PREVIEW / futures_30min / 2024-06-04
file: by_date/futures_30min/2024/2024-06-04.parquet size: 111 KB rows: 3,912
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 |
|---|---|---|---|---|---|---|---|
| 2024-06-04 00:00:00 | ES | Futures | 5623.47 | 5624.53 | 5622.41 | 5624.0 | 1619.0 |
| 2024-06-04 00:30:00 | ES | Futures | 5624.0 | 5624.8 | 5621.62 | 5621.62 | 1747.0 |
| 2024-06-04 01:00:00 | ES | Futures | 5621.62 | 5622.68 | 5620.82 | 5621.62 | 2052.0 |
| 2024-06-04 01:30:00 | ES | Futures | 5621.62 | 5622.68 | 5619.76 | 5622.15 | 3680.0 |
| 2024-06-04 02:00:00 | ES | Futures | 5622.41 | 5622.41 | 5616.04 | 5616.84 | 6055.0 |
| 2024-06-04 02:30:00 | ES | Futures | 5616.84 | 5617.64 | 5610.47 | 5611.8 | 7917.0 |
| 2024-06-04 03:00:00 | ES | Futures | 5612.07 | 5613.13 | 5605.17 | 5606.49 | 12618.0 |
| 2024-06-04 03:30:00 | ES | Futures | 5606.49 | 5616.84 | 5605.7 | 5612.6 | 11706.0 |
| 2024-06-04 04:00:00 | ES | Futures | 5612.86 | 5612.86 | 5603.84 | 5604.64 | 15204.0 |
| 2024-06-04 04:30:00 | ES | Futures | 5604.37 | 5605.43 | 5591.64 | 5593.23 | 17676.0 |
| 2024-06-04 05:00:00 | ES | Futures | 5593.49 | 5595.35 | 5583.94 | 5588.45 | 19499.0 |
| 2024-06-04 05:30:00 | ES | Futures | 5588.19 | 5594.82 | 5585.54 | 5589.52 | 16126.0 |
| 2024-06-04 06:00:00 | ES | Futures | 5589.78 | 5594.03 | 5585.01 | 5590.31 | 11752.0 |
| 2024-06-04 06:30:00 | ES | Futures | 5590.31 | 5594.03 | 5589.25 | 5592.96 | 7788.0 |
| 2024-06-04 07:00:00 | ES | Futures | 5592.96 | 5599.07 | 5592.7 | 5595.88 | 9744.0 |
| 2024-06-04 07:30:00 | ES | Futures | 5595.62 | 5603.31 | 5595.09 | 5602.78 | 10692.0 |
| 2024-06-04 08:00:00 | ES | Futures | 5602.78 | 5603.58 | 5594.56 | 5600.92 | 16701.0 |
| 2024-06-04 08:30:00 | ES | Futures | 5600.92 | 5605.96 | 5599.86 | 5604.9 | 11987.0 |
| 2024-06-04 09:00:00 | ES | Futures | 5604.64 | 5610.21 | 5603.31 | 5608.35 | 29966.0 |
| 2024-06-04 09:30:00 | ES | Futures | 5608.62 | 5612.07 | 5600.66 | 5608.35 | 134572.0 |
| 2024-06-04 10:00:00 | ES | Futures | 5608.62 | 5622.15 | 5600.66 | 5613.92 | 196250.0 |
| 2024-06-04 10:30:00 | ES | Futures | 5613.92 | 5618.43 | 5601.19 | 5602.78 | 117709.0 |
| 2024-06-04 11:00:00 | ES | Futures | 5602.78 | 5609.94 | 5599.07 | 5601.72 | 90177.0 |
| 2024-06-04 11:30:00 | ES | Futures | 5601.72 | 5601.98 | 5594.03 | 5595.09 | 86033.0 |
| 2024-06-04 12:00:00 | ES | Futures | 5595.09 | 5604.37 | 5591.9 | 5603.31 | 70653.0 |
| 2024-06-04 12:30:00 | ES | Futures | 5603.31 | 5613.39 | 5599.33 | 5608.35 | 72341.0 |
| 2024-06-04 13:00:00 | ES | Futures | 5608.35 | 5614.19 | 5599.86 | 5613.92 | 60330.0 |
| 2024-06-04 13:30:00 | ES | Futures | 5613.92 | 5615.51 | 5606.76 | 5612.33 | 58288.0 |
| 2024-06-04 14:00:00 | ES | Futures | 5612.07 | 5635.15 | 5610.74 | 5634.88 | 97031.0 |
| 2024-06-04 14:30:00 | ES | Futures | 5634.88 | 5637.27 | 5627.19 | 5628.78 | 70226.0 |
| 2024-06-04 15:00:00 | ES | Futures | 5628.78 | 5629.31 | 5609.94 | 5620.82 | 136826.0 |
| 2024-06-04 15:30:00 | ES | Futures | 5620.82 | 5631.17 | 5614.19 | 5628.51 | 142979.0 |
| 2024-06-04 16:00:00 | ES | Futures | 5628.51 | 5631.17 | 5624.8 | 5629.57 | 40918.0 |
| 2024-06-04 16:30:00 | ES | Futures | 5629.84 | 5631.43 | 5628.51 | 5629.31 | 10501.0 |
| 2024-06-04 18:00:00 | ES | Futures | 5629.57 | 5631.17 | 5626.92 | 5629.31 | 2401.0 |
| 2024-06-04 18:30:00 | ES | Futures | 5629.57 | 5633.29 | 5629.04 | 5633.29 | 2381.0 |
| 2024-06-04 19:00:00 | ES | Futures | 5633.02 | 5637.53 | 5633.02 | 5634.35 | 4330.0 |
| 2024-06-04 19:30:00 | ES | Futures | 5634.35 | 5636.74 | 5633.82 | 5636.47 | 2861.0 |
| 2024-06-04 20:00:00 | ES | Futures | 5636.21 | 5637.0 | 5634.62 | 5636.74 | 3707.0 |
| 2024-06-04 20:30:00 | ES | Futures | 5636.74 | 5637.27 | 5633.82 | 5634.08 | 3225.0 |
| 2024-06-04 21:00:00 | ES | Futures | 5634.08 | 5635.68 | 5631.96 | 5633.82 | 3848.0 |
| 2024-06-04 21:30:00 | ES | Futures | 5633.55 | 5638.33 | 5632.49 | 5636.47 | 5611.0 |
| 2024-06-04 22:00:00 | ES | Futures | 5636.47 | 5639.66 | 5635.94 | 5638.86 | 6356.0 |
| 2024-06-04 22:30:00 | ES | Futures | 5638.59 | 5639.92 | 5637.53 | 5638.06 | 3736.0 |
| 2024-06-04 23:00:00 | ES | Futures | 5637.8 | 5638.33 | 5637.0 | 5638.33 | 2085.0 |
| 2024-06-04 23:30:00 | ES | Futures | 5638.33 | 5639.92 | 5637.8 | 5638.59 | 2001.0 |
| 2024-06-04 00:00:00 | NQ | Futures | 19960.08 | 19964.9 | 19955.8 | 19961.69 | 693.0 |
| 2024-06-04 00:30:00 | NQ | Futures | 19961.69 | 19964.09 | 19951.79 | 19951.79 | 611.0 |
| 2024-06-04 01:00:00 | NQ | Futures | 19952.06 | 19957.41 | 19948.04 | 19949.11 | 912.0 |
| 2024-06-04 01:30:00 | NQ | Futures | 19948.85 | 19954.2 | 19941.89 | 19951.79 | 1399.0 |
> showing 50 of 3,912 rows — these rows as CSV