PREVIEW / futures_30min / 2024-03-07
file: by_date/futures_30min/2024/2024-03-07.parquet size: 108 KB rows: 3,855
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-07 00:00:00 | ES | Futures | 5480.59 | 5484.08 | 5480.59 | 5482.47 | 3112.0 |
| 2024-03-07 00:30:00 | ES | Futures | 5482.2 | 5482.74 | 5479.79 | 5481.4 | 3790.0 |
| 2024-03-07 01:00:00 | ES | Futures | 5481.13 | 5484.62 | 5480.32 | 5484.35 | 2620.0 |
| 2024-03-07 01:30:00 | ES | Futures | 5484.08 | 5484.89 | 5477.1 | 5477.64 | 4691.0 |
| 2024-03-07 02:00:00 | ES | Futures | 5477.64 | 5478.71 | 5472.26 | 5472.53 | 6069.0 |
| 2024-03-07 02:30:00 | ES | Futures | 5472.53 | 5475.49 | 5471.46 | 5472.0 | 5657.0 |
| 2024-03-07 03:00:00 | ES | Futures | 5472.0 | 5477.64 | 5464.74 | 5476.29 | 15992.0 |
| 2024-03-07 03:30:00 | ES | Futures | 5476.56 | 5478.98 | 5475.76 | 5478.44 | 7578.0 |
| 2024-03-07 04:00:00 | ES | Futures | 5478.44 | 5491.07 | 5476.83 | 5490.8 | 13963.0 |
| 2024-03-07 04:30:00 | ES | Futures | 5490.8 | 5493.21 | 5488.92 | 5492.14 | 8758.0 |
| 2024-03-07 05:00:00 | ES | Futures | 5492.14 | 5499.66 | 5492.14 | 5498.59 | 12518.0 |
| 2024-03-07 05:30:00 | ES | Futures | 5498.59 | 5504.5 | 5498.05 | 5503.96 | 8577.0 |
| 2024-03-07 06:00:00 | ES | Futures | 5503.96 | 5505.03 | 5499.93 | 5500.2 | 7283.0 |
| 2024-03-07 06:30:00 | ES | Futures | 5500.2 | 5504.76 | 5499.93 | 5502.08 | 4808.0 |
| 2024-03-07 07:00:00 | ES | Futures | 5502.08 | 5509.06 | 5501.81 | 5507.18 | 9581.0 |
| 2024-03-07 07:30:00 | ES | Futures | 5507.18 | 5507.72 | 5503.42 | 5504.76 | 8148.0 |
| 2024-03-07 08:00:00 | ES | Futures | 5504.5 | 5512.28 | 5501.54 | 5510.94 | 16770.0 |
| 2024-03-07 08:30:00 | ES | Futures | 5510.94 | 5518.19 | 5509.33 | 5514.43 | 25545.0 |
| 2024-03-07 09:00:00 | ES | Futures | 5514.43 | 5527.59 | 5512.82 | 5525.18 | 42994.0 |
| 2024-03-07 09:30:00 | ES | Futures | 5525.45 | 5530.82 | 5514.97 | 5528.4 | 201297.0 |
| 2024-03-07 10:00:00 | ES | Futures | 5528.13 | 5536.73 | 5523.57 | 5536.73 | 120405.0 |
| 2024-03-07 10:30:00 | ES | Futures | 5536.73 | 5543.98 | 5532.7 | 5538.61 | 107370.0 |
| 2024-03-07 11:00:00 | ES | Futures | 5538.34 | 5540.76 | 5534.04 | 5539.41 | 68892.0 |
| 2024-03-07 11:30:00 | ES | Futures | 5539.41 | 5542.64 | 5531.62 | 5541.56 | 77938.0 |
| 2024-03-07 12:00:00 | ES | Futures | 5541.56 | 5545.05 | 5538.34 | 5539.68 | 59059.0 |
| 2024-03-07 12:30:00 | ES | Futures | 5539.41 | 5541.83 | 5534.85 | 5540.76 | 57055.0 |
| 2024-03-07 13:00:00 | ES | Futures | 5540.49 | 5545.32 | 5537.0 | 5545.32 | 47395.0 |
| 2024-03-07 13:30:00 | ES | Futures | 5545.32 | 5554.99 | 5543.44 | 5553.11 | 76632.0 |
| 2024-03-07 14:00:00 | ES | Futures | 5553.11 | 5554.72 | 5546.4 | 5547.74 | 62451.0 |
| 2024-03-07 14:30:00 | ES | Futures | 5547.74 | 5550.16 | 5542.64 | 5544.25 | 72493.0 |
| 2024-03-07 15:00:00 | ES | Futures | 5544.25 | 5544.25 | 5535.12 | 5541.02 | 98015.0 |
| 2024-03-07 15:30:00 | ES | Futures | 5541.29 | 5552.04 | 5540.49 | 5543.44 | 175008.0 |
| 2024-03-07 16:00:00 | ES | Futures | 5543.17 | 5543.71 | 5526.25 | 5535.65 | 84123.0 |
| 2024-03-07 16:30:00 | ES | Futures | 5535.92 | 5542.1 | 5534.31 | 5540.76 | 10558.0 |
| 2024-03-07 18:00:00 | ES | Futures | 5542.9 | 5546.13 | 5541.02 | 5542.64 | 7018.0 |
| 2024-03-07 18:30:00 | ES | Futures | 5542.9 | 5543.71 | 5541.29 | 5543.44 | 2255.0 |
| 2024-03-07 19:00:00 | ES | Futures | 5543.17 | 5544.78 | 5539.14 | 5543.44 | 4955.0 |
| 2024-03-07 19:30:00 | ES | Futures | 5543.44 | 5545.86 | 5543.17 | 5543.98 | 1975.0 |
| 2024-03-07 20:00:00 | ES | Futures | 5543.71 | 5544.25 | 5541.29 | 5542.1 | 2658.0 |
| 2024-03-07 20:30:00 | ES | Futures | 5542.1 | 5545.32 | 5542.1 | 5544.25 | 3062.0 |
| 2024-03-07 21:00:00 | ES | Futures | 5544.25 | 5544.25 | 5542.1 | 5543.17 | 1543.0 |
| 2024-03-07 21:30:00 | ES | Futures | 5543.17 | 5543.44 | 5541.56 | 5542.1 | 1283.0 |
| 2024-03-07 22:00:00 | ES | Futures | 5542.1 | 5545.59 | 5541.02 | 5545.32 | 2134.0 |
| 2024-03-07 22:30:00 | ES | Futures | 5545.05 | 5546.93 | 5544.78 | 5546.13 | 2693.0 |
| 2024-03-07 23:00:00 | ES | Futures | 5546.4 | 5551.5 | 5546.13 | 5548.81 | 3752.0 |
| 2024-03-07 23:30:00 | ES | Futures | 5548.81 | 5549.62 | 5546.4 | 5546.66 | 2640.0 |
| 2024-03-07 00:00:00 | NQ | Futures | 19498.06 | 19517.31 | 19496.97 | 19507.01 | 2170.0 |
| 2024-03-07 00:30:00 | NQ | Futures | 19507.55 | 19511.89 | 19496.97 | 19504.02 | 1828.0 |
| 2024-03-07 01:00:00 | NQ | Futures | 19503.48 | 19517.31 | 19495.34 | 19516.5 | 1749.0 |
| 2024-03-07 01:30:00 | NQ | Futures | 19516.77 | 19518.13 | 19475.55 | 19483.95 | 3396.0 |
> showing 50 of 3,855 rows — these rows as CSV