PREVIEW / futures_30min / 2024-07-24
file: by_date/futures_30min/2024/2024-07-24.parquet size: 116 KB rows: 4,022
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-24 00:00:00 | ES | Futures | 5847.04 | 5847.04 | 5830.79 | 5833.15 | 9464.0 |
| 2024-07-24 00:30:00 | ES | Futures | 5833.15 | 5835.77 | 5832.89 | 5833.67 | 2548.0 |
| 2024-07-24 01:00:00 | ES | Futures | 5833.67 | 5841.54 | 5833.41 | 5841.27 | 2976.0 |
| 2024-07-24 01:30:00 | ES | Futures | 5841.27 | 5842.59 | 5838.92 | 5839.7 | 2410.0 |
| 2024-07-24 02:00:00 | ES | Futures | 5839.96 | 5842.59 | 5833.41 | 5834.98 | 7103.0 |
| 2024-07-24 02:30:00 | ES | Futures | 5834.98 | 5834.98 | 5828.69 | 5831.57 | 7565.0 |
| 2024-07-24 03:00:00 | ES | Futures | 5831.57 | 5838.65 | 5828.95 | 5834.98 | 10888.0 |
| 2024-07-24 03:30:00 | ES | Futures | 5834.98 | 5837.08 | 5828.43 | 5829.48 | 9504.0 |
| 2024-07-24 04:00:00 | ES | Futures | 5829.74 | 5831.84 | 5822.14 | 5822.66 | 15315.0 |
| 2024-07-24 04:30:00 | ES | Futures | 5822.66 | 5834.2 | 5821.87 | 5833.41 | 9888.0 |
| 2024-07-24 05:00:00 | ES | Futures | 5833.67 | 5833.93 | 5824.5 | 5825.81 | 6892.0 |
| 2024-07-24 05:30:00 | ES | Futures | 5825.55 | 5830.26 | 5824.5 | 5828.95 | 5769.0 |
| 2024-07-24 06:00:00 | ES | Futures | 5829.22 | 5836.56 | 5827.9 | 5833.15 | 8005.0 |
| 2024-07-24 06:30:00 | ES | Futures | 5833.15 | 5833.67 | 5827.9 | 5829.22 | 7739.0 |
| 2024-07-24 07:00:00 | ES | Futures | 5829.22 | 5834.72 | 5823.45 | 5834.2 | 12772.0 |
| 2024-07-24 07:30:00 | ES | Futures | 5834.2 | 5834.72 | 5826.86 | 5829.22 | 9794.0 |
| 2024-07-24 08:00:00 | ES | Futures | 5829.22 | 5829.74 | 5817.94 | 5818.47 | 20259.0 |
| 2024-07-24 08:30:00 | ES | Futures | 5818.73 | 5820.83 | 5813.49 | 5815.85 | 26834.0 |
| 2024-07-24 09:00:00 | ES | Futures | 5815.85 | 5820.3 | 5814.8 | 5818.73 | 33830.0 |
| 2024-07-24 09:30:00 | ES | Futures | 5818.47 | 5821.87 | 5791.46 | 5796.18 | 230481.0 |
| 2024-07-24 10:00:00 | ES | Futures | 5795.92 | 5797.76 | 5781.5 | 5787.79 | 193973.0 |
| 2024-07-24 10:30:00 | ES | Futures | 5788.06 | 5790.15 | 5779.67 | 5783.34 | 116340.0 |
| 2024-07-24 11:00:00 | ES | Futures | 5783.6 | 5784.39 | 5768.13 | 5774.16 | 116417.0 |
| 2024-07-24 11:30:00 | ES | Futures | 5774.16 | 5779.93 | 5769.7 | 5770.23 | 90135.0 |
| 2024-07-24 12:00:00 | ES | Futures | 5770.49 | 5776.26 | 5764.99 | 5768.39 | 96258.0 |
| 2024-07-24 12:30:00 | ES | Futures | 5768.66 | 5771.8 | 5762.63 | 5765.25 | 86525.0 |
| 2024-07-24 13:00:00 | ES | Futures | 5765.25 | 5777.31 | 5763.67 | 5769.44 | 69931.0 |
| 2024-07-24 13:30:00 | ES | Futures | 5769.44 | 5776.52 | 5763.67 | 5765.25 | 60358.0 |
| 2024-07-24 14:00:00 | ES | Futures | 5765.25 | 5768.39 | 5757.64 | 5759.74 | 80081.0 |
| 2024-07-24 14:30:00 | ES | Futures | 5759.48 | 5762.36 | 5743.23 | 5750.57 | 117047.0 |
| 2024-07-24 15:00:00 | ES | Futures | 5750.3 | 5751.88 | 5740.6 | 5742.18 | 105541.0 |
| 2024-07-24 15:30:00 | ES | Futures | 5742.18 | 5755.55 | 5727.76 | 5737.98 | 322111.0 |
| 2024-07-24 16:00:00 | ES | Futures | 5738.24 | 5750.83 | 5736.67 | 5749.78 | 88526.0 |
| 2024-07-24 16:30:00 | ES | Futures | 5749.78 | 5751.09 | 5747.94 | 5750.04 | 26453.0 |
| 2024-07-24 18:00:00 | ES | Futures | 5749.26 | 5756.33 | 5748.21 | 5751.88 | 5194.0 |
| 2024-07-24 18:30:00 | ES | Futures | 5751.88 | 5755.55 | 5751.61 | 5752.66 | 3060.0 |
| 2024-07-24 19:00:00 | ES | Futures | 5752.93 | 5754.76 | 5750.3 | 5752.66 | 2071.0 |
| 2024-07-24 19:30:00 | ES | Futures | 5752.66 | 5754.24 | 5750.83 | 5751.35 | 2825.0 |
| 2024-07-24 20:00:00 | ES | Futures | 5751.09 | 5757.12 | 5748.73 | 5754.76 | 6832.0 |
| 2024-07-24 20:30:00 | ES | Futures | 5754.5 | 5756.86 | 5751.61 | 5755.02 | 4483.0 |
| 2024-07-24 21:00:00 | ES | Futures | 5754.76 | 5756.6 | 5752.14 | 5754.24 | 3492.0 |
| 2024-07-24 21:30:00 | ES | Futures | 5754.24 | 5755.02 | 5746.63 | 5748.47 | 5531.0 |
| 2024-07-24 22:00:00 | ES | Futures | 5748.47 | 5752.14 | 5747.68 | 5749.52 | 4121.0 |
| 2024-07-24 22:30:00 | ES | Futures | 5749.52 | 5750.3 | 5739.56 | 5742.18 | 7621.0 |
| 2024-07-24 23:00:00 | ES | Futures | 5742.18 | 5751.35 | 5741.91 | 5751.09 | 4422.0 |
| 2024-07-24 23:30:00 | ES | Futures | 5751.09 | 5754.24 | 5750.04 | 5750.83 | 4476.0 |
| 2024-07-24 00:00:00 | NQ | Futures | 20906.09 | 20908.47 | 20835.35 | 20837.19 | 4961.0 |
| 2024-07-24 00:30:00 | NQ | Futures | 20837.99 | 20844.06 | 20824.26 | 20832.97 | 2358.0 |
| 2024-07-24 01:00:00 | NQ | Futures | 20833.24 | 20876.26 | 20829.8 | 20871.78 | 2672.0 |
| 2024-07-24 01:30:00 | NQ | Futures | 20871.78 | 20881.54 | 20858.84 | 20868.61 | 2221.0 |
> showing 50 of 4,022 rows — these rows as CSV