PREVIEW / futures_30min / 2024-02-15
file: by_date/futures_30min/2024/2024-02-15.parquet size: 108 KB rows: 3,987
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 |
|---|---|---|---|---|---|---|---|
| 2024-02-15 00:00:00 | ES | Futures | 5390.61 | 5392.49 | 5389.81 | 5392.22 | 1898.0 |
| 2024-02-15 00:30:00 | ES | Futures | 5392.49 | 5392.49 | 5390.61 | 5391.15 | 1751.0 |
| 2024-02-15 01:00:00 | ES | Futures | 5391.15 | 5392.22 | 5389.27 | 5391.15 | 1930.0 |
| 2024-02-15 01:30:00 | ES | Futures | 5391.15 | 5397.06 | 5390.88 | 5396.52 | 4909.0 |
| 2024-02-15 02:00:00 | ES | Futures | 5396.52 | 5400.82 | 5395.18 | 5400.82 | 6006.0 |
| 2024-02-15 02:30:00 | ES | Futures | 5400.82 | 5401.09 | 5397.33 | 5397.6 | 3730.0 |
| 2024-02-15 03:00:00 | ES | Futures | 5397.6 | 5403.24 | 5397.33 | 5402.7 | 8505.0 |
| 2024-02-15 03:30:00 | ES | Futures | 5402.7 | 5403.51 | 5400.28 | 5402.97 | 6689.0 |
| 2024-02-15 04:00:00 | ES | Futures | 5402.97 | 5402.97 | 5397.33 | 5399.48 | 6045.0 |
| 2024-02-15 04:30:00 | ES | Futures | 5399.48 | 5400.01 | 5397.06 | 5398.94 | 5072.0 |
| 2024-02-15 05:00:00 | ES | Futures | 5398.94 | 5400.55 | 5395.99 | 5397.06 | 5110.0 |
| 2024-02-15 05:30:00 | ES | Futures | 5397.06 | 5398.4 | 5395.45 | 5397.6 | 4919.0 |
| 2024-02-15 06:00:00 | ES | Futures | 5397.6 | 5400.01 | 5396.79 | 5398.13 | 4808.0 |
| 2024-02-15 06:30:00 | ES | Futures | 5398.13 | 5398.67 | 5396.52 | 5397.6 | 4017.0 |
| 2024-02-15 07:00:00 | ES | Futures | 5397.6 | 5400.01 | 5396.52 | 5399.21 | 5855.0 |
| 2024-02-15 07:30:00 | ES | Futures | 5399.48 | 5401.09 | 5397.6 | 5399.21 | 5917.0 |
| 2024-02-15 08:00:00 | ES | Futures | 5399.21 | 5399.75 | 5394.91 | 5395.72 | 13758.0 |
| 2024-02-15 08:30:00 | ES | Futures | 5395.45 | 5405.92 | 5391.96 | 5397.06 | 51042.0 |
| 2024-02-15 09:00:00 | ES | Futures | 5396.79 | 5397.06 | 5389.27 | 5392.22 | 28756.0 |
| 2024-02-15 09:30:00 | ES | Futures | 5392.22 | 5404.04 | 5391.69 | 5396.25 | 140161.0 |
| 2024-02-15 10:00:00 | ES | Futures | 5396.25 | 5406.19 | 5394.64 | 5396.79 | 100269.0 |
| 2024-02-15 10:30:00 | ES | Futures | 5396.79 | 5399.75 | 5392.49 | 5397.87 | 77750.0 |
| 2024-02-15 11:00:00 | ES | Futures | 5398.13 | 5399.48 | 5386.58 | 5394.11 | 85807.0 |
| 2024-02-15 11:30:00 | ES | Futures | 5394.37 | 5401.63 | 5392.76 | 5397.87 | 60641.0 |
| 2024-02-15 12:00:00 | ES | Futures | 5397.87 | 5404.85 | 5396.25 | 5404.58 | 46154.0 |
| 2024-02-15 12:30:00 | ES | Futures | 5404.85 | 5406.19 | 5400.01 | 5400.28 | 50604.0 |
| 2024-02-15 13:00:00 | ES | Futures | 5400.28 | 5416.13 | 5399.21 | 5415.59 | 73625.0 |
| 2024-02-15 13:30:00 | ES | Futures | 5415.86 | 5418.28 | 5409.68 | 5415.06 | 60413.0 |
| 2024-02-15 14:00:00 | ES | Futures | 5415.06 | 5419.35 | 5410.76 | 5416.13 | 65773.0 |
| 2024-02-15 14:30:00 | ES | Futures | 5416.4 | 5423.92 | 5415.32 | 5419.89 | 51246.0 |
| 2024-02-15 15:00:00 | ES | Futures | 5420.16 | 5420.96 | 5412.64 | 5417.74 | 57576.0 |
| 2024-02-15 15:30:00 | ES | Futures | 5417.74 | 5422.84 | 5412.64 | 5422.04 | 152831.0 |
| 2024-02-15 16:00:00 | ES | Futures | 5421.77 | 5426.6 | 5420.7 | 5426.6 | 48907.0 |
| 2024-02-15 16:30:00 | ES | Futures | 5426.34 | 5427.41 | 5424.46 | 5426.07 | 31482.0 |
| 2024-02-15 18:00:00 | ES | Futures | 5424.99 | 5426.07 | 5423.38 | 5423.65 | 3387.0 |
| 2024-02-15 18:30:00 | ES | Futures | 5423.65 | 5425.26 | 5423.11 | 5423.65 | 2239.0 |
| 2024-02-15 19:00:00 | ES | Futures | 5423.65 | 5423.92 | 5418.55 | 5418.82 | 4288.0 |
| 2024-02-15 19:30:00 | ES | Futures | 5419.08 | 5419.62 | 5416.4 | 5417.74 | 3290.0 |
| 2024-02-15 20:00:00 | ES | Futures | 5417.74 | 5419.08 | 5415.59 | 5418.82 | 4334.0 |
| 2024-02-15 20:30:00 | ES | Futures | 5418.55 | 5419.08 | 5413.98 | 5418.01 | 5236.0 |
| 2024-02-15 21:00:00 | ES | Futures | 5417.74 | 5418.55 | 5416.67 | 5418.28 | 2747.0 |
| 2024-02-15 21:30:00 | ES | Futures | 5418.28 | 5420.7 | 5417.74 | 5420.43 | 2707.0 |
| 2024-02-15 22:00:00 | ES | Futures | 5420.7 | 5420.96 | 5419.35 | 5419.62 | 1461.0 |
| 2024-02-15 22:30:00 | ES | Futures | 5419.35 | 5420.96 | 5419.08 | 5420.43 | 1637.0 |
| 2024-02-15 23:00:00 | ES | Futures | 5420.16 | 5421.5 | 5419.35 | 5420.7 | 1853.0 |
| 2024-02-15 23:30:00 | ES | Futures | 5420.7 | 5421.77 | 5419.35 | 5419.62 | 1544.0 |
| 2024-02-15 00:00:00 | NQ | Futures | 19391.74 | 19400.15 | 19388.22 | 19399.07 | 1216.0 |
| 2024-02-15 00:30:00 | NQ | Futures | 19398.8 | 19400.69 | 19389.57 | 19391.47 | 906.0 |
| 2024-02-15 01:00:00 | NQ | Futures | 19391.74 | 19397.44 | 19382.52 | 19391.74 | 1539.0 |
| 2024-02-15 01:30:00 | NQ | Futures | 19391.74 | 19418.86 | 19390.93 | 19414.25 | 2883.0 |
> showing 50 of 3,987 rows — these rows as CSV