PREVIEW / futures_30min / 2024-08-06
file: by_date/futures_30min/2024/2024-08-06.parquet size: 123 KB rows: 4,134
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-06 00:00:00 | ES | Futures | 5554.21 | 5558.4 | 5552.89 | 5554.99 | 2621.0 |
| 2024-08-06 00:30:00 | ES | Futures | 5555.25 | 5556.04 | 5543.46 | 5547.13 | 4432.0 |
| 2024-08-06 01:00:00 | ES | Futures | 5546.86 | 5549.22 | 5525.89 | 5547.91 | 8891.0 |
| 2024-08-06 01:30:00 | ES | Futures | 5547.65 | 5557.09 | 5545.29 | 5549.22 | 6394.0 |
| 2024-08-06 02:00:00 | ES | Futures | 5548.96 | 5554.73 | 5537.69 | 5549.22 | 8287.0 |
| 2024-08-06 02:30:00 | ES | Futures | 5549.49 | 5550.8 | 5524.84 | 5530.87 | 10443.0 |
| 2024-08-06 03:00:00 | ES | Futures | 5531.14 | 5541.1 | 5518.03 | 5532.18 | 16535.0 |
| 2024-08-06 03:30:00 | ES | Futures | 5532.45 | 5536.64 | 5518.03 | 5523.79 | 11498.0 |
| 2024-08-06 04:00:00 | ES | Futures | 5523.79 | 5527.99 | 5502.03 | 5517.5 | 17676.0 |
| 2024-08-06 04:30:00 | ES | Futures | 5516.98 | 5524.84 | 5509.9 | 5512.26 | 8905.0 |
| 2024-08-06 05:00:00 | ES | Futures | 5512.52 | 5512.52 | 5486.83 | 5502.82 | 15617.0 |
| 2024-08-06 05:30:00 | ES | Futures | 5502.82 | 5502.82 | 5481.85 | 5493.91 | 14052.0 |
| 2024-08-06 06:00:00 | ES | Futures | 5493.65 | 5504.39 | 5487.35 | 5503.08 | 9788.0 |
| 2024-08-06 06:30:00 | ES | Futures | 5503.08 | 5522.75 | 5503.08 | 5517.5 | 18918.0 |
| 2024-08-06 07:00:00 | ES | Futures | 5517.5 | 5524.84 | 5516.98 | 5524.58 | 13866.0 |
| 2024-08-06 07:30:00 | ES | Futures | 5524.58 | 5532.71 | 5503.08 | 5514.09 | 22925.0 |
| 2024-08-06 08:00:00 | ES | Futures | 5514.62 | 5515.93 | 5503.61 | 5507.28 | 20464.0 |
| 2024-08-06 08:30:00 | ES | Futures | 5507.02 | 5508.06 | 5488.14 | 5492.86 | 37254.0 |
| 2024-08-06 09:00:00 | ES | Futures | 5492.6 | 5502.56 | 5484.47 | 5489.71 | 38860.0 |
| 2024-08-06 09:30:00 | ES | Futures | 5489.98 | 5524.58 | 5475.82 | 5518.29 | 209151.0 |
| 2024-08-06 10:00:00 | ES | Futures | 5518.03 | 5543.98 | 5510.69 | 5529.56 | 171460.0 |
| 2024-08-06 10:30:00 | ES | Futures | 5529.56 | 5567.31 | 5521.17 | 5554.99 | 151162.0 |
| 2024-08-06 11:00:00 | ES | Futures | 5554.99 | 5560.24 | 5523.27 | 5523.79 | 101606.0 |
| 2024-08-06 11:30:00 | ES | Futures | 5524.06 | 5561.81 | 5523.53 | 5560.5 | 107658.0 |
| 2024-08-06 12:00:00 | ES | Futures | 5560.76 | 5572.03 | 5556.83 | 5561.81 | 70394.0 |
| 2024-08-06 12:30:00 | ES | Futures | 5561.81 | 5583.57 | 5556.3 | 5578.85 | 79101.0 |
| 2024-08-06 13:00:00 | ES | Futures | 5579.11 | 5584.62 | 5572.82 | 5581.21 | 63849.0 |
| 2024-08-06 13:30:00 | ES | Futures | 5581.47 | 5587.5 | 5573.61 | 5581.73 | 54366.0 |
| 2024-08-06 14:00:00 | ES | Futures | 5581.99 | 5592.74 | 5570.98 | 5592.22 | 58876.0 |
| 2024-08-06 14:30:00 | ES | Futures | 5592.48 | 5601.92 | 5576.75 | 5577.28 | 73929.0 |
| 2024-08-06 15:00:00 | ES | Futures | 5577.01 | 5579.37 | 5551.06 | 5569.41 | 153282.0 |
| 2024-08-06 15:30:00 | ES | Futures | 5569.41 | 5572.82 | 5518.55 | 5520.91 | 262771.0 |
| 2024-08-06 16:00:00 | ES | Futures | 5520.91 | 5536.64 | 5510.42 | 5524.32 | 104659.0 |
| 2024-08-06 16:30:00 | ES | Futures | 5524.32 | 5524.84 | 5493.12 | 5504.39 | 20637.0 |
| 2024-08-06 18:00:00 | ES | Futures | 5496.53 | 5518.81 | 5491.02 | 5509.38 | 16946.0 |
| 2024-08-06 18:30:00 | ES | Futures | 5509.64 | 5511.21 | 5501.77 | 5505.97 | 3960.0 |
| 2024-08-06 19:00:00 | ES | Futures | 5506.23 | 5511.21 | 5496.79 | 5499.68 | 5963.0 |
| 2024-08-06 19:30:00 | ES | Futures | 5499.41 | 5500.99 | 5495.22 | 5498.63 | 3828.0 |
| 2024-08-06 20:00:00 | ES | Futures | 5498.63 | 5518.29 | 5497.32 | 5517.76 | 10557.0 |
| 2024-08-06 20:30:00 | ES | Futures | 5517.76 | 5525.11 | 5514.36 | 5519.86 | 6840.0 |
| 2024-08-06 21:00:00 | ES | Futures | 5520.39 | 5526.15 | 5515.14 | 5525.11 | 5814.0 |
| 2024-08-06 21:30:00 | ES | Futures | 5524.84 | 5547.13 | 5523.53 | 5545.29 | 19733.0 |
| 2024-08-06 22:00:00 | ES | Futures | 5545.29 | 5562.07 | 5539.26 | 5558.66 | 12889.0 |
| 2024-08-06 22:30:00 | ES | Futures | 5558.66 | 5562.33 | 5554.47 | 5555.78 | 6183.0 |
| 2024-08-06 23:00:00 | ES | Futures | 5556.04 | 5570.2 | 5555.25 | 5565.22 | 9989.0 |
| 2024-08-06 23:30:00 | ES | Futures | 5565.48 | 5572.03 | 5562.07 | 5567.58 | 6458.0 |
| 2024-08-06 00:00:00 | NQ | Futures | 19421.19 | 19433.07 | 19409.31 | 19416.44 | 1570.0 |
| 2024-08-06 00:30:00 | NQ | Futures | 19416.97 | 19423.3 | 19343.32 | 19359.16 | 2459.0 |
| 2024-08-06 01:00:00 | NQ | Futures | 19357.84 | 19368.66 | 19251.72 | 19359.95 | 4980.0 |
| 2024-08-06 01:30:00 | NQ | Futures | 19360.21 | 19403.51 | 19338.3 | 19370.51 | 3955.0 |
> showing 50 of 4,134 rows — these rows as CSV