PREVIEW / futures_30min / 2024-02-06
file: by_date/futures_30min/2024/2024-02-06.parquet size: 112 KB rows: 4,012
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 |
|---|---|---|---|---|---|---|---|
| 2024-02-06 00:00:00 | ES | Futures | 5336.09 | 5337.7 | 5334.75 | 5335.82 | 2914.0 |
| 2024-02-06 00:30:00 | ES | Futures | 5335.82 | 5336.63 | 5334.48 | 5334.75 | 1819.0 |
| 2024-02-06 01:00:00 | ES | Futures | 5334.48 | 5335.02 | 5333.13 | 5333.4 | 1695.0 |
| 2024-02-06 01:30:00 | ES | Futures | 5333.4 | 5335.02 | 5333.13 | 5334.48 | 1848.0 |
| 2024-02-06 02:00:00 | ES | Futures | 5334.48 | 5340.39 | 5334.21 | 5340.12 | 5947.0 |
| 2024-02-06 02:30:00 | ES | Futures | 5340.12 | 5341.19 | 5338.51 | 5338.78 | 3860.0 |
| 2024-02-06 03:00:00 | ES | Futures | 5339.04 | 5340.66 | 5337.43 | 5337.97 | 7366.0 |
| 2024-02-06 03:30:00 | ES | Futures | 5338.24 | 5338.78 | 5333.94 | 5334.21 | 5670.0 |
| 2024-02-06 04:00:00 | ES | Futures | 5334.21 | 5337.7 | 5333.67 | 5336.63 | 6881.0 |
| 2024-02-06 04:30:00 | ES | Futures | 5336.36 | 5336.9 | 5331.52 | 5332.33 | 4908.0 |
| 2024-02-06 05:00:00 | ES | Futures | 5332.6 | 5332.6 | 5328.03 | 5329.37 | 6180.0 |
| 2024-02-06 05:30:00 | ES | Futures | 5329.37 | 5331.79 | 5326.96 | 5330.99 | 5274.0 |
| 2024-02-06 06:00:00 | ES | Futures | 5330.99 | 5332.06 | 5327.76 | 5329.91 | 4892.0 |
| 2024-02-06 06:30:00 | ES | Futures | 5329.64 | 5330.18 | 5323.47 | 5327.49 | 13042.0 |
| 2024-02-06 07:00:00 | ES | Futures | 5327.23 | 5328.3 | 5322.93 | 5324.54 | 9474.0 |
| 2024-02-06 07:30:00 | ES | Futures | 5324.27 | 5329.91 | 5324.0 | 5329.37 | 10446.0 |
| 2024-02-06 08:00:00 | ES | Futures | 5329.37 | 5336.36 | 5328.57 | 5335.28 | 13813.0 |
| 2024-02-06 08:30:00 | ES | Futures | 5335.55 | 5339.31 | 5334.48 | 5337.97 | 13427.0 |
| 2024-02-06 09:00:00 | ES | Futures | 5337.97 | 5341.19 | 5337.97 | 5339.31 | 16364.0 |
| 2024-02-06 09:30:00 | ES | Futures | 5339.58 | 5348.44 | 5333.67 | 5334.21 | 164418.0 |
| 2024-02-06 10:00:00 | ES | Futures | 5333.94 | 5334.48 | 5323.47 | 5328.57 | 137785.0 |
| 2024-02-06 10:30:00 | ES | Futures | 5328.57 | 5336.09 | 5327.49 | 5332.06 | 82782.0 |
| 2024-02-06 11:00:00 | ES | Futures | 5332.06 | 5338.78 | 5328.57 | 5337.16 | 65653.0 |
| 2024-02-06 11:30:00 | ES | Futures | 5337.16 | 5338.51 | 5325.88 | 5326.96 | 66425.0 |
| 2024-02-06 12:00:00 | ES | Futures | 5327.23 | 5333.4 | 5324.27 | 5332.87 | 70178.0 |
| 2024-02-06 12:30:00 | ES | Futures | 5332.87 | 5333.67 | 5327.76 | 5329.37 | 45422.0 |
| 2024-02-06 13:00:00 | ES | Futures | 5329.64 | 5335.02 | 5328.03 | 5333.4 | 50497.0 |
| 2024-02-06 13:30:00 | ES | Futures | 5333.4 | 5340.12 | 5332.87 | 5339.85 | 46524.0 |
| 2024-02-06 14:00:00 | ES | Futures | 5339.85 | 5340.39 | 5324.27 | 5328.84 | 76600.0 |
| 2024-02-06 14:30:00 | ES | Futures | 5328.84 | 5337.16 | 5325.88 | 5335.55 | 44652.0 |
| 2024-02-06 15:00:00 | ES | Futures | 5335.82 | 5340.12 | 5333.67 | 5335.55 | 46317.0 |
| 2024-02-06 15:30:00 | ES | Futures | 5335.55 | 5345.76 | 5330.18 | 5344.95 | 113280.0 |
| 2024-02-06 16:00:00 | ES | Futures | 5344.95 | 5346.3 | 5338.24 | 5339.85 | 38491.0 |
| 2024-02-06 16:30:00 | ES | Futures | 5339.85 | 5342.27 | 5339.58 | 5342.0 | 5480.0 |
| 2024-02-06 18:00:00 | ES | Futures | 5341.19 | 5345.22 | 5340.92 | 5343.07 | 3895.0 |
| 2024-02-06 18:30:00 | ES | Futures | 5343.34 | 5344.95 | 5342.27 | 5343.07 | 2391.0 |
| 2024-02-06 19:00:00 | ES | Futures | 5343.07 | 5344.42 | 5341.46 | 5343.34 | 2314.0 |
| 2024-02-06 19:30:00 | ES | Futures | 5343.34 | 5344.42 | 5341.73 | 5343.34 | 1917.0 |
| 2024-02-06 20:00:00 | ES | Futures | 5343.61 | 5354.09 | 5343.61 | 5351.94 | 7682.0 |
| 2024-02-06 20:30:00 | ES | Futures | 5351.94 | 5353.55 | 5348.18 | 5348.71 | 4748.0 |
| 2024-02-06 21:00:00 | ES | Futures | 5348.44 | 5350.06 | 5348.44 | 5349.52 | 1808.0 |
| 2024-02-06 21:30:00 | ES | Futures | 5349.52 | 5350.06 | 5347.91 | 5350.06 | 2112.0 |
| 2024-02-06 22:00:00 | ES | Futures | 5350.06 | 5350.86 | 5347.91 | 5348.71 | 1862.0 |
| 2024-02-06 22:30:00 | ES | Futures | 5348.71 | 5348.71 | 5345.49 | 5345.49 | 3154.0 |
| 2024-02-06 23:00:00 | ES | Futures | 5345.49 | 5345.76 | 5343.88 | 5344.95 | 2557.0 |
| 2024-02-06 23:30:00 | ES | Futures | 5345.22 | 5345.49 | 5344.42 | 5345.22 | 827.0 |
| 2024-02-06 00:00:00 | NQ | Futures | 19243.67 | 19257.77 | 19241.77 | 19248.82 | 2667.0 |
| 2024-02-06 00:30:00 | NQ | Futures | 19249.09 | 19252.34 | 19239.33 | 19242.31 | 1850.0 |
| 2024-02-06 01:00:00 | NQ | Futures | 19242.58 | 19244.75 | 19235.53 | 19236.07 | 1241.0 |
| 2024-02-06 01:30:00 | NQ | Futures | 19236.34 | 19247.46 | 19234.17 | 19241.22 | 1476.0 |
> showing 50 of 4,012 rows — these rows as CSV