PREVIEW / futures_30min / 2024-02-21
file: by_date/futures_30min/2024/2024-02-21.parquet size: 107 KB rows: 3,937
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 |
|---|---|---|---|---|---|---|---|
| 2024-02-21 00:00:00 | ES | Futures | 5355.43 | 5356.5 | 5353.82 | 5355.16 | 1461.0 |
| 2024-02-21 00:30:00 | ES | Futures | 5355.16 | 5357.04 | 5354.62 | 5356.5 | 1573.0 |
| 2024-02-21 01:00:00 | ES | Futures | 5356.5 | 5359.19 | 5355.97 | 5357.04 | 2928.0 |
| 2024-02-21 01:30:00 | ES | Futures | 5357.04 | 5360.53 | 5356.77 | 5359.99 | 3395.0 |
| 2024-02-21 02:00:00 | ES | Futures | 5360.26 | 5360.53 | 5357.31 | 5359.99 | 3862.0 |
| 2024-02-21 02:30:00 | ES | Futures | 5359.99 | 5360.53 | 5357.31 | 5357.58 | 2800.0 |
| 2024-02-21 03:00:00 | ES | Futures | 5357.31 | 5358.11 | 5348.18 | 5348.44 | 10751.0 |
| 2024-02-21 03:30:00 | ES | Futures | 5348.44 | 5351.94 | 5346.03 | 5346.56 | 7631.0 |
| 2024-02-21 04:00:00 | ES | Futures | 5346.56 | 5351.94 | 5346.03 | 5347.91 | 7298.0 |
| 2024-02-21 04:30:00 | ES | Futures | 5348.18 | 5351.94 | 5347.37 | 5350.32 | 4595.0 |
| 2024-02-21 05:00:00 | ES | Futures | 5350.06 | 5355.16 | 5349.25 | 5354.09 | 4489.0 |
| 2024-02-21 05:30:00 | ES | Futures | 5353.82 | 5354.62 | 5350.32 | 5353.01 | 5014.0 |
| 2024-02-21 06:00:00 | ES | Futures | 5352.74 | 5353.82 | 5348.44 | 5349.79 | 4967.0 |
| 2024-02-21 06:30:00 | ES | Futures | 5349.52 | 5351.13 | 5348.18 | 5351.13 | 4396.0 |
| 2024-02-21 07:00:00 | ES | Futures | 5350.86 | 5354.89 | 5346.56 | 5352.2 | 8520.0 |
| 2024-02-21 07:30:00 | ES | Futures | 5351.94 | 5352.47 | 5344.15 | 5345.49 | 10440.0 |
| 2024-02-21 08:00:00 | ES | Futures | 5345.49 | 5348.98 | 5343.88 | 5344.42 | 13698.0 |
| 2024-02-21 08:30:00 | ES | Futures | 5344.42 | 5348.71 | 5342.8 | 5348.71 | 18548.0 |
| 2024-02-21 09:00:00 | ES | Futures | 5348.71 | 5351.13 | 5345.76 | 5348.44 | 29227.0 |
| 2024-02-21 09:30:00 | ES | Futures | 5348.18 | 5351.13 | 5342.8 | 5346.83 | 143819.0 |
| 2024-02-21 10:00:00 | ES | Futures | 5346.56 | 5355.43 | 5345.76 | 5347.91 | 81984.0 |
| 2024-02-21 10:30:00 | ES | Futures | 5347.91 | 5349.52 | 5344.15 | 5346.83 | 66820.0 |
| 2024-02-21 11:00:00 | ES | Futures | 5346.56 | 5357.85 | 5346.56 | 5352.47 | 57541.0 |
| 2024-02-21 11:30:00 | ES | Futures | 5352.2 | 5355.97 | 5348.98 | 5354.35 | 43316.0 |
| 2024-02-21 12:00:00 | ES | Futures | 5354.35 | 5355.16 | 5342.54 | 5344.42 | 67190.0 |
| 2024-02-21 12:30:00 | ES | Futures | 5344.68 | 5350.59 | 5339.58 | 5349.52 | 46032.0 |
| 2024-02-21 13:00:00 | ES | Futures | 5349.52 | 5351.94 | 5337.16 | 5346.83 | 86932.0 |
| 2024-02-21 13:30:00 | ES | Futures | 5347.1 | 5349.79 | 5344.68 | 5347.1 | 37451.0 |
| 2024-02-21 14:00:00 | ES | Futures | 5347.1 | 5355.43 | 5335.55 | 5340.66 | 121815.0 |
| 2024-02-21 14:30:00 | ES | Futures | 5340.39 | 5341.46 | 5331.79 | 5339.31 | 79863.0 |
| 2024-02-21 15:00:00 | ES | Futures | 5339.04 | 5340.12 | 5327.76 | 5337.7 | 76700.0 |
| 2024-02-21 15:30:00 | ES | Futures | 5337.7 | 5369.93 | 5337.16 | 5367.25 | 201099.0 |
| 2024-02-21 16:00:00 | ES | Futures | 5367.25 | 5389.27 | 5343.07 | 5386.85 | 84023.0 |
| 2024-02-21 16:30:00 | ES | Futures | 5386.85 | 5393.84 | 5380.68 | 5391.96 | 34971.0 |
| 2024-02-21 18:00:00 | ES | Futures | 5389.0 | 5396.52 | 5388.46 | 5393.03 | 8823.0 |
| 2024-02-21 18:30:00 | ES | Futures | 5392.76 | 5395.45 | 5388.2 | 5394.91 | 7057.0 |
| 2024-02-21 19:00:00 | ES | Futures | 5394.91 | 5402.97 | 5394.11 | 5401.89 | 10082.0 |
| 2024-02-21 19:30:00 | ES | Futures | 5402.16 | 5410.49 | 5400.28 | 5407.27 | 10393.0 |
| 2024-02-21 20:00:00 | ES | Futures | 5407.53 | 5409.15 | 5406.19 | 5407.53 | 6868.0 |
| 2024-02-21 20:30:00 | ES | Futures | 5407.53 | 5409.68 | 5402.7 | 5402.97 | 6001.0 |
| 2024-02-21 21:00:00 | ES | Futures | 5402.97 | 5404.31 | 5400.82 | 5402.97 | 3567.0 |
| 2024-02-21 21:30:00 | ES | Futures | 5402.97 | 5406.46 | 5402.97 | 5406.46 | 3336.0 |
| 2024-02-21 22:00:00 | ES | Futures | 5406.19 | 5407.53 | 5404.58 | 5405.12 | 2694.0 |
| 2024-02-21 22:30:00 | ES | Futures | 5405.12 | 5405.92 | 5404.58 | 5405.39 | 1555.0 |
| 2024-02-21 23:00:00 | ES | Futures | 5405.39 | 5407.0 | 5404.58 | 5406.46 | 1655.0 |
| 2024-02-21 23:30:00 | ES | Futures | 5406.19 | 5407.8 | 5405.92 | 5407.8 | 1613.0 |
| 2024-02-21 00:00:00 | NQ | Futures | 19044.06 | 19049.75 | 19034.29 | 19041.08 | 1200.0 |
| 2024-02-21 00:30:00 | NQ | Futures | 19041.35 | 19053.55 | 19039.99 | 19051.11 | 1254.0 |
| 2024-02-21 01:00:00 | NQ | Futures | 19051.38 | 19065.21 | 19042.16 | 19047.58 | 2387.0 |
| 2024-02-21 01:30:00 | NQ | Futures | 19047.58 | 19065.75 | 19044.87 | 19061.42 | 1815.0 |
> showing 50 of 3,937 rows — these rows as CSV