PREVIEW / futures_30min / 2024-03-20
file: by_date/futures_30min/2024/2024-03-20.parquet size: 112 KB rows: 3,994
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-20 00:00:00 | ES | Futures | 5556.88 | 5557.15 | 5555.56 | 5556.88 | 522.0 |
| 2024-03-20 00:30:00 | ES | Futures | 5556.88 | 5558.21 | 5555.29 | 5555.29 | 1099.0 |
| 2024-03-20 01:00:00 | ES | Futures | 5555.03 | 5556.09 | 5554.5 | 5555.82 | 1065.0 |
| 2024-03-20 01:30:00 | ES | Futures | 5555.82 | 5557.95 | 5555.56 | 5556.88 | 892.0 |
| 2024-03-20 02:00:00 | ES | Futures | 5556.62 | 5558.48 | 5555.56 | 5556.35 | 1831.0 |
| 2024-03-20 02:30:00 | ES | Futures | 5556.35 | 5557.41 | 5555.56 | 5557.15 | 1173.0 |
| 2024-03-20 03:00:00 | ES | Futures | 5557.41 | 5561.92 | 5556.88 | 5561.39 | 5025.0 |
| 2024-03-20 03:30:00 | ES | Futures | 5561.39 | 5562.19 | 5558.48 | 5558.74 | 3509.0 |
| 2024-03-20 04:00:00 | ES | Futures | 5558.48 | 5560.6 | 5556.09 | 5557.15 | 6379.0 |
| 2024-03-20 04:30:00 | ES | Futures | 5557.41 | 5558.74 | 5553.7 | 5556.62 | 5881.0 |
| 2024-03-20 05:00:00 | ES | Futures | 5556.62 | 5558.48 | 5554.23 | 5558.21 | 3727.0 |
| 2024-03-20 05:30:00 | ES | Futures | 5558.21 | 5559.54 | 5555.82 | 5559.01 | 3316.0 |
| 2024-03-20 06:00:00 | ES | Futures | 5558.74 | 5560.07 | 5556.88 | 5557.68 | 3143.0 |
| 2024-03-20 06:30:00 | ES | Futures | 5557.68 | 5561.66 | 5557.68 | 5561.13 | 4479.0 |
| 2024-03-20 07:00:00 | ES | Futures | 5561.13 | 5565.9 | 5560.6 | 5565.37 | 7575.0 |
| 2024-03-20 07:30:00 | ES | Futures | 5565.11 | 5567.23 | 5564.05 | 5565.64 | 6023.0 |
| 2024-03-20 08:00:00 | ES | Futures | 5565.9 | 5566.17 | 5559.27 | 5562.46 | 11473.0 |
| 2024-03-20 08:30:00 | ES | Futures | 5562.46 | 5563.52 | 5555.29 | 5558.21 | 12955.0 |
| 2024-03-20 09:00:00 | ES | Futures | 5558.21 | 5562.99 | 5557.15 | 5561.39 | 14762.0 |
| 2024-03-20 09:30:00 | ES | Futures | 5561.66 | 5564.31 | 5555.56 | 5557.95 | 108562.0 |
| 2024-03-20 10:00:00 | ES | Futures | 5557.95 | 5568.56 | 5556.88 | 5567.76 | 58005.0 |
| 2024-03-20 10:30:00 | ES | Futures | 5567.76 | 5568.82 | 5559.27 | 5562.72 | 53629.0 |
| 2024-03-20 11:00:00 | ES | Futures | 5562.72 | 5567.23 | 5561.92 | 5565.9 | 34240.0 |
| 2024-03-20 11:30:00 | ES | Futures | 5565.9 | 5567.23 | 5559.01 | 5562.72 | 32942.0 |
| 2024-03-20 12:00:00 | ES | Futures | 5562.46 | 5562.99 | 5558.21 | 5560.86 | 28456.0 |
| 2024-03-20 12:30:00 | ES | Futures | 5560.6 | 5565.37 | 5556.88 | 5564.84 | 31411.0 |
| 2024-03-20 13:00:00 | ES | Futures | 5564.84 | 5564.84 | 5555.82 | 5556.88 | 30038.0 |
| 2024-03-20 13:30:00 | ES | Futures | 5557.15 | 5560.07 | 5553.17 | 5557.15 | 30183.0 |
| 2024-03-20 14:00:00 | ES | Futures | 5557.15 | 5589.25 | 5556.88 | 5581.03 | 187056.0 |
| 2024-03-20 14:30:00 | ES | Futures | 5581.03 | 5601.45 | 5561.66 | 5594.82 | 200958.0 |
| 2024-03-20 15:00:00 | ES | Futures | 5595.09 | 5612.07 | 5593.76 | 5610.74 | 130131.0 |
| 2024-03-20 15:30:00 | ES | Futures | 5610.74 | 5613.13 | 5596.94 | 5611.27 | 187194.0 |
| 2024-03-20 16:00:00 | ES | Futures | 5611.0 | 5619.76 | 5608.35 | 5618.43 | 77061.0 |
| 2024-03-20 16:30:00 | ES | Futures | 5618.7 | 5621.88 | 5618.43 | 5620.29 | 14634.0 |
| 2024-03-20 18:00:00 | ES | Futures | 5618.7 | 5622.68 | 5617.37 | 5621.09 | 5683.0 |
| 2024-03-20 18:30:00 | ES | Futures | 5621.09 | 5623.74 | 5620.29 | 5623.47 | 2248.0 |
| 2024-03-20 19:00:00 | ES | Futures | 5623.21 | 5629.31 | 5622.68 | 5627.72 | 6132.0 |
| 2024-03-20 19:30:00 | ES | Futures | 5627.72 | 5628.51 | 5625.86 | 5627.19 | 3311.0 |
| 2024-03-20 20:00:00 | ES | Futures | 5626.92 | 5626.92 | 5624.27 | 5624.8 | 4144.0 |
| 2024-03-20 20:30:00 | ES | Futures | 5624.8 | 5625.33 | 5623.74 | 5624.53 | 3679.0 |
| 2024-03-20 21:00:00 | ES | Futures | 5624.27 | 5627.19 | 5623.74 | 5624.8 | 3094.0 |
| 2024-03-20 21:30:00 | ES | Futures | 5624.8 | 5625.33 | 5623.21 | 5625.06 | 2852.0 |
| 2024-03-20 22:00:00 | ES | Futures | 5625.33 | 5627.72 | 5624.8 | 5627.72 | 2515.0 |
| 2024-03-20 22:30:00 | ES | Futures | 5627.72 | 5630.11 | 5627.72 | 5629.31 | 3193.0 |
| 2024-03-20 23:00:00 | ES | Futures | 5629.31 | 5631.43 | 5629.04 | 5630.64 | 2423.0 |
| 2024-03-20 23:30:00 | ES | Futures | 5630.64 | 5631.7 | 5629.84 | 5631.43 | 2300.0 |
| 2024-03-20 00:00:00 | NQ | Futures | 19523.25 | 19526.99 | 19516.83 | 19526.19 | 601.0 |
| 2024-03-20 00:30:00 | NQ | Futures | 19526.19 | 19531.27 | 19513.35 | 19513.62 | 1131.0 |
| 2024-03-20 01:00:00 | NQ | Futures | 19513.62 | 19519.23 | 19510.67 | 19516.29 | 808.0 |
| 2024-03-20 01:30:00 | NQ | Futures | 19516.02 | 19529.67 | 19514.15 | 19524.85 | 841.0 |
> showing 50 of 3,994 rows — these rows as CSV