PREVIEW / futures_30min / 2024-05-16
file: by_date/futures_30min/2024/2024-05-16.parquet size: 110 KB rows: 3,988
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-16 00:00:00 | ES | Futures | 5669.1 | 5669.37 | 5667.51 | 5668.31 | 1252.0 |
| 2024-05-16 00:30:00 | ES | Futures | 5668.04 | 5668.04 | 5667.25 | 5667.25 | 1332.0 |
| 2024-05-16 01:00:00 | ES | Futures | 5667.25 | 5667.78 | 5665.92 | 5667.51 | 1929.0 |
| 2024-05-16 01:30:00 | ES | Futures | 5667.51 | 5668.84 | 5665.66 | 5665.66 | 2842.0 |
| 2024-05-16 02:00:00 | ES | Futures | 5665.66 | 5665.92 | 5661.68 | 5663.8 | 5149.0 |
| 2024-05-16 02:30:00 | ES | Futures | 5663.8 | 5665.12 | 5662.21 | 5663.8 | 3347.0 |
| 2024-05-16 03:00:00 | ES | Futures | 5664.06 | 5666.19 | 5662.74 | 5665.66 | 6626.0 |
| 2024-05-16 03:30:00 | ES | Futures | 5665.92 | 5665.92 | 5662.21 | 5664.06 | 5321.0 |
| 2024-05-16 04:00:00 | ES | Futures | 5664.06 | 5664.86 | 5661.15 | 5662.21 | 5266.0 |
| 2024-05-16 04:30:00 | ES | Futures | 5662.21 | 5664.33 | 5661.41 | 5663.0 | 3282.0 |
| 2024-05-16 05:00:00 | ES | Futures | 5663.0 | 5664.86 | 5662.21 | 5663.0 | 4233.0 |
| 2024-05-16 05:30:00 | ES | Futures | 5663.27 | 5664.33 | 5661.94 | 5662.21 | 3912.0 |
| 2024-05-16 06:00:00 | ES | Futures | 5662.21 | 5663.27 | 5660.61 | 5660.61 | 4773.0 |
| 2024-05-16 06:30:00 | ES | Futures | 5660.88 | 5663.27 | 5660.35 | 5661.94 | 3814.0 |
| 2024-05-16 07:00:00 | ES | Futures | 5662.21 | 5666.45 | 5661.68 | 5666.19 | 7112.0 |
| 2024-05-16 07:30:00 | ES | Futures | 5666.19 | 5666.45 | 5662.74 | 5662.74 | 6367.0 |
| 2024-05-16 08:00:00 | ES | Futures | 5662.74 | 5666.19 | 5661.68 | 5665.12 | 7893.0 |
| 2024-05-16 08:30:00 | ES | Futures | 5665.39 | 5669.37 | 5657.7 | 5659.55 | 26735.0 |
| 2024-05-16 09:00:00 | ES | Futures | 5659.82 | 5659.82 | 5656.1 | 5658.49 | 18924.0 |
| 2024-05-16 09:30:00 | ES | Futures | 5658.49 | 5663.27 | 5658.23 | 5662.21 | 96732.0 |
| 2024-05-16 10:00:00 | ES | Futures | 5662.21 | 5668.31 | 5654.25 | 5666.45 | 97982.0 |
| 2024-05-16 10:30:00 | ES | Futures | 5666.72 | 5675.74 | 5665.12 | 5674.68 | 69307.0 |
| 2024-05-16 11:00:00 | ES | Futures | 5674.41 | 5676.27 | 5665.12 | 5672.02 | 85619.0 |
| 2024-05-16 11:30:00 | ES | Futures | 5671.76 | 5674.14 | 5667.78 | 5669.63 | 50336.0 |
| 2024-05-16 12:00:00 | ES | Futures | 5669.63 | 5669.63 | 5662.74 | 5665.12 | 56612.0 |
| 2024-05-16 12:30:00 | ES | Futures | 5664.86 | 5668.04 | 5661.68 | 5667.25 | 40775.0 |
| 2024-05-16 13:00:00 | ES | Futures | 5667.51 | 5668.84 | 5653.45 | 5657.17 | 85867.0 |
| 2024-05-16 13:30:00 | ES | Futures | 5657.17 | 5661.15 | 5652.39 | 5660.35 | 66028.0 |
| 2024-05-16 14:00:00 | ES | Futures | 5660.35 | 5660.61 | 5649.21 | 5653.98 | 64168.0 |
| 2024-05-16 14:30:00 | ES | Futures | 5653.98 | 5661.15 | 5653.98 | 5660.88 | 43114.0 |
| 2024-05-16 15:00:00 | ES | Futures | 5660.88 | 5662.21 | 5657.96 | 5658.76 | 43064.0 |
| 2024-05-16 15:30:00 | ES | Futures | 5658.76 | 5659.55 | 5644.17 | 5645.49 | 150814.0 |
| 2024-05-16 16:00:00 | ES | Futures | 5645.23 | 5647.62 | 5642.31 | 5642.84 | 50047.0 |
| 2024-05-16 16:30:00 | ES | Futures | 5642.57 | 5643.1 | 5640.72 | 5641.51 | 6626.0 |
| 2024-05-16 18:00:00 | ES | Futures | 5643.64 | 5645.49 | 5642.57 | 5643.9 | 3884.0 |
| 2024-05-16 18:30:00 | ES | Futures | 5644.17 | 5645.76 | 5642.04 | 5644.96 | 3702.0 |
| 2024-05-16 19:00:00 | ES | Futures | 5644.96 | 5645.49 | 5643.37 | 5645.23 | 1286.0 |
| 2024-05-16 19:30:00 | ES | Futures | 5644.96 | 5646.82 | 5644.43 | 5645.49 | 2140.0 |
| 2024-05-16 20:00:00 | ES | Futures | 5645.49 | 5646.55 | 5643.9 | 5645.49 | 2936.0 |
| 2024-05-16 20:30:00 | ES | Futures | 5645.49 | 5647.35 | 5644.96 | 5646.55 | 1897.0 |
| 2024-05-16 21:00:00 | ES | Futures | 5646.82 | 5647.88 | 5646.29 | 5647.08 | 2299.0 |
| 2024-05-16 21:30:00 | ES | Futures | 5647.35 | 5648.94 | 5647.35 | 5648.15 | 2465.0 |
| 2024-05-16 22:00:00 | ES | Futures | 5648.15 | 5648.41 | 5645.76 | 5646.55 | 2181.0 |
| 2024-05-16 22:30:00 | ES | Futures | 5646.29 | 5646.55 | 5644.17 | 5644.7 | 2596.0 |
| 2024-05-16 23:00:00 | ES | Futures | 5644.96 | 5645.49 | 5643.64 | 5644.43 | 1569.0 |
| 2024-05-16 23:30:00 | ES | Futures | 5644.43 | 5644.7 | 5643.64 | 5643.9 | 1313.0 |
| 2024-05-16 00:00:00 | NQ | Futures | 20044.34 | 20044.34 | 20038.19 | 20039.8 | 918.0 |
| 2024-05-16 00:30:00 | NQ | Futures | 20040.06 | 20040.06 | 20034.98 | 20035.52 | 802.0 |
| 2024-05-16 01:00:00 | NQ | Futures | 20035.78 | 20040.33 | 20029.63 | 20038.99 | 1558.0 |
| 2024-05-16 01:30:00 | NQ | Futures | 20038.99 | 20045.68 | 20033.64 | 20034.45 | 2092.0 |
> showing 50 of 3,988 rows — these rows as CSV