PREVIEW / futures_30min / 2024-08-08
file: by_date/futures_30min/2024/2024-08-08.parquet size: 117 KB rows: 4,047
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-08 00:00:00 | ES | Futures | 5484.99 | 5488.93 | 5474.77 | 5480.54 | 6704.0 |
| 2024-08-08 00:30:00 | ES | Futures | 5481.06 | 5483.16 | 5471.89 | 5480.28 | 5330.0 |
| 2024-08-08 01:00:00 | ES | Futures | 5480.28 | 5486.83 | 5475.82 | 5479.23 | 4666.0 |
| 2024-08-08 01:30:00 | ES | Futures | 5479.49 | 5482.63 | 5466.64 | 5467.17 | 6677.0 |
| 2024-08-08 02:00:00 | ES | Futures | 5467.17 | 5492.07 | 5464.02 | 5488.66 | 9154.0 |
| 2024-08-08 02:30:00 | ES | Futures | 5488.93 | 5490.5 | 5480.01 | 5489.19 | 6868.0 |
| 2024-08-08 03:00:00 | ES | Futures | 5488.93 | 5489.98 | 5461.14 | 5464.81 | 13912.0 |
| 2024-08-08 03:30:00 | ES | Futures | 5465.07 | 5465.59 | 5455.37 | 5460.61 | 13885.0 |
| 2024-08-08 04:00:00 | ES | Futures | 5460.35 | 5470.31 | 5458.25 | 5461.14 | 10041.0 |
| 2024-08-08 04:30:00 | ES | Futures | 5460.88 | 5481.32 | 5459.83 | 5480.54 | 8510.0 |
| 2024-08-08 05:00:00 | ES | Futures | 5480.28 | 5486.3 | 5472.41 | 5473.98 | 6778.0 |
| 2024-08-08 05:30:00 | ES | Futures | 5473.72 | 5478.18 | 5456.16 | 5463.76 | 8819.0 |
| 2024-08-08 06:00:00 | ES | Futures | 5463.5 | 5473.46 | 5457.47 | 5471.1 | 6776.0 |
| 2024-08-08 06:30:00 | ES | Futures | 5471.1 | 5480.28 | 5468.48 | 5475.56 | 10321.0 |
| 2024-08-08 07:00:00 | ES | Futures | 5475.29 | 5488.4 | 5470.31 | 5480.8 | 9678.0 |
| 2024-08-08 07:30:00 | ES | Futures | 5481.06 | 5490.5 | 5477.39 | 5487.62 | 11885.0 |
| 2024-08-08 08:00:00 | ES | Futures | 5487.88 | 5489.71 | 5479.75 | 5484.99 | 17258.0 |
| 2024-08-08 08:30:00 | ES | Futures | 5485.52 | 5533.49 | 5485.52 | 5521.7 | 73319.0 |
| 2024-08-08 09:00:00 | ES | Futures | 5521.96 | 5542.41 | 5519.08 | 5537.43 | 41818.0 |
| 2024-08-08 09:30:00 | ES | Futures | 5537.69 | 5550.01 | 5515.67 | 5549.75 | 215056.0 |
| 2024-08-08 10:00:00 | ES | Futures | 5550.01 | 5581.73 | 5545.55 | 5579.64 | 184106.0 |
| 2024-08-08 10:30:00 | ES | Futures | 5579.64 | 5585.93 | 5572.56 | 5583.31 | 105817.0 |
| 2024-08-08 11:00:00 | ES | Futures | 5583.31 | 5586.45 | 5564.17 | 5579.37 | 95309.0 |
| 2024-08-08 11:30:00 | ES | Futures | 5579.11 | 5585.93 | 5568.89 | 5577.54 | 67741.0 |
| 2024-08-08 12:00:00 | ES | Futures | 5577.54 | 5591.96 | 5576.49 | 5585.14 | 59418.0 |
| 2024-08-08 12:30:00 | ES | Futures | 5585.14 | 5585.67 | 5566.53 | 5579.11 | 68126.0 |
| 2024-08-08 13:00:00 | ES | Futures | 5579.37 | 5602.18 | 5567.31 | 5601.39 | 85331.0 |
| 2024-08-08 13:30:00 | ES | Futures | 5601.66 | 5607.42 | 5598.77 | 5604.54 | 56036.0 |
| 2024-08-08 14:00:00 | ES | Futures | 5604.54 | 5616.08 | 5601.39 | 5605.85 | 65098.0 |
| 2024-08-08 14:30:00 | ES | Futures | 5605.59 | 5611.88 | 5596.94 | 5603.49 | 58232.0 |
| 2024-08-08 15:00:00 | ES | Futures | 5603.49 | 5610.05 | 5591.69 | 5594.84 | 73090.0 |
| 2024-08-08 15:30:00 | ES | Futures | 5594.84 | 5612.93 | 5582.78 | 5608.47 | 224262.0 |
| 2024-08-08 16:00:00 | ES | Futures | 5608.74 | 5621.84 | 5607.69 | 5614.77 | 81249.0 |
| 2024-08-08 16:30:00 | ES | Futures | 5614.5 | 5617.91 | 5610.83 | 5613.45 | 9162.0 |
| 2024-08-08 18:00:00 | ES | Futures | 5608.47 | 5616.6 | 5605.59 | 5611.88 | 6063.0 |
| 2024-08-08 18:30:00 | ES | Futures | 5611.62 | 5613.19 | 5606.9 | 5612.14 | 2397.0 |
| 2024-08-08 19:00:00 | ES | Futures | 5612.14 | 5623.68 | 5609.52 | 5611.88 | 8007.0 |
| 2024-08-08 19:30:00 | ES | Futures | 5611.88 | 5620.53 | 5611.62 | 5618.44 | 3427.0 |
| 2024-08-08 20:00:00 | ES | Futures | 5618.17 | 5618.17 | 5602.97 | 5603.49 | 10532.0 |
| 2024-08-08 20:30:00 | ES | Futures | 5603.23 | 5607.69 | 5596.41 | 5604.8 | 6518.0 |
| 2024-08-08 21:00:00 | ES | Futures | 5604.54 | 5608.74 | 5602.97 | 5605.59 | 5365.0 |
| 2024-08-08 21:30:00 | ES | Futures | 5605.59 | 5613.19 | 5604.8 | 5608.74 | 4027.0 |
| 2024-08-08 22:00:00 | ES | Futures | 5608.74 | 5613.98 | 5605.07 | 5612.93 | 2985.0 |
| 2024-08-08 22:30:00 | ES | Futures | 5612.93 | 5619.48 | 5612.41 | 5618.44 | 3121.0 |
| 2024-08-08 23:00:00 | ES | Futures | 5618.44 | 5619.48 | 5612.14 | 5613.45 | 2711.0 |
| 2024-08-08 23:30:00 | ES | Futures | 5613.19 | 5616.34 | 5610.05 | 5616.08 | 2709.0 |
| 2024-08-08 00:00:00 | NQ | Futures | 19029.97 | 19051.62 | 18976.91 | 19008.06 | 3564.0 |
| 2024-08-08 00:30:00 | NQ | Futures | 19007.8 | 19018.88 | 18968.73 | 18996.71 | 2882.0 |
| 2024-08-08 01:00:00 | NQ | Futures | 18996.71 | 19030.23 | 18974.53 | 18990.64 | 2433.0 |
| 2024-08-08 01:30:00 | NQ | Futures | 18992.49 | 19004.89 | 18928.87 | 18939.16 | 2653.0 |
> showing 50 of 4,047 rows — these rows as CSV