PREVIEW / futures_30min / 2024-05-28
file: by_date/futures_30min/2024/2024-05-28.parquet size: 109 KB rows: 3,926
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-28 00:00:00 | ES | Futures | 5655.84 | 5656.64 | 5655.57 | 5655.84 | 773.0 |
| 2024-05-28 00:30:00 | ES | Futures | 5655.84 | 5656.9 | 5653.98 | 5653.98 | 1544.0 |
| 2024-05-28 01:00:00 | ES | Futures | 5654.25 | 5654.78 | 5653.45 | 5653.98 | 1318.0 |
| 2024-05-28 01:30:00 | ES | Futures | 5653.98 | 5655.57 | 5652.66 | 5655.04 | 1923.0 |
| 2024-05-28 02:00:00 | ES | Futures | 5654.78 | 5655.04 | 5651.86 | 5653.19 | 2888.0 |
| 2024-05-28 02:30:00 | ES | Futures | 5653.45 | 5657.96 | 5653.45 | 5657.17 | 3453.0 |
| 2024-05-28 03:00:00 | ES | Futures | 5657.17 | 5659.82 | 5651.86 | 5654.51 | 8134.0 |
| 2024-05-28 03:30:00 | ES | Futures | 5654.51 | 5656.64 | 5653.72 | 5654.78 | 4268.0 |
| 2024-05-28 04:00:00 | ES | Futures | 5654.78 | 5664.59 | 5654.25 | 5662.21 | 12736.0 |
| 2024-05-28 04:30:00 | ES | Futures | 5662.21 | 5665.66 | 5662.21 | 5664.33 | 7686.0 |
| 2024-05-28 05:00:00 | ES | Futures | 5664.33 | 5665.39 | 5662.74 | 5663.27 | 5256.0 |
| 2024-05-28 05:30:00 | ES | Futures | 5663.27 | 5665.39 | 5662.47 | 5663.53 | 4761.0 |
| 2024-05-28 06:00:00 | ES | Futures | 5663.53 | 5663.8 | 5650.8 | 5650.8 | 10353.0 |
| 2024-05-28 06:30:00 | ES | Futures | 5651.06 | 5655.57 | 5650.53 | 5653.19 | 7983.0 |
| 2024-05-28 07:00:00 | ES | Futures | 5653.19 | 5655.84 | 5650.8 | 5653.45 | 7009.0 |
| 2024-05-28 07:30:00 | ES | Futures | 5653.45 | 5655.84 | 5651.59 | 5654.51 | 5945.0 |
| 2024-05-28 08:00:00 | ES | Futures | 5654.51 | 5657.96 | 5653.19 | 5655.31 | 10391.0 |
| 2024-05-28 08:30:00 | ES | Futures | 5655.57 | 5657.17 | 5650.0 | 5655.04 | 12370.0 |
| 2024-05-28 09:00:00 | ES | Futures | 5655.04 | 5656.64 | 5650.8 | 5654.51 | 21951.0 |
| 2024-05-28 09:30:00 | ES | Futures | 5654.51 | 5657.43 | 5642.57 | 5645.23 | 138404.0 |
| 2024-05-28 10:00:00 | ES | Futures | 5645.23 | 5650.53 | 5641.25 | 5647.35 | 90431.0 |
| 2024-05-28 10:30:00 | ES | Futures | 5647.35 | 5653.98 | 5643.1 | 5651.06 | 68532.0 |
| 2024-05-28 11:00:00 | ES | Futures | 5651.06 | 5651.86 | 5645.23 | 5650.8 | 51632.0 |
| 2024-05-28 11:30:00 | ES | Futures | 5650.8 | 5653.19 | 5648.15 | 5652.39 | 41545.0 |
| 2024-05-28 12:00:00 | ES | Futures | 5652.13 | 5655.31 | 5648.15 | 5650.0 | 42356.0 |
| 2024-05-28 12:30:00 | ES | Futures | 5649.74 | 5654.78 | 5647.88 | 5649.47 | 43146.0 |
| 2024-05-28 13:00:00 | ES | Futures | 5649.47 | 5651.33 | 5643.1 | 5646.29 | 57087.0 |
| 2024-05-28 13:30:00 | ES | Futures | 5646.29 | 5650.53 | 5635.94 | 5638.86 | 65939.0 |
| 2024-05-28 14:00:00 | ES | Futures | 5639.13 | 5645.23 | 5632.76 | 5633.55 | 73679.0 |
| 2024-05-28 14:30:00 | ES | Futures | 5633.55 | 5634.35 | 5620.82 | 5633.82 | 120543.0 |
| 2024-05-28 15:00:00 | ES | Futures | 5633.82 | 5641.51 | 5631.43 | 5634.35 | 83425.0 |
| 2024-05-28 15:30:00 | ES | Futures | 5634.62 | 5651.86 | 5634.08 | 5651.33 | 148887.0 |
| 2024-05-28 16:00:00 | ES | Futures | 5651.59 | 5656.9 | 5647.88 | 5650.53 | 66908.0 |
| 2024-05-28 16:30:00 | ES | Futures | 5650.53 | 5650.8 | 5649.21 | 5649.74 | 5094.0 |
| 2024-05-28 18:00:00 | ES | Futures | 5649.47 | 5649.74 | 5644.96 | 5646.29 | 2778.0 |
| 2024-05-28 18:30:00 | ES | Futures | 5646.02 | 5647.35 | 5645.76 | 5647.35 | 752.0 |
| 2024-05-28 19:00:00 | ES | Futures | 5647.08 | 5647.62 | 5646.29 | 5647.08 | 1098.0 |
| 2024-05-28 19:30:00 | ES | Futures | 5646.82 | 5647.35 | 5643.37 | 5644.17 | 1625.0 |
| 2024-05-28 20:00:00 | ES | Futures | 5644.43 | 5645.49 | 5642.57 | 5644.17 | 3443.0 |
| 2024-05-28 20:30:00 | ES | Futures | 5644.17 | 5644.43 | 5637.8 | 5639.39 | 5063.0 |
| 2024-05-28 21:00:00 | ES | Futures | 5639.39 | 5640.72 | 5637.8 | 5639.66 | 4560.0 |
| 2024-05-28 21:30:00 | ES | Futures | 5639.39 | 5640.45 | 5636.74 | 5639.13 | 3766.0 |
| 2024-05-28 22:00:00 | ES | Futures | 5638.86 | 5639.92 | 5637.53 | 5639.39 | 2276.0 |
| 2024-05-28 22:30:00 | ES | Futures | 5639.13 | 5639.66 | 5634.35 | 5634.35 | 2653.0 |
| 2024-05-28 23:00:00 | ES | Futures | 5634.62 | 5634.88 | 5630.37 | 5631.17 | 3854.0 |
| 2024-05-28 23:30:00 | ES | Futures | 5631.17 | 5632.23 | 5630.9 | 5631.96 | 2273.0 |
| 2024-05-28 00:00:00 | NQ | Futures | 20252.46 | 20257.28 | 20252.19 | 20255.41 | 848.0 |
| 2024-05-28 00:30:00 | NQ | Futures | 20255.41 | 20257.28 | 20245.24 | 20245.77 | 1465.0 |
| 2024-05-28 01:00:00 | NQ | Futures | 20246.04 | 20248.98 | 20242.3 | 20246.84 | 1109.0 |
| 2024-05-28 01:30:00 | NQ | Futures | 20247.11 | 20250.32 | 20238.55 | 20247.65 | 1135.0 |
> showing 50 of 3,926 rows — these rows as CSV