PREVIEW / futures_30min / 2024-03-05
file: by_date/futures_30min/2024/2024-03-05.parquet size: 104 KB rows: 3,838
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-05 00:00:00 | ES | Futures | 5511.48 | 5511.48 | 5509.06 | 5509.33 | 2216.0 |
| 2024-03-05 00:30:00 | ES | Futures | 5509.33 | 5509.6 | 5506.64 | 5507.72 | 3950.0 |
| 2024-03-05 01:00:00 | ES | Futures | 5507.99 | 5509.33 | 5505.3 | 5505.57 | 4974.0 |
| 2024-03-05 01:30:00 | ES | Futures | 5505.84 | 5507.45 | 5504.76 | 5507.18 | 4507.0 |
| 2024-03-05 02:00:00 | ES | Futures | 5507.45 | 5508.79 | 5504.23 | 5505.84 | 5470.0 |
| 2024-03-05 02:30:00 | ES | Futures | 5505.84 | 5508.79 | 5504.76 | 5508.26 | 4546.0 |
| 2024-03-05 03:00:00 | ES | Futures | 5508.26 | 5510.67 | 5506.11 | 5507.45 | 7526.0 |
| 2024-03-05 03:30:00 | ES | Futures | 5507.18 | 5508.52 | 5501.27 | 5502.35 | 9590.0 |
| 2024-03-05 04:00:00 | ES | Futures | 5502.35 | 5505.57 | 5501.54 | 5505.03 | 8461.0 |
| 2024-03-05 04:30:00 | ES | Futures | 5505.03 | 5505.84 | 5499.93 | 5501.0 | 7710.0 |
| 2024-03-05 05:00:00 | ES | Futures | 5501.0 | 5502.35 | 5498.32 | 5500.47 | 8714.0 |
| 2024-03-05 05:30:00 | ES | Futures | 5500.74 | 5505.03 | 5500.47 | 5504.23 | 5463.0 |
| 2024-03-05 06:00:00 | ES | Futures | 5504.23 | 5507.18 | 5504.23 | 5504.76 | 6258.0 |
| 2024-03-05 06:30:00 | ES | Futures | 5505.03 | 5506.91 | 5503.42 | 5505.57 | 4621.0 |
| 2024-03-05 07:00:00 | ES | Futures | 5505.57 | 5508.52 | 5505.03 | 5506.64 | 9753.0 |
| 2024-03-05 07:30:00 | ES | Futures | 5506.64 | 5507.18 | 5499.12 | 5500.47 | 11787.0 |
| 2024-03-05 08:00:00 | ES | Futures | 5500.2 | 5505.57 | 5498.86 | 5499.39 | 11682.0 |
| 2024-03-05 08:30:00 | ES | Futures | 5499.39 | 5500.47 | 5494.56 | 5496.71 | 24654.0 |
| 2024-03-05 09:00:00 | ES | Futures | 5496.71 | 5498.05 | 5493.21 | 5496.98 | 28004.0 |
| 2024-03-05 09:30:00 | ES | Futures | 5496.98 | 5498.05 | 5487.04 | 5490.53 | 181797.0 |
| 2024-03-05 10:00:00 | ES | Futures | 5491.07 | 5502.35 | 5473.88 | 5477.37 | 202953.0 |
| 2024-03-05 10:30:00 | ES | Futures | 5477.1 | 5477.1 | 5467.43 | 5474.15 | 128280.0 |
| 2024-03-05 11:00:00 | ES | Futures | 5474.15 | 5475.49 | 5468.24 | 5474.68 | 80124.0 |
| 2024-03-05 11:30:00 | ES | Futures | 5474.68 | 5477.37 | 5461.52 | 5469.31 | 89909.0 |
| 2024-03-05 12:00:00 | ES | Futures | 5469.31 | 5478.44 | 5467.7 | 5477.64 | 67714.0 |
| 2024-03-05 12:30:00 | ES | Futures | 5477.91 | 5478.17 | 5469.58 | 5472.8 | 61010.0 |
| 2024-03-05 13:00:00 | ES | Futures | 5473.07 | 5474.68 | 5466.09 | 5469.85 | 59352.0 |
| 2024-03-05 13:30:00 | ES | Futures | 5469.85 | 5474.15 | 5458.3 | 5459.64 | 78481.0 |
| 2024-03-05 14:00:00 | ES | Futures | 5459.37 | 5466.09 | 5458.3 | 5462.33 | 75592.0 |
| 2024-03-05 14:30:00 | ES | Futures | 5462.6 | 5462.6 | 5446.75 | 5448.36 | 95090.0 |
| 2024-03-05 15:00:00 | ES | Futures | 5448.36 | 5452.12 | 5439.5 | 5440.84 | 108805.0 |
| 2024-03-05 15:30:00 | ES | Futures | 5440.57 | 5466.62 | 5439.5 | 5463.94 | 251020.0 |
| 2024-03-05 16:00:00 | ES | Futures | 5463.94 | 5470.65 | 5463.4 | 5468.24 | 63205.0 |
| 2024-03-05 16:30:00 | ES | Futures | 5467.97 | 5470.38 | 5467.16 | 5469.85 | 8060.0 |
| 2024-03-05 18:00:00 | ES | Futures | 5469.58 | 5469.85 | 5465.28 | 5467.43 | 4352.0 |
| 2024-03-05 18:30:00 | ES | Futures | 5467.16 | 5467.97 | 5464.21 | 5466.36 | 3603.0 |
| 2024-03-05 19:00:00 | ES | Futures | 5466.36 | 5466.36 | 5463.94 | 5466.09 | 3969.0 |
| 2024-03-05 19:30:00 | ES | Futures | 5466.09 | 5466.36 | 5461.79 | 5462.06 | 4879.0 |
| 2024-03-05 20:00:00 | ES | Futures | 5462.06 | 5467.16 | 5461.79 | 5465.55 | 4396.0 |
| 2024-03-05 20:30:00 | ES | Futures | 5465.55 | 5465.82 | 5462.06 | 5464.74 | 3477.0 |
| 2024-03-05 21:00:00 | ES | Futures | 5464.74 | 5467.97 | 5464.21 | 5466.62 | 3679.0 |
| 2024-03-05 21:30:00 | ES | Futures | 5466.62 | 5468.24 | 5466.09 | 5466.36 | 2555.0 |
| 2024-03-05 22:00:00 | ES | Futures | 5466.36 | 5468.77 | 5465.28 | 5468.5 | 3388.0 |
| 2024-03-05 22:30:00 | ES | Futures | 5468.24 | 5470.65 | 5468.24 | 5469.58 | 3267.0 |
| 2024-03-05 23:00:00 | ES | Futures | 5469.85 | 5470.12 | 5467.97 | 5467.97 | 2385.0 |
| 2024-03-05 23:30:00 | ES | Futures | 5467.97 | 5469.58 | 5467.43 | 5469.04 | 1933.0 |
| 2024-03-05 00:00:00 | NQ | Futures | 19753.26 | 19753.53 | 19744.04 | 19745.67 | 1234.0 |
| 2024-03-05 00:30:00 | NQ | Futures | 19745.4 | 19747.29 | 19725.33 | 19734.01 | 2072.0 |
| 2024-03-05 01:00:00 | NQ | Futures | 19734.28 | 19739.43 | 19713.66 | 19716.38 | 2914.0 |
| 2024-03-05 01:30:00 | NQ | Futures | 19717.19 | 19724.51 | 19708.51 | 19722.89 | 2629.0 |
> showing 50 of 3,838 rows — these rows as CSV