PREVIEW / futures_30min / 2024-04-16
file: by_date/futures_30min/2024/2024-04-16.parquet size: 111 KB rows: 3,992
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 |
|---|---|---|---|---|---|---|---|
| 2024-04-16 00:00:00 | ES | Futures | 5404.87 | 5405.13 | 5402.75 | 5403.81 | 2069.0 |
| 2024-04-16 00:30:00 | ES | Futures | 5403.54 | 5406.46 | 5399.83 | 5405.13 | 3997.0 |
| 2024-04-16 01:00:00 | ES | Futures | 5405.4 | 5412.56 | 5404.6 | 5411.5 | 4784.0 |
| 2024-04-16 01:30:00 | ES | Futures | 5411.5 | 5412.56 | 5409.91 | 5410.18 | 3457.0 |
| 2024-04-16 02:00:00 | ES | Futures | 5410.18 | 5411.5 | 5403.81 | 5406.46 | 6700.0 |
| 2024-04-16 02:30:00 | ES | Futures | 5406.2 | 5406.99 | 5400.36 | 5403.81 | 8951.0 |
| 2024-04-16 03:00:00 | ES | Futures | 5403.81 | 5413.89 | 5401.69 | 5411.5 | 19076.0 |
| 2024-04-16 03:30:00 | ES | Futures | 5411.5 | 5413.62 | 5404.87 | 5413.09 | 15768.0 |
| 2024-04-16 04:00:00 | ES | Futures | 5413.36 | 5415.48 | 5409.11 | 5411.5 | 13072.0 |
| 2024-04-16 04:30:00 | ES | Futures | 5411.24 | 5414.95 | 5408.85 | 5412.83 | 10721.0 |
| 2024-04-16 05:00:00 | ES | Futures | 5412.83 | 5415.75 | 5405.4 | 5410.44 | 12602.0 |
| 2024-04-16 05:30:00 | ES | Futures | 5410.44 | 5411.77 | 5400.36 | 5408.58 | 16167.0 |
| 2024-04-16 06:00:00 | ES | Futures | 5408.58 | 5409.11 | 5399.3 | 5402.75 | 14724.0 |
| 2024-04-16 06:30:00 | ES | Futures | 5402.48 | 5414.95 | 5400.62 | 5413.89 | 18153.0 |
| 2024-04-16 07:00:00 | ES | Futures | 5414.15 | 5424.5 | 5412.3 | 5420.26 | 25014.0 |
| 2024-04-16 07:30:00 | ES | Futures | 5420.26 | 5433.52 | 5419.73 | 5431.13 | 26977.0 |
| 2024-04-16 08:00:00 | ES | Futures | 5430.87 | 5431.13 | 5416.54 | 5418.66 | 23803.0 |
| 2024-04-16 08:30:00 | ES | Futures | 5418.93 | 5433.26 | 5415.48 | 5425.03 | 35966.0 |
| 2024-04-16 09:00:00 | ES | Futures | 5425.03 | 5429.01 | 5418.66 | 5419.46 | 43476.0 |
| 2024-04-16 09:30:00 | ES | Futures | 5419.46 | 5422.64 | 5398.24 | 5414.42 | 221842.0 |
| 2024-04-16 10:00:00 | ES | Futures | 5414.42 | 5423.17 | 5400.36 | 5400.36 | 127476.0 |
| 2024-04-16 10:30:00 | ES | Futures | 5400.36 | 5406.99 | 5392.4 | 5399.56 | 115621.0 |
| 2024-04-16 11:00:00 | ES | Futures | 5399.83 | 5413.09 | 5397.18 | 5411.5 | 89525.0 |
| 2024-04-16 11:30:00 | ES | Futures | 5411.5 | 5423.97 | 5405.13 | 5412.03 | 82843.0 |
| 2024-04-16 12:00:00 | ES | Futures | 5412.03 | 5420.26 | 5403.54 | 5414.69 | 73214.0 |
| 2024-04-16 12:30:00 | ES | Futures | 5414.42 | 5421.05 | 5410.97 | 5415.22 | 63086.0 |
| 2024-04-16 13:00:00 | ES | Futures | 5415.22 | 5420.52 | 5406.46 | 5412.83 | 71588.0 |
| 2024-04-16 13:30:00 | ES | Futures | 5413.09 | 5418.66 | 5389.48 | 5408.32 | 201633.0 |
| 2024-04-16 14:00:00 | ES | Futures | 5408.58 | 5436.7 | 5394.26 | 5398.5 | 191655.0 |
| 2024-04-16 14:30:00 | ES | Futures | 5398.77 | 5429.01 | 5398.24 | 5428.75 | 96857.0 |
| 2024-04-16 15:00:00 | ES | Futures | 5429.01 | 5429.54 | 5416.81 | 5427.15 | 73119.0 |
| 2024-04-16 15:30:00 | ES | Futures | 5427.15 | 5427.42 | 5401.16 | 5403.54 | 188078.0 |
| 2024-04-16 16:00:00 | ES | Futures | 5403.81 | 5405.4 | 5399.3 | 5403.28 | 49335.0 |
| 2024-04-16 16:30:00 | ES | Futures | 5403.01 | 5406.99 | 5402.75 | 5406.2 | 5806.0 |
| 2024-04-16 18:00:00 | ES | Futures | 5408.05 | 5413.36 | 5407.52 | 5409.64 | 4386.0 |
| 2024-04-16 18:30:00 | ES | Futures | 5409.64 | 5412.56 | 5409.11 | 5410.97 | 1655.0 |
| 2024-04-16 19:00:00 | ES | Futures | 5410.71 | 5414.15 | 5408.58 | 5414.15 | 5268.0 |
| 2024-04-16 19:30:00 | ES | Futures | 5414.15 | 5419.46 | 5413.36 | 5418.93 | 3926.0 |
| 2024-04-16 20:00:00 | ES | Futures | 5418.93 | 5418.93 | 5411.24 | 5411.24 | 5707.0 |
| 2024-04-16 20:30:00 | ES | Futures | 5411.24 | 5412.56 | 5404.87 | 5409.91 | 7829.0 |
| 2024-04-16 21:00:00 | ES | Futures | 5409.91 | 5413.62 | 5407.79 | 5411.24 | 12280.0 |
| 2024-04-16 21:30:00 | ES | Futures | 5411.5 | 5414.42 | 5408.85 | 5413.09 | 3299.0 |
| 2024-04-16 22:00:00 | ES | Futures | 5412.83 | 5415.22 | 5411.5 | 5414.42 | 2582.0 |
| 2024-04-16 22:30:00 | ES | Futures | 5414.69 | 5417.34 | 5414.42 | 5416.28 | 2611.0 |
| 2024-04-16 23:00:00 | ES | Futures | 5416.54 | 5418.13 | 5415.22 | 5417.07 | 1813.0 |
| 2024-04-16 23:30:00 | ES | Futures | 5417.07 | 5417.6 | 5415.48 | 5416.81 | 1394.0 |
| 2024-04-16 00:00:00 | NQ | Futures | 19096.58 | 19096.85 | 19081.86 | 19085.34 | 1241.0 |
| 2024-04-16 00:30:00 | NQ | Futures | 19085.88 | 19096.04 | 19070.09 | 19093.1 | 1943.0 |
| 2024-04-16 01:00:00 | NQ | Futures | 19093.64 | 19125.74 | 19090.16 | 19121.72 | 3701.0 |
| 2024-04-16 01:30:00 | NQ | Futures | 19121.99 | 19126.0 | 19112.9 | 19114.77 | 1809.0 |
> showing 50 of 3,992 rows — these rows as CSV