PREVIEW / futures_30min / 2024-03-18
file: by_date/futures_30min/2024/2024-03-18.parquet size: 104 KB rows: 3,895
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-18 00:00:00 | ES | Futures | 5511.52 | 5513.64 | 5510.99 | 5512.84 | 1875.0 |
| 2024-03-18 00:30:00 | ES | Futures | 5512.84 | 5514.44 | 5512.84 | 5513.38 | 1652.0 |
| 2024-03-18 01:00:00 | ES | Futures | 5513.64 | 5514.97 | 5513.11 | 5514.97 | 2055.0 |
| 2024-03-18 01:30:00 | ES | Futures | 5514.7 | 5516.29 | 5514.7 | 5515.5 | 2041.0 |
| 2024-03-18 02:00:00 | ES | Futures | 5515.76 | 5517.35 | 5514.97 | 5515.23 | 2552.0 |
| 2024-03-18 02:30:00 | ES | Futures | 5515.23 | 5516.82 | 5514.97 | 5515.23 | 1618.0 |
| 2024-03-18 03:00:00 | ES | Futures | 5515.23 | 5516.29 | 5512.84 | 5512.84 | 3818.0 |
| 2024-03-18 03:30:00 | ES | Futures | 5512.84 | 5516.82 | 5511.52 | 5512.05 | 4101.0 |
| 2024-03-18 04:00:00 | ES | Futures | 5512.05 | 5516.29 | 5510.72 | 5510.72 | 9172.0 |
| 2024-03-18 04:30:00 | ES | Futures | 5510.72 | 5520.54 | 5509.66 | 5520.27 | 7538.0 |
| 2024-03-18 05:00:00 | ES | Futures | 5520.01 | 5521.86 | 5515.23 | 5517.89 | 6159.0 |
| 2024-03-18 05:30:00 | ES | Futures | 5518.15 | 5520.01 | 5516.29 | 5518.15 | 3836.0 |
| 2024-03-18 06:00:00 | ES | Futures | 5518.42 | 5520.01 | 5516.56 | 5519.48 | 3978.0 |
| 2024-03-18 06:30:00 | ES | Futures | 5519.48 | 5522.4 | 5518.15 | 5520.8 | 6734.0 |
| 2024-03-18 07:00:00 | ES | Futures | 5520.54 | 5533.27 | 5519.21 | 5532.48 | 15468.0 |
| 2024-03-18 07:30:00 | ES | Futures | 5532.74 | 5540.7 | 5532.48 | 5538.31 | 19323.0 |
| 2024-03-18 08:00:00 | ES | Futures | 5538.31 | 5545.48 | 5538.31 | 5543.09 | 19023.0 |
| 2024-03-18 08:30:00 | ES | Futures | 5543.09 | 5544.15 | 5538.58 | 5540.17 | 15841.0 |
| 2024-03-18 09:00:00 | ES | Futures | 5540.17 | 5546.54 | 5540.17 | 5545.21 | 26208.0 |
| 2024-03-18 09:30:00 | ES | Futures | 5545.21 | 5553.97 | 5542.03 | 5543.09 | 184138.0 |
| 2024-03-18 10:00:00 | ES | Futures | 5543.35 | 5560.86 | 5542.56 | 5557.68 | 119520.0 |
| 2024-03-18 10:30:00 | ES | Futures | 5557.68 | 5558.48 | 5552.9 | 5557.15 | 72603.0 |
| 2024-03-18 11:00:00 | ES | Futures | 5557.15 | 5557.95 | 5547.6 | 5552.37 | 72864.0 |
| 2024-03-18 11:30:00 | ES | Futures | 5552.37 | 5552.37 | 5543.62 | 5547.33 | 57734.0 |
| 2024-03-18 12:00:00 | ES | Futures | 5547.07 | 5550.25 | 5542.56 | 5546.27 | 47627.0 |
| 2024-03-18 12:30:00 | ES | Futures | 5546.54 | 5547.86 | 5538.84 | 5539.64 | 58927.0 |
| 2024-03-18 13:00:00 | ES | Futures | 5539.64 | 5546.8 | 5538.31 | 5546.54 | 57153.0 |
| 2024-03-18 13:30:00 | ES | Futures | 5546.8 | 5547.33 | 5536.99 | 5542.29 | 54308.0 |
| 2024-03-18 14:00:00 | ES | Futures | 5542.56 | 5548.66 | 5540.7 | 5548.39 | 45243.0 |
| 2024-03-18 14:30:00 | ES | Futures | 5548.39 | 5548.93 | 5535.93 | 5542.29 | 57951.0 |
| 2024-03-18 15:00:00 | ES | Futures | 5542.29 | 5546.27 | 5540.44 | 5542.82 | 46610.0 |
| 2024-03-18 15:30:00 | ES | Futures | 5543.09 | 5545.74 | 5529.03 | 5534.33 | 186324.0 |
| 2024-03-18 16:00:00 | ES | Futures | 5534.33 | 5536.19 | 5529.56 | 5533.8 | 51123.0 |
| 2024-03-18 16:30:00 | ES | Futures | 5534.07 | 5535.93 | 5532.21 | 5533.54 | 7305.0 |
| 2024-03-18 18:00:00 | ES | Futures | 5534.33 | 5535.39 | 5529.03 | 5533.01 | 3831.0 |
| 2024-03-18 18:30:00 | ES | Futures | 5533.01 | 5533.01 | 5525.31 | 5526.91 | 2828.0 |
| 2024-03-18 19:00:00 | ES | Futures | 5526.91 | 5529.29 | 5523.99 | 5528.23 | 2211.0 |
| 2024-03-18 19:30:00 | ES | Futures | 5528.23 | 5529.03 | 5526.91 | 5528.76 | 3537.0 |
| 2024-03-18 20:00:00 | ES | Futures | 5529.03 | 5529.56 | 5525.58 | 5526.11 | 3243.0 |
| 2024-03-18 20:30:00 | ES | Futures | 5526.37 | 5527.44 | 5522.93 | 5523.72 | 3349.0 |
| 2024-03-18 21:00:00 | ES | Futures | 5523.72 | 5525.05 | 5521.6 | 5521.86 | 3330.0 |
| 2024-03-18 21:30:00 | ES | Futures | 5521.86 | 5524.25 | 5520.8 | 5524.25 | 3073.0 |
| 2024-03-18 22:00:00 | ES | Futures | 5524.25 | 5529.03 | 5524.25 | 5527.7 | 3282.0 |
| 2024-03-18 22:30:00 | ES | Futures | 5527.44 | 5527.7 | 5525.84 | 5526.64 | 1472.0 |
| 2024-03-18 23:00:00 | ES | Futures | 5526.64 | 5529.29 | 5526.64 | 5527.97 | 2814.0 |
| 2024-03-18 23:30:00 | ES | Futures | 5527.97 | 5532.74 | 5521.6 | 5526.37 | 7844.0 |
| 2024-03-18 00:00:00 | NQ | Futures | 19394.31 | 19406.35 | 19391.37 | 19402.6 | 1429.0 |
| 2024-03-18 00:30:00 | NQ | Futures | 19403.14 | 19411.7 | 19402.87 | 19407.15 | 1262.0 |
| 2024-03-18 01:00:00 | NQ | Futures | 19407.42 | 19418.38 | 19404.47 | 19416.78 | 1807.0 |
| 2024-03-18 01:30:00 | NQ | Futures | 19416.78 | 19430.42 | 19416.78 | 19426.68 | 2187.0 |
> showing 50 of 3,895 rows — these rows as CSV