PREVIEW / futures_30min / 2024-05-15
file: by_date/futures_30min/2024/2024-05-15.parquet size: 117 KB rows: 4,009
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-15 00:00:00 | ES | Futures | 5598.0 | 5598.27 | 5596.41 | 5596.68 | 1114.0 |
| 2024-05-15 00:30:00 | ES | Futures | 5596.41 | 5596.68 | 5595.09 | 5595.09 | 1728.0 |
| 2024-05-15 01:00:00 | ES | Futures | 5595.09 | 5596.15 | 5594.03 | 5595.62 | 1565.0 |
| 2024-05-15 01:30:00 | ES | Futures | 5595.62 | 5596.94 | 5595.09 | 5596.41 | 1507.0 |
| 2024-05-15 02:00:00 | ES | Futures | 5596.41 | 5597.47 | 5594.29 | 5595.35 | 3457.0 |
| 2024-05-15 02:30:00 | ES | Futures | 5595.35 | 5595.88 | 5594.03 | 5594.82 | 2057.0 |
| 2024-05-15 03:00:00 | ES | Futures | 5594.56 | 5596.15 | 5591.64 | 5591.64 | 5245.0 |
| 2024-05-15 03:30:00 | ES | Futures | 5591.9 | 5593.49 | 5590.84 | 5592.17 | 4194.0 |
| 2024-05-15 04:00:00 | ES | Futures | 5592.17 | 5593.49 | 5591.37 | 5592.96 | 3462.0 |
| 2024-05-15 04:30:00 | ES | Futures | 5592.96 | 5595.62 | 5592.96 | 5595.09 | 5002.0 |
| 2024-05-15 05:00:00 | ES | Futures | 5595.09 | 5596.68 | 5593.49 | 5594.29 | 4822.0 |
| 2024-05-15 05:30:00 | ES | Futures | 5594.56 | 5596.15 | 5593.76 | 5594.29 | 3393.0 |
| 2024-05-15 06:00:00 | ES | Futures | 5594.29 | 5594.82 | 5592.96 | 5593.76 | 3572.0 |
| 2024-05-15 06:30:00 | ES | Futures | 5593.76 | 5595.35 | 5592.96 | 5593.23 | 4193.0 |
| 2024-05-15 07:00:00 | ES | Futures | 5593.49 | 5595.35 | 5592.96 | 5593.76 | 5244.0 |
| 2024-05-15 07:30:00 | ES | Futures | 5594.03 | 5595.09 | 5592.43 | 5593.23 | 6853.0 |
| 2024-05-15 08:00:00 | ES | Futures | 5593.23 | 5595.09 | 5588.45 | 5592.7 | 18891.0 |
| 2024-05-15 08:30:00 | ES | Futures | 5593.49 | 5627.45 | 5593.49 | 5620.02 | 94399.0 |
| 2024-05-15 09:00:00 | ES | Futures | 5620.29 | 5621.35 | 5615.51 | 5617.64 | 36903.0 |
| 2024-05-15 09:30:00 | ES | Futures | 5617.37 | 5627.72 | 5610.21 | 5615.78 | 169153.0 |
| 2024-05-15 10:00:00 | ES | Futures | 5615.78 | 5626.13 | 5614.98 | 5623.74 | 110240.0 |
| 2024-05-15 10:30:00 | ES | Futures | 5623.74 | 5632.76 | 5622.68 | 5631.7 | 84829.0 |
| 2024-05-15 11:00:00 | ES | Futures | 5631.7 | 5642.04 | 5631.43 | 5641.78 | 91721.0 |
| 2024-05-15 11:30:00 | ES | Futures | 5641.51 | 5642.57 | 5637.8 | 5639.66 | 51319.0 |
| 2024-05-15 12:00:00 | ES | Futures | 5639.66 | 5641.51 | 5634.62 | 5641.25 | 51952.0 |
| 2024-05-15 12:30:00 | ES | Futures | 5640.98 | 5647.08 | 5640.19 | 5646.55 | 38452.0 |
| 2024-05-15 13:00:00 | ES | Futures | 5646.55 | 5650.0 | 5645.49 | 5649.21 | 50119.0 |
| 2024-05-15 13:30:00 | ES | Futures | 5649.21 | 5651.59 | 5644.43 | 5651.33 | 45569.0 |
| 2024-05-15 14:00:00 | ES | Futures | 5651.33 | 5656.37 | 5649.47 | 5651.59 | 53114.0 |
| 2024-05-15 14:30:00 | ES | Futures | 5651.33 | 5651.86 | 5647.35 | 5651.59 | 43819.0 |
| 2024-05-15 15:00:00 | ES | Futures | 5651.59 | 5654.78 | 5648.41 | 5652.13 | 57545.0 |
| 2024-05-15 15:30:00 | ES | Futures | 5652.13 | 5663.8 | 5651.06 | 5659.82 | 179133.0 |
| 2024-05-15 16:00:00 | ES | Futures | 5659.82 | 5660.35 | 5651.06 | 5653.72 | 64775.0 |
| 2024-05-15 16:30:00 | ES | Futures | 5653.72 | 5656.37 | 5652.92 | 5656.37 | 6727.0 |
| 2024-05-15 18:00:00 | ES | Futures | 5657.7 | 5659.02 | 5655.31 | 5659.02 | 3675.0 |
| 2024-05-15 18:30:00 | ES | Futures | 5659.02 | 5661.68 | 5658.76 | 5660.08 | 2754.0 |
| 2024-05-15 19:00:00 | ES | Futures | 5659.82 | 5666.19 | 5659.82 | 5664.33 | 4885.0 |
| 2024-05-15 19:30:00 | ES | Futures | 5664.06 | 5666.19 | 5664.06 | 5664.33 | 3565.0 |
| 2024-05-15 20:00:00 | ES | Futures | 5664.33 | 5667.51 | 5664.33 | 5664.86 | 4395.0 |
| 2024-05-15 20:30:00 | ES | Futures | 5664.86 | 5667.51 | 5663.8 | 5667.25 | 2933.0 |
| 2024-05-15 21:00:00 | ES | Futures | 5666.98 | 5667.78 | 5665.39 | 5667.78 | 2860.0 |
| 2024-05-15 21:30:00 | ES | Futures | 5667.78 | 5668.04 | 5664.86 | 5666.19 | 2768.0 |
| 2024-05-15 22:00:00 | ES | Futures | 5666.19 | 5666.98 | 5664.33 | 5666.45 | 2577.0 |
| 2024-05-15 22:30:00 | ES | Futures | 5666.19 | 5667.51 | 5665.92 | 5667.25 | 1746.0 |
| 2024-05-15 23:00:00 | ES | Futures | 5667.51 | 5669.37 | 5667.25 | 5668.57 | 2424.0 |
| 2024-05-15 23:30:00 | ES | Futures | 5668.57 | 5670.17 | 5668.31 | 5669.37 | 2425.0 |
| 2024-05-15 00:00:00 | NQ | Futures | 19713.44 | 19714.78 | 19705.95 | 19708.63 | 1075.0 |
| 2024-05-15 00:30:00 | NQ | Futures | 19707.82 | 19707.82 | 19700.07 | 19700.33 | 1621.0 |
| 2024-05-15 01:00:00 | NQ | Futures | 19700.07 | 19706.22 | 19694.45 | 19702.74 | 1353.0 |
| 2024-05-15 01:30:00 | NQ | Futures | 19702.74 | 19706.22 | 19699.26 | 19703.54 | 871.0 |
> showing 50 of 4,009 rows — these rows as CSV