PREVIEW / futures_30min / 2024-07-11
file: by_date/futures_30min/2024/2024-07-11.parquet size: 110 KB rows: 3,921
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-11 00:00:00 | ES | Futures | 5961.35 | 5961.61 | 5960.82 | 5961.35 | 868.0 |
| 2024-07-11 00:30:00 | ES | Futures | 5961.35 | 5961.61 | 5960.56 | 5961.08 | 717.0 |
| 2024-07-11 01:00:00 | ES | Futures | 5961.08 | 5962.66 | 5961.08 | 5962.13 | 1844.0 |
| 2024-07-11 01:30:00 | ES | Futures | 5961.87 | 5963.44 | 5959.77 | 5960.04 | 2327.0 |
| 2024-07-11 02:00:00 | ES | Futures | 5960.04 | 5962.39 | 5960.04 | 5962.39 | 2966.0 |
| 2024-07-11 02:30:00 | ES | Futures | 5962.39 | 5962.39 | 5960.82 | 5961.35 | 3366.0 |
| 2024-07-11 03:00:00 | ES | Futures | 5961.35 | 5961.87 | 5958.2 | 5958.46 | 6510.0 |
| 2024-07-11 03:30:00 | ES | Futures | 5958.46 | 5961.61 | 5958.46 | 5961.08 | 3513.0 |
| 2024-07-11 04:00:00 | ES | Futures | 5961.08 | 5962.39 | 5960.3 | 5961.08 | 5495.0 |
| 2024-07-11 04:30:00 | ES | Futures | 5961.08 | 5962.39 | 5958.99 | 5959.77 | 4787.0 |
| 2024-07-11 05:00:00 | ES | Futures | 5959.77 | 5960.04 | 5958.2 | 5959.25 | 4212.0 |
| 2024-07-11 05:30:00 | ES | Futures | 5959.25 | 5959.77 | 5957.68 | 5958.99 | 3194.0 |
| 2024-07-11 06:00:00 | ES | Futures | 5959.25 | 5959.77 | 5958.2 | 5958.46 | 3759.0 |
| 2024-07-11 06:30:00 | ES | Futures | 5958.46 | 5958.46 | 5956.63 | 5957.68 | 5481.0 |
| 2024-07-11 07:00:00 | ES | Futures | 5957.68 | 5958.72 | 5956.63 | 5957.68 | 4731.0 |
| 2024-07-11 07:30:00 | ES | Futures | 5957.68 | 5957.68 | 5956.1 | 5956.1 | 5835.0 |
| 2024-07-11 08:00:00 | ES | Futures | 5956.36 | 5958.99 | 5953.48 | 5958.72 | 15922.0 |
| 2024-07-11 08:30:00 | ES | Futures | 5958.99 | 5985.47 | 5958.2 | 5961.08 | 107399.0 |
| 2024-07-11 09:00:00 | ES | Futures | 5961.08 | 5967.9 | 5956.89 | 5963.18 | 39849.0 |
| 2024-07-11 09:30:00 | ES | Futures | 5963.18 | 5969.21 | 5961.08 | 5969.21 | 137458.0 |
| 2024-07-11 10:00:00 | ES | Futures | 5969.21 | 5972.88 | 5940.64 | 5945.88 | 186348.0 |
| 2024-07-11 10:30:00 | ES | Futures | 5945.62 | 5952.43 | 5931.2 | 5932.25 | 147868.0 |
| 2024-07-11 11:00:00 | ES | Futures | 5932.25 | 5940.37 | 5917.83 | 5919.92 | 152775.0 |
| 2024-07-11 11:30:00 | ES | Futures | 5919.92 | 5922.81 | 5910.22 | 5913.89 | 160142.0 |
| 2024-07-11 12:00:00 | ES | Futures | 5913.89 | 5920.97 | 5907.6 | 5918.35 | 120159.0 |
| 2024-07-11 12:30:00 | ES | Futures | 5918.35 | 5924.64 | 5905.77 | 5909.44 | 98272.0 |
| 2024-07-11 13:00:00 | ES | Futures | 5909.44 | 5917.83 | 5904.19 | 5917.04 | 81997.0 |
| 2024-07-11 13:30:00 | ES | Futures | 5917.04 | 5917.04 | 5903.93 | 5904.98 | 72817.0 |
| 2024-07-11 14:00:00 | ES | Futures | 5904.98 | 5915.21 | 5903.93 | 5908.13 | 69873.0 |
| 2024-07-11 14:30:00 | ES | Futures | 5908.13 | 5919.66 | 5907.6 | 5918.09 | 73172.0 |
| 2024-07-11 15:00:00 | ES | Futures | 5918.09 | 5921.76 | 5910.75 | 5911.8 | 88835.0 |
| 2024-07-11 15:30:00 | ES | Futures | 5911.53 | 5922.55 | 5909.96 | 5910.22 | 186079.0 |
| 2024-07-11 16:00:00 | ES | Futures | 5910.49 | 5915.99 | 5906.82 | 5915.21 | 64089.0 |
| 2024-07-11 16:30:00 | ES | Futures | 5915.47 | 5916.52 | 5913.63 | 5914.42 | 7142.0 |
| 2024-07-11 18:00:00 | ES | Futures | 5912.85 | 5915.99 | 5908.91 | 5911.53 | 4255.0 |
| 2024-07-11 18:30:00 | ES | Futures | 5911.53 | 5916.52 | 5911.53 | 5915.21 | 3323.0 |
| 2024-07-11 19:00:00 | ES | Futures | 5915.47 | 5918.61 | 5915.47 | 5918.09 | 2213.0 |
| 2024-07-11 19:30:00 | ES | Futures | 5918.09 | 5918.35 | 5909.44 | 5911.53 | 3441.0 |
| 2024-07-11 20:00:00 | ES | Futures | 5911.8 | 5918.09 | 5910.22 | 5917.83 | 3122.0 |
| 2024-07-11 20:30:00 | ES | Futures | 5918.09 | 5918.61 | 5914.42 | 5914.42 | 3450.0 |
| 2024-07-11 21:00:00 | ES | Futures | 5914.42 | 5916.25 | 5914.16 | 5915.73 | 1936.0 |
| 2024-07-11 21:30:00 | ES | Futures | 5915.73 | 5915.99 | 5912.85 | 5914.42 | 2287.0 |
| 2024-07-11 22:00:00 | ES | Futures | 5914.42 | 5914.94 | 5911.8 | 5914.42 | 2187.0 |
| 2024-07-11 22:30:00 | ES | Futures | 5914.68 | 5915.73 | 5913.37 | 5913.37 | 1383.0 |
| 2024-07-11 23:00:00 | ES | Futures | 5913.63 | 5914.94 | 5912.06 | 5912.58 | 1255.0 |
| 2024-07-11 23:30:00 | ES | Futures | 5912.58 | 5914.94 | 5912.58 | 5914.42 | 1489.0 |
| 2024-07-11 00:00:00 | NQ | Futures | 22051.51 | 22052.83 | 22047.82 | 22048.87 | 726.0 |
| 2024-07-11 00:30:00 | NQ | Futures | 22049.14 | 22049.93 | 22045.97 | 22048.08 | 350.0 |
| 2024-07-11 01:00:00 | NQ | Futures | 22048.35 | 22055.74 | 22048.08 | 22050.19 | 1050.0 |
| 2024-07-11 01:30:00 | NQ | Futures | 22049.93 | 22054.15 | 22034.36 | 22036.47 | 1377.0 |
> showing 50 of 3,921 rows — these rows as CSV