PREVIEW / futures_30min / 2024-07-12
file: by_date/futures_30min/2024/2024-07-12.parquet size: 91 KB rows: 3,108
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-12 00:00:00 | ES | Futures | 5914.16 | 5915.47 | 5913.37 | 5914.68 | 1169.0 |
| 2024-07-12 00:30:00 | ES | Futures | 5914.42 | 5914.68 | 5910.75 | 5911.53 | 2630.0 |
| 2024-07-12 01:00:00 | ES | Futures | 5911.8 | 5913.63 | 5908.39 | 5913.63 | 3020.0 |
| 2024-07-12 01:30:00 | ES | Futures | 5913.63 | 5915.99 | 5913.11 | 5915.47 | 3264.0 |
| 2024-07-12 02:00:00 | ES | Futures | 5915.47 | 5917.83 | 5914.16 | 5916.78 | 4140.0 |
| 2024-07-12 02:30:00 | ES | Futures | 5917.04 | 5917.83 | 5914.68 | 5915.73 | 3097.0 |
| 2024-07-12 03:00:00 | ES | Futures | 5915.73 | 5917.56 | 5912.85 | 5913.89 | 5307.0 |
| 2024-07-12 03:30:00 | ES | Futures | 5913.89 | 5915.21 | 5911.27 | 5914.68 | 4562.0 |
| 2024-07-12 04:00:00 | ES | Futures | 5914.68 | 5919.14 | 5914.68 | 5918.09 | 6386.0 |
| 2024-07-12 04:30:00 | ES | Futures | 5918.09 | 5919.66 | 5917.56 | 5919.4 | 5493.0 |
| 2024-07-12 05:00:00 | ES | Futures | 5919.4 | 5920.71 | 5915.73 | 5917.3 | 5644.0 |
| 2024-07-12 05:30:00 | ES | Futures | 5917.3 | 5919.4 | 5916.25 | 5918.88 | 3090.0 |
| 2024-07-12 06:00:00 | ES | Futures | 5918.88 | 5920.71 | 5917.3 | 5919.14 | 3488.0 |
| 2024-07-12 06:30:00 | ES | Futures | 5919.14 | 5919.92 | 5912.85 | 5915.73 | 8956.0 |
| 2024-07-12 07:00:00 | ES | Futures | 5915.99 | 5917.04 | 5911.53 | 5915.47 | 7580.0 |
| 2024-07-12 07:30:00 | ES | Futures | 5915.47 | 5918.09 | 5914.16 | 5917.3 | 5202.0 |
| 2024-07-12 08:00:00 | ES | Futures | 5917.04 | 5917.3 | 5912.06 | 5914.16 | 10002.0 |
| 2024-07-12 08:30:00 | ES | Futures | 5913.89 | 5921.5 | 5894.76 | 5918.35 | 52427.0 |
| 2024-07-12 09:00:00 | ES | Futures | 5918.61 | 5921.5 | 5914.94 | 5920.97 | 27894.0 |
| 2024-07-12 09:30:00 | ES | Futures | 5920.71 | 5936.18 | 5917.04 | 5934.08 | 155757.0 |
| 2024-07-12 10:00:00 | ES | Futures | 5934.34 | 5944.83 | 5931.2 | 5944.04 | 144292.0 |
| 2024-07-12 10:30:00 | ES | Futures | 5944.04 | 5961.08 | 5942.73 | 5958.99 | 96599.0 |
| 2024-07-12 11:00:00 | ES | Futures | 5958.99 | 5965.02 | 5957.15 | 5964.75 | 84499.0 |
| 2024-07-12 11:30:00 | ES | Futures | 5964.75 | 5965.28 | 5954.01 | 5955.05 | 64922.0 |
| 2024-07-12 12:00:00 | ES | Futures | 5954.79 | 5957.94 | 5947.71 | 5952.96 | 95938.0 |
| 2024-07-12 12:30:00 | ES | Futures | 5953.22 | 5963.97 | 5951.12 | 5963.97 | 51653.0 |
| 2024-07-12 13:00:00 | ES | Futures | 5963.97 | 5972.62 | 5962.39 | 5972.36 | 58009.0 |
| 2024-07-12 13:30:00 | ES | Futures | 5972.36 | 5985.99 | 5970.26 | 5979.17 | 90047.0 |
| 2024-07-12 14:00:00 | ES | Futures | 5979.17 | 5983.37 | 5974.45 | 5978.91 | 66522.0 |
| 2024-07-12 14:30:00 | ES | Futures | 5978.91 | 5981.53 | 5976.03 | 5981.01 | 47471.0 |
| 2024-07-12 15:00:00 | ES | Futures | 5981.01 | 5981.79 | 5973.67 | 5976.55 | 53673.0 |
| 2024-07-12 15:30:00 | ES | Futures | 5976.55 | 5976.55 | 5935.39 | 5946.14 | 324320.0 |
| 2024-07-12 16:00:00 | ES | Futures | 5946.14 | 5950.34 | 5941.68 | 5942.21 | 63562.0 |
| 2024-07-12 16:30:00 | ES | Futures | 5941.95 | 5944.04 | 5941.95 | 5943.26 | 6399.0 |
| 2024-07-12 00:00:00 | NQ | Futures | 21562.35 | 21568.43 | 21556.55 | 21559.45 | 939.0 |
| 2024-07-12 00:30:00 | NQ | Futures | 21559.45 | 21559.45 | 21527.25 | 21536.75 | 2493.0 |
| 2024-07-12 01:00:00 | NQ | Futures | 21537.28 | 21553.64 | 21511.14 | 21553.38 | 3498.0 |
| 2024-07-12 01:30:00 | NQ | Futures | 21553.64 | 21563.94 | 21546.52 | 21560.24 | 2249.0 |
| 2024-07-12 02:00:00 | NQ | Futures | 21559.98 | 21575.55 | 21544.93 | 21572.39 | 2661.0 |
| 2024-07-12 02:30:00 | NQ | Futures | 21573.18 | 21580.04 | 21559.98 | 21566.05 | 1985.0 |
| 2024-07-12 03:00:00 | NQ | Futures | 21565.79 | 21573.97 | 21544.4 | 21547.31 | 3078.0 |
| 2024-07-12 03:30:00 | NQ | Futures | 21547.31 | 21551.53 | 21520.38 | 21542.29 | 3692.0 |
| 2024-07-12 04:00:00 | NQ | Futures | 21542.03 | 21576.61 | 21542.03 | 21573.97 | 3690.0 |
| 2024-07-12 04:30:00 | NQ | Futures | 21573.44 | 21580.04 | 21567.9 | 21578.46 | 3944.0 |
| 2024-07-12 05:00:00 | NQ | Futures | 21578.99 | 21591.66 | 21559.71 | 21568.43 | 4293.0 |
| 2024-07-12 05:30:00 | NQ | Futures | 21568.43 | 21584.27 | 21562.35 | 21579.51 | 2548.0 |
| 2024-07-12 06:00:00 | NQ | Futures | 21577.93 | 21590.6 | 21564.73 | 21573.97 | 2467.0 |
| 2024-07-12 06:30:00 | NQ | Futures | 21573.97 | 21579.78 | 21554.7 | 21570.8 | 3136.0 |
| 2024-07-12 07:00:00 | NQ | Futures | 21571.07 | 21578.46 | 21545.2 | 21571.86 | 3993.0 |
| 2024-07-12 07:30:00 | NQ | Futures | 21572.12 | 21589.02 | 21571.07 | 21586.91 | 3443.0 |
> showing 50 of 3,108 rows — these rows as CSV