PREVIEW / futures_30min / 2024-07-29
file: by_date/futures_30min/2024/2024-07-29.parquet size: 109 KB rows: 3,953
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-29 00:00:00 | ES | Futures | 5791.99 | 5793.82 | 5791.73 | 5791.73 | 938.0 |
| 2024-07-29 00:30:00 | ES | Futures | 5791.73 | 5791.99 | 5789.63 | 5790.94 | 1346.0 |
| 2024-07-29 01:00:00 | ES | Futures | 5791.2 | 5794.09 | 5790.68 | 5794.09 | 1653.0 |
| 2024-07-29 01:30:00 | ES | Futures | 5793.82 | 5795.92 | 5791.46 | 5794.09 | 3192.0 |
| 2024-07-29 02:00:00 | ES | Futures | 5794.35 | 5794.87 | 5790.94 | 5792.51 | 4089.0 |
| 2024-07-29 02:30:00 | ES | Futures | 5792.51 | 5796.71 | 5789.89 | 5795.4 | 4258.0 |
| 2024-07-29 03:00:00 | ES | Futures | 5795.13 | 5795.4 | 5782.81 | 5784.39 | 10777.0 |
| 2024-07-29 03:30:00 | ES | Futures | 5784.39 | 5786.48 | 5774.42 | 5775.73 | 10710.0 |
| 2024-07-29 04:00:00 | ES | Futures | 5775.73 | 5785.43 | 5773.64 | 5782.03 | 8844.0 |
| 2024-07-29 04:30:00 | ES | Futures | 5782.29 | 5782.29 | 5775.21 | 5779.4 | 6707.0 |
| 2024-07-29 05:00:00 | ES | Futures | 5779.67 | 5780.98 | 5775.47 | 5780.72 | 5681.0 |
| 2024-07-29 05:30:00 | ES | Futures | 5780.72 | 5786.74 | 5778.88 | 5786.48 | 5121.0 |
| 2024-07-29 06:00:00 | ES | Futures | 5786.48 | 5790.68 | 5784.91 | 5790.42 | 4468.0 |
| 2024-07-29 06:30:00 | ES | Futures | 5790.68 | 5791.46 | 5787.79 | 5788.06 | 3383.0 |
| 2024-07-29 07:00:00 | ES | Futures | 5787.79 | 5792.25 | 5785.96 | 5791.99 | 6404.0 |
| 2024-07-29 07:30:00 | ES | Futures | 5791.99 | 5795.4 | 5790.15 | 5791.99 | 7866.0 |
| 2024-07-29 08:00:00 | ES | Futures | 5791.73 | 5795.13 | 5788.32 | 5794.35 | 9252.0 |
| 2024-07-29 08:30:00 | ES | Futures | 5794.61 | 5803.79 | 5791.2 | 5791.46 | 19262.0 |
| 2024-07-29 09:00:00 | ES | Futures | 5791.46 | 5791.46 | 5779.67 | 5782.55 | 28115.0 |
| 2024-07-29 09:30:00 | ES | Futures | 5782.55 | 5789.63 | 5769.18 | 5789.37 | 201909.0 |
| 2024-07-29 10:00:00 | ES | Futures | 5789.37 | 5793.82 | 5771.02 | 5776.26 | 160141.0 |
| 2024-07-29 10:30:00 | ES | Futures | 5776.26 | 5779.4 | 5764.46 | 5764.99 | 131657.0 |
| 2024-07-29 11:00:00 | ES | Futures | 5765.25 | 5766.03 | 5754.76 | 5762.89 | 123394.0 |
| 2024-07-29 11:30:00 | ES | Futures | 5763.15 | 5780.72 | 5747.68 | 5778.88 | 112322.0 |
| 2024-07-29 12:00:00 | ES | Futures | 5778.88 | 5791.2 | 5778.62 | 5782.81 | 96674.0 |
| 2024-07-29 12:30:00 | ES | Futures | 5783.07 | 5790.15 | 5781.5 | 5785.7 | 69476.0 |
| 2024-07-29 13:00:00 | ES | Futures | 5785.7 | 5794.09 | 5775.73 | 5776.0 | 70202.0 |
| 2024-07-29 13:30:00 | ES | Futures | 5776.0 | 5783.07 | 5772.06 | 5777.57 | 67332.0 |
| 2024-07-29 14:00:00 | ES | Futures | 5777.57 | 5777.83 | 5768.13 | 5772.06 | 85426.0 |
| 2024-07-29 14:30:00 | ES | Futures | 5772.06 | 5775.47 | 5767.08 | 5774.16 | 76204.0 |
| 2024-07-29 15:00:00 | ES | Futures | 5774.42 | 5779.67 | 5770.49 | 5777.31 | 63963.0 |
| 2024-07-29 15:30:00 | ES | Futures | 5777.31 | 5784.12 | 5767.87 | 5770.75 | 146362.0 |
| 2024-07-29 16:00:00 | ES | Futures | 5770.75 | 5773.11 | 5767.87 | 5772.85 | 42030.0 |
| 2024-07-29 16:30:00 | ES | Futures | 5772.85 | 5773.9 | 5770.23 | 5772.33 | 6084.0 |
| 2024-07-29 18:00:00 | ES | Futures | 5772.33 | 5776.78 | 5772.33 | 5774.95 | 2105.0 |
| 2024-07-29 18:30:00 | ES | Futures | 5774.69 | 5774.95 | 5769.7 | 5772.06 | 1931.0 |
| 2024-07-29 19:00:00 | ES | Futures | 5772.33 | 5772.59 | 5759.74 | 5761.05 | 4344.0 |
| 2024-07-29 19:30:00 | ES | Futures | 5761.05 | 5762.89 | 5752.66 | 5755.81 | 4382.0 |
| 2024-07-29 20:00:00 | ES | Futures | 5755.55 | 5758.96 | 5753.97 | 5758.17 | 3308.0 |
| 2024-07-29 20:30:00 | ES | Futures | 5758.17 | 5761.31 | 5756.07 | 5760.0 | 2429.0 |
| 2024-07-29 21:00:00 | ES | Futures | 5760.27 | 5761.58 | 5754.24 | 5755.29 | 2820.0 |
| 2024-07-29 21:30:00 | ES | Futures | 5755.02 | 5755.55 | 5747.94 | 5750.57 | 6472.0 |
| 2024-07-29 22:00:00 | ES | Futures | 5750.83 | 5754.76 | 5748.73 | 5750.3 | 4685.0 |
| 2024-07-29 22:30:00 | ES | Futures | 5750.3 | 5752.66 | 5746.11 | 5752.4 | 3958.0 |
| 2024-07-29 23:00:00 | ES | Futures | 5752.66 | 5757.38 | 5751.61 | 5753.45 | 2925.0 |
| 2024-07-29 23:30:00 | ES | Futures | 5753.71 | 5757.64 | 5753.19 | 5756.86 | 2322.0 |
| 2024-07-29 00:00:00 | NQ | Futures | 20382.35 | 20390.01 | 20382.09 | 20382.35 | 436.0 |
| 2024-07-29 00:30:00 | NQ | Futures | 20382.62 | 20383.94 | 20372.59 | 20379.98 | 579.0 |
| 2024-07-29 01:00:00 | NQ | Futures | 20380.51 | 20396.08 | 20377.07 | 20394.5 | 1215.0 |
| 2024-07-29 01:30:00 | NQ | Futures | 20394.23 | 20409.28 | 20384.46 | 20391.59 | 1958.0 |
> showing 50 of 3,953 rows — these rows as CSV