PREVIEW / futures_30min / 2024-01-16
file: by_date/futures_30min/2024/2024-01-16.parquet size: 114 KB rows: 3,968
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-16 00:00:00 | ES | Futures | 5157.48 | 5157.75 | 5156.13 | 5156.67 | 1455.0 |
| 2024-01-16 00:30:00 | ES | Futures | 5156.67 | 5157.48 | 5153.72 | 5153.99 | 2245.0 |
| 2024-01-16 01:00:00 | ES | Futures | 5153.99 | 5154.79 | 5150.76 | 5154.52 | 6335.0 |
| 2024-01-16 01:30:00 | ES | Futures | 5154.52 | 5154.79 | 5151.84 | 5154.79 | 3456.0 |
| 2024-01-16 02:00:00 | ES | Futures | 5154.52 | 5155.87 | 5151.03 | 5153.18 | 5050.0 |
| 2024-01-16 02:30:00 | ES | Futures | 5153.18 | 5157.21 | 5152.64 | 5154.25 | 4078.0 |
| 2024-01-16 03:00:00 | ES | Futures | 5153.99 | 5153.99 | 5141.9 | 5144.05 | 26187.0 |
| 2024-01-16 03:30:00 | ES | Futures | 5144.05 | 5149.96 | 5143.24 | 5147.27 | 10547.0 |
| 2024-01-16 04:00:00 | ES | Futures | 5147.0 | 5151.03 | 5144.85 | 5145.39 | 11061.0 |
| 2024-01-16 04:30:00 | ES | Futures | 5145.39 | 5150.49 | 5144.58 | 5148.08 | 6834.0 |
| 2024-01-16 05:00:00 | ES | Futures | 5148.08 | 5148.88 | 5142.7 | 5143.24 | 7261.0 |
| 2024-01-16 05:30:00 | ES | Futures | 5143.24 | 5147.0 | 5141.09 | 5144.32 | 6906.0 |
| 2024-01-16 06:00:00 | ES | Futures | 5144.32 | 5148.61 | 5143.78 | 5148.08 | 5764.0 |
| 2024-01-16 06:30:00 | ES | Futures | 5148.34 | 5155.6 | 5146.46 | 5153.99 | 9781.0 |
| 2024-01-16 07:00:00 | ES | Futures | 5153.99 | 5155.6 | 5149.96 | 5155.06 | 12694.0 |
| 2024-01-16 07:30:00 | ES | Futures | 5155.06 | 5162.04 | 5153.18 | 5160.16 | 16935.0 |
| 2024-01-16 08:00:00 | ES | Futures | 5160.16 | 5160.97 | 5149.69 | 5153.72 | 16371.0 |
| 2024-01-16 08:30:00 | ES | Futures | 5153.72 | 5162.31 | 5150.49 | 5151.84 | 29831.0 |
| 2024-01-16 09:00:00 | ES | Futures | 5151.84 | 5159.63 | 5149.42 | 5159.09 | 24878.0 |
| 2024-01-16 09:30:00 | ES | Futures | 5159.09 | 5162.85 | 5139.21 | 5150.49 | 186180.0 |
| 2024-01-16 10:00:00 | ES | Futures | 5150.22 | 5169.83 | 5146.73 | 5165.8 | 160786.0 |
| 2024-01-16 10:30:00 | ES | Futures | 5166.07 | 5173.05 | 5162.58 | 5168.76 | 99989.0 |
| 2024-01-16 11:00:00 | ES | Futures | 5169.03 | 5173.86 | 5151.84 | 5165.8 | 242895.0 |
| 2024-01-16 11:30:00 | ES | Futures | 5166.07 | 5171.98 | 5156.4 | 5158.82 | 78080.0 |
| 2024-01-16 12:00:00 | ES | Futures | 5158.82 | 5160.43 | 5149.15 | 5149.96 | 81451.0 |
| 2024-01-16 12:30:00 | ES | Futures | 5149.96 | 5152.64 | 5144.05 | 5144.58 | 82576.0 |
| 2024-01-16 13:00:00 | ES | Futures | 5144.58 | 5158.28 | 5142.97 | 5156.13 | 71173.0 |
| 2024-01-16 13:30:00 | ES | Futures | 5156.13 | 5158.28 | 5142.7 | 5145.66 | 58538.0 |
| 2024-01-16 14:00:00 | ES | Futures | 5145.93 | 5147.27 | 5134.92 | 5140.82 | 69038.0 |
| 2024-01-16 14:30:00 | ES | Futures | 5140.56 | 5149.15 | 5138.14 | 5148.34 | 55356.0 |
| 2024-01-16 15:00:00 | ES | Futures | 5148.08 | 5150.76 | 5144.58 | 5145.66 | 48574.0 |
| 2024-01-16 15:30:00 | ES | Futures | 5145.66 | 5156.67 | 5142.7 | 5155.33 | 131799.0 |
| 2024-01-16 16:00:00 | ES | Futures | 5155.33 | 5157.48 | 5154.25 | 5156.94 | 47103.0 |
| 2024-01-16 16:30:00 | ES | Futures | 5156.67 | 5157.75 | 5155.33 | 5155.87 | 6857.0 |
| 2024-01-16 18:00:00 | ES | Futures | 5156.67 | 5157.48 | 5154.79 | 5156.94 | 3079.0 |
| 2024-01-16 18:30:00 | ES | Futures | 5156.67 | 5157.75 | 5154.25 | 5157.21 | 3131.0 |
| 2024-01-16 19:00:00 | ES | Futures | 5156.94 | 5157.21 | 5152.64 | 5153.99 | 4741.0 |
| 2024-01-16 19:30:00 | ES | Futures | 5153.99 | 5154.25 | 5151.3 | 5152.91 | 3216.0 |
| 2024-01-16 20:00:00 | ES | Futures | 5152.91 | 5153.45 | 5151.03 | 5152.64 | 3151.0 |
| 2024-01-16 20:30:00 | ES | Futures | 5152.37 | 5153.18 | 5148.88 | 5151.03 | 3877.0 |
| 2024-01-16 21:00:00 | ES | Futures | 5151.03 | 5151.57 | 5147.27 | 5148.88 | 4333.0 |
| 2024-01-16 21:30:00 | ES | Futures | 5148.61 | 5148.88 | 5146.2 | 5146.46 | 2442.0 |
| 2024-01-16 22:00:00 | ES | Futures | 5146.46 | 5147.0 | 5144.32 | 5144.85 | 3675.0 |
| 2024-01-16 22:30:00 | ES | Futures | 5144.85 | 5146.2 | 5141.36 | 5141.63 | 5399.0 |
| 2024-01-16 23:00:00 | ES | Futures | 5141.63 | 5145.39 | 5141.63 | 5144.58 | 3729.0 |
| 2024-01-16 23:30:00 | ES | Futures | 5144.58 | 5147.0 | 5144.05 | 5145.93 | 2215.0 |
| 2024-01-16 00:00:00 | NQ | Futures | 18327.8 | 18329.16 | 18322.11 | 18325.63 | 959.0 |
| 2024-01-16 00:30:00 | NQ | Futures | 18325.63 | 18327.26 | 18306.11 | 18309.36 | 2169.0 |
| 2024-01-16 01:00:00 | NQ | Futures | 18308.55 | 18310.18 | 18296.62 | 18309.9 | 3222.0 |
| 2024-01-16 01:30:00 | NQ | Futures | 18309.63 | 18314.79 | 18302.04 | 18312.89 | 1793.0 |
> showing 50 of 3,968 rows — these rows as CSV