PREVIEW / futures_30min / 2024-03-26
file: by_date/futures_30min/2024/2024-03-26.parquet size: 104 KB rows: 3,914
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-26 00:00:00 | ES | Futures | 5605.96 | 5607.82 | 5605.96 | 5607.56 | 1202.0 |
| 2024-03-26 00:30:00 | ES | Futures | 5607.56 | 5608.62 | 5607.29 | 5607.29 | 999.0 |
| 2024-03-26 01:00:00 | ES | Futures | 5607.56 | 5609.68 | 5606.76 | 5608.88 | 1727.0 |
| 2024-03-26 01:30:00 | ES | Futures | 5609.15 | 5610.21 | 5608.88 | 5609.68 | 1361.0 |
| 2024-03-26 02:00:00 | ES | Futures | 5609.68 | 5609.94 | 5608.09 | 5608.88 | 1197.0 |
| 2024-03-26 02:30:00 | ES | Futures | 5609.15 | 5614.98 | 5608.88 | 5613.66 | 3214.0 |
| 2024-03-26 03:00:00 | ES | Futures | 5613.92 | 5618.17 | 5613.92 | 5616.31 | 5729.0 |
| 2024-03-26 03:30:00 | ES | Futures | 5616.58 | 5617.11 | 5610.21 | 5611.53 | 4244.0 |
| 2024-03-26 04:00:00 | ES | Futures | 5611.53 | 5614.45 | 5610.74 | 5613.39 | 5421.0 |
| 2024-03-26 04:30:00 | ES | Futures | 5613.66 | 5620.02 | 5613.39 | 5617.37 | 6976.0 |
| 2024-03-26 05:00:00 | ES | Futures | 5617.11 | 5623.21 | 5616.84 | 5621.35 | 6697.0 |
| 2024-03-26 05:30:00 | ES | Futures | 5621.62 | 5622.68 | 5619.49 | 5621.35 | 4580.0 |
| 2024-03-26 06:00:00 | ES | Futures | 5621.62 | 5624.27 | 5621.62 | 5622.68 | 5270.0 |
| 2024-03-26 06:30:00 | ES | Futures | 5622.68 | 5624.8 | 5621.88 | 5624.27 | 4096.0 |
| 2024-03-26 07:00:00 | ES | Futures | 5624.0 | 5624.8 | 5619.49 | 5619.49 | 7172.0 |
| 2024-03-26 07:30:00 | ES | Futures | 5619.76 | 5623.47 | 5619.76 | 5623.21 | 5188.0 |
| 2024-03-26 08:00:00 | ES | Futures | 5623.21 | 5624.0 | 5620.02 | 5620.55 | 6676.0 |
| 2024-03-26 08:30:00 | ES | Futures | 5620.55 | 5621.09 | 5611.8 | 5613.39 | 22988.0 |
| 2024-03-26 09:00:00 | ES | Futures | 5613.39 | 5614.45 | 5608.88 | 5613.66 | 19473.0 |
| 2024-03-26 09:30:00 | ES | Futures | 5613.66 | 5616.31 | 5609.68 | 5613.92 | 99139.0 |
| 2024-03-26 10:00:00 | ES | Futures | 5613.92 | 5618.43 | 5610.74 | 5612.33 | 74875.0 |
| 2024-03-26 10:30:00 | ES | Futures | 5612.6 | 5615.78 | 5607.82 | 5614.72 | 76593.0 |
| 2024-03-26 11:00:00 | ES | Futures | 5614.72 | 5616.04 | 5612.86 | 5614.45 | 37031.0 |
| 2024-03-26 11:30:00 | ES | Futures | 5614.72 | 5616.58 | 5612.33 | 5616.04 | 37199.0 |
| 2024-03-26 12:00:00 | ES | Futures | 5616.04 | 5616.84 | 5610.74 | 5613.39 | 40500.0 |
| 2024-03-26 12:30:00 | ES | Futures | 5613.13 | 5613.39 | 5608.88 | 5610.47 | 38939.0 |
| 2024-03-26 13:00:00 | ES | Futures | 5610.47 | 5612.07 | 5608.88 | 5610.47 | 31575.0 |
| 2024-03-26 13:30:00 | ES | Futures | 5610.47 | 5612.07 | 5606.23 | 5608.35 | 36113.0 |
| 2024-03-26 14:00:00 | ES | Futures | 5608.09 | 5612.07 | 5607.82 | 5611.53 | 27227.0 |
| 2024-03-26 14:30:00 | ES | Futures | 5611.8 | 5612.6 | 5608.35 | 5610.21 | 28443.0 |
| 2024-03-26 15:00:00 | ES | Futures | 5610.47 | 5611.27 | 5600.92 | 5603.84 | 53688.0 |
| 2024-03-26 15:30:00 | ES | Futures | 5603.58 | 5604.11 | 5585.01 | 5588.19 | 228751.0 |
| 2024-03-26 16:00:00 | ES | Futures | 5588.19 | 5595.35 | 5586.86 | 5594.82 | 57384.0 |
| 2024-03-26 16:30:00 | ES | Futures | 5594.56 | 5596.41 | 5593.76 | 5595.09 | 18973.0 |
| 2024-03-26 18:00:00 | ES | Futures | 5595.88 | 5596.94 | 5593.76 | 5596.94 | 2956.0 |
| 2024-03-26 18:30:00 | ES | Futures | 5596.94 | 5596.94 | 5594.56 | 5595.88 | 1492.0 |
| 2024-03-26 19:00:00 | ES | Futures | 5595.62 | 5597.21 | 5594.56 | 5596.41 | 1645.0 |
| 2024-03-26 19:30:00 | ES | Futures | 5596.68 | 5598.54 | 5596.41 | 5598.27 | 2350.0 |
| 2024-03-26 20:00:00 | ES | Futures | 5598.27 | 5599.07 | 5597.47 | 5598.54 | 3407.0 |
| 2024-03-26 20:30:00 | ES | Futures | 5598.8 | 5599.86 | 5597.74 | 5598.54 | 2795.0 |
| 2024-03-26 21:00:00 | ES | Futures | 5598.8 | 5599.86 | 5597.74 | 5598.8 | 2644.0 |
| 2024-03-26 21:30:00 | ES | Futures | 5598.8 | 5600.39 | 5597.47 | 5600.39 | 2057.0 |
| 2024-03-26 22:00:00 | ES | Futures | 5600.13 | 5600.39 | 5598.8 | 5599.86 | 1435.0 |
| 2024-03-26 22:30:00 | ES | Futures | 5599.86 | 5600.66 | 5599.07 | 5599.86 | 1413.0 |
| 2024-03-26 23:00:00 | ES | Futures | 5599.86 | 5602.25 | 5599.6 | 5601.98 | 2537.0 |
| 2024-03-26 23:30:00 | ES | Futures | 5601.98 | 5602.25 | 5600.92 | 5601.45 | 984.0 |
| 2024-03-26 00:00:00 | NQ | Futures | 19820.71 | 19832.48 | 19819.91 | 19831.68 | 929.0 |
| 2024-03-26 00:30:00 | NQ | Futures | 19831.68 | 19837.83 | 19831.68 | 19832.48 | 1010.0 |
| 2024-03-26 01:00:00 | NQ | Futures | 19832.48 | 19847.19 | 19830.07 | 19841.84 | 1421.0 |
| 2024-03-26 01:30:00 | NQ | Futures | 19841.84 | 19849.07 | 19841.04 | 19846.12 | 898.0 |
> showing 50 of 3,914 rows — these rows as CSV