PREVIEW / futures_30min / 2024-03-13
file: by_date/futures_30min/2024/2024-03-13.parquet size: 104 KB rows: 3,880
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-13 00:00:00 | ES | Futures | 5559.29 | 5561.71 | 5559.02 | 5560.36 | 630.0 |
| 2024-03-13 00:30:00 | ES | Futures | 5560.36 | 5562.24 | 5560.09 | 5561.71 | 303.0 |
| 2024-03-13 01:00:00 | ES | Futures | 5561.71 | 5564.12 | 5561.44 | 5563.85 | 876.0 |
| 2024-03-13 01:30:00 | ES | Futures | 5563.85 | 5566.27 | 5563.05 | 5564.93 | 835.0 |
| 2024-03-13 02:00:00 | ES | Futures | 5564.66 | 5564.66 | 5561.71 | 5561.71 | 1021.0 |
| 2024-03-13 02:30:00 | ES | Futures | 5561.71 | 5563.85 | 5561.71 | 5563.85 | 623.0 |
| 2024-03-13 03:00:00 | ES | Futures | 5563.59 | 5569.23 | 5563.59 | 5568.42 | 1870.0 |
| 2024-03-13 03:30:00 | ES | Futures | 5568.15 | 5568.42 | 5565.47 | 5565.73 | 1194.0 |
| 2024-03-13 04:00:00 | ES | Futures | 5566.0 | 5568.15 | 5559.83 | 5559.83 | 2653.0 |
| 2024-03-13 04:30:00 | ES | Futures | 5559.83 | 5562.24 | 5557.68 | 5561.71 | 1801.0 |
| 2024-03-13 05:00:00 | ES | Futures | 5561.97 | 5563.59 | 5558.21 | 5563.05 | 2290.0 |
| 2024-03-13 05:30:00 | ES | Futures | 5562.78 | 5563.05 | 5559.83 | 5562.24 | 1620.0 |
| 2024-03-13 06:00:00 | ES | Futures | 5561.71 | 5563.85 | 5560.09 | 5563.32 | 1725.0 |
| 2024-03-13 06:30:00 | ES | Futures | 5563.05 | 5566.27 | 5561.97 | 5565.73 | 1228.0 |
| 2024-03-13 07:00:00 | ES | Futures | 5566.0 | 5567.35 | 5564.66 | 5567.35 | 2550.0 |
| 2024-03-13 07:30:00 | ES | Futures | 5567.35 | 5568.42 | 5563.85 | 5564.12 | 1372.0 |
| 2024-03-13 08:00:00 | ES | Futures | 5564.12 | 5564.66 | 5558.75 | 5559.02 | 3938.0 |
| 2024-03-13 08:30:00 | ES | Futures | 5558.75 | 5561.44 | 5556.87 | 5561.44 | 5943.0 |
| 2024-03-13 09:00:00 | ES | Futures | 5561.17 | 5565.73 | 5560.09 | 5564.66 | 3588.0 |
| 2024-03-13 09:30:00 | ES | Futures | 5564.66 | 5564.66 | 5552.04 | 5553.38 | 28086.0 |
| 2024-03-13 10:00:00 | ES | Futures | 5553.65 | 5558.75 | 5549.08 | 5557.41 | 17086.0 |
| 2024-03-13 10:30:00 | ES | Futures | 5557.14 | 5561.17 | 5550.96 | 5554.99 | 13136.0 |
| 2024-03-13 11:00:00 | ES | Futures | 5554.99 | 5560.36 | 5552.3 | 5553.11 | 9973.0 |
| 2024-03-13 11:30:00 | ES | Futures | 5553.38 | 5557.95 | 5550.69 | 5557.14 | 9530.0 |
| 2024-03-13 12:00:00 | ES | Futures | 5557.41 | 5559.29 | 5554.45 | 5555.8 | 8023.0 |
| 2024-03-13 12:30:00 | ES | Futures | 5555.8 | 5559.83 | 5553.38 | 5557.68 | 7210.0 |
| 2024-03-13 13:00:00 | ES | Futures | 5557.68 | 5566.0 | 5556.87 | 5564.93 | 12388.0 |
| 2024-03-13 13:30:00 | ES | Futures | 5564.93 | 5566.81 | 5559.83 | 5564.39 | 8193.0 |
| 2024-03-13 14:00:00 | ES | Futures | 5564.39 | 5565.73 | 5560.36 | 5561.71 | 5767.0 |
| 2024-03-13 14:30:00 | ES | Futures | 5561.97 | 5563.85 | 5557.14 | 5558.21 | 6526.0 |
| 2024-03-13 15:00:00 | ES | Futures | 5557.95 | 5560.36 | 5536.19 | 5543.71 | 16529.0 |
| 2024-03-13 15:30:00 | ES | Futures | 5543.71 | 5556.33 | 5542.1 | 5552.84 | 31687.0 |
| 2024-03-13 16:00:00 | ES | Futures | 5552.84 | 5557.14 | 5551.23 | 5556.87 | 6951.0 |
| 2024-03-13 16:30:00 | ES | Futures | 5556.87 | 5558.75 | 5556.33 | 5557.14 | 611.0 |
| 2024-03-13 18:00:00 | ES | Futures | 5556.07 | 5557.95 | 5554.99 | 5556.07 | 321.0 |
| 2024-03-13 18:30:00 | ES | Futures | 5556.07 | 5556.6 | 5554.72 | 5555.53 | 202.0 |
| 2024-03-13 19:00:00 | ES | Futures | 5555.8 | 5557.68 | 5555.53 | 5557.68 | 220.0 |
| 2024-03-13 19:30:00 | ES | Futures | 5557.68 | 5559.29 | 5557.68 | 5558.75 | 324.0 |
| 2024-03-13 20:00:00 | ES | Futures | 5558.75 | 5558.75 | 5554.45 | 5554.72 | 416.0 |
| 2024-03-13 20:30:00 | ES | Futures | 5554.99 | 5557.68 | 5554.99 | 5557.41 | 194.0 |
| 2024-03-13 21:00:00 | ES | Futures | 5557.14 | 5558.48 | 5556.33 | 5557.41 | 212.0 |
| 2024-03-13 21:30:00 | ES | Futures | 5557.68 | 5560.09 | 5557.41 | 5559.56 | 358.0 |
| 2024-03-13 22:00:00 | ES | Futures | 5559.56 | 5559.83 | 5557.95 | 5558.48 | 189.0 |
| 2024-03-13 22:30:00 | ES | Futures | 5558.75 | 5559.83 | 5557.14 | 5557.41 | 335.0 |
| 2024-03-13 23:00:00 | ES | Futures | 5557.14 | 5557.95 | 5556.6 | 5556.6 | 163.0 |
| 2024-03-13 23:30:00 | ES | Futures | 5556.6 | 5557.95 | 5556.07 | 5557.95 | 210.0 |
| 2024-03-13 00:00:00 | NQ | Futures | 19752.99 | 19762.75 | 19752.99 | 19759.5 | 272.0 |
| 2024-03-13 00:30:00 | NQ | Futures | 19759.5 | 19767.63 | 19757.33 | 19765.19 | 223.0 |
| 2024-03-13 01:00:00 | NQ | Futures | 19764.65 | 19779.03 | 19764.11 | 19777.4 | 350.0 |
| 2024-03-13 01:30:00 | NQ | Futures | 19777.94 | 19784.45 | 19773.06 | 19782.28 | 367.0 |
> showing 50 of 3,880 rows — these rows as CSV