PREVIEW / futures_30min / 2024-02-05
file: by_date/futures_30min/2024/2024-02-05.parquet size: 112 KB rows: 4,025
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 |
|---|---|---|---|---|---|---|---|
| 2024-02-05 00:00:00 | ES | Futures | 5337.16 | 5339.85 | 5336.36 | 5338.51 | 3163.0 |
| 2024-02-05 00:30:00 | ES | Futures | 5338.51 | 5339.31 | 5337.16 | 5338.78 | 2296.0 |
| 2024-02-05 01:00:00 | ES | Futures | 5338.78 | 5341.46 | 5338.51 | 5341.19 | 2843.0 |
| 2024-02-05 01:30:00 | ES | Futures | 5341.19 | 5341.46 | 5339.04 | 5340.12 | 2182.0 |
| 2024-02-05 02:00:00 | ES | Futures | 5340.12 | 5341.73 | 5339.31 | 5340.39 | 3057.0 |
| 2024-02-05 02:30:00 | ES | Futures | 5340.12 | 5342.8 | 5337.97 | 5338.51 | 3944.0 |
| 2024-02-05 03:00:00 | ES | Futures | 5338.51 | 5343.61 | 5336.9 | 5343.07 | 6721.0 |
| 2024-02-05 03:30:00 | ES | Futures | 5343.07 | 5343.88 | 5340.66 | 5341.73 | 5289.0 |
| 2024-02-05 04:00:00 | ES | Futures | 5341.73 | 5343.07 | 5335.82 | 5336.36 | 7262.0 |
| 2024-02-05 04:30:00 | ES | Futures | 5336.36 | 5338.24 | 5332.87 | 5335.02 | 7161.0 |
| 2024-02-05 05:00:00 | ES | Futures | 5335.02 | 5340.12 | 5335.02 | 5339.85 | 5537.0 |
| 2024-02-05 05:30:00 | ES | Futures | 5339.85 | 5343.88 | 5339.85 | 5341.73 | 6328.0 |
| 2024-02-05 06:00:00 | ES | Futures | 5342.0 | 5342.8 | 5340.12 | 5340.66 | 4509.0 |
| 2024-02-05 06:30:00 | ES | Futures | 5340.66 | 5342.8 | 5339.58 | 5340.12 | 7549.0 |
| 2024-02-05 07:00:00 | ES | Futures | 5340.12 | 5345.49 | 5337.97 | 5342.27 | 10703.0 |
| 2024-02-05 07:30:00 | ES | Futures | 5342.27 | 5345.49 | 5341.19 | 5343.88 | 8195.0 |
| 2024-02-05 08:00:00 | ES | Futures | 5343.88 | 5344.95 | 5336.36 | 5336.36 | 16976.0 |
| 2024-02-05 08:30:00 | ES | Futures | 5336.63 | 5338.24 | 5332.33 | 5334.21 | 17850.0 |
| 2024-02-05 09:00:00 | ES | Futures | 5334.21 | 5342.8 | 5332.87 | 5342.8 | 26245.0 |
| 2024-02-05 09:30:00 | ES | Futures | 5342.8 | 5342.8 | 5333.4 | 5339.85 | 128266.0 |
| 2024-02-05 10:00:00 | ES | Futures | 5339.31 | 5339.85 | 5310.3 | 5317.56 | 184514.0 |
| 2024-02-05 10:30:00 | ES | Futures | 5317.56 | 5318.63 | 5304.93 | 5311.38 | 102615.0 |
| 2024-02-05 11:00:00 | ES | Futures | 5311.38 | 5322.12 | 5310.04 | 5316.75 | 80459.0 |
| 2024-02-05 11:30:00 | ES | Futures | 5316.75 | 5325.88 | 5316.75 | 5325.35 | 66031.0 |
| 2024-02-05 12:00:00 | ES | Futures | 5325.61 | 5332.33 | 5324.27 | 5332.33 | 58466.0 |
| 2024-02-05 12:30:00 | ES | Futures | 5332.33 | 5339.58 | 5332.33 | 5335.28 | 62069.0 |
| 2024-02-05 13:00:00 | ES | Futures | 5335.55 | 5340.92 | 5330.45 | 5330.72 | 59848.0 |
| 2024-02-05 13:30:00 | ES | Futures | 5330.72 | 5337.43 | 5330.45 | 5336.36 | 43330.0 |
| 2024-02-05 14:00:00 | ES | Futures | 5336.36 | 5341.19 | 5333.4 | 5340.12 | 45082.0 |
| 2024-02-05 14:30:00 | ES | Futures | 5339.85 | 5347.64 | 5339.31 | 5345.49 | 61886.0 |
| 2024-02-05 15:00:00 | ES | Futures | 5345.76 | 5346.03 | 5330.45 | 5342.27 | 87878.0 |
| 2024-02-05 15:30:00 | ES | Futures | 5342.27 | 5345.22 | 5329.37 | 5329.91 | 156570.0 |
| 2024-02-05 16:00:00 | ES | Futures | 5329.91 | 5330.99 | 5324.0 | 5328.03 | 59027.0 |
| 2024-02-05 16:30:00 | ES | Futures | 5328.03 | 5329.11 | 5326.15 | 5329.11 | 6619.0 |
| 2024-02-05 18:00:00 | ES | Futures | 5328.3 | 5330.99 | 5327.76 | 5328.84 | 2067.0 |
| 2024-02-05 18:30:00 | ES | Futures | 5328.84 | 5329.64 | 5325.88 | 5326.69 | 2025.0 |
| 2024-02-05 19:00:00 | ES | Futures | 5326.42 | 5329.64 | 5326.15 | 5328.57 | 2044.0 |
| 2024-02-05 19:30:00 | ES | Futures | 5328.57 | 5330.45 | 5328.3 | 5329.91 | 1299.0 |
| 2024-02-05 20:00:00 | ES | Futures | 5329.64 | 5333.13 | 5329.37 | 5330.72 | 3353.0 |
| 2024-02-05 20:30:00 | ES | Futures | 5330.72 | 5332.6 | 5329.64 | 5332.6 | 3549.0 |
| 2024-02-05 21:00:00 | ES | Futures | 5332.33 | 5334.48 | 5331.52 | 5333.13 | 2377.0 |
| 2024-02-05 21:30:00 | ES | Futures | 5333.13 | 5335.02 | 5332.6 | 5333.13 | 2422.0 |
| 2024-02-05 22:00:00 | ES | Futures | 5333.4 | 5336.63 | 5333.13 | 5336.09 | 2314.0 |
| 2024-02-05 22:30:00 | ES | Futures | 5336.09 | 5336.36 | 5333.13 | 5334.21 | 2714.0 |
| 2024-02-05 23:00:00 | ES | Futures | 5333.94 | 5335.55 | 5333.4 | 5335.55 | 1335.0 |
| 2024-02-05 23:30:00 | ES | Futures | 5335.55 | 5336.63 | 5335.02 | 5336.09 | 1494.0 |
| 2024-02-05 00:00:00 | NQ | Futures | 19184.27 | 19198.37 | 19176.14 | 19189.97 | 2637.0 |
| 2024-02-05 00:30:00 | NQ | Futures | 19190.24 | 19194.04 | 19181.02 | 19191.32 | 1658.0 |
| 2024-02-05 01:00:00 | NQ | Futures | 19191.59 | 19207.32 | 19191.59 | 19201.36 | 2831.0 |
| 2024-02-05 01:30:00 | NQ | Futures | 19201.63 | 19202.17 | 19188.61 | 19195.66 | 1440.0 |
> showing 50 of 4,025 rows — these rows as CSV