PREVIEW / futures_30min / 2024-05-29
file: by_date/futures_30min/2024/2024-05-29.parquet size: 112 KB rows: 3,954
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 |
|---|---|---|---|---|---|---|---|
| 2024-05-29 00:00:00 | ES | Futures | 5632.23 | 5634.08 | 5631.17 | 5633.82 | 2152.0 |
| 2024-05-29 00:30:00 | ES | Futures | 5634.08 | 5634.88 | 5633.02 | 5634.62 | 1623.0 |
| 2024-05-29 01:00:00 | ES | Futures | 5634.62 | 5635.15 | 5630.37 | 5630.64 | 2676.0 |
| 2024-05-29 01:30:00 | ES | Futures | 5630.64 | 5630.64 | 5624.53 | 5625.06 | 5633.0 |
| 2024-05-29 02:00:00 | ES | Futures | 5625.33 | 5628.78 | 5622.41 | 5628.78 | 6403.0 |
| 2024-05-29 02:30:00 | ES | Futures | 5628.51 | 5631.17 | 5627.98 | 5629.31 | 5156.0 |
| 2024-05-29 03:00:00 | ES | Futures | 5629.31 | 5631.96 | 5625.33 | 5627.72 | 9298.0 |
| 2024-05-29 03:30:00 | ES | Futures | 5627.45 | 5627.45 | 5620.29 | 5621.09 | 11527.0 |
| 2024-05-29 04:00:00 | ES | Futures | 5621.35 | 5627.19 | 5617.11 | 5621.62 | 14344.0 |
| 2024-05-29 04:30:00 | ES | Futures | 5621.62 | 5622.41 | 5616.04 | 5619.76 | 9680.0 |
| 2024-05-29 05:00:00 | ES | Futures | 5619.76 | 5621.09 | 5613.39 | 5614.98 | 7692.0 |
| 2024-05-29 05:30:00 | ES | Futures | 5614.98 | 5617.64 | 5612.33 | 5616.31 | 9152.0 |
| 2024-05-29 06:00:00 | ES | Futures | 5616.31 | 5619.49 | 5614.98 | 5617.9 | 6104.0 |
| 2024-05-29 06:30:00 | ES | Futures | 5617.9 | 5618.96 | 5614.72 | 5615.78 | 6105.0 |
| 2024-05-29 07:00:00 | ES | Futures | 5615.78 | 5617.11 | 5611.27 | 5612.86 | 10653.0 |
| 2024-05-29 07:30:00 | ES | Futures | 5613.13 | 5620.02 | 5612.33 | 5616.31 | 10593.0 |
| 2024-05-29 08:00:00 | ES | Futures | 5616.31 | 5620.82 | 5614.19 | 5614.98 | 14859.0 |
| 2024-05-29 08:30:00 | ES | Futures | 5614.72 | 5614.98 | 5607.56 | 5608.62 | 22210.0 |
| 2024-05-29 09:00:00 | ES | Futures | 5608.35 | 5609.15 | 5604.11 | 5605.17 | 31515.0 |
| 2024-05-29 09:30:00 | ES | Futures | 5605.17 | 5612.86 | 5601.72 | 5610.47 | 174514.0 |
| 2024-05-29 10:00:00 | ES | Futures | 5610.21 | 5618.7 | 5607.02 | 5616.31 | 120232.0 |
| 2024-05-29 10:30:00 | ES | Futures | 5616.04 | 5622.41 | 5615.51 | 5619.49 | 103207.0 |
| 2024-05-29 11:00:00 | ES | Futures | 5619.49 | 5620.02 | 5608.88 | 5613.66 | 75822.0 |
| 2024-05-29 11:30:00 | ES | Futures | 5613.66 | 5616.31 | 5610.21 | 5614.72 | 51509.0 |
| 2024-05-29 12:00:00 | ES | Futures | 5614.98 | 5618.7 | 5608.35 | 5617.37 | 56666.0 |
| 2024-05-29 12:30:00 | ES | Futures | 5617.37 | 5622.41 | 5615.25 | 5620.55 | 44785.0 |
| 2024-05-29 13:00:00 | ES | Futures | 5620.29 | 5621.35 | 5612.33 | 5618.7 | 65431.0 |
| 2024-05-29 13:30:00 | ES | Futures | 5618.7 | 5621.62 | 5610.21 | 5619.23 | 56157.0 |
| 2024-05-29 14:00:00 | ES | Futures | 5619.23 | 5621.09 | 5614.98 | 5614.98 | 42412.0 |
| 2024-05-29 14:30:00 | ES | Futures | 5614.98 | 5617.64 | 5609.15 | 5610.47 | 59233.0 |
| 2024-05-29 15:00:00 | ES | Futures | 5610.74 | 5621.88 | 5608.88 | 5618.43 | 53716.0 |
| 2024-05-29 15:30:00 | ES | Futures | 5618.17 | 5621.62 | 5604.64 | 5611.0 | 170513.0 |
| 2024-05-29 16:00:00 | ES | Futures | 5611.0 | 5612.86 | 5594.82 | 5596.94 | 61270.0 |
| 2024-05-29 16:30:00 | ES | Futures | 5597.21 | 5600.92 | 5590.58 | 5592.43 | 17736.0 |
| 2024-05-29 18:00:00 | ES | Futures | 5592.96 | 5596.41 | 5592.43 | 5593.23 | 6947.0 |
| 2024-05-29 18:30:00 | ES | Futures | 5593.49 | 5593.76 | 5587.66 | 5589.52 | 6057.0 |
| 2024-05-29 19:00:00 | ES | Futures | 5589.52 | 5590.31 | 5586.07 | 5586.33 | 3596.0 |
| 2024-05-29 19:30:00 | ES | Futures | 5586.07 | 5589.52 | 5584.74 | 5588.98 | 3969.0 |
| 2024-05-29 20:00:00 | ES | Futures | 5588.98 | 5589.78 | 5586.6 | 5589.25 | 5252.0 |
| 2024-05-29 20:30:00 | ES | Futures | 5588.98 | 5589.25 | 5585.54 | 5586.07 | 4721.0 |
| 2024-05-29 21:00:00 | ES | Futures | 5586.07 | 5587.92 | 5584.21 | 5586.07 | 4176.0 |
| 2024-05-29 21:30:00 | ES | Futures | 5585.8 | 5588.72 | 5584.21 | 5586.33 | 4935.0 |
| 2024-05-29 22:00:00 | ES | Futures | 5586.6 | 5587.92 | 5584.21 | 5585.8 | 3829.0 |
| 2024-05-29 22:30:00 | ES | Futures | 5585.8 | 5585.8 | 5579.96 | 5582.09 | 4938.0 |
| 2024-05-29 23:00:00 | ES | Futures | 5581.82 | 5582.09 | 5578.11 | 5579.43 | 4596.0 |
| 2024-05-29 23:30:00 | ES | Futures | 5579.7 | 5580.76 | 5577.58 | 5579.96 | 3994.0 |
| 2024-05-29 00:00:00 | NQ | Futures | 20209.13 | 20216.35 | 20205.38 | 20215.28 | 1427.0 |
| 2024-05-29 00:30:00 | NQ | Futures | 20215.81 | 20220.9 | 20211.8 | 20220.36 | 1118.0 |
| 2024-05-29 01:00:00 | NQ | Futures | 20220.63 | 20223.84 | 20202.97 | 20202.97 | 1864.0 |
| 2024-05-29 01:30:00 | NQ | Futures | 20203.78 | 20204.31 | 20177.03 | 20179.7 | 3654.0 |
> showing 50 of 3,954 rows — these rows as CSV