PREVIEW / futures_30min / 2024-01-31
file: by_date/futures_30min/2024/2024-01-31.parquet size: 117 KB rows: 4,061
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 |
|---|---|---|---|---|---|---|---|
| 2024-01-31 00:00:00 | ES | Futures | 5299.02 | 5299.56 | 5298.76 | 5299.02 | 1524.0 |
| 2024-01-31 00:30:00 | ES | Futures | 5299.02 | 5299.02 | 5296.88 | 5297.14 | 1974.0 |
| 2024-01-31 01:00:00 | ES | Futures | 5297.41 | 5299.02 | 5297.14 | 5297.41 | 2146.0 |
| 2024-01-31 01:30:00 | ES | Futures | 5297.41 | 5297.68 | 5294.73 | 5295.0 | 2430.0 |
| 2024-01-31 02:00:00 | ES | Futures | 5294.73 | 5299.83 | 5293.65 | 5299.56 | 3717.0 |
| 2024-01-31 02:30:00 | ES | Futures | 5299.56 | 5302.25 | 5298.76 | 5300.9 | 4550.0 |
| 2024-01-31 03:00:00 | ES | Futures | 5300.9 | 5305.2 | 5300.37 | 5303.86 | 7276.0 |
| 2024-01-31 03:30:00 | ES | Futures | 5304.13 | 5305.2 | 5300.9 | 5301.44 | 5892.0 |
| 2024-01-31 04:00:00 | ES | Futures | 5301.44 | 5301.98 | 5291.23 | 5291.5 | 13853.0 |
| 2024-01-31 04:30:00 | ES | Futures | 5291.5 | 5295.0 | 5289.35 | 5291.77 | 11323.0 |
| 2024-01-31 05:00:00 | ES | Futures | 5291.77 | 5292.85 | 5289.89 | 5291.23 | 5912.0 |
| 2024-01-31 05:30:00 | ES | Futures | 5290.97 | 5292.04 | 5289.35 | 5290.43 | 4958.0 |
| 2024-01-31 06:00:00 | ES | Futures | 5290.43 | 5295.8 | 5289.09 | 5293.92 | 9741.0 |
| 2024-01-31 06:30:00 | ES | Futures | 5293.92 | 5294.73 | 5292.04 | 5293.92 | 5953.0 |
| 2024-01-31 07:00:00 | ES | Futures | 5294.19 | 5295.8 | 5291.23 | 5292.85 | 8041.0 |
| 2024-01-31 07:30:00 | ES | Futures | 5293.11 | 5297.68 | 5290.7 | 5297.41 | 12425.0 |
| 2024-01-31 08:00:00 | ES | Futures | 5297.14 | 5300.37 | 5295.26 | 5297.68 | 18610.0 |
| 2024-01-31 08:30:00 | ES | Futures | 5297.41 | 5304.13 | 5289.35 | 5291.23 | 51100.0 |
| 2024-01-31 09:00:00 | ES | Futures | 5291.23 | 5293.38 | 5286.4 | 5292.04 | 41493.0 |
| 2024-01-31 09:30:00 | ES | Futures | 5292.31 | 5297.14 | 5279.95 | 5282.64 | 180594.0 |
| 2024-01-31 10:00:00 | ES | Futures | 5282.37 | 5283.45 | 5276.46 | 5277.81 | 124845.0 |
| 2024-01-31 10:30:00 | ES | Futures | 5277.81 | 5279.95 | 5267.87 | 5271.63 | 115952.0 |
| 2024-01-31 11:00:00 | ES | Futures | 5271.9 | 5279.69 | 5271.36 | 5274.85 | 84727.0 |
| 2024-01-31 11:30:00 | ES | Futures | 5274.85 | 5275.66 | 5267.33 | 5272.7 | 77176.0 |
| 2024-01-31 12:00:00 | ES | Futures | 5272.7 | 5278.88 | 5272.43 | 5278.34 | 56843.0 |
| 2024-01-31 12:30:00 | ES | Futures | 5278.07 | 5278.34 | 5269.21 | 5278.07 | 61887.0 |
| 2024-01-31 13:00:00 | ES | Futures | 5278.34 | 5282.1 | 5274.85 | 5276.73 | 54308.0 |
| 2024-01-31 13:30:00 | ES | Futures | 5276.73 | 5281.83 | 5274.58 | 5278.88 | 41536.0 |
| 2024-01-31 14:00:00 | ES | Futures | 5278.88 | 5283.71 | 5259.54 | 5265.45 | 149150.0 |
| 2024-01-31 14:30:00 | ES | Futures | 5265.45 | 5296.34 | 5261.69 | 5268.94 | 249593.0 |
| 2024-01-31 15:00:00 | ES | Futures | 5268.94 | 5270.28 | 5238.32 | 5249.6 | 264551.0 |
| 2024-01-31 15:30:00 | ES | Futures | 5249.6 | 5250.95 | 5230.26 | 5230.8 | 336245.0 |
| 2024-01-31 16:00:00 | ES | Futures | 5230.8 | 5238.59 | 5227.85 | 5231.34 | 98163.0 |
| 2024-01-31 16:30:00 | ES | Futures | 5231.61 | 5234.56 | 5231.07 | 5234.03 | 10266.0 |
| 2024-01-31 18:00:00 | ES | Futures | 5236.98 | 5239.67 | 5234.83 | 5239.67 | 7346.0 |
| 2024-01-31 18:30:00 | ES | Futures | 5239.4 | 5240.2 | 5238.05 | 5239.4 | 3096.0 |
| 2024-01-31 19:00:00 | ES | Futures | 5239.4 | 5244.23 | 5239.13 | 5243.96 | 4816.0 |
| 2024-01-31 19:30:00 | ES | Futures | 5244.23 | 5246.11 | 5241.81 | 5242.35 | 5489.0 |
| 2024-01-31 20:00:00 | ES | Futures | 5242.35 | 5244.23 | 5240.74 | 5242.08 | 4785.0 |
| 2024-01-31 20:30:00 | ES | Futures | 5242.35 | 5244.23 | 5241.28 | 5243.69 | 3248.0 |
| 2024-01-31 21:00:00 | ES | Futures | 5243.69 | 5247.99 | 5243.16 | 5247.72 | 4809.0 |
| 2024-01-31 21:30:00 | ES | Futures | 5247.72 | 5249.33 | 5247.19 | 5247.72 | 3454.0 |
| 2024-01-31 22:00:00 | ES | Futures | 5247.72 | 5247.99 | 5245.04 | 5245.84 | 2603.0 |
| 2024-01-31 22:30:00 | ES | Futures | 5245.84 | 5246.11 | 5242.35 | 5245.84 | 2961.0 |
| 2024-01-31 23:00:00 | ES | Futures | 5245.84 | 5248.8 | 5245.84 | 5248.26 | 2613.0 |
| 2024-01-31 23:30:00 | ES | Futures | 5247.99 | 5248.26 | 5246.38 | 5247.72 | 1806.0 |
| 2024-01-31 00:00:00 | NQ | Futures | 18929.61 | 18934.22 | 18925.81 | 18929.61 | 1319.0 |
| 2024-01-31 00:30:00 | NQ | Futures | 18929.88 | 18935.58 | 18921.47 | 18922.56 | 1772.0 |
| 2024-01-31 01:00:00 | NQ | Futures | 18922.83 | 18933.68 | 18920.93 | 18927.44 | 1250.0 |
| 2024-01-31 01:30:00 | NQ | Futures | 18927.44 | 18930.69 | 18908.18 | 18910.08 | 2114.0 |
> showing 50 of 4,061 rows — these rows as CSV