PREVIEW / futures_30min / 2024-05-14
file: by_date/futures_30min/2024/2024-05-14.parquet size: 107 KB rows: 3,946
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-14 00:00:00 | ES | Futures | 5562.19 | 5563.25 | 5561.66 | 5562.99 | 1048.0 |
| 2024-05-14 00:30:00 | ES | Futures | 5563.25 | 5564.05 | 5562.72 | 5562.99 | 1511.0 |
| 2024-05-14 01:00:00 | ES | Futures | 5563.25 | 5566.17 | 5562.99 | 5565.11 | 1830.0 |
| 2024-05-14 01:30:00 | ES | Futures | 5565.11 | 5566.7 | 5564.31 | 5566.17 | 2190.0 |
| 2024-05-14 02:00:00 | ES | Futures | 5566.17 | 5566.97 | 5565.64 | 5565.64 | 2360.0 |
| 2024-05-14 02:30:00 | ES | Futures | 5565.9 | 5567.23 | 5565.11 | 5565.9 | 2003.0 |
| 2024-05-14 03:00:00 | ES | Futures | 5566.17 | 5566.97 | 5564.31 | 5566.17 | 3421.0 |
| 2024-05-14 03:30:00 | ES | Futures | 5566.17 | 5567.76 | 5564.58 | 5566.97 | 3080.0 |
| 2024-05-14 04:00:00 | ES | Futures | 5566.97 | 5568.56 | 5565.9 | 5567.76 | 3075.0 |
| 2024-05-14 04:30:00 | ES | Futures | 5567.5 | 5569.09 | 5567.23 | 5568.56 | 2245.0 |
| 2024-05-14 05:00:00 | ES | Futures | 5568.29 | 5569.62 | 5567.23 | 5567.76 | 3373.0 |
| 2024-05-14 05:30:00 | ES | Futures | 5567.5 | 5568.82 | 5565.9 | 5568.82 | 2538.0 |
| 2024-05-14 06:00:00 | ES | Futures | 5568.82 | 5568.82 | 5566.43 | 5567.23 | 4043.0 |
| 2024-05-14 06:30:00 | ES | Futures | 5567.23 | 5569.35 | 5566.43 | 5569.09 | 3526.0 |
| 2024-05-14 07:00:00 | ES | Futures | 5569.09 | 5569.62 | 5567.23 | 5567.76 | 3715.0 |
| 2024-05-14 07:30:00 | ES | Futures | 5567.5 | 5568.82 | 5566.43 | 5567.76 | 5513.0 |
| 2024-05-14 08:00:00 | ES | Futures | 5567.76 | 5571.21 | 5566.17 | 5569.88 | 9006.0 |
| 2024-05-14 08:30:00 | ES | Futures | 5569.62 | 5569.62 | 5535.93 | 5565.11 | 96645.0 |
| 2024-05-14 09:00:00 | ES | Futures | 5564.84 | 5571.74 | 5560.86 | 5568.03 | 39710.0 |
| 2024-05-14 09:30:00 | ES | Futures | 5567.76 | 5574.13 | 5565.37 | 5569.62 | 107063.0 |
| 2024-05-14 10:00:00 | ES | Futures | 5569.62 | 5581.82 | 5566.17 | 5579.96 | 125623.0 |
| 2024-05-14 10:30:00 | ES | Futures | 5579.96 | 5580.5 | 5562.99 | 5574.92 | 124185.0 |
| 2024-05-14 11:00:00 | ES | Futures | 5574.66 | 5578.9 | 5572.27 | 5576.78 | 62350.0 |
| 2024-05-14 11:30:00 | ES | Futures | 5576.78 | 5576.78 | 5566.17 | 5567.5 | 54241.0 |
| 2024-05-14 12:00:00 | ES | Futures | 5567.5 | 5569.88 | 5564.58 | 5566.17 | 35883.0 |
| 2024-05-14 12:30:00 | ES | Futures | 5565.9 | 5567.23 | 5563.25 | 5566.43 | 32324.0 |
| 2024-05-14 13:00:00 | ES | Futures | 5566.43 | 5567.5 | 5561.92 | 5566.97 | 37452.0 |
| 2024-05-14 13:30:00 | ES | Futures | 5567.23 | 5571.74 | 5566.17 | 5569.62 | 33453.0 |
| 2024-05-14 14:00:00 | ES | Futures | 5569.88 | 5581.29 | 5569.09 | 5581.03 | 56675.0 |
| 2024-05-14 14:30:00 | ES | Futures | 5581.03 | 5594.03 | 5579.43 | 5590.84 | 86928.0 |
| 2024-05-14 15:00:00 | ES | Futures | 5591.11 | 5596.68 | 5587.92 | 5593.23 | 54061.0 |
| 2024-05-14 15:30:00 | ES | Futures | 5592.96 | 5596.94 | 5590.31 | 5590.84 | 123593.0 |
| 2024-05-14 16:00:00 | ES | Futures | 5591.11 | 5592.43 | 5588.98 | 5589.78 | 41735.0 |
| 2024-05-14 16:30:00 | ES | Futures | 5589.52 | 5591.64 | 5589.25 | 5591.37 | 4800.0 |
| 2024-05-14 18:00:00 | ES | Futures | 5590.84 | 5594.56 | 5588.45 | 5594.29 | 2827.0 |
| 2024-05-14 18:30:00 | ES | Futures | 5594.29 | 5596.41 | 5594.03 | 5595.88 | 2838.0 |
| 2024-05-14 19:00:00 | ES | Futures | 5595.88 | 5596.15 | 5594.29 | 5594.56 | 1492.0 |
| 2024-05-14 19:30:00 | ES | Futures | 5594.56 | 5594.82 | 5593.76 | 5594.03 | 1237.0 |
| 2024-05-14 20:00:00 | ES | Futures | 5594.03 | 5596.15 | 5594.03 | 5595.35 | 2248.0 |
| 2024-05-14 20:30:00 | ES | Futures | 5595.09 | 5595.62 | 5591.37 | 5593.76 | 3074.0 |
| 2024-05-14 21:00:00 | ES | Futures | 5593.76 | 5596.15 | 5592.96 | 5596.15 | 2062.0 |
| 2024-05-14 21:30:00 | ES | Futures | 5595.88 | 5597.21 | 5595.35 | 5596.68 | 1999.0 |
| 2024-05-14 22:00:00 | ES | Futures | 5596.68 | 5598.27 | 5596.41 | 5597.47 | 1751.0 |
| 2024-05-14 22:30:00 | ES | Futures | 5597.47 | 5600.39 | 5596.94 | 5598.27 | 2322.0 |
| 2024-05-14 23:00:00 | ES | Futures | 5598.27 | 5599.33 | 5598.0 | 5598.54 | 924.0 |
| 2024-05-14 23:30:00 | ES | Futures | 5598.8 | 5599.86 | 5598.0 | 5598.0 | 1396.0 |
| 2024-05-14 00:00:00 | NQ | Futures | 19544.91 | 19549.73 | 19542.77 | 19549.19 | 702.0 |
| 2024-05-14 00:30:00 | NQ | Futures | 19549.19 | 19554.54 | 19547.86 | 19549.73 | 896.0 |
| 2024-05-14 01:00:00 | NQ | Futures | 19548.93 | 19562.84 | 19548.93 | 19557.49 | 1389.0 |
| 2024-05-14 01:30:00 | NQ | Futures | 19558.02 | 19563.91 | 19555.08 | 19562.57 | 1153.0 |
> showing 50 of 3,946 rows — these rows as CSV