PREVIEW / futures_30min / 2024-05-24
file: by_date/futures_30min/2024/2024-05-24.parquet size: 89 KB rows: 3,146
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-24 00:00:00 | ES | Futures | 5616.58 | 5618.17 | 5615.78 | 5616.58 | 1182.0 |
| 2024-05-24 00:30:00 | ES | Futures | 5616.58 | 5618.17 | 5615.51 | 5617.37 | 1523.0 |
| 2024-05-24 01:00:00 | ES | Futures | 5617.11 | 5617.37 | 5616.04 | 5616.84 | 1957.0 |
| 2024-05-24 01:30:00 | ES | Futures | 5616.84 | 5617.37 | 5614.19 | 5616.04 | 3203.0 |
| 2024-05-24 02:00:00 | ES | Futures | 5616.04 | 5616.31 | 5610.21 | 5612.86 | 5545.0 |
| 2024-05-24 02:30:00 | ES | Futures | 5612.86 | 5613.13 | 5610.21 | 5611.0 | 4301.0 |
| 2024-05-24 03:00:00 | ES | Futures | 5611.27 | 5614.45 | 5609.41 | 5613.66 | 8009.0 |
| 2024-05-24 03:30:00 | ES | Futures | 5613.66 | 5617.11 | 5610.47 | 5616.58 | 6515.0 |
| 2024-05-24 04:00:00 | ES | Futures | 5616.58 | 5619.49 | 5616.04 | 5617.37 | 7869.0 |
| 2024-05-24 04:30:00 | ES | Futures | 5617.37 | 5623.74 | 5617.37 | 5621.88 | 6460.0 |
| 2024-05-24 05:00:00 | ES | Futures | 5622.15 | 5622.94 | 5619.76 | 5620.55 | 5942.0 |
| 2024-05-24 05:30:00 | ES | Futures | 5620.82 | 5622.15 | 5619.23 | 5621.62 | 4618.0 |
| 2024-05-24 06:00:00 | ES | Futures | 5621.62 | 5624.27 | 5620.55 | 5622.68 | 4680.0 |
| 2024-05-24 06:30:00 | ES | Futures | 5622.94 | 5625.33 | 5622.41 | 5623.74 | 5120.0 |
| 2024-05-24 07:00:00 | ES | Futures | 5624.0 | 5625.86 | 5622.15 | 5623.47 | 7454.0 |
| 2024-05-24 07:30:00 | ES | Futures | 5623.74 | 5626.66 | 5621.35 | 5626.13 | 5984.0 |
| 2024-05-24 08:00:00 | ES | Futures | 5626.13 | 5626.92 | 5618.96 | 5620.29 | 12212.0 |
| 2024-05-24 08:30:00 | ES | Futures | 5620.02 | 5629.84 | 5618.43 | 5624.8 | 22723.0 |
| 2024-05-24 09:00:00 | ES | Futures | 5624.53 | 5630.37 | 5622.41 | 5629.31 | 22408.0 |
| 2024-05-24 09:30:00 | ES | Futures | 5629.04 | 5631.7 | 5618.7 | 5622.68 | 138804.0 |
| 2024-05-24 10:00:00 | ES | Futures | 5622.15 | 5638.59 | 5622.15 | 5637.53 | 117571.0 |
| 2024-05-24 10:30:00 | ES | Futures | 5637.53 | 5642.84 | 5629.04 | 5642.04 | 78920.0 |
| 2024-05-24 11:00:00 | ES | Futures | 5642.04 | 5655.31 | 5640.19 | 5649.21 | 104701.0 |
| 2024-05-24 11:30:00 | ES | Futures | 5649.47 | 5653.19 | 5641.51 | 5646.29 | 79587.0 |
| 2024-05-24 12:00:00 | ES | Futures | 5646.29 | 5652.66 | 5645.49 | 5650.0 | 45849.0 |
| 2024-05-24 12:30:00 | ES | Futures | 5650.0 | 5651.06 | 5644.17 | 5644.17 | 46111.0 |
| 2024-05-24 13:00:00 | ES | Futures | 5644.43 | 5651.33 | 5642.31 | 5648.41 | 44343.0 |
| 2024-05-24 13:30:00 | ES | Futures | 5648.41 | 5650.0 | 5644.17 | 5647.88 | 33975.0 |
| 2024-05-24 14:00:00 | ES | Futures | 5647.62 | 5653.72 | 5645.49 | 5646.29 | 45120.0 |
| 2024-05-24 14:30:00 | ES | Futures | 5646.55 | 5648.41 | 5642.31 | 5643.1 | 43644.0 |
| 2024-05-24 15:00:00 | ES | Futures | 5642.84 | 5643.1 | 5634.08 | 5640.98 | 70472.0 |
| 2024-05-24 15:30:00 | ES | Futures | 5641.25 | 5648.15 | 5639.39 | 5647.35 | 121695.0 |
| 2024-05-24 16:00:00 | ES | Futures | 5647.08 | 5649.47 | 5645.49 | 5646.82 | 41193.0 |
| 2024-05-24 16:30:00 | ES | Futures | 5646.55 | 5647.88 | 5646.02 | 5646.29 | 11178.0 |
| 2024-05-24 00:00:00 | NQ | Futures | 20021.34 | 20027.49 | 20019.2 | 20021.61 | 886.0 |
| 2024-05-24 00:30:00 | NQ | Futures | 20021.61 | 20026.96 | 20016.52 | 20023.21 | 900.0 |
| 2024-05-24 01:00:00 | NQ | Futures | 20022.94 | 20026.42 | 20020.27 | 20024.55 | 929.0 |
| 2024-05-24 01:30:00 | NQ | Futures | 20024.82 | 20025.35 | 20013.05 | 20019.47 | 1279.0 |
| 2024-05-24 02:00:00 | NQ | Futures | 20019.47 | 20021.87 | 19998.87 | 20010.64 | 2696.0 |
| 2024-05-24 02:30:00 | NQ | Futures | 20010.91 | 20013.05 | 19998.07 | 20001.81 | 2448.0 |
| 2024-05-24 03:00:00 | NQ | Futures | 20002.35 | 20015.72 | 19990.84 | 20006.89 | 4219.0 |
| 2024-05-24 03:30:00 | NQ | Futures | 20006.89 | 20018.93 | 19994.05 | 20014.92 | 2704.0 |
| 2024-05-24 04:00:00 | NQ | Futures | 20014.92 | 20037.39 | 20011.44 | 20027.22 | 3956.0 |
| 2024-05-24 04:30:00 | NQ | Futures | 20027.76 | 20057.99 | 20027.76 | 20047.82 | 3613.0 |
| 2024-05-24 05:00:00 | NQ | Futures | 20048.09 | 20056.92 | 20036.32 | 20042.2 | 3100.0 |
| 2024-05-24 05:30:00 | NQ | Futures | 20042.2 | 20049.16 | 20033.64 | 20043.81 | 2168.0 |
| 2024-05-24 06:00:00 | NQ | Futures | 20043.27 | 20057.45 | 20041.4 | 20049.69 | 2405.0 |
| 2024-05-24 06:30:00 | NQ | Futures | 20050.23 | 20066.55 | 20048.62 | 20057.99 | 2892.0 |
| 2024-05-24 07:00:00 | NQ | Futures | 20058.79 | 20072.97 | 20052.37 | 20058.79 | 3489.0 |
| 2024-05-24 07:30:00 | NQ | Futures | 20060.13 | 20075.64 | 20047.82 | 20072.97 | 3574.0 |
> showing 50 of 3,146 rows — these rows as CSV