PREVIEW / futures_30min / 2024-03-28
file: by_date/futures_30min/2024/2024-03-28.parquet size: 89 KB rows: 3,173
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 |
|---|---|---|---|---|---|---|---|
| 2024-03-28 00:00:00 | ES | Futures | 5629.31 | 5631.17 | 5628.78 | 5630.64 | 1559.0 |
| 2024-03-28 00:30:00 | ES | Futures | 5630.64 | 5631.96 | 5630.64 | 5630.9 | 1395.0 |
| 2024-03-28 01:00:00 | ES | Futures | 5631.17 | 5632.23 | 5629.84 | 5630.64 | 2721.0 |
| 2024-03-28 01:30:00 | ES | Futures | 5630.64 | 5633.02 | 5630.37 | 5632.23 | 2976.0 |
| 2024-03-28 02:00:00 | ES | Futures | 5632.23 | 5632.23 | 5629.57 | 5629.84 | 2066.0 |
| 2024-03-28 02:30:00 | ES | Futures | 5629.84 | 5630.11 | 5628.51 | 5629.57 | 1904.0 |
| 2024-03-28 03:00:00 | ES | Futures | 5629.57 | 5630.11 | 5627.19 | 5627.72 | 3212.0 |
| 2024-03-28 03:30:00 | ES | Futures | 5627.98 | 5630.37 | 5627.45 | 5629.84 | 3473.0 |
| 2024-03-28 04:00:00 | ES | Futures | 5629.84 | 5630.9 | 5627.19 | 5630.37 | 7214.0 |
| 2024-03-28 04:30:00 | ES | Futures | 5630.37 | 5631.43 | 5628.25 | 5628.78 | 5450.0 |
| 2024-03-28 05:00:00 | ES | Futures | 5628.78 | 5631.7 | 5625.33 | 5625.86 | 6335.0 |
| 2024-03-28 05:30:00 | ES | Futures | 5625.6 | 5628.78 | 5625.33 | 5627.98 | 4976.0 |
| 2024-03-28 06:00:00 | ES | Futures | 5627.98 | 5631.96 | 5627.72 | 5631.7 | 4450.0 |
| 2024-03-28 06:30:00 | ES | Futures | 5631.7 | 5633.02 | 5629.31 | 5629.57 | 5287.0 |
| 2024-03-28 07:00:00 | ES | Futures | 5629.57 | 5632.49 | 5629.57 | 5630.9 | 4944.0 |
| 2024-03-28 07:30:00 | ES | Futures | 5630.9 | 5630.9 | 5626.39 | 5630.37 | 9012.0 |
| 2024-03-28 08:00:00 | ES | Futures | 5630.37 | 5633.55 | 5629.84 | 5632.23 | 9267.0 |
| 2024-03-28 08:30:00 | ES | Futures | 5632.49 | 5637.53 | 5627.72 | 5633.29 | 24148.0 |
| 2024-03-28 09:00:00 | ES | Futures | 5633.55 | 5636.47 | 5632.23 | 5634.35 | 23066.0 |
| 2024-03-28 09:30:00 | ES | Futures | 5634.35 | 5639.66 | 5629.57 | 5634.88 | 98850.0 |
| 2024-03-28 10:00:00 | ES | Futures | 5634.88 | 5640.19 | 5631.96 | 5634.62 | 73118.0 |
| 2024-03-28 10:30:00 | ES | Futures | 5634.62 | 5638.86 | 5633.02 | 5637.53 | 48926.0 |
| 2024-03-28 11:00:00 | ES | Futures | 5637.53 | 5640.19 | 5634.88 | 5639.66 | 51578.0 |
| 2024-03-28 11:30:00 | ES | Futures | 5639.66 | 5641.51 | 5636.21 | 5639.92 | 45109.0 |
| 2024-03-28 12:00:00 | ES | Futures | 5639.92 | 5639.92 | 5634.35 | 5637.8 | 40935.0 |
| 2024-03-28 12:30:00 | ES | Futures | 5637.8 | 5637.8 | 5632.49 | 5634.88 | 45522.0 |
| 2024-03-28 13:00:00 | ES | Futures | 5634.88 | 5635.94 | 5630.11 | 5631.7 | 43083.0 |
| 2024-03-28 13:30:00 | ES | Futures | 5631.7 | 5635.68 | 5629.57 | 5634.08 | 33216.0 |
| 2024-03-28 14:00:00 | ES | Futures | 5634.08 | 5636.74 | 5631.17 | 5635.41 | 34139.0 |
| 2024-03-28 14:30:00 | ES | Futures | 5635.41 | 5643.37 | 5629.84 | 5641.78 | 53461.0 |
| 2024-03-28 15:00:00 | ES | Futures | 5641.78 | 5646.29 | 5635.94 | 5644.7 | 68275.0 |
| 2024-03-28 15:30:00 | ES | Futures | 5644.7 | 5646.55 | 5627.72 | 5629.84 | 240030.0 |
| 2024-03-28 16:00:00 | ES | Futures | 5630.11 | 5633.02 | 5626.39 | 5630.9 | 79007.0 |
| 2024-03-28 16:30:00 | ES | Futures | 5630.9 | 5631.17 | 5627.98 | 5628.78 | 11351.0 |
| 2024-03-28 00:00:00 | NQ | Futures | 19788.61 | 19796.1 | 19787.27 | 19793.69 | 619.0 |
| 2024-03-28 00:30:00 | NQ | Futures | 19793.96 | 19800.92 | 19792.62 | 19796.37 | 793.0 |
| 2024-03-28 01:00:00 | NQ | Futures | 19796.37 | 19805.46 | 19789.68 | 19792.89 | 1281.0 |
| 2024-03-28 01:30:00 | NQ | Futures | 19793.16 | 19801.99 | 19792.09 | 19799.04 | 1187.0 |
| 2024-03-28 02:00:00 | NQ | Futures | 19800.11 | 19800.11 | 19787.01 | 19789.41 | 1335.0 |
| 2024-03-28 02:30:00 | NQ | Futures | 19789.41 | 19792.09 | 19781.66 | 19790.75 | 1231.0 |
| 2024-03-28 03:00:00 | NQ | Futures | 19790.22 | 19792.09 | 19776.84 | 19784.6 | 1932.0 |
| 2024-03-28 03:30:00 | NQ | Futures | 19784.87 | 19805.46 | 19783.26 | 19800.65 | 2543.0 |
| 2024-03-28 04:00:00 | NQ | Futures | 19801.18 | 19811.08 | 19782.99 | 19791.29 | 4458.0 |
| 2024-03-28 04:30:00 | NQ | Futures | 19791.82 | 19794.5 | 19772.29 | 19776.04 | 3115.0 |
| 2024-03-28 05:00:00 | NQ | Futures | 19775.5 | 19787.81 | 19756.78 | 19757.05 | 3826.0 |
| 2024-03-28 05:30:00 | NQ | Futures | 19757.31 | 19774.7 | 19751.69 | 19772.83 | 3591.0 |
| 2024-03-28 06:00:00 | NQ | Futures | 19772.83 | 19797.71 | 19772.03 | 19797.44 | 3117.0 |
| 2024-03-28 06:30:00 | NQ | Futures | 19797.44 | 19802.25 | 19781.39 | 19783.26 | 3555.0 |
| 2024-03-28 07:00:00 | NQ | Futures | 19782.99 | 19798.24 | 19782.46 | 19788.61 | 2723.0 |
| 2024-03-28 07:30:00 | NQ | Futures | 19789.41 | 19789.41 | 19768.01 | 19785.94 | 3912.0 |
> showing 50 of 3,173 rows — these rows as CSV