PREVIEW / futures_30min / 2024-03-11
file: by_date/futures_30min/2024/2024-03-11.parquet size: 97 KB rows: 3,645
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-11 00:00:00 | ES | Futures | 5499.93 | 5499.93 | 5496.71 | 5498.86 | 2151.0 |
| 2024-03-11 00:30:00 | ES | Futures | 5498.59 | 5499.12 | 5497.24 | 5498.59 | 1376.0 |
| 2024-03-11 01:00:00 | ES | Futures | 5498.59 | 5500.47 | 5497.24 | 5499.93 | 1685.0 |
| 2024-03-11 01:30:00 | ES | Futures | 5499.93 | 5505.57 | 5499.66 | 5505.3 | 1974.0 |
| 2024-03-11 02:00:00 | ES | Futures | 5505.57 | 5507.72 | 5504.5 | 5504.5 | 1958.0 |
| 2024-03-11 02:30:00 | ES | Futures | 5504.5 | 5507.45 | 5503.42 | 5506.64 | 1764.0 |
| 2024-03-11 03:00:00 | ES | Futures | 5506.64 | 5509.33 | 5500.47 | 5503.69 | 4117.0 |
| 2024-03-11 03:30:00 | ES | Futures | 5503.69 | 5506.64 | 5499.93 | 5503.42 | 4321.0 |
| 2024-03-11 04:00:00 | ES | Futures | 5503.15 | 5506.38 | 5489.19 | 5501.0 | 16585.0 |
| 2024-03-11 04:30:00 | ES | Futures | 5501.0 | 5505.3 | 5486.23 | 5498.32 | 19886.0 |
| 2024-03-11 05:00:00 | ES | Futures | 5498.32 | 5505.3 | 5498.05 | 5503.69 | 20824.0 |
| 2024-03-11 05:30:00 | ES | Futures | 5503.69 | 5504.5 | 5498.32 | 5501.54 | 5490.0 |
| 2024-03-11 06:00:00 | ES | Futures | 5501.54 | 5502.88 | 5494.02 | 5495.36 | 3623.0 |
| 2024-03-11 06:30:00 | ES | Futures | 5495.1 | 5507.45 | 5495.1 | 5505.03 | 5482.0 |
| 2024-03-11 07:00:00 | ES | Futures | 5505.03 | 5506.38 | 5499.66 | 5501.54 | 4273.0 |
| 2024-03-11 07:30:00 | ES | Futures | 5501.27 | 5501.54 | 5492.95 | 5495.9 | 6502.0 |
| 2024-03-11 08:00:00 | ES | Futures | 5496.17 | 5496.17 | 5482.2 | 5485.96 | 14144.0 |
| 2024-03-11 08:30:00 | ES | Futures | 5485.69 | 5489.72 | 5482.47 | 5488.38 | 7869.0 |
| 2024-03-11 09:00:00 | ES | Futures | 5488.38 | 5497.24 | 5487.31 | 5494.83 | 16173.0 |
| 2024-03-11 09:30:00 | ES | Futures | 5494.56 | 5499.66 | 5483.28 | 5483.55 | 101248.0 |
| 2024-03-11 10:00:00 | ES | Futures | 5483.55 | 5485.69 | 5473.61 | 5478.71 | 66324.0 |
| 2024-03-11 10:30:00 | ES | Futures | 5478.71 | 5497.51 | 5478.17 | 5495.63 | 48085.0 |
| 2024-03-11 11:00:00 | ES | Futures | 5495.9 | 5499.12 | 5483.01 | 5484.08 | 46624.0 |
| 2024-03-11 11:30:00 | ES | Futures | 5484.08 | 5499.39 | 5481.13 | 5498.86 | 33461.0 |
| 2024-03-11 12:00:00 | ES | Futures | 5498.86 | 5499.12 | 5489.45 | 5495.63 | 26736.0 |
| 2024-03-11 12:30:00 | ES | Futures | 5495.63 | 5502.35 | 5495.36 | 5500.74 | 23881.0 |
| 2024-03-11 13:00:00 | ES | Futures | 5500.74 | 5504.23 | 5491.87 | 5503.42 | 26608.0 |
| 2024-03-11 13:30:00 | ES | Futures | 5503.42 | 5507.45 | 5493.21 | 5501.0 | 23877.0 |
| 2024-03-11 14:00:00 | ES | Futures | 5501.27 | 5503.42 | 5497.24 | 5502.88 | 18897.0 |
| 2024-03-11 14:30:00 | ES | Futures | 5502.88 | 5510.4 | 5498.86 | 5507.45 | 24061.0 |
| 2024-03-11 15:00:00 | ES | Futures | 5507.18 | 5507.45 | 5498.86 | 5499.39 | 20161.0 |
| 2024-03-11 15:30:00 | ES | Futures | 5499.39 | 5506.91 | 5495.63 | 5503.69 | 49066.0 |
| 2024-03-11 16:00:00 | ES | Futures | 5503.69 | 5507.72 | 5502.35 | 5506.11 | 14347.0 |
| 2024-03-11 16:30:00 | ES | Futures | 5506.11 | 5510.4 | 5505.84 | 5509.6 | 4428.0 |
| 2024-03-11 18:00:00 | ES | Futures | 5510.4 | 5518.73 | 5510.14 | 5516.05 | 3166.0 |
| 2024-03-11 18:30:00 | ES | Futures | 5516.31 | 5517.66 | 5514.97 | 5516.05 | 569.0 |
| 2024-03-11 19:00:00 | ES | Futures | 5516.05 | 5517.39 | 5514.7 | 5516.31 | 755.0 |
| 2024-03-11 19:30:00 | ES | Futures | 5516.58 | 5519.0 | 5515.78 | 5518.46 | 917.0 |
| 2024-03-11 20:00:00 | ES | Futures | 5518.19 | 5520.61 | 5516.05 | 5519.54 | 1729.0 |
| 2024-03-11 20:30:00 | ES | Futures | 5519.81 | 5521.42 | 5515.78 | 5516.05 | 2259.0 |
| 2024-03-11 21:00:00 | ES | Futures | 5516.05 | 5517.66 | 5515.51 | 5517.39 | 1473.0 |
| 2024-03-11 21:30:00 | ES | Futures | 5517.12 | 5519.54 | 5515.24 | 5517.39 | 1424.0 |
| 2024-03-11 22:00:00 | ES | Futures | 5517.66 | 5519.0 | 5516.31 | 5519.0 | 1065.0 |
| 2024-03-11 22:30:00 | ES | Futures | 5518.73 | 5519.27 | 5517.66 | 5518.73 | 640.0 |
| 2024-03-11 23:00:00 | ES | Futures | 5518.73 | 5520.34 | 5518.73 | 5519.0 | 675.0 |
| 2024-03-11 23:30:00 | ES | Futures | 5519.0 | 5520.88 | 5519.0 | 5519.81 | 709.0 |
| 2024-03-11 00:00:00 | NQ | Futures | 19519.75 | 19522.19 | 19498.33 | 19512.43 | 1857.0 |
| 2024-03-11 00:30:00 | NQ | Futures | 19512.16 | 19513.24 | 19502.4 | 19510.26 | 870.0 |
| 2024-03-11 01:00:00 | NQ | Futures | 19509.72 | 19518.13 | 19507.28 | 19514.6 | 743.0 |
| 2024-03-11 01:30:00 | NQ | Futures | 19514.6 | 19550.67 | 19512.43 | 19548.5 | 2003.0 |
> showing 50 of 3,645 rows — these rows as CSV