PREVIEW / futures_30min / 2024-07-18
file: by_date/futures_30min/2024/2024-07-18.parquet size: 112 KB rows: 3,928
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-18 00:00:00 | ES | Futures | 5925.43 | 5926.48 | 5922.28 | 5923.59 | 1841.0 |
| 2024-07-18 00:30:00 | ES | Futures | 5923.33 | 5924.64 | 5922.55 | 5924.38 | 1499.0 |
| 2024-07-18 01:00:00 | ES | Futures | 5924.64 | 5924.64 | 5923.07 | 5923.59 | 1601.0 |
| 2024-07-18 01:30:00 | ES | Futures | 5923.59 | 5926.48 | 5923.59 | 5925.95 | 3542.0 |
| 2024-07-18 02:00:00 | ES | Futures | 5925.95 | 5933.03 | 5922.02 | 5931.98 | 12889.0 |
| 2024-07-18 02:30:00 | ES | Futures | 5931.98 | 5939.59 | 5931.72 | 5936.96 | 9825.0 |
| 2024-07-18 03:00:00 | ES | Futures | 5937.23 | 5937.49 | 5919.14 | 5920.19 | 14027.0 |
| 2024-07-18 03:30:00 | ES | Futures | 5920.19 | 5924.64 | 5914.42 | 5924.12 | 12929.0 |
| 2024-07-18 04:00:00 | ES | Futures | 5924.38 | 5925.43 | 5920.19 | 5924.38 | 10852.0 |
| 2024-07-18 04:30:00 | ES | Futures | 5924.12 | 5931.46 | 5922.81 | 5931.46 | 8577.0 |
| 2024-07-18 05:00:00 | ES | Futures | 5931.72 | 5931.98 | 5927.79 | 5927.79 | 5255.0 |
| 2024-07-18 05:30:00 | ES | Futures | 5927.79 | 5928.58 | 5919.4 | 5921.23 | 8568.0 |
| 2024-07-18 06:00:00 | ES | Futures | 5920.97 | 5921.5 | 5912.58 | 5914.94 | 10721.0 |
| 2024-07-18 06:30:00 | ES | Futures | 5914.94 | 5922.02 | 5914.16 | 5921.23 | 6224.0 |
| 2024-07-18 07:00:00 | ES | Futures | 5921.23 | 5922.02 | 5918.35 | 5919.4 | 5192.0 |
| 2024-07-18 07:30:00 | ES | Futures | 5919.4 | 5924.64 | 5918.88 | 5924.12 | 6655.0 |
| 2024-07-18 08:00:00 | ES | Futures | 5924.12 | 5927.53 | 5919.92 | 5924.12 | 12495.0 |
| 2024-07-18 08:30:00 | ES | Futures | 5924.64 | 5931.2 | 5923.59 | 5929.89 | 26995.0 |
| 2024-07-18 09:00:00 | ES | Futures | 5929.89 | 5933.56 | 5925.17 | 5926.48 | 27398.0 |
| 2024-07-18 09:30:00 | ES | Futures | 5926.74 | 5930.41 | 5917.83 | 5929.89 | 176468.0 |
| 2024-07-18 10:00:00 | ES | Futures | 5929.89 | 5937.23 | 5925.43 | 5929.89 | 147189.0 |
| 2024-07-18 10:30:00 | ES | Futures | 5929.89 | 5929.89 | 5896.07 | 5909.44 | 288805.0 |
| 2024-07-18 11:00:00 | ES | Futures | 5909.7 | 5912.32 | 5876.67 | 5876.93 | 214960.0 |
| 2024-07-18 11:30:00 | ES | Futures | 5876.67 | 5883.22 | 5865.66 | 5868.02 | 187909.0 |
| 2024-07-18 12:00:00 | ES | Futures | 5868.02 | 5874.57 | 5861.99 | 5867.49 | 131722.0 |
| 2024-07-18 12:30:00 | ES | Futures | 5867.75 | 5882.17 | 5865.13 | 5881.91 | 102872.0 |
| 2024-07-18 13:00:00 | ES | Futures | 5882.17 | 5888.73 | 5873.0 | 5882.7 | 93125.0 |
| 2024-07-18 13:30:00 | ES | Futures | 5882.96 | 5887.42 | 5873.52 | 5875.36 | 83881.0 |
| 2024-07-18 14:00:00 | ES | Futures | 5875.62 | 5876.14 | 5863.82 | 5864.08 | 104900.0 |
| 2024-07-18 14:30:00 | ES | Futures | 5864.08 | 5867.23 | 5851.5 | 5861.72 | 119981.0 |
| 2024-07-18 15:00:00 | ES | Futures | 5861.72 | 5866.97 | 5841.27 | 5852.02 | 167539.0 |
| 2024-07-18 15:30:00 | ES | Futures | 5851.76 | 5877.72 | 5848.62 | 5865.39 | 299673.0 |
| 2024-07-18 16:00:00 | ES | Futures | 5865.39 | 5871.16 | 5863.3 | 5870.38 | 76006.0 |
| 2024-07-18 16:30:00 | ES | Futures | 5870.38 | 5875.09 | 5870.38 | 5872.47 | 14994.0 |
| 2024-07-18 18:00:00 | ES | Futures | 5875.09 | 5878.76 | 5873.0 | 5874.05 | 5491.0 |
| 2024-07-18 18:30:00 | ES | Futures | 5874.05 | 5877.98 | 5872.73 | 5876.4 | 3375.0 |
| 2024-07-18 19:00:00 | ES | Futures | 5876.4 | 5877.98 | 5875.62 | 5877.72 | 710.0 |
| 2024-07-18 19:30:00 | ES | Futures | 5877.72 | 5877.72 | 5873.26 | 5874.31 | 2000.0 |
| 2024-07-18 20:00:00 | ES | Futures | 5874.31 | 5878.24 | 5871.69 | 5877.19 | 4804.0 |
| 2024-07-18 20:30:00 | ES | Futures | 5877.45 | 5877.72 | 5873.26 | 5874.57 | 2670.0 |
| 2024-07-18 21:00:00 | ES | Futures | 5874.57 | 5877.19 | 5873.52 | 5876.4 | 2685.0 |
| 2024-07-18 21:30:00 | ES | Futures | 5876.4 | 5877.98 | 5874.57 | 5875.88 | 3838.0 |
| 2024-07-18 22:00:00 | ES | Futures | 5875.88 | 5875.88 | 5873.0 | 5874.57 | 3315.0 |
| 2024-07-18 22:30:00 | ES | Futures | 5874.57 | 5876.67 | 5873.78 | 5875.88 | 1958.0 |
| 2024-07-18 23:00:00 | ES | Futures | 5875.88 | 5876.93 | 5875.09 | 5876.67 | 1876.0 |
| 2024-07-18 23:30:00 | ES | Futures | 5876.4 | 5876.4 | 5874.31 | 5876.14 | 1826.0 |
| 2024-07-18 00:00:00 | NQ | Futures | 21172.72 | 21179.84 | 21156.61 | 21165.59 | 1539.0 |
| 2024-07-18 00:30:00 | NQ | Futures | 21165.59 | 21176.68 | 21160.05 | 21174.56 | 1042.0 |
| 2024-07-18 01:00:00 | NQ | Futures | 21174.3 | 21178.52 | 21166.64 | 21174.3 | 968.0 |
| 2024-07-18 01:30:00 | NQ | Futures | 21174.04 | 21201.23 | 21174.04 | 21198.32 | 2663.0 |
> showing 50 of 3,928 rows — these rows as CSV