PREVIEW / futures_30min / 2024-05-22
file: by_date/futures_30min/2024/2024-05-22.parquet size: 107 KB rows: 3,920
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-22 00:00:00 | ES | Futures | 5672.82 | 5673.61 | 5672.82 | 5673.35 | 673.0 |
| 2024-05-22 00:30:00 | ES | Futures | 5673.35 | 5673.35 | 5672.29 | 5672.55 | 717.0 |
| 2024-05-22 01:00:00 | ES | Futures | 5672.82 | 5673.35 | 5672.29 | 5673.35 | 951.0 |
| 2024-05-22 01:30:00 | ES | Futures | 5673.35 | 5674.41 | 5672.55 | 5673.88 | 1065.0 |
| 2024-05-22 02:00:00 | ES | Futures | 5674.14 | 5674.14 | 5669.9 | 5669.9 | 4139.0 |
| 2024-05-22 02:30:00 | ES | Futures | 5669.9 | 5671.49 | 5668.84 | 5669.9 | 2779.0 |
| 2024-05-22 03:00:00 | ES | Futures | 5669.9 | 5669.9 | 5665.66 | 5666.19 | 7734.0 |
| 2024-05-22 03:30:00 | ES | Futures | 5666.45 | 5669.9 | 5664.86 | 5669.1 | 4604.0 |
| 2024-05-22 04:00:00 | ES | Futures | 5668.84 | 5670.17 | 5667.25 | 5668.04 | 3890.0 |
| 2024-05-22 04:30:00 | ES | Futures | 5667.78 | 5668.57 | 5665.39 | 5666.72 | 3318.0 |
| 2024-05-22 05:00:00 | ES | Futures | 5666.72 | 5668.04 | 5664.06 | 5664.33 | 2821.0 |
| 2024-05-22 05:30:00 | ES | Futures | 5664.06 | 5665.39 | 5662.74 | 5664.33 | 3900.0 |
| 2024-05-22 06:00:00 | ES | Futures | 5664.59 | 5665.66 | 5662.74 | 5662.74 | 3535.0 |
| 2024-05-22 06:30:00 | ES | Futures | 5662.74 | 5663.8 | 5660.88 | 5662.21 | 6192.0 |
| 2024-05-22 07:00:00 | ES | Futures | 5662.47 | 5668.04 | 5662.47 | 5665.39 | 7430.0 |
| 2024-05-22 07:30:00 | ES | Futures | 5665.39 | 5666.19 | 5661.15 | 5661.41 | 8164.0 |
| 2024-05-22 08:00:00 | ES | Futures | 5661.41 | 5663.8 | 5660.61 | 5661.94 | 8375.0 |
| 2024-05-22 08:30:00 | ES | Futures | 5661.94 | 5664.86 | 5661.15 | 5664.06 | 8618.0 |
| 2024-05-22 09:00:00 | ES | Futures | 5663.8 | 5665.12 | 5661.41 | 5664.59 | 17155.0 |
| 2024-05-22 09:30:00 | ES | Futures | 5664.59 | 5669.9 | 5663.8 | 5669.37 | 82506.0 |
| 2024-05-22 10:00:00 | ES | Futures | 5669.1 | 5670.96 | 5666.72 | 5669.37 | 59661.0 |
| 2024-05-22 10:30:00 | ES | Futures | 5669.1 | 5669.9 | 5665.66 | 5669.1 | 43277.0 |
| 2024-05-22 11:00:00 | ES | Futures | 5669.1 | 5672.02 | 5667.78 | 5668.31 | 38014.0 |
| 2024-05-22 11:30:00 | ES | Futures | 5668.04 | 5668.57 | 5658.76 | 5664.59 | 53013.0 |
| 2024-05-22 12:00:00 | ES | Futures | 5664.33 | 5669.1 | 5663.8 | 5668.31 | 31412.0 |
| 2024-05-22 12:30:00 | ES | Futures | 5668.04 | 5669.63 | 5664.33 | 5666.45 | 36881.0 |
| 2024-05-22 13:00:00 | ES | Futures | 5666.19 | 5670.43 | 5666.19 | 5666.98 | 26500.0 |
| 2024-05-22 13:30:00 | ES | Futures | 5667.25 | 5667.25 | 5651.06 | 5657.17 | 97828.0 |
| 2024-05-22 14:00:00 | ES | Futures | 5656.9 | 5656.9 | 5633.29 | 5633.82 | 147350.0 |
| 2024-05-22 14:30:00 | ES | Futures | 5633.55 | 5642.31 | 5631.43 | 5641.78 | 89295.0 |
| 2024-05-22 15:00:00 | ES | Futures | 5641.78 | 5644.96 | 5633.55 | 5643.64 | 81311.0 |
| 2024-05-22 15:30:00 | ES | Futures | 5643.64 | 5655.84 | 5635.68 | 5655.31 | 181581.0 |
| 2024-05-22 16:00:00 | ES | Futures | 5655.31 | 5674.14 | 5635.15 | 5654.78 | 88770.0 |
| 2024-05-22 16:30:00 | ES | Futures | 5654.51 | 5660.35 | 5646.82 | 5657.17 | 22111.0 |
| 2024-05-22 18:00:00 | ES | Futures | 5665.66 | 5669.1 | 5660.35 | 5662.47 | 7562.0 |
| 2024-05-22 18:30:00 | ES | Futures | 5662.47 | 5664.06 | 5661.94 | 5663.53 | 1757.0 |
| 2024-05-22 19:00:00 | ES | Futures | 5663.53 | 5667.25 | 5663.0 | 5666.98 | 1795.0 |
| 2024-05-22 19:30:00 | ES | Futures | 5666.72 | 5668.31 | 5666.19 | 5667.78 | 2253.0 |
| 2024-05-22 20:00:00 | ES | Futures | 5668.04 | 5668.84 | 5666.45 | 5666.98 | 3504.0 |
| 2024-05-22 20:30:00 | ES | Futures | 5666.98 | 5667.25 | 5665.66 | 5666.72 | 2306.0 |
| 2024-05-22 21:00:00 | ES | Futures | 5666.72 | 5669.37 | 5665.12 | 5669.1 | 3316.0 |
| 2024-05-22 21:30:00 | ES | Futures | 5669.1 | 5674.14 | 5668.84 | 5672.29 | 5411.0 |
| 2024-05-22 22:00:00 | ES | Futures | 5672.29 | 5673.08 | 5671.23 | 5672.82 | 2347.0 |
| 2024-05-22 22:30:00 | ES | Futures | 5673.08 | 5684.23 | 5673.08 | 5684.23 | 7746.0 |
| 2024-05-22 23:00:00 | ES | Futures | 5684.23 | 5689.53 | 5682.1 | 5688.47 | 9285.0 |
| 2024-05-22 23:30:00 | ES | Futures | 5688.47 | 5689.8 | 5687.94 | 5689.0 | 3469.0 |
| 2024-05-22 00:00:00 | NQ | Futures | 20127.0 | 20130.75 | 20127.0 | 20129.68 | 420.0 |
| 2024-05-22 00:30:00 | NQ | Futures | 20129.41 | 20129.68 | 20124.86 | 20126.2 | 434.0 |
| 2024-05-22 01:00:00 | NQ | Futures | 20126.47 | 20132.35 | 20126.2 | 20131.55 | 576.0 |
| 2024-05-22 01:30:00 | NQ | Futures | 20131.55 | 20138.24 | 20129.41 | 20136.9 | 803.0 |
> showing 50 of 3,920 rows — these rows as CSV