PREVIEW / futures_30min / 2024-01-22
file: by_date/futures_30min/2024/2024-01-22.parquet size: 105 KB rows: 3,943
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-22 00:00:00 | ES | Futures | 5245.31 | 5245.57 | 5243.43 | 5243.69 | 2152.0 |
| 2024-01-22 00:30:00 | ES | Futures | 5243.43 | 5245.04 | 5241.55 | 5242.35 | 2760.0 |
| 2024-01-22 01:00:00 | ES | Futures | 5242.35 | 5245.04 | 5241.55 | 5242.62 | 4407.0 |
| 2024-01-22 01:30:00 | ES | Futures | 5242.62 | 5244.5 | 5241.55 | 5243.43 | 3555.0 |
| 2024-01-22 02:00:00 | ES | Futures | 5243.16 | 5245.57 | 5240.2 | 5244.77 | 6048.0 |
| 2024-01-22 02:30:00 | ES | Futures | 5244.77 | 5245.57 | 5242.35 | 5244.5 | 6415.0 |
| 2024-01-22 03:00:00 | ES | Futures | 5244.23 | 5247.72 | 5242.08 | 5245.04 | 13225.0 |
| 2024-01-22 03:30:00 | ES | Futures | 5245.31 | 5245.57 | 5241.55 | 5245.04 | 10584.0 |
| 2024-01-22 04:00:00 | ES | Futures | 5245.31 | 5246.65 | 5243.43 | 5245.04 | 9122.0 |
| 2024-01-22 04:30:00 | ES | Futures | 5245.31 | 5248.26 | 5244.77 | 5247.45 | 7783.0 |
| 2024-01-22 05:00:00 | ES | Futures | 5247.45 | 5249.87 | 5245.31 | 5246.92 | 7246.0 |
| 2024-01-22 05:30:00 | ES | Futures | 5246.92 | 5247.99 | 5245.57 | 5246.65 | 6520.0 |
| 2024-01-22 06:00:00 | ES | Futures | 5246.92 | 5249.33 | 5246.11 | 5248.53 | 6200.0 |
| 2024-01-22 06:30:00 | ES | Futures | 5248.53 | 5251.21 | 5247.19 | 5247.45 | 7794.0 |
| 2024-01-22 07:00:00 | ES | Futures | 5247.45 | 5253.36 | 5246.92 | 5252.56 | 11241.0 |
| 2024-01-22 07:30:00 | ES | Futures | 5252.56 | 5254.17 | 5250.68 | 5253.36 | 11684.0 |
| 2024-01-22 08:00:00 | ES | Futures | 5253.36 | 5253.63 | 5250.14 | 5253.09 | 12624.0 |
| 2024-01-22 08:30:00 | ES | Futures | 5253.09 | 5253.63 | 5246.65 | 5249.33 | 19058.0 |
| 2024-01-22 09:00:00 | ES | Futures | 5249.07 | 5251.21 | 5246.11 | 5249.07 | 24701.0 |
| 2024-01-22 09:30:00 | ES | Futures | 5249.07 | 5262.23 | 5248.26 | 5260.35 | 168757.0 |
| 2024-01-22 10:00:00 | ES | Futures | 5260.35 | 5262.5 | 5252.02 | 5253.36 | 137347.0 |
| 2024-01-22 10:30:00 | ES | Futures | 5253.63 | 5253.63 | 5242.08 | 5244.23 | 127966.0 |
| 2024-01-22 11:00:00 | ES | Futures | 5244.5 | 5250.68 | 5237.79 | 5249.87 | 75704.0 |
| 2024-01-22 11:30:00 | ES | Futures | 5250.14 | 5251.48 | 5243.69 | 5249.6 | 51940.0 |
| 2024-01-22 12:00:00 | ES | Futures | 5249.87 | 5250.95 | 5241.01 | 5248.26 | 48003.0 |
| 2024-01-22 12:30:00 | ES | Futures | 5248.53 | 5249.6 | 5243.96 | 5246.38 | 35331.0 |
| 2024-01-22 13:00:00 | ES | Futures | 5246.65 | 5246.92 | 5235.91 | 5236.98 | 46875.0 |
| 2024-01-22 13:30:00 | ES | Futures | 5237.25 | 5249.07 | 5236.71 | 5247.45 | 49431.0 |
| 2024-01-22 14:00:00 | ES | Futures | 5247.45 | 5249.33 | 5238.59 | 5245.04 | 44209.0 |
| 2024-01-22 14:30:00 | ES | Futures | 5244.77 | 5246.65 | 5241.01 | 5245.31 | 37540.0 |
| 2024-01-22 15:00:00 | ES | Futures | 5245.31 | 5251.48 | 5241.81 | 5250.41 | 45542.0 |
| 2024-01-22 15:30:00 | ES | Futures | 5250.41 | 5251.48 | 5242.62 | 5244.77 | 116553.0 |
| 2024-01-22 16:00:00 | ES | Futures | 5244.5 | 5245.57 | 5242.08 | 5243.69 | 43038.0 |
| 2024-01-22 16:30:00 | ES | Futures | 5243.96 | 5244.5 | 5243.43 | 5243.69 | 3482.0 |
| 2024-01-22 18:00:00 | ES | Futures | 5244.77 | 5245.04 | 5241.81 | 5244.23 | 2996.0 |
| 2024-01-22 18:30:00 | ES | Futures | 5243.96 | 5245.84 | 5243.96 | 5244.23 | 2270.0 |
| 2024-01-22 19:00:00 | ES | Futures | 5244.23 | 5246.11 | 5243.16 | 5243.96 | 3398.0 |
| 2024-01-22 19:30:00 | ES | Futures | 5244.23 | 5245.57 | 5243.69 | 5244.77 | 1805.0 |
| 2024-01-22 20:00:00 | ES | Futures | 5244.77 | 5245.04 | 5242.08 | 5243.43 | 3121.0 |
| 2024-01-22 20:30:00 | ES | Futures | 5243.43 | 5247.99 | 5241.81 | 5246.38 | 7927.0 |
| 2024-01-22 21:00:00 | ES | Futures | 5246.11 | 5248.26 | 5244.77 | 5247.72 | 5151.0 |
| 2024-01-22 21:30:00 | ES | Futures | 5247.72 | 5248.26 | 5243.96 | 5244.23 | 2480.0 |
| 2024-01-22 22:00:00 | ES | Futures | 5244.23 | 5246.65 | 5243.16 | 5245.84 | 3130.0 |
| 2024-01-22 22:30:00 | ES | Futures | 5246.11 | 5246.65 | 5242.89 | 5242.89 | 2902.0 |
| 2024-01-22 23:00:00 | ES | Futures | 5243.16 | 5246.38 | 5243.16 | 5245.84 | 1950.0 |
| 2024-01-22 23:30:00 | ES | Futures | 5245.84 | 5245.84 | 5244.5 | 5244.77 | 964.0 |
| 2024-01-22 00:00:00 | NQ | Futures | 19041.08 | 19043.52 | 19033.21 | 19033.48 | 1308.0 |
| 2024-01-22 00:30:00 | NQ | Futures | 19034.02 | 19038.36 | 19016.94 | 19022.9 | 2218.0 |
| 2024-01-22 01:00:00 | NQ | Futures | 19022.9 | 19038.36 | 19021.28 | 19024.8 | 2563.0 |
| 2024-01-22 01:30:00 | NQ | Futures | 19025.35 | 19037.01 | 19021.01 | 19031.31 | 2075.0 |
> showing 50 of 3,943 rows — these rows as CSV