PREVIEW / futures_30min / 2024-05-06
file: by_date/futures_30min/2024/2024-05-06.parquet size: 105 KB rows: 3,844
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-06 00:00:00 | ES | Futures | 5475.7 | 5475.7 | 5473.85 | 5473.85 | 1058.0 |
| 2024-05-06 00:30:00 | ES | Futures | 5473.85 | 5474.38 | 5472.79 | 5473.32 | 1202.0 |
| 2024-05-06 01:00:00 | ES | Futures | 5473.05 | 5474.64 | 5471.46 | 5471.46 | 2281.0 |
| 2024-05-06 01:30:00 | ES | Futures | 5471.46 | 5474.64 | 5471.19 | 5473.85 | 2308.0 |
| 2024-05-06 02:00:00 | ES | Futures | 5473.85 | 5478.36 | 5473.58 | 5477.56 | 3320.0 |
| 2024-05-06 02:30:00 | ES | Futures | 5477.56 | 5478.89 | 5476.76 | 5477.83 | 3129.0 |
| 2024-05-06 03:00:00 | ES | Futures | 5477.83 | 5479.95 | 5476.23 | 5477.03 | 4824.0 |
| 2024-05-06 03:30:00 | ES | Futures | 5476.76 | 5479.15 | 5475.17 | 5475.17 | 3555.0 |
| 2024-05-06 04:00:00 | ES | Futures | 5475.44 | 5481.01 | 5474.38 | 5480.48 | 4583.0 |
| 2024-05-06 04:30:00 | ES | Futures | 5480.48 | 5481.81 | 5479.42 | 5480.48 | 4063.0 |
| 2024-05-06 05:00:00 | ES | Futures | 5480.48 | 5483.93 | 5479.95 | 5483.4 | 5227.0 |
| 2024-05-06 05:30:00 | ES | Futures | 5483.13 | 5484.72 | 5482.34 | 5484.19 | 3608.0 |
| 2024-05-06 06:00:00 | ES | Futures | 5484.46 | 5486.85 | 5483.93 | 5486.58 | 5040.0 |
| 2024-05-06 06:30:00 | ES | Futures | 5486.58 | 5491.36 | 5485.52 | 5490.03 | 7049.0 |
| 2024-05-06 07:00:00 | ES | Futures | 5489.76 | 5489.76 | 5487.11 | 5488.7 | 5205.0 |
| 2024-05-06 07:30:00 | ES | Futures | 5488.7 | 5489.76 | 5487.38 | 5488.44 | 4916.0 |
| 2024-05-06 08:00:00 | ES | Futures | 5488.7 | 5493.74 | 5487.38 | 5493.74 | 8515.0 |
| 2024-05-06 08:30:00 | ES | Futures | 5493.74 | 5494.54 | 5491.36 | 5491.62 | 10957.0 |
| 2024-05-06 09:00:00 | ES | Futures | 5491.89 | 5496.4 | 5489.76 | 5495.34 | 20904.0 |
| 2024-05-06 09:30:00 | ES | Futures | 5495.34 | 5501.97 | 5490.56 | 5500.64 | 120369.0 |
| 2024-05-06 10:00:00 | ES | Futures | 5500.38 | 5504.36 | 5498.78 | 5501.44 | 73298.0 |
| 2024-05-06 10:30:00 | ES | Futures | 5501.44 | 5505.15 | 5500.11 | 5501.17 | 53621.0 |
| 2024-05-06 11:00:00 | ES | Futures | 5501.44 | 5502.5 | 5496.66 | 5499.31 | 46800.0 |
| 2024-05-06 11:30:00 | ES | Futures | 5499.31 | 5504.09 | 5497.99 | 5502.23 | 38486.0 |
| 2024-05-06 12:00:00 | ES | Futures | 5502.23 | 5502.23 | 5495.07 | 5500.11 | 43375.0 |
| 2024-05-06 12:30:00 | ES | Futures | 5499.85 | 5506.21 | 5499.31 | 5505.42 | 50840.0 |
| 2024-05-06 13:00:00 | ES | Futures | 5505.15 | 5508.6 | 5500.64 | 5504.62 | 47331.0 |
| 2024-05-06 13:30:00 | ES | Futures | 5504.89 | 5509.4 | 5504.09 | 5507.8 | 30057.0 |
| 2024-05-06 14:00:00 | ES | Futures | 5507.8 | 5517.62 | 5507.01 | 5515.5 | 49595.0 |
| 2024-05-06 14:30:00 | ES | Futures | 5515.5 | 5515.76 | 5511.25 | 5513.38 | 42916.0 |
| 2024-05-06 15:00:00 | ES | Futures | 5513.11 | 5513.91 | 5507.54 | 5510.19 | 39719.0 |
| 2024-05-06 15:30:00 | ES | Futures | 5509.93 | 5526.11 | 5507.8 | 5525.58 | 129760.0 |
| 2024-05-06 16:00:00 | ES | Futures | 5525.84 | 5526.37 | 5521.33 | 5523.72 | 65423.0 |
| 2024-05-06 16:30:00 | ES | Futures | 5523.72 | 5524.78 | 5522.93 | 5523.72 | 8324.0 |
| 2024-05-06 18:00:00 | ES | Futures | 5523.19 | 5524.78 | 5520.54 | 5523.46 | 3656.0 |
| 2024-05-06 18:30:00 | ES | Futures | 5523.19 | 5525.84 | 5522.66 | 5525.31 | 1696.0 |
| 2024-05-06 19:00:00 | ES | Futures | 5525.31 | 5526.64 | 5522.66 | 5523.19 | 2745.0 |
| 2024-05-06 19:30:00 | ES | Futures | 5523.19 | 5524.25 | 5522.66 | 5523.99 | 2224.0 |
| 2024-05-06 20:00:00 | ES | Futures | 5523.99 | 5525.84 | 5523.46 | 5524.52 | 2591.0 |
| 2024-05-06 20:30:00 | ES | Futures | 5524.25 | 5524.78 | 5522.66 | 5524.52 | 1927.0 |
| 2024-05-06 21:00:00 | ES | Futures | 5524.25 | 5524.25 | 5521.86 | 5522.93 | 3022.0 |
| 2024-05-06 21:30:00 | ES | Futures | 5522.93 | 5525.31 | 5522.13 | 5525.05 | 2151.0 |
| 2024-05-06 22:00:00 | ES | Futures | 5524.78 | 5525.58 | 5523.19 | 5525.31 | 1637.0 |
| 2024-05-06 22:30:00 | ES | Futures | 5525.31 | 5526.37 | 5524.52 | 5524.52 | 1764.0 |
| 2024-05-06 23:00:00 | ES | Futures | 5524.52 | 5527.44 | 5524.25 | 5526.11 | 1939.0 |
| 2024-05-06 23:30:00 | ES | Futures | 5526.37 | 5527.44 | 5525.58 | 5527.44 | 1788.0 |
| 2024-05-06 00:00:00 | NQ | Futures | 19266.71 | 19267.25 | 19257.08 | 19259.49 | 541.0 |
| 2024-05-06 00:30:00 | NQ | Futures | 19259.49 | 19260.83 | 19249.05 | 19254.94 | 802.0 |
| 2024-05-06 01:00:00 | NQ | Futures | 19254.14 | 19258.95 | 19243.7 | 19245.84 | 1396.0 |
| 2024-05-06 01:30:00 | NQ | Futures | 19245.58 | 19260.29 | 19242.9 | 19255.74 | 1203.0 |
> showing 50 of 3,844 rows — these rows as CSV