PREVIEW / futures_30min / 2024-07-16
file: by_date/futures_30min/2024/2024-07-16.parquet size: 107 KB rows: 3,899
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-16 00:00:00 | ES | Futures | 5969.74 | 5970.78 | 5968.95 | 5969.47 | 1210.0 |
| 2024-07-16 00:30:00 | ES | Futures | 5968.95 | 5970.26 | 5968.69 | 5969.74 | 1249.0 |
| 2024-07-16 01:00:00 | ES | Futures | 5969.74 | 5970.52 | 5969.47 | 5970.26 | 1724.0 |
| 2024-07-16 01:30:00 | ES | Futures | 5970.52 | 5971.83 | 5968.95 | 5970.78 | 2925.0 |
| 2024-07-16 02:00:00 | ES | Futures | 5970.52 | 5970.52 | 5965.28 | 5966.59 | 4095.0 |
| 2024-07-16 02:30:00 | ES | Futures | 5966.59 | 5966.85 | 5963.71 | 5965.02 | 2502.0 |
| 2024-07-16 03:00:00 | ES | Futures | 5965.28 | 5965.28 | 5956.36 | 5962.39 | 9741.0 |
| 2024-07-16 03:30:00 | ES | Futures | 5962.39 | 5962.66 | 5956.63 | 5957.15 | 5550.0 |
| 2024-07-16 04:00:00 | ES | Futures | 5957.15 | 5957.94 | 5949.02 | 5954.53 | 9780.0 |
| 2024-07-16 04:30:00 | ES | Futures | 5954.79 | 5962.92 | 5953.74 | 5961.61 | 5454.0 |
| 2024-07-16 05:00:00 | ES | Futures | 5961.87 | 5963.97 | 5959.77 | 5962.39 | 4849.0 |
| 2024-07-16 05:30:00 | ES | Futures | 5962.13 | 5963.71 | 5959.25 | 5963.18 | 4629.0 |
| 2024-07-16 06:00:00 | ES | Futures | 5963.18 | 5968.16 | 5963.18 | 5967.64 | 7338.0 |
| 2024-07-16 06:30:00 | ES | Futures | 5967.9 | 5969.21 | 5965.54 | 5966.07 | 5912.0 |
| 2024-07-16 07:00:00 | ES | Futures | 5966.33 | 5969.21 | 5965.28 | 5966.85 | 5054.0 |
| 2024-07-16 07:30:00 | ES | Futures | 5966.85 | 5969.21 | 5965.8 | 5968.42 | 3868.0 |
| 2024-07-16 08:00:00 | ES | Futures | 5968.16 | 5969.74 | 5966.85 | 5968.16 | 7364.0 |
| 2024-07-16 08:30:00 | ES | Futures | 5967.9 | 5975.5 | 5961.08 | 5971.31 | 30169.0 |
| 2024-07-16 09:00:00 | ES | Futures | 5971.31 | 5976.03 | 5968.16 | 5975.5 | 21755.0 |
| 2024-07-16 09:30:00 | ES | Futures | 5975.5 | 5983.37 | 5973.93 | 5977.6 | 160590.0 |
| 2024-07-16 10:00:00 | ES | Futures | 5977.6 | 5979.7 | 5967.11 | 5973.14 | 158392.0 |
| 2024-07-16 10:30:00 | ES | Futures | 5973.14 | 5984.42 | 5970.26 | 5979.17 | 104366.0 |
| 2024-07-16 11:00:00 | ES | Futures | 5979.17 | 5992.28 | 5975.24 | 5982.06 | 106059.0 |
| 2024-07-16 11:30:00 | ES | Futures | 5982.06 | 5983.11 | 5974.45 | 5977.6 | 78188.0 |
| 2024-07-16 12:00:00 | ES | Futures | 5977.86 | 5981.27 | 5968.42 | 5972.62 | 83288.0 |
| 2024-07-16 12:30:00 | ES | Futures | 5972.88 | 5983.11 | 5968.95 | 5982.32 | 72886.0 |
| 2024-07-16 13:00:00 | ES | Futures | 5982.58 | 5982.58 | 5972.88 | 5973.93 | 55395.0 |
| 2024-07-16 13:30:00 | ES | Futures | 5973.93 | 5979.96 | 5971.05 | 5978.91 | 43507.0 |
| 2024-07-16 14:00:00 | ES | Futures | 5978.91 | 5982.84 | 5972.36 | 5980.48 | 55933.0 |
| 2024-07-16 14:30:00 | ES | Futures | 5980.48 | 5993.59 | 5979.44 | 5993.07 | 77050.0 |
| 2024-07-16 15:00:00 | ES | Futures | 5993.33 | 5993.85 | 5987.56 | 5992.02 | 56910.0 |
| 2024-07-16 15:30:00 | ES | Futures | 5991.76 | 5999.62 | 5987.04 | 5995.95 | 159994.0 |
| 2024-07-16 16:00:00 | ES | Futures | 5996.21 | 5996.21 | 5990.18 | 5994.38 | 43926.0 |
| 2024-07-16 16:30:00 | ES | Futures | 5994.64 | 5995.17 | 5993.59 | 5993.59 | 6188.0 |
| 2024-07-16 18:00:00 | ES | Futures | 5993.07 | 5995.69 | 5992.02 | 5994.9 | 2701.0 |
| 2024-07-16 18:30:00 | ES | Futures | 5994.9 | 5995.95 | 5994.12 | 5994.9 | 1554.0 |
| 2024-07-16 19:00:00 | ES | Futures | 5994.9 | 5994.9 | 5989.4 | 5990.97 | 2668.0 |
| 2024-07-16 19:30:00 | ES | Futures | 5990.97 | 5991.76 | 5990.45 | 5990.71 | 990.0 |
| 2024-07-16 20:00:00 | ES | Futures | 5990.97 | 5991.23 | 5988.35 | 5989.66 | 1998.0 |
| 2024-07-16 20:30:00 | ES | Futures | 5989.92 | 5992.28 | 5989.4 | 5989.66 | 1964.0 |
| 2024-07-16 21:00:00 | ES | Futures | 5989.92 | 5989.92 | 5987.82 | 5989.14 | 2020.0 |
| 2024-07-16 21:30:00 | ES | Futures | 5989.4 | 5989.92 | 5987.82 | 5988.35 | 2372.0 |
| 2024-07-16 22:00:00 | ES | Futures | 5988.61 | 5989.92 | 5988.09 | 5988.61 | 1167.0 |
| 2024-07-16 22:30:00 | ES | Futures | 5988.87 | 5991.23 | 5988.87 | 5989.14 | 1463.0 |
| 2024-07-16 23:00:00 | ES | Futures | 5988.87 | 5989.66 | 5987.3 | 5989.14 | 1635.0 |
| 2024-07-16 23:30:00 | ES | Futures | 5989.4 | 5990.18 | 5984.68 | 5987.3 | 3092.0 |
| 2024-07-16 00:00:00 | NQ | Futures | 21802.58 | 21808.39 | 21798.62 | 21799.15 | 744.0 |
| 2024-07-16 00:30:00 | NQ | Futures | 21798.62 | 21802.58 | 21793.08 | 21793.6 | 731.0 |
| 2024-07-16 01:00:00 | NQ | Futures | 21794.13 | 21798.09 | 21791.23 | 21797.56 | 779.0 |
| 2024-07-16 01:30:00 | NQ | Futures | 21797.83 | 21804.16 | 21787.53 | 21794.66 | 1291.0 |
> showing 50 of 3,899 rows — these rows as CSV