PREVIEW / futures_30min / 2024-05-02
file: by_date/futures_30min/2024/2024-05-02.parquet size: 115 KB rows: 4,034
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-02 00:00:00 | ES | Futures | 5382.05 | 5382.85 | 5380.46 | 5380.73 | 1337.0 |
| 2024-05-02 00:30:00 | ES | Futures | 5380.99 | 5382.85 | 5380.73 | 5382.58 | 1079.0 |
| 2024-05-02 01:00:00 | ES | Futures | 5382.58 | 5383.65 | 5381.52 | 5381.52 | 1731.0 |
| 2024-05-02 01:30:00 | ES | Futures | 5381.79 | 5385.24 | 5380.73 | 5381.79 | 2535.0 |
| 2024-05-02 02:00:00 | ES | Futures | 5381.79 | 5384.71 | 5379.14 | 5382.85 | 4611.0 |
| 2024-05-02 02:30:00 | ES | Futures | 5382.85 | 5384.18 | 5377.54 | 5378.87 | 4393.0 |
| 2024-05-02 03:00:00 | ES | Futures | 5379.14 | 5382.85 | 5375.95 | 5380.46 | 10092.0 |
| 2024-05-02 03:30:00 | ES | Futures | 5380.2 | 5390.28 | 5380.2 | 5386.56 | 10581.0 |
| 2024-05-02 04:00:00 | ES | Futures | 5386.3 | 5393.46 | 5386.03 | 5388.16 | 11173.0 |
| 2024-05-02 04:30:00 | ES | Futures | 5388.16 | 5390.01 | 5382.58 | 5382.58 | 5473.0 |
| 2024-05-02 05:00:00 | ES | Futures | 5382.85 | 5386.03 | 5382.85 | 5385.5 | 3336.0 |
| 2024-05-02 05:30:00 | ES | Futures | 5385.24 | 5388.95 | 5384.18 | 5388.69 | 5318.0 |
| 2024-05-02 06:00:00 | ES | Futures | 5388.69 | 5391.34 | 5385.77 | 5387.36 | 5259.0 |
| 2024-05-02 06:30:00 | ES | Futures | 5387.36 | 5393.99 | 5386.83 | 5392.14 | 5981.0 |
| 2024-05-02 07:00:00 | ES | Futures | 5392.14 | 5396.65 | 5391.07 | 5392.4 | 7824.0 |
| 2024-05-02 07:30:00 | ES | Futures | 5392.67 | 5392.67 | 5386.83 | 5388.16 | 7991.0 |
| 2024-05-02 08:00:00 | ES | Futures | 5388.16 | 5395.05 | 5387.89 | 5390.28 | 12959.0 |
| 2024-05-02 08:30:00 | ES | Futures | 5389.75 | 5401.42 | 5383.65 | 5390.28 | 34706.0 |
| 2024-05-02 09:00:00 | ES | Futures | 5390.54 | 5395.05 | 5386.83 | 5394.26 | 24911.0 |
| 2024-05-02 09:30:00 | ES | Futures | 5394.26 | 5400.09 | 5367.2 | 5370.65 | 164968.0 |
| 2024-05-02 10:00:00 | ES | Futures | 5371.18 | 5373.3 | 5344.38 | 5371.18 | 183959.0 |
| 2024-05-02 10:30:00 | ES | Futures | 5371.44 | 5378.07 | 5355.79 | 5375.69 | 122257.0 |
| 2024-05-02 11:00:00 | ES | Futures | 5375.69 | 5383.38 | 5370.91 | 5372.5 | 84306.0 |
| 2024-05-02 11:30:00 | ES | Futures | 5372.5 | 5381.52 | 5364.28 | 5379.14 | 73062.0 |
| 2024-05-02 12:00:00 | ES | Futures | 5379.4 | 5380.2 | 5367.46 | 5374.1 | 52631.0 |
| 2024-05-02 12:30:00 | ES | Futures | 5374.1 | 5375.95 | 5363.75 | 5374.1 | 62257.0 |
| 2024-05-02 13:00:00 | ES | Futures | 5374.1 | 5393.99 | 5373.83 | 5393.73 | 71295.0 |
| 2024-05-02 13:30:00 | ES | Futures | 5393.73 | 5396.38 | 5385.77 | 5390.81 | 51150.0 |
| 2024-05-02 14:00:00 | ES | Futures | 5391.07 | 5400.09 | 5388.95 | 5397.97 | 51454.0 |
| 2024-05-02 14:30:00 | ES | Futures | 5397.97 | 5410.18 | 5396.65 | 5408.05 | 62380.0 |
| 2024-05-02 15:00:00 | ES | Futures | 5408.05 | 5412.83 | 5401.16 | 5406.46 | 68777.0 |
| 2024-05-02 15:30:00 | ES | Futures | 5406.46 | 5407.52 | 5390.81 | 5403.28 | 166141.0 |
| 2024-05-02 16:00:00 | ES | Futures | 5403.01 | 5410.71 | 5400.36 | 5403.28 | 58391.0 |
| 2024-05-02 16:30:00 | ES | Futures | 5403.01 | 5425.83 | 5398.24 | 5423.71 | 29690.0 |
| 2024-05-02 18:00:00 | ES | Futures | 5422.91 | 5431.13 | 5417.34 | 5421.32 | 12513.0 |
| 2024-05-02 18:30:00 | ES | Futures | 5421.05 | 5421.05 | 5416.28 | 5418.66 | 3262.0 |
| 2024-05-02 19:00:00 | ES | Futures | 5418.66 | 5420.79 | 5416.54 | 5417.6 | 2922.0 |
| 2024-05-02 19:30:00 | ES | Futures | 5417.6 | 5420.52 | 5417.34 | 5419.2 | 1307.0 |
| 2024-05-02 20:00:00 | ES | Futures | 5419.46 | 5419.73 | 5415.48 | 5417.6 | 5141.0 |
| 2024-05-02 20:30:00 | ES | Futures | 5417.87 | 5423.71 | 5417.6 | 5421.58 | 4116.0 |
| 2024-05-02 21:00:00 | ES | Futures | 5421.85 | 5423.44 | 5420.79 | 5422.64 | 2255.0 |
| 2024-05-02 21:30:00 | ES | Futures | 5422.38 | 5425.03 | 5420.52 | 5420.79 | 3199.0 |
| 2024-05-02 22:00:00 | ES | Futures | 5420.79 | 5421.58 | 5418.66 | 5418.93 | 1946.0 |
| 2024-05-02 22:30:00 | ES | Futures | 5419.2 | 5420.52 | 5417.87 | 5418.4 | 1188.0 |
| 2024-05-02 23:00:00 | ES | Futures | 5418.4 | 5419.99 | 5417.6 | 5418.4 | 1173.0 |
| 2024-05-02 23:30:00 | ES | Futures | 5418.4 | 5420.52 | 5418.13 | 5419.2 | 1288.0 |
| 2024-05-02 00:00:00 | NQ | Futures | 18777.98 | 18782.53 | 18772.1 | 18772.9 | 649.0 |
| 2024-05-02 00:30:00 | NQ | Futures | 18773.43 | 18781.99 | 18772.63 | 18781.19 | 584.0 |
| 2024-05-02 01:00:00 | NQ | Futures | 18780.92 | 18785.74 | 18774.5 | 18774.77 | 928.0 |
| 2024-05-02 01:30:00 | NQ | Futures | 18775.57 | 18789.75 | 18768.35 | 18768.89 | 1690.0 |
> showing 50 of 4,034 rows — these rows as CSV