PREVIEW / futures_30min / 2024-03-14
file: by_date/futures_30min/2024/2024-03-14.parquet size: 108 KB rows: 3,905
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-14 00:00:00 | ES | Futures | 5557.95 | 5558.21 | 5556.09 | 5557.41 | 1228.0 |
| 2024-03-14 00:30:00 | ES | Futures | 5557.15 | 5559.54 | 5556.88 | 5559.27 | 1570.0 |
| 2024-03-14 01:00:00 | ES | Futures | 5559.27 | 5560.33 | 5558.21 | 5559.54 | 1735.0 |
| 2024-03-14 01:30:00 | ES | Futures | 5559.27 | 5560.6 | 5559.27 | 5560.07 | 1567.0 |
| 2024-03-14 02:00:00 | ES | Futures | 5560.33 | 5562.46 | 5559.27 | 5560.86 | 3089.0 |
| 2024-03-14 02:30:00 | ES | Futures | 5561.13 | 5563.78 | 5560.6 | 5563.52 | 2141.0 |
| 2024-03-14 03:00:00 | ES | Futures | 5563.52 | 5563.78 | 5560.07 | 5562.46 | 3924.0 |
| 2024-03-14 03:30:00 | ES | Futures | 5562.19 | 5565.9 | 5561.92 | 5565.11 | 4552.0 |
| 2024-03-14 04:00:00 | ES | Futures | 5565.11 | 5572.01 | 5564.84 | 5569.62 | 13480.0 |
| 2024-03-14 04:30:00 | ES | Futures | 5569.88 | 5571.21 | 5567.5 | 5570.94 | 8155.0 |
| 2024-03-14 05:00:00 | ES | Futures | 5570.94 | 5572.01 | 5568.82 | 5570.41 | 6727.0 |
| 2024-03-14 05:30:00 | ES | Futures | 5570.68 | 5572.54 | 5569.62 | 5571.48 | 4910.0 |
| 2024-03-14 06:00:00 | ES | Futures | 5571.74 | 5572.54 | 5569.88 | 5571.21 | 5094.0 |
| 2024-03-14 06:30:00 | ES | Futures | 5571.21 | 5571.48 | 5568.29 | 5570.68 | 5354.0 |
| 2024-03-14 07:00:00 | ES | Futures | 5570.41 | 5574.92 | 5569.09 | 5572.01 | 8365.0 |
| 2024-03-14 07:30:00 | ES | Futures | 5571.74 | 5571.74 | 5569.09 | 5570.15 | 6892.0 |
| 2024-03-14 08:00:00 | ES | Futures | 5570.41 | 5572.27 | 5568.03 | 5570.15 | 17865.0 |
| 2024-03-14 08:30:00 | ES | Futures | 5570.15 | 5573.6 | 5559.54 | 5563.25 | 75135.0 |
| 2024-03-14 09:00:00 | ES | Futures | 5563.25 | 5567.5 | 5556.35 | 5560.6 | 54241.0 |
| 2024-03-14 09:30:00 | ES | Futures | 5560.6 | 5562.19 | 5527.44 | 5528.23 | 279904.0 |
| 2024-03-14 10:00:00 | ES | Futures | 5527.97 | 5542.29 | 5521.33 | 5539.37 | 200935.0 |
| 2024-03-14 10:30:00 | ES | Futures | 5539.37 | 5545.74 | 5529.56 | 5535.13 | 127562.0 |
| 2024-03-14 11:00:00 | ES | Futures | 5535.39 | 5543.62 | 5529.03 | 5532.48 | 109675.0 |
| 2024-03-14 11:30:00 | ES | Futures | 5532.74 | 5539.9 | 5529.03 | 5539.37 | 76245.0 |
| 2024-03-14 12:00:00 | ES | Futures | 5539.37 | 5541.23 | 5526.91 | 5536.19 | 95278.0 |
| 2024-03-14 12:30:00 | ES | Futures | 5536.46 | 5539.11 | 5526.91 | 5527.44 | 68187.0 |
| 2024-03-14 13:00:00 | ES | Futures | 5527.44 | 5529.29 | 5517.89 | 5519.48 | 72530.0 |
| 2024-03-14 13:30:00 | ES | Futures | 5519.48 | 5534.86 | 5514.7 | 5534.33 | 77122.0 |
| 2024-03-14 14:00:00 | ES | Futures | 5534.33 | 5541.5 | 5534.07 | 5536.19 | 82266.0 |
| 2024-03-14 14:30:00 | ES | Futures | 5536.19 | 5538.31 | 5526.91 | 5527.44 | 82176.0 |
| 2024-03-14 15:00:00 | ES | Futures | 5527.44 | 5527.7 | 5509.13 | 5513.91 | 132053.0 |
| 2024-03-14 15:30:00 | ES | Futures | 5514.17 | 5539.9 | 5505.42 | 5539.64 | 235922.0 |
| 2024-03-14 16:00:00 | ES | Futures | 5539.64 | 5541.5 | 5535.66 | 5537.25 | 64203.0 |
| 2024-03-14 16:30:00 | ES | Futures | 5537.25 | 5540.17 | 5535.66 | 5536.99 | 7708.0 |
| 2024-03-14 18:00:00 | ES | Futures | 5535.13 | 5537.52 | 5534.07 | 5536.99 | 3964.0 |
| 2024-03-14 18:30:00 | ES | Futures | 5536.99 | 5536.99 | 5534.07 | 5534.86 | 1944.0 |
| 2024-03-14 19:00:00 | ES | Futures | 5534.86 | 5535.13 | 5529.56 | 5530.09 | 3090.0 |
| 2024-03-14 19:30:00 | ES | Futures | 5529.82 | 5532.48 | 5528.76 | 5532.48 | 3259.0 |
| 2024-03-14 20:00:00 | ES | Futures | 5532.21 | 5536.19 | 5532.21 | 5534.6 | 3977.0 |
| 2024-03-14 20:30:00 | ES | Futures | 5534.86 | 5538.31 | 5534.86 | 5536.99 | 3371.0 |
| 2024-03-14 21:00:00 | ES | Futures | 5536.99 | 5538.31 | 5534.33 | 5536.46 | 2680.0 |
| 2024-03-14 21:30:00 | ES | Futures | 5536.46 | 5538.84 | 5534.6 | 5534.6 | 4078.0 |
| 2024-03-14 22:00:00 | ES | Futures | 5534.33 | 5534.6 | 5532.21 | 5534.07 | 2841.0 |
| 2024-03-14 22:30:00 | ES | Futures | 5533.8 | 5534.07 | 5531.68 | 5533.01 | 2244.0 |
| 2024-03-14 23:00:00 | ES | Futures | 5533.01 | 5535.66 | 5532.74 | 5535.39 | 2324.0 |
| 2024-03-14 23:30:00 | ES | Futures | 5535.39 | 5536.46 | 5534.07 | 5536.19 | 2290.0 |
| 2024-03-14 00:00:00 | NQ | Futures | 19658.07 | 19661.28 | 19651.65 | 19657.0 | 748.0 |
| 2024-03-14 00:30:00 | NQ | Futures | 19656.2 | 19667.7 | 19654.59 | 19667.16 | 735.0 |
| 2024-03-14 01:00:00 | NQ | Futures | 19666.9 | 19672.78 | 19661.28 | 19667.7 | 1253.0 |
| 2024-03-14 01:30:00 | NQ | Futures | 19667.7 | 19674.65 | 19665.56 | 19670.64 | 812.0 |
> showing 50 of 3,905 rows — these rows as CSV