PREVIEW / futures_30min / 2024-06-05
file: by_date/futures_30min/2024/2024-06-05.parquet size: 108 KB rows: 3,854
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 |
|---|---|---|---|---|---|---|---|
| 2024-06-05 00:00:00 | ES | Futures | 5638.59 | 5638.59 | 5637.53 | 5638.33 | 1365.0 |
| 2024-06-05 00:30:00 | ES | Futures | 5638.33 | 5638.86 | 5638.06 | 5638.06 | 1603.0 |
| 2024-06-05 01:00:00 | ES | Futures | 5638.06 | 5639.92 | 5637.8 | 5638.86 | 2149.0 |
| 2024-06-05 01:30:00 | ES | Futures | 5638.86 | 5639.13 | 5635.68 | 5638.33 | 3458.0 |
| 2024-06-05 02:00:00 | ES | Futures | 5638.59 | 5638.86 | 5635.15 | 5635.15 | 6185.0 |
| 2024-06-05 02:30:00 | ES | Futures | 5635.15 | 5636.47 | 5632.76 | 5633.02 | 5055.0 |
| 2024-06-05 03:00:00 | ES | Futures | 5633.02 | 5634.88 | 5630.11 | 5633.29 | 9540.0 |
| 2024-06-05 03:30:00 | ES | Futures | 5633.55 | 5636.47 | 5631.43 | 5633.29 | 5503.0 |
| 2024-06-05 04:00:00 | ES | Futures | 5633.02 | 5637.0 | 5631.43 | 5632.49 | 7724.0 |
| 2024-06-05 04:30:00 | ES | Futures | 5632.23 | 5637.0 | 5631.96 | 5635.15 | 4817.0 |
| 2024-06-05 05:00:00 | ES | Futures | 5635.41 | 5638.86 | 5634.88 | 5637.27 | 5543.0 |
| 2024-06-05 05:30:00 | ES | Futures | 5637.27 | 5640.98 | 5637.0 | 5640.72 | 8112.0 |
| 2024-06-05 06:00:00 | ES | Futures | 5640.45 | 5642.57 | 5638.59 | 5640.98 | 8875.0 |
| 2024-06-05 06:30:00 | ES | Futures | 5640.98 | 5642.04 | 5638.33 | 5640.19 | 6550.0 |
| 2024-06-05 07:00:00 | ES | Futures | 5639.92 | 5642.04 | 5637.27 | 5641.78 | 8832.0 |
| 2024-06-05 07:30:00 | ES | Futures | 5641.78 | 5647.08 | 5641.78 | 5645.76 | 17548.0 |
| 2024-06-05 08:00:00 | ES | Futures | 5645.76 | 5647.62 | 5641.25 | 5643.37 | 19858.0 |
| 2024-06-05 08:30:00 | ES | Futures | 5643.37 | 5650.53 | 5640.19 | 5650.53 | 21016.0 |
| 2024-06-05 09:00:00 | ES | Futures | 5650.27 | 5654.51 | 5649.74 | 5653.45 | 24486.0 |
| 2024-06-05 09:30:00 | ES | Futures | 5653.45 | 5653.98 | 5639.92 | 5646.02 | 140090.0 |
| 2024-06-05 10:00:00 | ES | Futures | 5645.76 | 5649.47 | 5631.17 | 5647.88 | 147781.0 |
| 2024-06-05 10:30:00 | ES | Futures | 5647.62 | 5657.17 | 5647.62 | 5655.04 | 108771.0 |
| 2024-06-05 11:00:00 | ES | Futures | 5655.31 | 5668.57 | 5655.04 | 5665.66 | 100591.0 |
| 2024-06-05 11:30:00 | ES | Futures | 5665.66 | 5671.49 | 5664.86 | 5666.98 | 59906.0 |
| 2024-06-05 12:00:00 | ES | Futures | 5666.72 | 5669.1 | 5663.8 | 5668.04 | 48884.0 |
| 2024-06-05 12:30:00 | ES | Futures | 5667.78 | 5675.21 | 5667.25 | 5673.61 | 48563.0 |
| 2024-06-05 13:00:00 | ES | Futures | 5673.35 | 5677.33 | 5668.31 | 5674.41 | 58981.0 |
| 2024-06-05 13:30:00 | ES | Futures | 5674.41 | 5680.25 | 5673.08 | 5680.25 | 40604.0 |
| 2024-06-05 14:00:00 | ES | Futures | 5680.25 | 5682.63 | 5677.33 | 5682.63 | 36803.0 |
| 2024-06-05 14:30:00 | ES | Futures | 5682.63 | 5687.94 | 5681.57 | 5686.61 | 50571.0 |
| 2024-06-05 15:00:00 | ES | Futures | 5686.35 | 5689.8 | 5683.96 | 5684.49 | 60923.0 |
| 2024-06-05 15:30:00 | ES | Futures | 5684.49 | 5695.37 | 5679.45 | 5694.84 | 168159.0 |
| 2024-06-05 16:00:00 | ES | Futures | 5694.84 | 5695.37 | 5689.53 | 5694.57 | 70051.0 |
| 2024-06-05 16:30:00 | ES | Futures | 5694.57 | 5696.69 | 5693.51 | 5694.04 | 17989.0 |
| 2024-06-05 18:00:00 | ES | Futures | 5696.16 | 5696.16 | 5692.18 | 5693.25 | 4587.0 |
| 2024-06-05 18:30:00 | ES | Futures | 5693.25 | 5699.08 | 5692.98 | 5698.55 | 3079.0 |
| 2024-06-05 19:00:00 | ES | Futures | 5698.29 | 5701.47 | 5697.76 | 5698.82 | 2224.0 |
| 2024-06-05 19:30:00 | ES | Futures | 5698.55 | 5698.82 | 5697.49 | 5698.29 | 1152.0 |
| 2024-06-05 20:00:00 | ES | Futures | 5698.29 | 5698.29 | 5694.04 | 5695.63 | 3578.0 |
| 2024-06-05 20:30:00 | ES | Futures | 5695.9 | 5696.69 | 5692.45 | 5696.43 | 2497.0 |
| 2024-06-05 21:00:00 | ES | Futures | 5696.16 | 5697.49 | 5694.57 | 5696.69 | 2436.0 |
| 2024-06-05 21:30:00 | ES | Futures | 5696.96 | 5700.67 | 5695.63 | 5699.35 | 3801.0 |
| 2024-06-05 22:00:00 | ES | Futures | 5699.35 | 5700.41 | 5697.76 | 5699.08 | 2018.0 |
| 2024-06-05 22:30:00 | ES | Futures | 5699.08 | 5699.35 | 5698.02 | 5698.55 | 1277.0 |
| 2024-06-05 23:00:00 | ES | Futures | 5698.55 | 5701.47 | 5698.29 | 5700.94 | 2101.0 |
| 2024-06-05 23:30:00 | ES | Futures | 5700.94 | 5700.94 | 5698.02 | 5698.29 | 1830.0 |
| 2024-06-05 00:00:00 | NQ | Futures | 20071.09 | 20072.43 | 20064.94 | 20069.22 | 468.0 |
| 2024-06-05 00:30:00 | NQ | Futures | 20069.49 | 20075.11 | 20067.62 | 20070.29 | 705.0 |
| 2024-06-05 01:00:00 | NQ | Futures | 20070.29 | 20076.71 | 20069.22 | 20073.5 | 832.0 |
| 2024-06-05 01:30:00 | NQ | Futures | 20074.04 | 20074.84 | 20054.78 | 20068.15 | 1501.0 |
> showing 50 of 3,854 rows — these rows as CSV