PREVIEW / futures_30min / 2024-05-01
file: by_date/futures_30min/2024/2024-05-01.parquet size: 100 KB rows: 3,435
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-01 00:00:00 | ES | Futures | 5374.63 | 5375.16 | 5373.3 | 5373.3 | 1046.0 |
| 2024-05-01 00:30:00 | ES | Futures | 5373.3 | 5375.42 | 5372.77 | 5374.89 | 1268.0 |
| 2024-05-01 01:00:00 | ES | Futures | 5374.63 | 5374.63 | 5371.44 | 5371.44 | 1559.0 |
| 2024-05-01 01:30:00 | ES | Futures | 5371.71 | 5372.77 | 5370.12 | 5370.65 | 1626.0 |
| 2024-05-01 02:00:00 | ES | Futures | 5370.65 | 5373.03 | 5366.14 | 5366.93 | 3297.0 |
| 2024-05-01 02:30:00 | ES | Futures | 5366.93 | 5366.93 | 5362.69 | 5365.87 | 3365.0 |
| 2024-05-01 03:00:00 | ES | Futures | 5366.14 | 5368.52 | 5363.75 | 5365.34 | 4251.0 |
| 2024-05-01 03:30:00 | ES | Futures | 5365.34 | 5365.34 | 5357.38 | 5360.03 | 6739.0 |
| 2024-05-01 04:00:00 | ES | Futures | 5360.3 | 5364.28 | 5358.97 | 5361.36 | 6316.0 |
| 2024-05-01 04:30:00 | ES | Futures | 5361.63 | 5363.48 | 5358.71 | 5362.16 | 4209.0 |
| 2024-05-01 05:00:00 | ES | Futures | 5362.16 | 5362.16 | 5351.01 | 5351.81 | 10791.0 |
| 2024-05-01 05:30:00 | ES | Futures | 5352.08 | 5355.52 | 5347.83 | 5352.61 | 12569.0 |
| 2024-05-01 06:00:00 | ES | Futures | 5352.61 | 5352.87 | 5348.1 | 5348.1 | 7567.0 |
| 2024-05-01 06:30:00 | ES | Futures | 5347.83 | 5355.79 | 5345.97 | 5355.52 | 8660.0 |
| 2024-05-01 07:00:00 | ES | Futures | 5355.26 | 5359.5 | 5353.4 | 5355.79 | 7282.0 |
| 2024-05-01 07:30:00 | ES | Futures | 5356.06 | 5357.65 | 5350.75 | 5352.34 | 7526.0 |
| 2024-05-01 08:00:00 | ES | Futures | 5352.61 | 5359.24 | 5351.28 | 5355.52 | 14465.0 |
| 2024-05-01 08:30:00 | ES | Futures | 5355.52 | 5366.67 | 5353.93 | 5362.16 | 29360.0 |
| 2024-05-01 09:00:00 | ES | Futures | 5362.16 | 5369.59 | 5361.36 | 5367.46 | 22986.0 |
| 2024-05-01 09:30:00 | ES | Futures | 5367.46 | 5371.97 | 5356.85 | 5361.1 | 121977.0 |
| 2024-05-01 10:00:00 | ES | Futures | 5360.83 | 5366.14 | 5353.14 | 5360.83 | 130575.0 |
| 2024-05-01 10:30:00 | ES | Futures | 5361.1 | 5369.59 | 5358.44 | 5366.67 | 71210.0 |
| 2024-05-01 11:00:00 | ES | Futures | 5366.93 | 5368.26 | 5352.87 | 5361.1 | 64438.0 |
| 2024-05-01 11:30:00 | ES | Futures | 5361.1 | 5367.46 | 5354.46 | 5354.99 | 53147.0 |
| 2024-05-01 12:00:00 | ES | Futures | 5355.26 | 5364.54 | 5350.75 | 5363.48 | 56020.0 |
| 2024-05-01 12:30:00 | ES | Futures | 5363.48 | 5363.75 | 5355.26 | 5356.85 | 43279.0 |
| 2024-05-01 13:00:00 | ES | Futures | 5356.59 | 5360.57 | 5351.28 | 5359.77 | 42426.0 |
| 2024-05-01 13:30:00 | ES | Futures | 5360.03 | 5367.2 | 5358.97 | 5362.42 | 43607.0 |
| 2024-05-01 14:00:00 | ES | Futures | 5362.95 | 5386.03 | 5360.57 | 5384.97 | 137454.0 |
| 2024-05-01 14:30:00 | ES | Futures | 5384.71 | 5431.93 | 5362.42 | 5430.87 | 345162.0 |
| 2024-05-01 15:00:00 | ES | Futures | 5431.13 | 5440.42 | 5410.97 | 5421.58 | 218899.0 |
| 2024-05-01 15:30:00 | ES | Futures | 5421.85 | 5421.85 | 5352.34 | 5354.73 | 295685.0 |
| 2024-05-01 16:00:00 | ES | Futures | 5354.99 | 5363.75 | 5353.67 | 5359.77 | 66612.0 |
| 2024-05-01 16:30:00 | ES | Futures | 5359.77 | 5364.28 | 5355.26 | 5362.95 | 12121.0 |
| 2024-05-01 18:00:00 | ES | Futures | 5366.4 | 5371.71 | 5365.61 | 5369.05 | 7508.0 |
| 2024-05-01 18:30:00 | ES | Futures | 5369.05 | 5370.65 | 5366.67 | 5369.59 | 3245.0 |
| 2024-05-01 19:00:00 | ES | Futures | 5369.59 | 5370.91 | 5368.79 | 5370.12 | 1781.0 |
| 2024-05-01 19:30:00 | ES | Futures | 5369.85 | 5377.54 | 5369.59 | 5376.75 | 4129.0 |
| 2024-05-01 20:00:00 | ES | Futures | 5376.75 | 5378.61 | 5374.63 | 5377.01 | 3943.0 |
| 2024-05-01 20:30:00 | ES | Futures | 5376.75 | 5382.32 | 5376.22 | 5379.93 | 4523.0 |
| 2024-05-01 21:00:00 | ES | Futures | 5380.2 | 5382.85 | 5376.48 | 5379.93 | 5582.0 |
| 2024-05-01 21:30:00 | ES | Futures | 5379.93 | 5381.79 | 5377.28 | 5381.79 | 4011.0 |
| 2024-05-01 22:00:00 | ES | Futures | 5381.79 | 5384.18 | 5381.26 | 5383.12 | 3100.0 |
| 2024-05-01 22:30:00 | ES | Futures | 5382.85 | 5386.56 | 5382.32 | 5384.44 | 2578.0 |
| 2024-05-01 23:00:00 | ES | Futures | 5384.18 | 5384.97 | 5382.85 | 5384.44 | 1665.0 |
| 2024-05-01 23:30:00 | ES | Futures | 5384.44 | 5384.71 | 5380.99 | 5382.05 | 1740.0 |
| 2024-05-01 00:00:00 | NQ | Futures | 18753.9 | 18756.58 | 18746.95 | 18747.75 | 718.0 |
| 2024-05-01 00:30:00 | NQ | Futures | 18748.29 | 18756.31 | 18746.68 | 18755.24 | 548.0 |
| 2024-05-01 01:00:00 | NQ | Futures | 18754.44 | 18755.24 | 18737.59 | 18738.39 | 994.0 |
| 2024-05-01 01:30:00 | NQ | Futures | 18738.66 | 18744.01 | 18731.43 | 18734.11 | 1314.0 |
> showing 50 of 3,435 rows — these rows as CSV