PREVIEW / futures_30min / 2024-04-04
file: by_date/futures_30min/2024/2024-04-04.parquet size: 111 KB rows: 3,946
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 |
|---|---|---|---|---|---|---|---|
| 2024-04-04 00:00:00 | ES | Futures | 5603.31 | 5604.37 | 5602.51 | 5604.11 | 2301.0 |
| 2024-04-04 00:30:00 | ES | Futures | 5603.84 | 5605.7 | 5603.58 | 5603.58 | 1916.0 |
| 2024-04-04 01:00:00 | ES | Futures | 5603.58 | 5603.84 | 5599.86 | 5600.13 | 2504.0 |
| 2024-04-04 01:30:00 | ES | Futures | 5600.13 | 5601.45 | 5599.86 | 5599.86 | 1720.0 |
| 2024-04-04 02:00:00 | ES | Futures | 5599.86 | 5600.13 | 5597.47 | 5598.0 | 3294.0 |
| 2024-04-04 02:30:00 | ES | Futures | 5598.0 | 5600.39 | 5597.74 | 5598.8 | 3008.0 |
| 2024-04-04 03:00:00 | ES | Futures | 5599.07 | 5603.84 | 5597.47 | 5603.31 | 7175.0 |
| 2024-04-04 03:30:00 | ES | Futures | 5603.31 | 5604.9 | 5601.98 | 5603.84 | 6079.0 |
| 2024-04-04 04:00:00 | ES | Futures | 5603.84 | 5606.49 | 5603.05 | 5605.43 | 7926.0 |
| 2024-04-04 04:30:00 | ES | Futures | 5605.7 | 5607.82 | 5603.05 | 5604.11 | 5283.0 |
| 2024-04-04 05:00:00 | ES | Futures | 5604.11 | 5607.02 | 5602.78 | 5606.49 | 3375.0 |
| 2024-04-04 05:30:00 | ES | Futures | 5606.49 | 5606.76 | 5604.64 | 5605.43 | 2866.0 |
| 2024-04-04 06:00:00 | ES | Futures | 5605.7 | 5606.76 | 5603.05 | 5605.43 | 3948.0 |
| 2024-04-04 06:30:00 | ES | Futures | 5605.43 | 5608.88 | 5603.05 | 5608.88 | 4969.0 |
| 2024-04-04 07:00:00 | ES | Futures | 5608.88 | 5609.15 | 5606.23 | 5606.76 | 5775.0 |
| 2024-04-04 07:30:00 | ES | Futures | 5606.76 | 5607.29 | 5604.37 | 5606.23 | 7032.0 |
| 2024-04-04 08:00:00 | ES | Futures | 5606.49 | 5607.56 | 5603.84 | 5605.7 | 8893.0 |
| 2024-04-04 08:30:00 | ES | Futures | 5606.23 | 5625.33 | 5605.17 | 5624.27 | 42092.0 |
| 2024-04-04 09:00:00 | ES | Futures | 5624.27 | 5630.64 | 5622.94 | 5629.84 | 41589.0 |
| 2024-04-04 09:30:00 | ES | Futures | 5629.84 | 5631.7 | 5619.23 | 5622.15 | 131656.0 |
| 2024-04-04 10:00:00 | ES | Futures | 5621.88 | 5624.53 | 5618.17 | 5622.68 | 73187.0 |
| 2024-04-04 10:30:00 | ES | Futures | 5622.94 | 5623.21 | 5619.23 | 5620.82 | 41525.0 |
| 2024-04-04 11:00:00 | ES | Futures | 5620.55 | 5622.15 | 5616.58 | 5621.09 | 46880.0 |
| 2024-04-04 11:30:00 | ES | Futures | 5621.09 | 5626.92 | 5620.02 | 5626.39 | 47333.0 |
| 2024-04-04 12:00:00 | ES | Futures | 5626.66 | 5633.29 | 5625.6 | 5629.57 | 57233.0 |
| 2024-04-04 12:30:00 | ES | Futures | 5629.57 | 5630.64 | 5626.92 | 5628.51 | 30999.0 |
| 2024-04-04 13:00:00 | ES | Futures | 5628.78 | 5629.04 | 5625.6 | 5625.6 | 25868.0 |
| 2024-04-04 13:30:00 | ES | Futures | 5625.6 | 5625.86 | 5609.41 | 5611.0 | 74911.0 |
| 2024-04-04 14:00:00 | ES | Futures | 5611.0 | 5611.27 | 5567.23 | 5569.09 | 244065.0 |
| 2024-04-04 14:30:00 | ES | Futures | 5569.09 | 5569.09 | 5541.76 | 5546.27 | 293111.0 |
| 2024-04-04 15:00:00 | ES | Futures | 5546.01 | 5548.39 | 5522.13 | 5522.66 | 204443.0 |
| 2024-04-04 15:30:00 | ES | Futures | 5522.93 | 5529.82 | 5512.05 | 5515.5 | 275496.0 |
| 2024-04-04 16:00:00 | ES | Futures | 5515.5 | 5522.66 | 5510.19 | 5511.25 | 78575.0 |
| 2024-04-04 16:30:00 | ES | Futures | 5511.52 | 5516.03 | 5510.46 | 5514.97 | 12056.0 |
| 2024-04-04 18:00:00 | ES | Futures | 5517.89 | 5526.37 | 5516.29 | 5519.74 | 9365.0 |
| 2024-04-04 18:30:00 | ES | Futures | 5520.01 | 5524.52 | 5518.42 | 5519.74 | 5783.0 |
| 2024-04-04 19:00:00 | ES | Futures | 5519.74 | 5522.66 | 5517.62 | 5521.07 | 3643.0 |
| 2024-04-04 19:30:00 | ES | Futures | 5521.33 | 5523.72 | 5518.42 | 5518.95 | 4196.0 |
| 2024-04-04 20:00:00 | ES | Futures | 5518.95 | 5523.46 | 5517.35 | 5519.74 | 5484.0 |
| 2024-04-04 20:30:00 | ES | Futures | 5519.74 | 5520.27 | 5509.13 | 5518.68 | 13589.0 |
| 2024-04-04 21:00:00 | ES | Futures | 5518.68 | 5520.27 | 5514.7 | 5515.5 | 5973.0 |
| 2024-04-04 21:30:00 | ES | Futures | 5515.23 | 5517.89 | 5513.38 | 5514.7 | 7268.0 |
| 2024-04-04 22:00:00 | ES | Futures | 5514.7 | 5518.15 | 5513.64 | 5515.76 | 4568.0 |
| 2024-04-04 22:30:00 | ES | Futures | 5516.03 | 5519.48 | 5516.03 | 5519.21 | 2967.0 |
| 2024-04-04 23:00:00 | ES | Futures | 5519.21 | 5521.33 | 5517.62 | 5520.27 | 4680.0 |
| 2024-04-04 23:30:00 | ES | Futures | 5520.27 | 5524.25 | 5520.27 | 5523.99 | 4197.0 |
| 2024-04-04 00:00:00 | NQ | Futures | 19745.27 | 19750.09 | 19742.87 | 19746.88 | 1047.0 |
| 2024-04-04 00:30:00 | NQ | Futures | 19746.34 | 19754.37 | 19744.2 | 19744.2 | 977.0 |
| 2024-04-04 01:00:00 | NQ | Futures | 19744.74 | 19746.08 | 19723.34 | 19724.94 | 1628.0 |
| 2024-04-04 01:30:00 | NQ | Futures | 19724.68 | 19729.22 | 19721.47 | 19722.54 | 1083.0 |
> showing 50 of 3,946 rows — these rows as CSV