PREVIEW / futures_30min / 2024-06-24
file: by_date/futures_30min/2024/2024-06-24.parquet size: 106 KB rows: 3,861
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 |
|---|---|---|---|---|---|---|---|
| 2024-06-24 00:00:00 | ES | Futures | 5795.92 | 5796.18 | 5794.35 | 5795.4 | 1048.0 |
| 2024-06-24 00:30:00 | ES | Futures | 5795.66 | 5798.54 | 5795.4 | 5798.02 | 1717.0 |
| 2024-06-24 01:00:00 | ES | Futures | 5798.02 | 5802.47 | 5798.02 | 5801.43 | 3701.0 |
| 2024-06-24 01:30:00 | ES | Futures | 5801.69 | 5803.79 | 5801.43 | 5803.0 | 2415.0 |
| 2024-06-24 02:00:00 | ES | Futures | 5802.74 | 5806.41 | 5802.47 | 5805.1 | 4929.0 |
| 2024-06-24 02:30:00 | ES | Futures | 5805.36 | 5806.14 | 5802.47 | 5804.57 | 3882.0 |
| 2024-06-24 03:00:00 | ES | Futures | 5804.31 | 5807.98 | 5803.0 | 5805.62 | 7088.0 |
| 2024-06-24 03:30:00 | ES | Futures | 5805.36 | 5813.49 | 5803.79 | 5812.44 | 8209.0 |
| 2024-06-24 04:00:00 | ES | Futures | 5812.17 | 5815.85 | 5810.34 | 5815.58 | 8749.0 |
| 2024-06-24 04:30:00 | ES | Futures | 5815.32 | 5815.32 | 5811.13 | 5812.17 | 5347.0 |
| 2024-06-24 05:00:00 | ES | Futures | 5812.17 | 5813.75 | 5809.55 | 5810.6 | 4805.0 |
| 2024-06-24 05:30:00 | ES | Futures | 5810.6 | 5810.6 | 5803.26 | 5806.41 | 7092.0 |
| 2024-06-24 06:00:00 | ES | Futures | 5806.14 | 5808.5 | 5805.1 | 5808.24 | 4964.0 |
| 2024-06-24 06:30:00 | ES | Futures | 5808.24 | 5811.13 | 5806.41 | 5810.34 | 5337.0 |
| 2024-06-24 07:00:00 | ES | Futures | 5810.34 | 5812.44 | 5806.41 | 5807.72 | 6476.0 |
| 2024-06-24 07:30:00 | ES | Futures | 5807.46 | 5810.6 | 5806.14 | 5806.93 | 7050.0 |
| 2024-06-24 08:00:00 | ES | Futures | 5806.93 | 5809.55 | 5801.16 | 5808.24 | 11344.0 |
| 2024-06-24 08:30:00 | ES | Futures | 5808.24 | 5808.5 | 5800.38 | 5800.9 | 13295.0 |
| 2024-06-24 09:00:00 | ES | Futures | 5801.16 | 5801.95 | 5795.92 | 5800.38 | 22967.0 |
| 2024-06-24 09:30:00 | ES | Futures | 5800.12 | 5816.89 | 5794.61 | 5815.32 | 120977.0 |
| 2024-06-24 10:00:00 | ES | Futures | 5815.06 | 5828.95 | 5811.13 | 5812.96 | 157645.0 |
| 2024-06-24 10:30:00 | ES | Futures | 5813.22 | 5822.66 | 5804.83 | 5818.73 | 109887.0 |
| 2024-06-24 11:00:00 | ES | Futures | 5818.47 | 5822.66 | 5814.01 | 5820.83 | 73567.0 |
| 2024-06-24 11:30:00 | ES | Futures | 5820.56 | 5822.14 | 5815.85 | 5821.09 | 49133.0 |
| 2024-06-24 12:00:00 | ES | Futures | 5820.83 | 5821.61 | 5814.27 | 5818.47 | 39000.0 |
| 2024-06-24 12:30:00 | ES | Futures | 5818.73 | 5821.09 | 5806.67 | 5809.29 | 49476.0 |
| 2024-06-24 13:00:00 | ES | Futures | 5809.29 | 5811.39 | 5796.97 | 5800.12 | 101937.0 |
| 2024-06-24 13:30:00 | ES | Futures | 5799.85 | 5803.0 | 5793.04 | 5796.97 | 64186.0 |
| 2024-06-24 14:00:00 | ES | Futures | 5797.23 | 5798.02 | 5791.2 | 5794.87 | 67680.0 |
| 2024-06-24 14:30:00 | ES | Futures | 5794.87 | 5803.79 | 5791.99 | 5799.85 | 51808.0 |
| 2024-06-24 15:00:00 | ES | Futures | 5799.59 | 5804.31 | 5796.97 | 5799.59 | 54093.0 |
| 2024-06-24 15:30:00 | ES | Futures | 5799.59 | 5801.43 | 5782.81 | 5783.07 | 159995.0 |
| 2024-06-24 16:00:00 | ES | Futures | 5783.07 | 5785.96 | 5778.36 | 5780.98 | 67693.0 |
| 2024-06-24 16:30:00 | ES | Futures | 5781.24 | 5784.39 | 5779.93 | 5784.12 | 5480.0 |
| 2024-06-24 18:00:00 | ES | Futures | 5784.39 | 5787.53 | 5783.34 | 5785.7 | 3397.0 |
| 2024-06-24 18:30:00 | ES | Futures | 5785.7 | 5786.74 | 5785.43 | 5785.43 | 1218.0 |
| 2024-06-24 19:00:00 | ES | Futures | 5785.43 | 5787.53 | 5784.91 | 5786.74 | 1390.0 |
| 2024-06-24 19:30:00 | ES | Futures | 5786.74 | 5788.06 | 5785.96 | 5787.79 | 1590.0 |
| 2024-06-24 20:00:00 | ES | Futures | 5787.79 | 5788.06 | 5784.91 | 5785.17 | 2464.0 |
| 2024-06-24 20:30:00 | ES | Futures | 5785.43 | 5786.74 | 5783.6 | 5784.12 | 1335.0 |
| 2024-06-24 21:00:00 | ES | Futures | 5784.39 | 5784.91 | 5781.5 | 5783.86 | 2863.0 |
| 2024-06-24 21:30:00 | ES | Futures | 5783.86 | 5788.06 | 5783.86 | 5787.27 | 2804.0 |
| 2024-06-24 22:00:00 | ES | Futures | 5787.27 | 5788.58 | 5786.74 | 5787.27 | 2690.0 |
| 2024-06-24 22:30:00 | ES | Futures | 5787.53 | 5788.58 | 5787.27 | 5787.79 | 920.0 |
| 2024-06-24 23:00:00 | ES | Futures | 5787.79 | 5791.46 | 5787.79 | 5790.94 | 2842.0 |
| 2024-06-24 23:30:00 | ES | Futures | 5790.68 | 5792.51 | 5789.37 | 5792.25 | 2068.0 |
| 2024-06-24 00:00:00 | NQ | Futures | 21079.79 | 21082.17 | 21068.97 | 21075.57 | 1038.0 |
| 2024-06-24 00:30:00 | NQ | Futures | 21075.04 | 21090.09 | 21073.2 | 21087.45 | 1166.0 |
| 2024-06-24 01:00:00 | NQ | Futures | 21087.19 | 21114.64 | 21086.66 | 21104.61 | 2829.0 |
| 2024-06-24 01:30:00 | NQ | Futures | 21105.4 | 21115.43 | 21103.82 | 21110.68 | 1187.0 |
> showing 50 of 3,861 rows — these rows as CSV