PREVIEW / futures_30min / 2024-08-05
file: by_date/futures_30min/2024/2024-08-05.parquet size: 131 KB rows: 4,154
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-05 00:00:00 | ES | Futures | 5549.22 | 5553.68 | 5543.46 | 5546.86 | 12857.0 |
| 2024-08-05 00:30:00 | ES | Futures | 5546.86 | 5550.27 | 5537.95 | 5538.21 | 19314.0 |
| 2024-08-05 01:00:00 | ES | Futures | 5538.21 | 5540.57 | 5529.56 | 5531.66 | 20833.0 |
| 2024-08-05 01:30:00 | ES | Futures | 5531.14 | 5531.4 | 5458.25 | 5475.29 | 53392.0 |
| 2024-08-05 02:00:00 | ES | Futures | 5475.56 | 5487.62 | 5454.06 | 5467.17 | 36666.0 |
| 2024-08-05 02:30:00 | ES | Futures | 5467.69 | 5495.22 | 5465.07 | 5481.85 | 23737.0 |
| 2024-08-05 03:00:00 | ES | Futures | 5481.32 | 5501.25 | 5471.1 | 5489.71 | 31762.0 |
| 2024-08-05 03:30:00 | ES | Futures | 5489.98 | 5514.62 | 5483.16 | 5511.47 | 28786.0 |
| 2024-08-05 04:00:00 | ES | Futures | 5511.47 | 5534.54 | 5493.65 | 5517.5 | 38994.0 |
| 2024-08-05 04:30:00 | ES | Futures | 5517.5 | 5524.06 | 5494.17 | 5499.15 | 16299.0 |
| 2024-08-05 05:00:00 | ES | Futures | 5499.15 | 5510.16 | 5486.83 | 5499.94 | 17863.0 |
| 2024-08-05 05:30:00 | ES | Futures | 5499.94 | 5503.61 | 5471.89 | 5499.68 | 21565.0 |
| 2024-08-05 06:00:00 | ES | Futures | 5499.15 | 5500.72 | 5466.12 | 5475.29 | 26432.0 |
| 2024-08-05 06:30:00 | ES | Futures | 5475.56 | 5483.16 | 5457.99 | 5481.06 | 27982.0 |
| 2024-08-05 07:00:00 | ES | Futures | 5481.06 | 5489.71 | 5464.55 | 5466.9 | 29851.0 |
| 2024-08-05 07:30:00 | ES | Futures | 5466.9 | 5474.51 | 5437.8 | 5447.5 | 55132.0 |
| 2024-08-05 08:00:00 | ES | Futures | 5447.5 | 5459.83 | 5377.77 | 5388.78 | 102447.0 |
| 2024-08-05 08:30:00 | ES | Futures | 5389.04 | 5426.27 | 5369.12 | 5401.89 | 119930.0 |
| 2024-08-05 09:00:00 | ES | Futures | 5401.63 | 5449.08 | 5396.12 | 5410.8 | 85479.0 |
| 2024-08-05 09:30:00 | ES | Futures | 5410.54 | 5479.23 | 5396.38 | 5448.03 | 321174.0 |
| 2024-08-05 10:00:00 | ES | Futures | 5449.34 | 5510.16 | 5441.47 | 5442.26 | 292708.0 |
| 2024-08-05 10:30:00 | ES | Futures | 5442.26 | 5490.24 | 5441.74 | 5460.88 | 187653.0 |
| 2024-08-05 11:00:00 | ES | Futures | 5460.88 | 5508.59 | 5449.6 | 5494.96 | 174947.0 |
| 2024-08-05 11:30:00 | ES | Futures | 5494.96 | 5520.12 | 5488.93 | 5502.82 | 138981.0 |
| 2024-08-05 12:00:00 | ES | Futures | 5502.82 | 5536.38 | 5494.96 | 5535.85 | 122327.0 |
| 2024-08-05 12:30:00 | ES | Futures | 5536.12 | 5536.12 | 5482.11 | 5487.35 | 131879.0 |
| 2024-08-05 13:00:00 | ES | Futures | 5487.35 | 5507.28 | 5480.28 | 5495.22 | 101327.0 |
| 2024-08-05 13:30:00 | ES | Futures | 5494.96 | 5507.8 | 5484.99 | 5488.66 | 86730.0 |
| 2024-08-05 14:00:00 | ES | Futures | 5488.93 | 5490.24 | 5474.77 | 5487.62 | 88849.0 |
| 2024-08-05 14:30:00 | ES | Futures | 5487.62 | 5492.33 | 5452.75 | 5454.06 | 128886.0 |
| 2024-08-05 15:00:00 | ES | Futures | 5454.06 | 5469.26 | 5449.6 | 5461.14 | 122172.0 |
| 2024-08-05 15:30:00 | ES | Futures | 5461.4 | 5477.13 | 5444.88 | 5472.93 | 289320.0 |
| 2024-08-05 16:00:00 | ES | Futures | 5472.67 | 5506.23 | 5467.17 | 5493.12 | 110390.0 |
| 2024-08-05 16:30:00 | ES | Futures | 5493.38 | 5503.61 | 5489.45 | 5503.61 | 16605.0 |
| 2024-08-05 18:00:00 | ES | Futures | 5505.44 | 5530.09 | 5505.44 | 5525.37 | 12555.0 |
| 2024-08-05 18:30:00 | ES | Futures | 5525.11 | 5527.2 | 5508.33 | 5517.5 | 6434.0 |
| 2024-08-05 19:00:00 | ES | Futures | 5517.24 | 5523.27 | 5512.52 | 5515.93 | 4492.0 |
| 2024-08-05 19:30:00 | ES | Futures | 5516.19 | 5530.61 | 5516.19 | 5530.35 | 7886.0 |
| 2024-08-05 20:00:00 | ES | Futures | 5530.61 | 5532.18 | 5513.05 | 5520.12 | 15103.0 |
| 2024-08-05 20:30:00 | ES | Futures | 5520.39 | 5543.46 | 5518.81 | 5543.46 | 11265.0 |
| 2024-08-05 21:00:00 | ES | Futures | 5543.19 | 5563.64 | 5540.05 | 5546.6 | 14357.0 |
| 2024-08-05 21:30:00 | ES | Futures | 5546.6 | 5549.75 | 5532.45 | 5548.96 | 10059.0 |
| 2024-08-05 22:00:00 | ES | Futures | 5548.7 | 5551.06 | 5536.64 | 5543.19 | 6287.0 |
| 2024-08-05 22:30:00 | ES | Futures | 5542.93 | 5545.29 | 5539.0 | 5543.46 | 3440.0 |
| 2024-08-05 23:00:00 | ES | Futures | 5543.19 | 5557.09 | 5542.67 | 5556.56 | 5699.0 |
| 2024-08-05 23:30:00 | ES | Futures | 5556.3 | 5560.5 | 5553.16 | 5554.21 | 4241.0 |
| 2024-08-05 00:00:00 | NQ | Futures | 19033.93 | 19053.99 | 18994.07 | 19017.04 | 5517.0 |
| 2024-08-05 00:30:00 | NQ | Futures | 19014.13 | 19022.58 | 18888.48 | 18900.36 | 7492.0 |
| 2024-08-05 01:00:00 | NQ | Futures | 18902.47 | 18918.57 | 18797.67 | 18848.61 | 10771.0 |
| 2024-08-05 01:30:00 | NQ | Futures | 18850.46 | 18850.46 | 18321.44 | 18536.06 | 21368.0 |
> showing 50 of 4,154 rows — these rows as CSV