PREVIEW / futures_30min / 2024-04-15
file: by_date/futures_30min/2024/2024-04-15.parquet size: 116 KB rows: 3,982
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 |
|---|---|---|---|---|---|---|---|
| 2024-04-15 00:00:00 | ES | Futures | 5497.99 | 5499.85 | 5497.19 | 5499.05 | 2340.0 |
| 2024-04-15 00:30:00 | ES | Futures | 5499.31 | 5503.82 | 5498.78 | 5503.56 | 3498.0 |
| 2024-04-15 01:00:00 | ES | Futures | 5503.56 | 5507.01 | 5503.29 | 5504.89 | 5009.0 |
| 2024-04-15 01:30:00 | ES | Futures | 5505.15 | 5507.54 | 5502.76 | 5506.48 | 3861.0 |
| 2024-04-15 02:00:00 | ES | Futures | 5506.21 | 5510.19 | 5503.03 | 5509.93 | 7953.0 |
| 2024-04-15 02:30:00 | ES | Futures | 5509.93 | 5511.52 | 5507.01 | 5507.27 | 7322.0 |
| 2024-04-15 03:00:00 | ES | Futures | 5507.27 | 5516.56 | 5505.95 | 5508.07 | 17785.0 |
| 2024-04-15 03:30:00 | ES | Futures | 5507.8 | 5513.91 | 5503.03 | 5513.91 | 13109.0 |
| 2024-04-15 04:00:00 | ES | Futures | 5513.64 | 5515.23 | 5508.6 | 5510.46 | 12939.0 |
| 2024-04-15 04:30:00 | ES | Futures | 5510.46 | 5514.44 | 5509.4 | 5509.66 | 11160.0 |
| 2024-04-15 05:00:00 | ES | Futures | 5509.93 | 5515.23 | 5504.36 | 5505.95 | 12405.0 |
| 2024-04-15 05:30:00 | ES | Futures | 5506.21 | 5510.19 | 5503.82 | 5507.27 | 7620.0 |
| 2024-04-15 06:00:00 | ES | Futures | 5507.54 | 5511.52 | 5504.62 | 5504.62 | 7010.0 |
| 2024-04-15 06:30:00 | ES | Futures | 5504.62 | 5509.93 | 5504.36 | 5506.21 | 7712.0 |
| 2024-04-15 07:00:00 | ES | Futures | 5506.21 | 5515.76 | 5505.42 | 5513.38 | 14234.0 |
| 2024-04-15 07:30:00 | ES | Futures | 5513.64 | 5516.03 | 5509.66 | 5513.64 | 13040.0 |
| 2024-04-15 08:00:00 | ES | Futures | 5513.64 | 5517.62 | 5510.72 | 5515.76 | 14839.0 |
| 2024-04-15 08:30:00 | ES | Futures | 5515.5 | 5530.88 | 5507.01 | 5525.84 | 64433.0 |
| 2024-04-15 09:00:00 | ES | Futures | 5525.58 | 5532.21 | 5525.58 | 5530.09 | 40186.0 |
| 2024-04-15 09:30:00 | ES | Futures | 5530.09 | 5531.95 | 5520.01 | 5527.7 | 166790.0 |
| 2024-04-15 10:00:00 | ES | Futures | 5527.7 | 5529.56 | 5495.87 | 5502.76 | 165001.0 |
| 2024-04-15 10:30:00 | ES | Futures | 5502.76 | 5507.27 | 5486.05 | 5486.85 | 162542.0 |
| 2024-04-15 11:00:00 | ES | Futures | 5486.85 | 5492.15 | 5483.4 | 5491.89 | 89117.0 |
| 2024-04-15 11:30:00 | ES | Futures | 5491.89 | 5502.76 | 5491.09 | 5499.85 | 81647.0 |
| 2024-04-15 12:00:00 | ES | Futures | 5499.58 | 5502.76 | 5478.62 | 5481.01 | 65602.0 |
| 2024-04-15 12:30:00 | ES | Futures | 5481.27 | 5481.54 | 5469.07 | 5475.17 | 80065.0 |
| 2024-04-15 13:00:00 | ES | Futures | 5475.17 | 5480.74 | 5437.24 | 5437.77 | 127006.0 |
| 2024-04-15 13:30:00 | ES | Futures | 5437.77 | 5440.68 | 5420.52 | 5435.64 | 200819.0 |
| 2024-04-15 14:00:00 | ES | Futures | 5435.91 | 5436.44 | 5417.87 | 5421.85 | 130267.0 |
| 2024-04-15 14:30:00 | ES | Futures | 5421.85 | 5437.24 | 5414.69 | 5422.38 | 103544.0 |
| 2024-04-15 15:00:00 | ES | Futures | 5422.11 | 5423.97 | 5405.67 | 5413.09 | 122313.0 |
| 2024-04-15 15:30:00 | ES | Futures | 5412.83 | 5424.24 | 5412.83 | 5415.48 | 201311.0 |
| 2024-04-15 16:00:00 | ES | Futures | 5415.48 | 5416.54 | 5409.64 | 5410.71 | 67806.0 |
| 2024-04-15 16:30:00 | ES | Futures | 5410.71 | 5415.48 | 5405.93 | 5413.09 | 19390.0 |
| 2024-04-15 18:00:00 | ES | Futures | 5413.36 | 5418.66 | 5413.36 | 5415.75 | 6648.0 |
| 2024-04-15 18:30:00 | ES | Futures | 5415.75 | 5418.4 | 5415.48 | 5417.6 | 3449.0 |
| 2024-04-15 19:00:00 | ES | Futures | 5417.6 | 5417.87 | 5406.2 | 5413.89 | 6955.0 |
| 2024-04-15 19:30:00 | ES | Futures | 5413.89 | 5417.34 | 5412.03 | 5414.95 | 3964.0 |
| 2024-04-15 20:00:00 | ES | Futures | 5415.22 | 5420.26 | 5413.62 | 5418.4 | 6191.0 |
| 2024-04-15 20:30:00 | ES | Futures | 5418.4 | 5419.2 | 5414.42 | 5414.95 | 7889.0 |
| 2024-04-15 21:00:00 | ES | Futures | 5414.95 | 5416.01 | 5407.26 | 5410.97 | 8871.0 |
| 2024-04-15 21:30:00 | ES | Futures | 5411.24 | 5414.95 | 5410.44 | 5412.3 | 4074.0 |
| 2024-04-15 22:00:00 | ES | Futures | 5412.3 | 5413.36 | 5396.65 | 5399.83 | 8952.0 |
| 2024-04-15 22:30:00 | ES | Futures | 5399.83 | 5405.4 | 5392.14 | 5403.81 | 14390.0 |
| 2024-04-15 23:00:00 | ES | Futures | 5403.81 | 5404.07 | 5399.03 | 5401.42 | 4107.0 |
| 2024-04-15 23:30:00 | ES | Futures | 5401.42 | 5405.13 | 5397.97 | 5404.87 | 3743.0 |
| 2024-04-15 00:00:00 | NQ | Futures | 19507.46 | 19512.55 | 19503.99 | 19508.0 | 996.0 |
| 2024-04-15 00:30:00 | NQ | Futures | 19507.73 | 19529.67 | 19505.06 | 19526.46 | 1686.0 |
| 2024-04-15 01:00:00 | NQ | Futures | 19526.72 | 19541.7 | 19526.46 | 19532.34 | 2456.0 |
| 2024-04-15 01:30:00 | NQ | Futures | 19533.14 | 19541.7 | 19520.3 | 19535.82 | 1948.0 |
> showing 50 of 3,982 rows — these rows as CSV