PREVIEW / futures_30min / 2024-07-23
file: by_date/futures_30min/2024/2024-07-23.parquet size: 108 KB rows: 3,889
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-23 00:00:00 | ES | Futures | 5872.21 | 5876.14 | 5872.21 | 5873.78 | 1559.0 |
| 2024-07-23 00:30:00 | ES | Futures | 5873.78 | 5874.83 | 5872.47 | 5874.31 | 758.0 |
| 2024-07-23 01:00:00 | ES | Futures | 5874.31 | 5876.4 | 5873.52 | 5874.05 | 1074.0 |
| 2024-07-23 01:30:00 | ES | Futures | 5874.05 | 5875.36 | 5869.85 | 5872.21 | 3002.0 |
| 2024-07-23 02:00:00 | ES | Futures | 5872.21 | 5873.0 | 5865.39 | 5866.7 | 5355.0 |
| 2024-07-23 02:30:00 | ES | Futures | 5866.44 | 5874.57 | 5865.92 | 5873.26 | 5815.0 |
| 2024-07-23 03:00:00 | ES | Futures | 5873.52 | 5874.05 | 5861.2 | 5862.25 | 8333.0 |
| 2024-07-23 03:30:00 | ES | Futures | 5862.25 | 5870.9 | 5861.2 | 5863.56 | 8026.0 |
| 2024-07-23 04:00:00 | ES | Futures | 5863.82 | 5868.8 | 5859.63 | 5865.13 | 8642.0 |
| 2024-07-23 04:30:00 | ES | Futures | 5865.39 | 5873.52 | 5865.13 | 5871.42 | 4339.0 |
| 2024-07-23 05:00:00 | ES | Futures | 5871.69 | 5881.39 | 5871.16 | 5880.6 | 6397.0 |
| 2024-07-23 05:30:00 | ES | Futures | 5880.6 | 5881.65 | 5878.76 | 5879.29 | 3335.0 |
| 2024-07-23 06:00:00 | ES | Futures | 5879.55 | 5885.06 | 5878.24 | 5884.79 | 4783.0 |
| 2024-07-23 06:30:00 | ES | Futures | 5884.53 | 5887.42 | 5882.17 | 5885.06 | 7857.0 |
| 2024-07-23 07:00:00 | ES | Futures | 5885.06 | 5889.78 | 5884.53 | 5889.25 | 8244.0 |
| 2024-07-23 07:30:00 | ES | Futures | 5889.25 | 5891.61 | 5886.1 | 5888.46 | 7946.0 |
| 2024-07-23 08:00:00 | ES | Futures | 5888.46 | 5888.73 | 5877.45 | 5879.81 | 12763.0 |
| 2024-07-23 08:30:00 | ES | Futures | 5880.08 | 5883.22 | 5875.09 | 5881.91 | 16013.0 |
| 2024-07-23 09:00:00 | ES | Futures | 5881.91 | 5885.32 | 5877.19 | 5880.08 | 22684.0 |
| 2024-07-23 09:30:00 | ES | Futures | 5880.34 | 5894.23 | 5876.14 | 5890.82 | 133561.0 |
| 2024-07-23 10:00:00 | ES | Futures | 5890.82 | 5900.26 | 5887.68 | 5895.81 | 114375.0 |
| 2024-07-23 10:30:00 | ES | Futures | 5896.07 | 5897.64 | 5877.19 | 5884.27 | 123266.0 |
| 2024-07-23 11:00:00 | ES | Futures | 5884.27 | 5903.67 | 5883.48 | 5900.26 | 102366.0 |
| 2024-07-23 11:30:00 | ES | Futures | 5900.26 | 5902.62 | 5895.81 | 5897.9 | 62194.0 |
| 2024-07-23 12:00:00 | ES | Futures | 5898.16 | 5899.74 | 5880.08 | 5885.84 | 88972.0 |
| 2024-07-23 12:30:00 | ES | Futures | 5885.84 | 5886.63 | 5876.14 | 5880.86 | 70361.0 |
| 2024-07-23 13:00:00 | ES | Futures | 5881.12 | 5885.06 | 5876.4 | 5882.17 | 64168.0 |
| 2024-07-23 13:30:00 | ES | Futures | 5882.17 | 5888.99 | 5877.19 | 5887.68 | 50950.0 |
| 2024-07-23 14:00:00 | ES | Futures | 5887.42 | 5891.09 | 5879.81 | 5883.75 | 46637.0 |
| 2024-07-23 14:30:00 | ES | Futures | 5884.01 | 5889.51 | 5882.96 | 5886.1 | 36191.0 |
| 2024-07-23 15:00:00 | ES | Futures | 5886.37 | 5888.99 | 5882.43 | 5887.15 | 35784.0 |
| 2024-07-23 15:30:00 | ES | Futures | 5886.89 | 5887.15 | 5866.7 | 5871.16 | 151266.0 |
| 2024-07-23 16:00:00 | ES | Futures | 5871.42 | 5884.53 | 5865.92 | 5876.67 | 73555.0 |
| 2024-07-23 16:30:00 | ES | Futures | 5876.4 | 5880.08 | 5874.05 | 5874.83 | 10810.0 |
| 2024-07-23 18:00:00 | ES | Futures | 5856.74 | 5856.74 | 5844.68 | 5847.3 | 11263.0 |
| 2024-07-23 18:30:00 | ES | Futures | 5847.3 | 5854.65 | 5847.3 | 5851.24 | 5164.0 |
| 2024-07-23 19:00:00 | ES | Futures | 5851.5 | 5851.5 | 5847.57 | 5848.62 | 2175.0 |
| 2024-07-23 19:30:00 | ES | Futures | 5848.62 | 5849.66 | 5845.99 | 5846.26 | 4759.0 |
| 2024-07-23 20:00:00 | ES | Futures | 5846.26 | 5852.02 | 5846.26 | 5850.45 | 4075.0 |
| 2024-07-23 20:30:00 | ES | Futures | 5850.45 | 5854.38 | 5848.88 | 5853.33 | 2582.0 |
| 2024-07-23 21:00:00 | ES | Futures | 5853.33 | 5854.38 | 5852.02 | 5854.12 | 2967.0 |
| 2024-07-23 21:30:00 | ES | Futures | 5854.12 | 5854.91 | 5850.45 | 5850.71 | 3582.0 |
| 2024-07-23 22:00:00 | ES | Futures | 5850.98 | 5852.29 | 5849.93 | 5851.24 | 1547.0 |
| 2024-07-23 22:30:00 | ES | Futures | 5851.5 | 5852.02 | 5848.88 | 5850.45 | 1186.0 |
| 2024-07-23 23:00:00 | ES | Futures | 5850.45 | 5851.24 | 5846.26 | 5847.57 | 1568.0 |
| 2024-07-23 23:30:00 | ES | Futures | 5847.57 | 5848.35 | 5845.47 | 5846.78 | 1281.0 |
| 2024-07-23 00:00:00 | NQ | Futures | 21048.12 | 21067.39 | 21047.85 | 21055.51 | 1139.0 |
| 2024-07-23 00:30:00 | NQ | Futures | 21055.51 | 21060.0 | 21046.53 | 21056.3 | 833.0 |
| 2024-07-23 01:00:00 | NQ | Futures | 21056.56 | 21069.76 | 21055.77 | 21059.73 | 978.0 |
| 2024-07-23 01:30:00 | NQ | Futures | 21058.68 | 21065.28 | 21035.71 | 21047.06 | 1688.0 |
> showing 50 of 3,889 rows — these rows as CSV