PREVIEW / futures_30min / 2024-03-21
file: by_date/futures_30min/2024/2024-03-21.parquet size: 111 KB rows: 3,939
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-21 00:00:00 | ES | Futures | 5631.17 | 5632.23 | 5630.64 | 5632.23 | 1767.0 |
| 2024-03-21 00:30:00 | ES | Futures | 5631.96 | 5633.55 | 5631.7 | 5633.55 | 2865.0 |
| 2024-03-21 01:00:00 | ES | Futures | 5633.55 | 5633.82 | 5632.23 | 5632.76 | 1922.0 |
| 2024-03-21 01:30:00 | ES | Futures | 5632.76 | 5634.88 | 5632.23 | 5633.82 | 2700.0 |
| 2024-03-21 02:00:00 | ES | Futures | 5634.08 | 5635.15 | 5632.76 | 5634.88 | 3159.0 |
| 2024-03-21 02:30:00 | ES | Futures | 5634.88 | 5635.41 | 5633.02 | 5635.15 | 3860.0 |
| 2024-03-21 03:00:00 | ES | Futures | 5635.15 | 5637.8 | 5634.08 | 5637.0 | 5331.0 |
| 2024-03-21 03:30:00 | ES | Futures | 5636.74 | 5640.98 | 5635.94 | 5640.72 | 7342.0 |
| 2024-03-21 04:00:00 | ES | Futures | 5640.98 | 5640.98 | 5633.02 | 5634.62 | 12708.0 |
| 2024-03-21 04:30:00 | ES | Futures | 5634.88 | 5637.0 | 5632.76 | 5633.55 | 10412.0 |
| 2024-03-21 05:00:00 | ES | Futures | 5633.82 | 5634.08 | 5626.92 | 5629.04 | 10602.0 |
| 2024-03-21 05:30:00 | ES | Futures | 5629.04 | 5631.96 | 5626.92 | 5629.57 | 9074.0 |
| 2024-03-21 06:00:00 | ES | Futures | 5629.57 | 5630.11 | 5625.86 | 5628.78 | 8434.0 |
| 2024-03-21 06:30:00 | ES | Futures | 5629.04 | 5629.84 | 5626.13 | 5627.98 | 6518.0 |
| 2024-03-21 07:00:00 | ES | Futures | 5628.25 | 5632.49 | 5627.98 | 5630.64 | 9015.0 |
| 2024-03-21 07:30:00 | ES | Futures | 5630.37 | 5635.41 | 5629.84 | 5633.55 | 11835.0 |
| 2024-03-21 08:00:00 | ES | Futures | 5633.02 | 5639.13 | 5633.02 | 5638.59 | 14253.0 |
| 2024-03-21 08:30:00 | ES | Futures | 5638.86 | 5639.39 | 5635.15 | 5637.53 | 16431.0 |
| 2024-03-21 09:00:00 | ES | Futures | 5637.27 | 5643.1 | 5635.15 | 5639.92 | 27198.0 |
| 2024-03-21 09:30:00 | ES | Futures | 5640.19 | 5647.08 | 5633.29 | 5640.72 | 164554.0 |
| 2024-03-21 10:00:00 | ES | Futures | 5640.45 | 5646.82 | 5637.8 | 5644.43 | 80381.0 |
| 2024-03-21 10:30:00 | ES | Futures | 5644.43 | 5646.82 | 5637.8 | 5642.57 | 90230.0 |
| 2024-03-21 11:00:00 | ES | Futures | 5642.57 | 5645.23 | 5636.47 | 5640.72 | 63468.0 |
| 2024-03-21 11:30:00 | ES | Futures | 5640.45 | 5646.29 | 5639.13 | 5644.17 | 51582.0 |
| 2024-03-21 12:00:00 | ES | Futures | 5644.17 | 5647.88 | 5642.84 | 5647.35 | 43212.0 |
| 2024-03-21 12:30:00 | ES | Futures | 5647.08 | 5648.41 | 5640.72 | 5644.43 | 58695.0 |
| 2024-03-21 13:00:00 | ES | Futures | 5644.43 | 5644.43 | 5638.33 | 5640.19 | 44459.0 |
| 2024-03-21 13:30:00 | ES | Futures | 5640.45 | 5642.04 | 5633.29 | 5634.08 | 48569.0 |
| 2024-03-21 14:00:00 | ES | Futures | 5634.08 | 5637.53 | 5630.9 | 5636.74 | 55497.0 |
| 2024-03-21 14:30:00 | ES | Futures | 5636.74 | 5636.74 | 5625.86 | 5628.78 | 74395.0 |
| 2024-03-21 15:00:00 | ES | Futures | 5628.78 | 5634.62 | 5626.39 | 5633.55 | 61874.0 |
| 2024-03-21 15:30:00 | ES | Futures | 5633.82 | 5638.06 | 5624.27 | 5627.19 | 155719.0 |
| 2024-03-21 16:00:00 | ES | Futures | 5626.92 | 5633.82 | 5625.6 | 5632.49 | 43809.0 |
| 2024-03-21 16:30:00 | ES | Futures | 5632.76 | 5632.76 | 5630.9 | 5632.23 | 5223.0 |
| 2024-03-21 18:00:00 | ES | Futures | 5631.43 | 5633.55 | 5629.04 | 5629.31 | 2513.0 |
| 2024-03-21 18:30:00 | ES | Futures | 5629.57 | 5634.35 | 5629.31 | 5633.82 | 1636.0 |
| 2024-03-21 19:00:00 | ES | Futures | 5633.82 | 5634.35 | 5632.23 | 5633.82 | 1649.0 |
| 2024-03-21 19:30:00 | ES | Futures | 5633.82 | 5635.41 | 5633.29 | 5634.88 | 1702.0 |
| 2024-03-21 20:00:00 | ES | Futures | 5634.62 | 5635.94 | 5633.29 | 5634.62 | 3433.0 |
| 2024-03-21 20:30:00 | ES | Futures | 5634.88 | 5635.41 | 5632.23 | 5634.35 | 2224.0 |
| 2024-03-21 21:00:00 | ES | Futures | 5634.35 | 5635.68 | 5633.29 | 5634.62 | 2125.0 |
| 2024-03-21 21:30:00 | ES | Futures | 5634.62 | 5635.68 | 5627.98 | 5628.25 | 5211.0 |
| 2024-03-21 22:00:00 | ES | Futures | 5628.51 | 5630.11 | 5628.25 | 5629.04 | 2799.0 |
| 2024-03-21 22:30:00 | ES | Futures | 5628.78 | 5628.78 | 5623.21 | 5624.27 | 5086.0 |
| 2024-03-21 23:00:00 | ES | Futures | 5624.0 | 5627.72 | 5624.0 | 5626.39 | 2642.0 |
| 2024-03-21 23:30:00 | ES | Futures | 5626.66 | 5627.45 | 5623.74 | 5627.45 | 3034.0 |
| 2024-03-21 00:00:00 | NQ | Futures | 19894.27 | 19898.02 | 19890.26 | 19896.95 | 1013.0 |
| 2024-03-21 00:30:00 | NQ | Futures | 19896.41 | 19909.25 | 19895.34 | 19903.9 | 2140.0 |
| 2024-03-21 01:00:00 | NQ | Futures | 19903.9 | 19907.92 | 19898.82 | 19901.5 | 1251.0 |
| 2024-03-21 01:30:00 | NQ | Futures | 19901.5 | 19918.08 | 19900.43 | 19913.53 | 1895.0 |
> showing 50 of 3,939 rows — these rows as CSV