PREVIEW / futures_30min / 2024-05-23
file: by_date/futures_30min/2024/2024-05-23.parquet size: 111 KB rows: 3,951
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-23 00:00:00 | ES | Futures | 5689.0 | 5690.86 | 5689.0 | 5690.59 | 2560.0 |
| 2024-05-23 00:30:00 | ES | Futures | 5690.86 | 5690.86 | 5687.94 | 5688.21 | 2196.0 |
| 2024-05-23 01:00:00 | ES | Futures | 5687.94 | 5688.74 | 5684.76 | 5684.76 | 2938.0 |
| 2024-05-23 01:30:00 | ES | Futures | 5685.02 | 5686.88 | 5684.76 | 5685.29 | 3235.0 |
| 2024-05-23 02:00:00 | ES | Futures | 5685.29 | 5686.35 | 5683.43 | 5683.96 | 3821.0 |
| 2024-05-23 02:30:00 | ES | Futures | 5684.23 | 5685.02 | 5682.1 | 5683.96 | 3673.0 |
| 2024-05-23 03:00:00 | ES | Futures | 5683.96 | 5685.29 | 5682.37 | 5683.7 | 7760.0 |
| 2024-05-23 03:30:00 | ES | Futures | 5683.43 | 5683.96 | 5681.04 | 5681.57 | 6772.0 |
| 2024-05-23 04:00:00 | ES | Futures | 5681.84 | 5682.63 | 5680.51 | 5681.84 | 6753.0 |
| 2024-05-23 04:30:00 | ES | Futures | 5682.1 | 5682.9 | 5677.86 | 5679.45 | 6031.0 |
| 2024-05-23 05:00:00 | ES | Futures | 5679.45 | 5682.63 | 5677.86 | 5682.63 | 4071.0 |
| 2024-05-23 05:30:00 | ES | Futures | 5682.63 | 5683.7 | 5682.1 | 5682.63 | 5147.0 |
| 2024-05-23 06:00:00 | ES | Futures | 5682.63 | 5684.23 | 5681.57 | 5683.7 | 4261.0 |
| 2024-05-23 06:30:00 | ES | Futures | 5683.96 | 5687.41 | 5683.43 | 5687.14 | 8335.0 |
| 2024-05-23 07:00:00 | ES | Futures | 5687.14 | 5689.0 | 5686.35 | 5689.0 | 11922.0 |
| 2024-05-23 07:30:00 | ES | Futures | 5689.0 | 5692.18 | 5688.74 | 5691.39 | 11170.0 |
| 2024-05-23 08:00:00 | ES | Futures | 5691.12 | 5696.16 | 5690.59 | 5695.37 | 15335.0 |
| 2024-05-23 08:30:00 | ES | Futures | 5694.84 | 5696.69 | 5692.45 | 5693.25 | 18490.0 |
| 2024-05-23 09:00:00 | ES | Futures | 5692.98 | 5693.51 | 5683.16 | 5685.29 | 32158.0 |
| 2024-05-23 09:30:00 | ES | Futures | 5685.29 | 5686.08 | 5647.88 | 5652.39 | 269642.0 |
| 2024-05-23 10:00:00 | ES | Futures | 5652.66 | 5663.8 | 5648.15 | 5658.23 | 163473.0 |
| 2024-05-23 10:30:00 | ES | Futures | 5657.96 | 5662.74 | 5642.31 | 5643.1 | 121831.0 |
| 2024-05-23 11:00:00 | ES | Futures | 5643.1 | 5660.61 | 5642.04 | 5659.02 | 97321.0 |
| 2024-05-23 11:30:00 | ES | Futures | 5659.02 | 5669.1 | 5658.76 | 5664.59 | 68496.0 |
| 2024-05-23 12:00:00 | ES | Futures | 5664.59 | 5668.31 | 5656.9 | 5666.45 | 63999.0 |
| 2024-05-23 12:30:00 | ES | Futures | 5666.45 | 5667.51 | 5648.15 | 5648.15 | 76378.0 |
| 2024-05-23 13:00:00 | ES | Futures | 5648.41 | 5651.33 | 5640.19 | 5647.62 | 83628.0 |
| 2024-05-23 13:30:00 | ES | Futures | 5647.35 | 5647.35 | 5616.31 | 5617.9 | 160466.0 |
| 2024-05-23 14:00:00 | ES | Futures | 5617.9 | 5619.23 | 5604.37 | 5607.02 | 150294.0 |
| 2024-05-23 14:30:00 | ES | Futures | 5607.02 | 5613.66 | 5597.74 | 5598.54 | 110223.0 |
| 2024-05-23 15:00:00 | ES | Futures | 5598.54 | 5606.76 | 5596.15 | 5601.45 | 119602.0 |
| 2024-05-23 15:30:00 | ES | Futures | 5601.45 | 5612.86 | 5601.45 | 5609.68 | 184751.0 |
| 2024-05-23 16:00:00 | ES | Futures | 5609.68 | 5611.8 | 5604.9 | 5610.21 | 46895.0 |
| 2024-05-23 16:30:00 | ES | Futures | 5610.21 | 5610.74 | 5609.15 | 5609.94 | 5979.0 |
| 2024-05-23 18:00:00 | ES | Futures | 5609.15 | 5612.07 | 5609.15 | 5610.47 | 3614.0 |
| 2024-05-23 18:30:00 | ES | Futures | 5610.47 | 5611.27 | 5609.94 | 5610.74 | 1347.0 |
| 2024-05-23 19:00:00 | ES | Futures | 5611.0 | 5614.45 | 5610.47 | 5614.19 | 2170.0 |
| 2024-05-23 19:30:00 | ES | Futures | 5614.19 | 5614.72 | 5609.94 | 5611.27 | 3077.0 |
| 2024-05-23 20:00:00 | ES | Futures | 5611.0 | 5614.19 | 5609.94 | 5613.39 | 3133.0 |
| 2024-05-23 20:30:00 | ES | Futures | 5613.66 | 5617.11 | 5613.13 | 5616.31 | 4008.0 |
| 2024-05-23 21:00:00 | ES | Futures | 5616.31 | 5618.43 | 5615.51 | 5617.37 | 3672.0 |
| 2024-05-23 21:30:00 | ES | Futures | 5617.37 | 5619.23 | 5616.84 | 5618.17 | 4598.0 |
| 2024-05-23 22:00:00 | ES | Futures | 5618.17 | 5619.76 | 5616.58 | 5619.49 | 2982.0 |
| 2024-05-23 22:30:00 | ES | Futures | 5619.49 | 5620.02 | 5617.9 | 5618.96 | 2694.0 |
| 2024-05-23 23:00:00 | ES | Futures | 5618.96 | 5619.49 | 5617.9 | 5618.7 | 1580.0 |
| 2024-05-23 23:30:00 | ES | Futures | 5618.7 | 5618.96 | 5616.04 | 5616.31 | 1687.0 |
| 2024-05-23 00:00:00 | NQ | Futures | 20290.18 | 20298.74 | 20289.11 | 20298.21 | 1686.0 |
| 2024-05-23 00:30:00 | NQ | Futures | 20298.21 | 20298.47 | 20289.65 | 20291.52 | 1503.0 |
| 2024-05-23 01:00:00 | NQ | Futures | 20290.98 | 20292.86 | 20276.81 | 20277.34 | 1625.0 |
| 2024-05-23 01:30:00 | NQ | Futures | 20277.07 | 20282.96 | 20274.4 | 20277.34 | 1312.0 |
> showing 50 of 3,951 rows — these rows as CSV