PREVIEW / futures_30min / 2024-07-31
file: by_date/futures_30min/2024/2024-07-31.parquet size: 116 KB rows: 3,984
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 |
|---|---|---|---|---|---|---|---|
| 2024-07-31 00:00:00 | ES | Futures | 5764.72 | 5767.34 | 5757.91 | 5759.22 | 7479.0 |
| 2024-07-31 00:30:00 | ES | Futures | 5759.48 | 5763.15 | 5758.69 | 5761.31 | 3658.0 |
| 2024-07-31 01:00:00 | ES | Futures | 5761.58 | 5764.2 | 5759.74 | 5763.67 | 3416.0 |
| 2024-07-31 01:30:00 | ES | Futures | 5763.94 | 5782.55 | 5763.67 | 5780.72 | 13782.0 |
| 2024-07-31 02:00:00 | ES | Futures | 5780.72 | 5785.17 | 5775.21 | 5782.81 | 13881.0 |
| 2024-07-31 02:30:00 | ES | Futures | 5783.07 | 5788.06 | 5783.07 | 5785.96 | 8745.0 |
| 2024-07-31 03:00:00 | ES | Futures | 5785.7 | 5788.58 | 5779.93 | 5784.91 | 13565.0 |
| 2024-07-31 03:30:00 | ES | Futures | 5785.17 | 5791.2 | 5783.07 | 5790.94 | 10179.0 |
| 2024-07-31 04:00:00 | ES | Futures | 5790.68 | 5791.46 | 5783.34 | 5791.2 | 18687.0 |
| 2024-07-31 04:30:00 | ES | Futures | 5790.94 | 5797.76 | 5790.94 | 5792.51 | 11460.0 |
| 2024-07-31 05:00:00 | ES | Futures | 5792.77 | 5793.04 | 5789.37 | 5790.15 | 7286.0 |
| 2024-07-31 05:30:00 | ES | Futures | 5789.63 | 5795.4 | 5788.58 | 5791.73 | 6240.0 |
| 2024-07-31 06:00:00 | ES | Futures | 5791.46 | 5795.4 | 5790.15 | 5794.61 | 7044.0 |
| 2024-07-31 06:30:00 | ES | Futures | 5794.61 | 5797.49 | 5793.3 | 5796.71 | 8069.0 |
| 2024-07-31 07:00:00 | ES | Futures | 5796.97 | 5797.23 | 5792.25 | 5793.56 | 10585.0 |
| 2024-07-31 07:30:00 | ES | Futures | 5793.56 | 5798.28 | 5791.46 | 5795.13 | 11219.0 |
| 2024-07-31 08:00:00 | ES | Futures | 5794.87 | 5805.88 | 5793.3 | 5802.74 | 18756.0 |
| 2024-07-31 08:30:00 | ES | Futures | 5802.47 | 5813.49 | 5799.07 | 5811.13 | 30764.0 |
| 2024-07-31 09:00:00 | ES | Futures | 5810.86 | 5817.68 | 5810.6 | 5812.96 | 35625.0 |
| 2024-07-31 09:30:00 | ES | Futures | 5812.96 | 5816.37 | 5797.76 | 5810.34 | 211190.0 |
| 2024-07-31 10:00:00 | ES | Futures | 5810.08 | 5829.74 | 5807.46 | 5827.12 | 155722.0 |
| 2024-07-31 10:30:00 | ES | Futures | 5827.12 | 5837.6 | 5819.78 | 5829.74 | 132001.0 |
| 2024-07-31 11:00:00 | ES | Futures | 5829.74 | 5837.08 | 5827.64 | 5835.77 | 74375.0 |
| 2024-07-31 11:30:00 | ES | Futures | 5835.51 | 5842.06 | 5826.59 | 5830.79 | 83752.0 |
| 2024-07-31 12:00:00 | ES | Futures | 5831.05 | 5835.51 | 5826.86 | 5828.95 | 56464.0 |
| 2024-07-31 12:30:00 | ES | Futures | 5828.95 | 5833.41 | 5824.5 | 5825.28 | 48580.0 |
| 2024-07-31 13:00:00 | ES | Futures | 5825.55 | 5834.2 | 5822.66 | 5826.86 | 57681.0 |
| 2024-07-31 13:30:00 | ES | Futures | 5826.86 | 5831.84 | 5809.03 | 5826.07 | 89725.0 |
| 2024-07-31 14:00:00 | ES | Futures | 5825.81 | 5837.34 | 5816.89 | 5833.67 | 78113.0 |
| 2024-07-31 14:30:00 | ES | Futures | 5833.93 | 5860.41 | 5828.17 | 5855.69 | 146684.0 |
| 2024-07-31 15:00:00 | ES | Futures | 5855.69 | 5859.36 | 5815.32 | 5819.52 | 184714.0 |
| 2024-07-31 15:30:00 | ES | Futures | 5819.78 | 5847.57 | 5815.85 | 5826.86 | 295851.0 |
| 2024-07-31 16:00:00 | ES | Futures | 5826.86 | 5854.38 | 5826.07 | 5841.8 | 96391.0 |
| 2024-07-31 16:30:00 | ES | Futures | 5841.8 | 5846.78 | 5839.18 | 5841.27 | 11918.0 |
| 2024-07-31 18:00:00 | ES | Futures | 5845.99 | 5855.69 | 5843.9 | 5853.07 | 5984.0 |
| 2024-07-31 18:30:00 | ES | Futures | 5853.07 | 5856.74 | 5848.09 | 5854.65 | 4276.0 |
| 2024-07-31 19:00:00 | ES | Futures | 5854.65 | 5861.72 | 5853.33 | 5860.41 | 5300.0 |
| 2024-07-31 19:30:00 | ES | Futures | 5860.41 | 5861.99 | 5858.58 | 5859.36 | 3261.0 |
| 2024-07-31 20:00:00 | ES | Futures | 5859.63 | 5866.7 | 5858.05 | 5864.61 | 8419.0 |
| 2024-07-31 20:30:00 | ES | Futures | 5864.35 | 5865.13 | 5852.81 | 5854.12 | 6233.0 |
| 2024-07-31 21:00:00 | ES | Futures | 5854.12 | 5858.32 | 5850.19 | 5853.6 | 6129.0 |
| 2024-07-31 21:30:00 | ES | Futures | 5853.86 | 5857.79 | 5851.5 | 5855.17 | 6280.0 |
| 2024-07-31 22:00:00 | ES | Futures | 5855.17 | 5860.94 | 5852.29 | 5859.36 | 5061.0 |
| 2024-07-31 22:30:00 | ES | Futures | 5859.63 | 5863.56 | 5857.53 | 5862.25 | 3676.0 |
| 2024-07-31 23:00:00 | ES | Futures | 5861.99 | 5864.35 | 5860.15 | 5864.08 | 3292.0 |
| 2024-07-31 23:30:00 | ES | Futures | 5864.08 | 5865.39 | 5861.2 | 5864.61 | 3124.0 |
| 2024-07-31 00:00:00 | NQ | Futures | 20205.48 | 20218.95 | 20162.98 | 20166.42 | 4706.0 |
| 2024-07-31 00:30:00 | NQ | Futures | 20167.47 | 20185.42 | 20162.98 | 20174.86 | 2808.0 |
| 2024-07-31 01:00:00 | NQ | Futures | 20175.39 | 20187.27 | 20164.04 | 20182.78 | 1716.0 |
| 2024-07-31 01:30:00 | NQ | Futures | 20183.05 | 20300.52 | 20183.05 | 20291.02 | 8301.0 |
> showing 50 of 3,984 rows — these rows as CSV