PREVIEW / futures_30min / 2024-08-02
file: by_date/futures_30min/2024/2024-08-02.parquet size: 103 KB rows: 3,276
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-02 00:00:00 | ES | Futures | 5707.31 | 5708.62 | 5703.64 | 5706.0 | 3676.0 |
| 2024-08-02 00:30:00 | ES | Futures | 5706.26 | 5707.57 | 5699.97 | 5703.38 | 4103.0 |
| 2024-08-02 01:00:00 | ES | Futures | 5703.38 | 5709.93 | 5700.49 | 5708.1 | 4502.0 |
| 2024-08-02 01:30:00 | ES | Futures | 5707.83 | 5709.14 | 5696.56 | 5701.02 | 7175.0 |
| 2024-08-02 02:00:00 | ES | Futures | 5701.28 | 5704.16 | 5690.53 | 5691.06 | 15475.0 |
| 2024-08-02 02:30:00 | ES | Futures | 5691.32 | 5696.3 | 5686.6 | 5687.12 | 12909.0 |
| 2024-08-02 03:00:00 | ES | Futures | 5687.12 | 5692.1 | 5675.85 | 5689.48 | 25117.0 |
| 2024-08-02 03:30:00 | ES | Futures | 5689.22 | 5697.35 | 5686.6 | 5695.51 | 19240.0 |
| 2024-08-02 04:00:00 | ES | Futures | 5695.51 | 5697.61 | 5682.14 | 5692.37 | 18184.0 |
| 2024-08-02 04:30:00 | ES | Futures | 5692.1 | 5696.56 | 5688.43 | 5695.77 | 8753.0 |
| 2024-08-02 05:00:00 | ES | Futures | 5695.51 | 5696.3 | 5679.0 | 5680.31 | 9676.0 |
| 2024-08-02 05:30:00 | ES | Futures | 5680.31 | 5686.07 | 5679.0 | 5680.57 | 9066.0 |
| 2024-08-02 06:00:00 | ES | Futures | 5680.31 | 5686.34 | 5672.18 | 5680.83 | 15761.0 |
| 2024-08-02 06:30:00 | ES | Futures | 5681.09 | 5690.01 | 5672.44 | 5682.93 | 13421.0 |
| 2024-08-02 07:00:00 | ES | Futures | 5682.93 | 5687.91 | 5676.9 | 5679.52 | 12548.0 |
| 2024-08-02 07:30:00 | ES | Futures | 5679.52 | 5685.81 | 5677.42 | 5679.78 | 12775.0 |
| 2024-08-02 08:00:00 | ES | Futures | 5679.78 | 5690.01 | 5679.26 | 5686.34 | 24111.0 |
| 2024-08-02 08:30:00 | ES | Futures | 5687.12 | 5699.18 | 5638.1 | 5655.4 | 146126.0 |
| 2024-08-02 09:00:00 | ES | Futures | 5655.14 | 5678.73 | 5649.37 | 5667.2 | 79552.0 |
| 2024-08-02 09:30:00 | ES | Futures | 5667.46 | 5680.83 | 5648.06 | 5650.68 | 309250.0 |
| 2024-08-02 10:00:00 | ES | Futures | 5650.68 | 5659.33 | 5601.92 | 5611.62 | 333406.0 |
| 2024-08-02 10:30:00 | ES | Futures | 5611.62 | 5622.37 | 5595.89 | 5598.51 | 250600.0 |
| 2024-08-02 11:00:00 | ES | Futures | 5598.51 | 5607.42 | 5591.17 | 5599.82 | 204320.0 |
| 2024-08-02 11:30:00 | ES | Futures | 5600.08 | 5635.74 | 5597.72 | 5628.92 | 226990.0 |
| 2024-08-02 12:00:00 | ES | Futures | 5628.92 | 5640.2 | 5616.86 | 5634.43 | 172092.0 |
| 2024-08-02 12:30:00 | ES | Futures | 5634.69 | 5643.6 | 5612.14 | 5618.96 | 134091.0 |
| 2024-08-02 13:00:00 | ES | Futures | 5618.96 | 5627.61 | 5611.36 | 5612.41 | 127980.0 |
| 2024-08-02 13:30:00 | ES | Futures | 5612.14 | 5613.98 | 5602.18 | 5608.47 | 99860.0 |
| 2024-08-02 14:00:00 | ES | Futures | 5608.21 | 5624.73 | 5601.13 | 5624.2 | 92661.0 |
| 2024-08-02 14:30:00 | ES | Futures | 5624.47 | 5631.81 | 5615.03 | 5615.55 | 115710.0 |
| 2024-08-02 15:00:00 | ES | Futures | 5615.55 | 5633.64 | 5612.67 | 5631.28 | 114097.0 |
| 2024-08-02 15:30:00 | ES | Futures | 5631.02 | 5640.2 | 5611.36 | 5637.84 | 290850.0 |
| 2024-08-02 16:00:00 | ES | Futures | 5638.1 | 5638.36 | 5629.71 | 5631.54 | 67578.0 |
| 2024-08-02 16:30:00 | ES | Futures | 5631.28 | 5631.81 | 5617.65 | 5618.7 | 36984.0 |
| 2024-08-02 00:00:00 | NQ | Futures | 19841.45 | 19846.73 | 19817.96 | 19829.31 | 1077.0 |
| 2024-08-02 00:30:00 | NQ | Futures | 19829.05 | 19838.02 | 19792.88 | 19812.94 | 1466.0 |
| 2024-08-02 01:00:00 | NQ | Futures | 19816.64 | 19854.39 | 19795.26 | 19836.97 | 2188.0 |
| 2024-08-02 01:30:00 | NQ | Futures | 19837.76 | 19842.77 | 19791.56 | 19814.53 | 2486.0 |
| 2024-08-02 02:00:00 | NQ | Futures | 19814.53 | 19833.53 | 19749.85 | 19751.43 | 5258.0 |
| 2024-08-02 02:30:00 | NQ | Futures | 19751.43 | 19797.63 | 19742.72 | 19749.85 | 5387.0 |
| 2024-08-02 03:00:00 | NQ | Futures | 19749.59 | 19772.82 | 19683.86 | 19767.01 | 9533.0 |
| 2024-08-02 03:30:00 | NQ | Futures | 19766.75 | 19798.42 | 19738.5 | 19797.63 | 6618.0 |
| 2024-08-02 04:00:00 | NQ | Futures | 19797.1 | 19811.62 | 19717.38 | 19775.19 | 7850.0 |
| 2024-08-02 04:30:00 | NQ | Futures | 19773.35 | 19787.6 | 19744.84 | 19777.57 | 3472.0 |
| 2024-08-02 05:00:00 | NQ | Futures | 19777.04 | 19779.68 | 19700.49 | 19714.48 | 4124.0 |
| 2024-08-02 05:30:00 | NQ | Futures | 19715.01 | 19748.0 | 19711.05 | 19728.2 | 4140.0 |
| 2024-08-02 06:00:00 | NQ | Futures | 19728.73 | 19779.15 | 19688.08 | 19759.35 | 7014.0 |
| 2024-08-02 06:30:00 | NQ | Futures | 19758.56 | 19788.66 | 19711.57 | 19758.56 | 5832.0 |
| 2024-08-02 07:00:00 | NQ | Futures | 19759.88 | 19782.58 | 19734.01 | 19747.21 | 5207.0 |
| 2024-08-02 07:30:00 | NQ | Futures | 19749.32 | 19775.46 | 19713.42 | 19718.96 | 5237.0 |
> showing 50 of 3,276 rows — these rows as CSV