PREVIEW / futures_30min / 2024-03-25
file: by_date/futures_30min/2024/2024-03-25.parquet size: 103 KB rows: 3,902
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-25 00:00:00 | ES | Futures | 5613.39 | 5613.39 | 5611.27 | 5613.39 | 1261.0 |
| 2024-03-25 00:30:00 | ES | Futures | 5613.39 | 5613.39 | 5612.33 | 5612.33 | 956.0 |
| 2024-03-25 01:00:00 | ES | Futures | 5612.6 | 5613.66 | 5610.21 | 5610.21 | 2135.0 |
| 2024-03-25 01:30:00 | ES | Futures | 5610.21 | 5611.53 | 5609.68 | 5609.68 | 1578.0 |
| 2024-03-25 02:00:00 | ES | Futures | 5609.68 | 5610.21 | 5605.43 | 5607.02 | 4162.0 |
| 2024-03-25 02:30:00 | ES | Futures | 5607.29 | 5608.88 | 5606.76 | 5608.35 | 1938.0 |
| 2024-03-25 03:00:00 | ES | Futures | 5608.35 | 5609.41 | 5605.96 | 5608.88 | 3206.0 |
| 2024-03-25 03:30:00 | ES | Futures | 5608.88 | 5610.74 | 5607.82 | 5608.88 | 3175.0 |
| 2024-03-25 04:00:00 | ES | Futures | 5609.15 | 5615.51 | 5609.15 | 5614.19 | 8177.0 |
| 2024-03-25 04:30:00 | ES | Futures | 5614.45 | 5616.84 | 5611.27 | 5613.13 | 6295.0 |
| 2024-03-25 05:00:00 | ES | Futures | 5613.13 | 5613.92 | 5609.15 | 5610.47 | 4618.0 |
| 2024-03-25 05:30:00 | ES | Futures | 5610.47 | 5612.07 | 5604.37 | 5605.43 | 6302.0 |
| 2024-03-25 06:00:00 | ES | Futures | 5605.17 | 5606.49 | 5601.98 | 5603.84 | 9948.0 |
| 2024-03-25 06:30:00 | ES | Futures | 5603.84 | 5604.64 | 5601.98 | 5602.78 | 5840.0 |
| 2024-03-25 07:00:00 | ES | Futures | 5602.51 | 5603.05 | 5596.15 | 5597.74 | 10428.0 |
| 2024-03-25 07:30:00 | ES | Futures | 5597.74 | 5599.07 | 5595.09 | 5598.27 | 7122.0 |
| 2024-03-25 08:00:00 | ES | Futures | 5598.27 | 5601.19 | 5595.88 | 5600.92 | 12591.0 |
| 2024-03-25 08:30:00 | ES | Futures | 5600.92 | 5601.98 | 5597.74 | 5600.66 | 9494.0 |
| 2024-03-25 09:00:00 | ES | Futures | 5600.39 | 5602.25 | 5598.0 | 5599.33 | 15175.0 |
| 2024-03-25 09:30:00 | ES | Futures | 5599.6 | 5605.7 | 5596.94 | 5604.64 | 115496.0 |
| 2024-03-25 10:00:00 | ES | Futures | 5604.37 | 5611.0 | 5601.72 | 5605.96 | 69611.0 |
| 2024-03-25 10:30:00 | ES | Futures | 5606.23 | 5608.35 | 5602.78 | 5608.09 | 50164.0 |
| 2024-03-25 11:00:00 | ES | Futures | 5608.35 | 5609.94 | 5605.43 | 5608.09 | 44844.0 |
| 2024-03-25 11:30:00 | ES | Futures | 5608.09 | 5610.74 | 5605.96 | 5607.82 | 36701.0 |
| 2024-03-25 12:00:00 | ES | Futures | 5608.09 | 5609.41 | 5604.64 | 5607.02 | 35282.0 |
| 2024-03-25 12:30:00 | ES | Futures | 5607.29 | 5608.35 | 5604.11 | 5606.23 | 29778.0 |
| 2024-03-25 13:00:00 | ES | Futures | 5606.49 | 5608.35 | 5602.78 | 5607.56 | 31242.0 |
| 2024-03-25 13:30:00 | ES | Futures | 5607.56 | 5609.41 | 5606.49 | 5609.15 | 22399.0 |
| 2024-03-25 14:00:00 | ES | Futures | 5609.15 | 5611.8 | 5608.09 | 5611.0 | 24733.0 |
| 2024-03-25 14:30:00 | ES | Futures | 5611.27 | 5612.33 | 5608.88 | 5610.74 | 22835.0 |
| 2024-03-25 15:00:00 | ES | Futures | 5610.74 | 5610.74 | 5603.31 | 5604.64 | 46784.0 |
| 2024-03-25 15:30:00 | ES | Futures | 5604.9 | 5609.15 | 5598.54 | 5599.86 | 120231.0 |
| 2024-03-25 16:00:00 | ES | Futures | 5600.13 | 5603.05 | 5599.6 | 5601.72 | 32910.0 |
| 2024-03-25 16:30:00 | ES | Futures | 5601.98 | 5604.11 | 5601.19 | 5603.84 | 5488.0 |
| 2024-03-25 18:00:00 | ES | Futures | 5603.84 | 5607.56 | 5603.84 | 5606.76 | 2678.0 |
| 2024-03-25 18:30:00 | ES | Futures | 5606.49 | 5606.76 | 5605.17 | 5605.43 | 1314.0 |
| 2024-03-25 19:00:00 | ES | Futures | 5605.43 | 5606.23 | 5604.11 | 5605.7 | 1148.0 |
| 2024-03-25 19:30:00 | ES | Futures | 5605.43 | 5607.82 | 5605.17 | 5607.02 | 1304.0 |
| 2024-03-25 20:00:00 | ES | Futures | 5607.02 | 5608.88 | 5605.96 | 5608.35 | 2198.0 |
| 2024-03-25 20:30:00 | ES | Futures | 5608.35 | 5610.21 | 5608.09 | 5609.68 | 2262.0 |
| 2024-03-25 21:00:00 | ES | Futures | 5609.68 | 5610.74 | 5608.62 | 5609.41 | 3074.0 |
| 2024-03-25 21:30:00 | ES | Futures | 5609.41 | 5609.94 | 5608.62 | 5608.88 | 1892.0 |
| 2024-03-25 22:00:00 | ES | Futures | 5608.88 | 5609.41 | 5608.09 | 5609.15 | 1328.0 |
| 2024-03-25 22:30:00 | ES | Futures | 5609.15 | 5610.21 | 5607.82 | 5607.82 | 1277.0 |
| 2024-03-25 23:00:00 | ES | Futures | 5608.09 | 5609.15 | 5607.56 | 5608.88 | 2104.0 |
| 2024-03-25 23:30:00 | ES | Futures | 5608.88 | 5609.15 | 5604.64 | 5605.96 | 2272.0 |
| 2024-03-25 00:00:00 | NQ | Futures | 19876.62 | 19877.15 | 19865.38 | 19873.41 | 757.0 |
| 2024-03-25 00:30:00 | NQ | Futures | 19873.41 | 19874.75 | 19866.99 | 19867.26 | 510.0 |
| 2024-03-25 01:00:00 | NQ | Futures | 19867.26 | 19872.34 | 19854.95 | 19855.49 | 1610.0 |
| 2024-03-25 01:30:00 | NQ | Futures | 19855.75 | 19859.77 | 19850.94 | 19853.08 | 1104.0 |
> showing 50 of 3,902 rows — these rows as CSV