PREVIEW / futures_30min / 2024-05-08
file: by_date/futures_30min/2024/2024-05-08.parquet size: 105 KB rows: 3,958
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-08 00:00:00 | ES | Futures | 5531.42 | 5531.95 | 5530.62 | 5531.15 | 944.0 |
| 2024-05-08 00:30:00 | ES | Futures | 5530.88 | 5531.42 | 5529.29 | 5529.56 | 1877.0 |
| 2024-05-08 01:00:00 | ES | Futures | 5529.56 | 5530.35 | 5528.76 | 5529.29 | 1797.0 |
| 2024-05-08 01:30:00 | ES | Futures | 5529.29 | 5532.21 | 5529.03 | 5531.95 | 1842.0 |
| 2024-05-08 02:00:00 | ES | Futures | 5531.95 | 5533.01 | 5529.56 | 5531.68 | 2880.0 |
| 2024-05-08 02:30:00 | ES | Futures | 5531.68 | 5533.27 | 5530.88 | 5532.48 | 2556.0 |
| 2024-05-08 03:00:00 | ES | Futures | 5532.21 | 5537.25 | 5531.42 | 5536.19 | 8017.0 |
| 2024-05-08 03:30:00 | ES | Futures | 5536.19 | 5537.25 | 5533.01 | 5533.27 | 3891.0 |
| 2024-05-08 04:00:00 | ES | Futures | 5533.27 | 5535.66 | 5530.62 | 5534.33 | 7238.0 |
| 2024-05-08 04:30:00 | ES | Futures | 5534.6 | 5534.86 | 5529.82 | 5530.88 | 3841.0 |
| 2024-05-08 05:00:00 | ES | Futures | 5530.35 | 5533.01 | 5530.09 | 5531.15 | 4851.0 |
| 2024-05-08 05:30:00 | ES | Futures | 5531.15 | 5534.6 | 5530.88 | 5532.74 | 3609.0 |
| 2024-05-08 06:00:00 | ES | Futures | 5532.48 | 5533.54 | 5529.56 | 5532.74 | 4608.0 |
| 2024-05-08 06:30:00 | ES | Futures | 5532.74 | 5533.27 | 5526.91 | 5526.91 | 6557.0 |
| 2024-05-08 07:00:00 | ES | Futures | 5527.17 | 5527.97 | 5522.4 | 5522.93 | 13789.0 |
| 2024-05-08 07:30:00 | ES | Futures | 5522.93 | 5525.31 | 5521.07 | 5522.93 | 8884.0 |
| 2024-05-08 08:00:00 | ES | Futures | 5522.93 | 5523.19 | 5510.72 | 5511.25 | 22488.0 |
| 2024-05-08 08:30:00 | ES | Futures | 5510.99 | 5513.64 | 5506.21 | 5511.78 | 20079.0 |
| 2024-05-08 09:00:00 | ES | Futures | 5511.78 | 5513.11 | 5508.6 | 5510.19 | 18764.0 |
| 2024-05-08 09:30:00 | ES | Futures | 5509.93 | 5523.72 | 5508.87 | 5523.19 | 116259.0 |
| 2024-05-08 10:00:00 | ES | Futures | 5523.19 | 5530.09 | 5518.42 | 5527.44 | 86187.0 |
| 2024-05-08 10:30:00 | ES | Futures | 5527.7 | 5536.46 | 5525.31 | 5532.74 | 71341.0 |
| 2024-05-08 11:00:00 | ES | Futures | 5533.01 | 5535.93 | 5524.78 | 5529.03 | 67234.0 |
| 2024-05-08 11:30:00 | ES | Futures | 5528.76 | 5531.42 | 5524.78 | 5526.64 | 42546.0 |
| 2024-05-08 12:00:00 | ES | Futures | 5526.37 | 5530.09 | 5525.05 | 5526.64 | 33783.0 |
| 2024-05-08 12:30:00 | ES | Futures | 5526.64 | 5528.23 | 5520.54 | 5524.52 | 48632.0 |
| 2024-05-08 13:00:00 | ES | Futures | 5524.78 | 5527.44 | 5518.95 | 5521.07 | 46947.0 |
| 2024-05-08 13:30:00 | ES | Futures | 5520.8 | 5529.82 | 5520.27 | 5529.56 | 33895.0 |
| 2024-05-08 14:00:00 | ES | Futures | 5529.56 | 5533.01 | 5527.7 | 5531.68 | 41282.0 |
| 2024-05-08 14:30:00 | ES | Futures | 5531.68 | 5533.27 | 5527.44 | 5528.76 | 31539.0 |
| 2024-05-08 15:00:00 | ES | Futures | 5529.03 | 5533.8 | 5523.99 | 5531.95 | 45420.0 |
| 2024-05-08 15:30:00 | ES | Futures | 5531.95 | 5536.19 | 5530.35 | 5530.62 | 100513.0 |
| 2024-05-08 16:00:00 | ES | Futures | 5530.35 | 5531.15 | 5526.64 | 5527.97 | 34613.0 |
| 2024-05-08 16:30:00 | ES | Futures | 5527.7 | 5529.82 | 5526.64 | 5528.76 | 5868.0 |
| 2024-05-08 18:00:00 | ES | Futures | 5527.97 | 5531.68 | 5526.64 | 5531.68 | 2792.0 |
| 2024-05-08 18:30:00 | ES | Futures | 5531.68 | 5531.95 | 5529.82 | 5530.35 | 1200.0 |
| 2024-05-08 19:00:00 | ES | Futures | 5530.35 | 5530.35 | 5528.23 | 5529.82 | 1232.0 |
| 2024-05-08 19:30:00 | ES | Futures | 5529.82 | 5530.88 | 5528.23 | 5529.03 | 983.0 |
| 2024-05-08 20:00:00 | ES | Futures | 5529.03 | 5529.29 | 5526.11 | 5527.44 | 2895.0 |
| 2024-05-08 20:30:00 | ES | Futures | 5527.7 | 5529.82 | 5527.7 | 5528.5 | 1793.0 |
| 2024-05-08 21:00:00 | ES | Futures | 5528.5 | 5529.29 | 5526.64 | 5526.91 | 1806.0 |
| 2024-05-08 21:30:00 | ES | Futures | 5526.91 | 5530.88 | 5526.91 | 5530.62 | 2278.0 |
| 2024-05-08 22:00:00 | ES | Futures | 5530.62 | 5530.62 | 5527.7 | 5527.97 | 1716.0 |
| 2024-05-08 22:30:00 | ES | Futures | 5527.97 | 5528.76 | 5527.44 | 5528.5 | 1172.0 |
| 2024-05-08 23:00:00 | ES | Futures | 5528.5 | 5529.29 | 5527.97 | 5528.76 | 898.0 |
| 2024-05-08 23:30:00 | ES | Futures | 5528.5 | 5528.76 | 5526.37 | 5526.64 | 1096.0 |
| 2024-05-08 00:00:00 | NQ | Futures | 19467.87 | 19470.82 | 19465.2 | 19465.73 | 574.0 |
| 2024-05-08 00:30:00 | NQ | Futures | 19466.27 | 19466.54 | 19458.78 | 19459.31 | 1173.0 |
| 2024-05-08 01:00:00 | NQ | Futures | 19459.31 | 19463.33 | 19453.96 | 19457.17 | 1369.0 |
| 2024-05-08 01:30:00 | NQ | Futures | 19456.91 | 19470.55 | 19456.64 | 19468.14 | 1050.0 |
> showing 50 of 3,958 rows — these rows as CSV