PREVIEW / futures_30min / 2024-06-27
file: by_date/futures_30min/2024/2024-06-27.parquet size: 107 KB rows: 3,916
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 |
|---|---|---|---|---|---|---|---|
| 2024-06-27 00:00:00 | ES | Futures | 5790.94 | 5793.82 | 5790.68 | 5793.82 | 1411.0 |
| 2024-06-27 00:30:00 | ES | Futures | 5794.09 | 5797.23 | 5793.56 | 5796.97 | 1545.0 |
| 2024-06-27 01:00:00 | ES | Futures | 5797.23 | 5797.49 | 5795.92 | 5797.23 | 1460.0 |
| 2024-06-27 01:30:00 | ES | Futures | 5797.23 | 5800.9 | 5797.23 | 5800.38 | 2917.0 |
| 2024-06-27 02:00:00 | ES | Futures | 5800.38 | 5803.79 | 5800.38 | 5803.26 | 4982.0 |
| 2024-06-27 02:30:00 | ES | Futures | 5803.26 | 5803.79 | 5800.9 | 5800.9 | 2905.0 |
| 2024-06-27 03:00:00 | ES | Futures | 5801.16 | 5805.1 | 5801.16 | 5804.57 | 5675.0 |
| 2024-06-27 03:30:00 | ES | Futures | 5804.31 | 5805.1 | 5801.43 | 5801.43 | 3721.0 |
| 2024-06-27 04:00:00 | ES | Futures | 5801.43 | 5802.74 | 5796.97 | 5798.54 | 5734.0 |
| 2024-06-27 04:30:00 | ES | Futures | 5798.54 | 5801.69 | 5798.02 | 5801.16 | 4128.0 |
| 2024-06-27 05:00:00 | ES | Futures | 5800.9 | 5804.83 | 5799.59 | 5804.05 | 4035.0 |
| 2024-06-27 05:30:00 | ES | Futures | 5804.05 | 5805.36 | 5802.74 | 5804.05 | 3900.0 |
| 2024-06-27 06:00:00 | ES | Futures | 5803.79 | 5806.93 | 5803.52 | 5806.41 | 4288.0 |
| 2024-06-27 06:30:00 | ES | Futures | 5806.14 | 5808.24 | 5805.1 | 5806.67 | 4099.0 |
| 2024-06-27 07:00:00 | ES | Futures | 5806.67 | 5806.67 | 5801.43 | 5804.31 | 5402.0 |
| 2024-06-27 07:30:00 | ES | Futures | 5804.05 | 5806.67 | 5803.0 | 5803.52 | 5762.0 |
| 2024-06-27 08:00:00 | ES | Futures | 5803.79 | 5805.88 | 5801.95 | 5805.62 | 9261.0 |
| 2024-06-27 08:30:00 | ES | Futures | 5805.36 | 5812.44 | 5801.43 | 5811.91 | 25147.0 |
| 2024-06-27 09:00:00 | ES | Futures | 5811.65 | 5812.7 | 5807.98 | 5807.98 | 19135.0 |
| 2024-06-27 09:30:00 | ES | Futures | 5808.24 | 5824.5 | 5805.88 | 5816.37 | 143297.0 |
| 2024-06-27 10:00:00 | ES | Futures | 5816.11 | 5825.28 | 5812.44 | 5820.83 | 93605.0 |
| 2024-06-27 10:30:00 | ES | Futures | 5820.56 | 5823.97 | 5811.13 | 5815.06 | 78064.0 |
| 2024-06-27 11:00:00 | ES | Futures | 5815.06 | 5815.58 | 5802.74 | 5806.93 | 81154.0 |
| 2024-06-27 11:30:00 | ES | Futures | 5806.93 | 5807.46 | 5800.12 | 5806.41 | 84455.0 |
| 2024-06-27 12:00:00 | ES | Futures | 5806.14 | 5814.27 | 5804.57 | 5812.44 | 50524.0 |
| 2024-06-27 12:30:00 | ES | Futures | 5812.44 | 5815.06 | 5809.82 | 5810.08 | 40478.0 |
| 2024-06-27 13:00:00 | ES | Futures | 5810.08 | 5817.68 | 5810.08 | 5817.42 | 40710.0 |
| 2024-06-27 13:30:00 | ES | Futures | 5817.42 | 5818.47 | 5811.39 | 5811.65 | 32771.0 |
| 2024-06-27 14:00:00 | ES | Futures | 5811.91 | 5811.91 | 5799.07 | 5800.38 | 83088.0 |
| 2024-06-27 14:30:00 | ES | Futures | 5800.64 | 5807.98 | 5799.07 | 5806.93 | 59171.0 |
| 2024-06-27 15:00:00 | ES | Futures | 5806.67 | 5811.65 | 5805.36 | 5811.13 | 44463.0 |
| 2024-06-27 15:30:00 | ES | Futures | 5811.13 | 5818.99 | 5805.1 | 5817.94 | 124153.0 |
| 2024-06-27 16:00:00 | ES | Futures | 5817.94 | 5821.87 | 5816.63 | 5819.78 | 55696.0 |
| 2024-06-27 16:30:00 | ES | Futures | 5819.52 | 5820.3 | 5818.47 | 5819.52 | 4379.0 |
| 2024-06-27 18:00:00 | ES | Futures | 5818.2 | 5821.61 | 5817.42 | 5821.35 | 2052.0 |
| 2024-06-27 18:30:00 | ES | Futures | 5821.09 | 5822.92 | 5821.09 | 5821.87 | 1484.0 |
| 2024-06-27 19:00:00 | ES | Futures | 5821.87 | 5823.97 | 5821.61 | 5823.97 | 1127.0 |
| 2024-06-27 19:30:00 | ES | Futures | 5823.97 | 5825.02 | 5823.45 | 5825.02 | 1412.0 |
| 2024-06-27 20:00:00 | ES | Futures | 5825.28 | 5826.86 | 5824.76 | 5826.33 | 3467.0 |
| 2024-06-27 20:30:00 | ES | Futures | 5826.59 | 5826.59 | 5821.87 | 5822.4 | 2528.0 |
| 2024-06-27 21:00:00 | ES | Futures | 5822.14 | 5826.33 | 5821.61 | 5825.55 | 3346.0 |
| 2024-06-27 21:30:00 | ES | Futures | 5825.55 | 5832.1 | 5825.02 | 5831.31 | 7653.0 |
| 2024-06-27 22:00:00 | ES | Futures | 5831.31 | 5834.2 | 5831.31 | 5833.41 | 3444.0 |
| 2024-06-27 22:30:00 | ES | Futures | 5833.41 | 5833.93 | 5831.31 | 5832.1 | 2485.0 |
| 2024-06-27 23:00:00 | ES | Futures | 5832.1 | 5832.89 | 5831.31 | 5831.84 | 1365.0 |
| 2024-06-27 23:30:00 | ES | Futures | 5831.84 | 5832.1 | 5830.79 | 5831.57 | 1680.0 |
| 2024-06-27 00:00:00 | NQ | Futures | 21025.68 | 21041.52 | 21023.3 | 21041.52 | 858.0 |
| 2024-06-27 00:30:00 | NQ | Futures | 21041.25 | 21059.73 | 21040.2 | 21057.88 | 1196.0 |
| 2024-06-27 01:00:00 | NQ | Futures | 21057.88 | 21063.16 | 21049.96 | 21061.58 | 1266.0 |
| 2024-06-27 01:30:00 | NQ | Futures | 21061.05 | 21074.25 | 21058.68 | 21069.5 | 1764.0 |
> showing 50 of 3,916 rows — these rows as CSV