PREVIEW / futures_30min / 2024-03-19
file: by_date/futures_30min/2024/2024-03-19.parquet size: 106 KB rows: 3,956
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-19 00:00:00 | ES | Futures | 5526.64 | 5530.88 | 5524.78 | 5527.97 | 3805.0 |
| 2024-03-19 00:30:00 | ES | Futures | 5527.7 | 5529.03 | 5526.37 | 5529.03 | 1821.0 |
| 2024-03-19 01:00:00 | ES | Futures | 5529.03 | 5529.03 | 5526.11 | 5526.64 | 1781.0 |
| 2024-03-19 01:30:00 | ES | Futures | 5526.91 | 5531.68 | 5525.84 | 5530.62 | 2346.0 |
| 2024-03-19 02:00:00 | ES | Futures | 5530.88 | 5531.68 | 5524.78 | 5527.44 | 2910.0 |
| 2024-03-19 02:30:00 | ES | Futures | 5527.44 | 5529.03 | 5526.11 | 5527.44 | 1629.0 |
| 2024-03-19 03:00:00 | ES | Futures | 5527.44 | 5531.15 | 5525.58 | 5529.29 | 4608.0 |
| 2024-03-19 03:30:00 | ES | Futures | 5529.29 | 5531.42 | 5525.05 | 5526.91 | 4053.0 |
| 2024-03-19 04:00:00 | ES | Futures | 5526.91 | 5529.82 | 5522.13 | 5528.5 | 12488.0 |
| 2024-03-19 04:30:00 | ES | Futures | 5528.76 | 5538.58 | 5526.91 | 5531.95 | 9553.0 |
| 2024-03-19 05:00:00 | ES | Futures | 5532.21 | 5533.8 | 5526.11 | 5527.44 | 7190.0 |
| 2024-03-19 05:30:00 | ES | Futures | 5527.7 | 5527.97 | 5520.01 | 5521.07 | 12401.0 |
| 2024-03-19 06:00:00 | ES | Futures | 5521.33 | 5525.84 | 5520.27 | 5524.52 | 8236.0 |
| 2024-03-19 06:30:00 | ES | Futures | 5524.78 | 5526.91 | 5518.68 | 5521.33 | 7912.0 |
| 2024-03-19 07:00:00 | ES | Futures | 5521.07 | 5521.07 | 5510.46 | 5512.58 | 14921.0 |
| 2024-03-19 07:30:00 | ES | Futures | 5512.58 | 5512.58 | 5506.48 | 5510.99 | 13185.0 |
| 2024-03-19 08:00:00 | ES | Futures | 5511.25 | 5512.31 | 5503.29 | 5504.09 | 17357.0 |
| 2024-03-19 08:30:00 | ES | Futures | 5504.09 | 5517.09 | 5503.82 | 5516.56 | 27409.0 |
| 2024-03-19 09:00:00 | ES | Futures | 5516.82 | 5525.05 | 5514.17 | 5523.99 | 28971.0 |
| 2024-03-19 09:30:00 | ES | Futures | 5524.25 | 5524.52 | 5513.11 | 5518.68 | 152379.0 |
| 2024-03-19 10:00:00 | ES | Futures | 5518.68 | 5523.19 | 5513.64 | 5516.03 | 90002.0 |
| 2024-03-19 10:30:00 | ES | Futures | 5516.03 | 5528.76 | 5514.97 | 5524.52 | 80320.0 |
| 2024-03-19 11:00:00 | ES | Futures | 5524.52 | 5530.35 | 5523.72 | 5529.29 | 49181.0 |
| 2024-03-19 11:30:00 | ES | Futures | 5529.56 | 5537.78 | 5529.56 | 5534.6 | 60025.0 |
| 2024-03-19 12:00:00 | ES | Futures | 5534.6 | 5544.95 | 5532.74 | 5543.88 | 57821.0 |
| 2024-03-19 12:30:00 | ES | Futures | 5543.62 | 5556.09 | 5543.62 | 5551.05 | 84590.0 |
| 2024-03-19 13:00:00 | ES | Futures | 5551.31 | 5559.54 | 5547.6 | 5552.9 | 69293.0 |
| 2024-03-19 13:30:00 | ES | Futures | 5553.17 | 5557.41 | 5551.31 | 5554.23 | 51154.0 |
| 2024-03-19 14:00:00 | ES | Futures | 5554.23 | 5556.35 | 5548.93 | 5554.5 | 46613.0 |
| 2024-03-19 14:30:00 | ES | Futures | 5554.5 | 5558.21 | 5549.72 | 5553.17 | 49824.0 |
| 2024-03-19 15:00:00 | ES | Futures | 5552.9 | 5555.03 | 5546.01 | 5549.46 | 60079.0 |
| 2024-03-19 15:30:00 | ES | Futures | 5549.19 | 5565.64 | 5548.13 | 5563.25 | 176629.0 |
| 2024-03-19 16:00:00 | ES | Futures | 5563.25 | 5564.84 | 5559.27 | 5560.86 | 49189.0 |
| 2024-03-19 16:30:00 | ES | Futures | 5560.86 | 5563.78 | 5559.8 | 5560.07 | 18303.0 |
| 2024-03-19 18:00:00 | ES | Futures | 5560.33 | 5561.13 | 5559.27 | 5560.6 | 1798.0 |
| 2024-03-19 18:30:00 | ES | Futures | 5560.6 | 5561.39 | 5559.01 | 5560.6 | 1927.0 |
| 2024-03-19 19:00:00 | ES | Futures | 5560.6 | 5561.66 | 5559.27 | 5561.13 | 1765.0 |
| 2024-03-19 19:30:00 | ES | Futures | 5561.13 | 5561.39 | 5559.01 | 5559.01 | 1113.0 |
| 2024-03-19 20:00:00 | ES | Futures | 5559.01 | 5559.27 | 5556.62 | 5557.95 | 2804.0 |
| 2024-03-19 20:30:00 | ES | Futures | 5557.95 | 5558.74 | 5556.88 | 5557.15 | 1943.0 |
| 2024-03-19 21:00:00 | ES | Futures | 5557.15 | 5557.95 | 5555.82 | 5556.88 | 1632.0 |
| 2024-03-19 21:30:00 | ES | Futures | 5556.88 | 5557.15 | 5553.17 | 5554.76 | 2793.0 |
| 2024-03-19 22:00:00 | ES | Futures | 5554.76 | 5556.62 | 5553.97 | 5555.56 | 1850.0 |
| 2024-03-19 22:30:00 | ES | Futures | 5555.82 | 5556.88 | 5554.5 | 5556.88 | 1660.0 |
| 2024-03-19 23:00:00 | ES | Futures | 5556.88 | 5557.15 | 5555.29 | 5557.15 | 1253.0 |
| 2024-03-19 23:30:00 | ES | Futures | 5556.88 | 5557.15 | 5556.09 | 5556.88 | 799.0 |
| 2024-03-19 00:00:00 | NQ | Futures | 19452.89 | 19474.03 | 19445.14 | 19457.71 | 2475.0 |
| 2024-03-19 00:30:00 | NQ | Futures | 19458.51 | 19463.33 | 19450.49 | 19463.33 | 1207.0 |
| 2024-03-19 01:00:00 | NQ | Futures | 19463.06 | 19463.33 | 19446.21 | 19457.44 | 1612.0 |
| 2024-03-19 01:30:00 | NQ | Futures | 19456.64 | 19481.25 | 19450.75 | 19474.29 | 2266.0 |
> showing 50 of 3,956 rows — these rows as CSV