.0 |
| 2024-01-15 23:30:00 | ES | Futures | 5156.94 | 5157.75 | 5155.33 | 5157.48 | 1949.0 |
| 2024-01-15 00:00:00 | NQ | Futures | 18432.76 | 18432.76 | 18422.18 | 18425.98 | 1101.0 |
| 2024-01-15 00:30:00 | NQ | Futures | 18425.98 | 18426.79 | 18420.56 | 18423.81 | 739.0 |
| 2024-01-15 01:00:00 | NQ | Futures | 18423.27 | 18446.86 | 18423.0 | 18445.24 | 2138.0 |
| 2024-01-15 01:30:00 | NQ | Futures | 18444.97 | 18456.36 | 18442.25 | 18451.2 | 1646.0 |
| 2024-01-15 02:00:00 | NQ | Futures | 18451.47 | 18468.29 | 18446.32 | 18446.86 | 2877.0 |
| 2024-01-15 02:30:00 | NQ | Futures | 18447.41 | 18448.76 | 18436.56 | 18439.54 | 2429.0 |
| 2024-01-15 03:00:00 | NQ | Futures | 18439.54 | 18465.85 | 18434.39 | 18454.19 | 3291.0 |
| 2024-01-15 03:30:00 | NQ | Futures | 18453.91 | 18454.73 | 18407.0 | 18407.27 | 4609.0 |
| 2024-01-15 04:00:00 | NQ | Futures | 18407.81 | 18425.44 | 18392.35 | 18423.81 | 4204.0 |
| 2024-01-15 04:30:00 | NQ | Futures | 18422.73 | 18425.44 | 18392.35 | 18400.49 | 2900.0 |
| 2024-01-15 05:00:00 | NQ | Futures | 18400.76 | 18414.05 | 18394.25 | 18405.1 | 2242.0 |
| 2024-01-15 05:30:00 | NQ | Futures | 18404.56 | 18412.15 | 18396.96 | 18408.62 | 1490.0 |
> showing 50 of 3,158 rows — these rows as CSV