PREVIEW / futures_30min / 2024-08-13
file: by_date/futures_30min/2024/2024-08-13.parquet size: 111 KB rows: 3,959
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-13 00:00:00 | ES | Futures | 5636.52 | 5640.2 | 5636.52 | 5638.88 | 1027.0 |
| 2024-08-13 00:30:00 | ES | Futures | 5639.15 | 5642.55 | 5638.62 | 5641.24 | 1231.0 |
| 2024-08-13 01:00:00 | ES | Futures | 5641.24 | 5644.91 | 5639.93 | 5643.87 | 2058.0 |
| 2024-08-13 01:30:00 | ES | Futures | 5644.13 | 5644.39 | 5640.46 | 5643.08 | 2588.0 |
| 2024-08-13 02:00:00 | ES | Futures | 5643.08 | 5645.44 | 5638.88 | 5642.55 | 2672.0 |
| 2024-08-13 02:30:00 | ES | Futures | 5642.29 | 5650.68 | 5641.77 | 5650.68 | 3112.0 |
| 2024-08-13 03:00:00 | ES | Futures | 5650.68 | 5664.58 | 5649.37 | 5659.07 | 12091.0 |
| 2024-08-13 03:30:00 | ES | Futures | 5659.07 | 5660.12 | 5655.4 | 5657.76 | 5418.0 |
| 2024-08-13 04:00:00 | ES | Futures | 5657.5 | 5659.33 | 5650.16 | 5653.3 | 5584.0 |
| 2024-08-13 04:30:00 | ES | Futures | 5653.04 | 5653.57 | 5649.37 | 5652.52 | 3240.0 |
| 2024-08-13 05:00:00 | ES | Futures | 5652.25 | 5653.83 | 5648.06 | 5653.57 | 3844.0 |
| 2024-08-13 05:30:00 | ES | Futures | 5653.83 | 5658.55 | 5653.3 | 5653.57 | 4288.0 |
| 2024-08-13 06:00:00 | ES | Futures | 5653.83 | 5654.35 | 5638.62 | 5640.2 | 9183.0 |
| 2024-08-13 06:30:00 | ES | Futures | 5640.2 | 5641.24 | 5631.54 | 5633.38 | 8617.0 |
| 2024-08-13 07:00:00 | ES | Futures | 5633.38 | 5641.77 | 5631.81 | 5640.2 | 7884.0 |
| 2024-08-13 07:30:00 | ES | Futures | 5640.46 | 5646.22 | 5639.67 | 5646.22 | 5876.0 |
| 2024-08-13 08:00:00 | ES | Futures | 5646.22 | 5656.19 | 5645.44 | 5652.78 | 19261.0 |
| 2024-08-13 08:30:00 | ES | Futures | 5653.04 | 5672.44 | 5646.75 | 5666.15 | 41199.0 |
| 2024-08-13 09:00:00 | ES | Futures | 5666.15 | 5668.25 | 5656.71 | 5666.41 | 31674.0 |
| 2024-08-13 09:30:00 | ES | Futures | 5666.41 | 5686.86 | 5664.31 | 5679.78 | 141383.0 |
| 2024-08-13 10:00:00 | ES | Futures | 5679.78 | 5681.09 | 5666.67 | 5676.37 | 98446.0 |
| 2024-08-13 10:30:00 | ES | Futures | 5676.11 | 5687.65 | 5664.31 | 5685.81 | 79829.0 |
| 2024-08-13 11:00:00 | ES | Futures | 5685.55 | 5692.63 | 5683.45 | 5689.22 | 48563.0 |
| 2024-08-13 11:30:00 | ES | Futures | 5688.96 | 5695.77 | 5687.12 | 5692.63 | 45279.0 |
| 2024-08-13 12:00:00 | ES | Futures | 5692.89 | 5705.21 | 5689.74 | 5699.71 | 54039.0 |
| 2024-08-13 12:30:00 | ES | Futures | 5699.71 | 5715.44 | 5695.51 | 5714.39 | 62388.0 |
| 2024-08-13 13:00:00 | ES | Futures | 5714.13 | 5714.39 | 5708.88 | 5711.24 | 35261.0 |
| 2024-08-13 13:30:00 | ES | Futures | 5711.24 | 5713.86 | 5697.61 | 5710.98 | 63654.0 |
| 2024-08-13 14:00:00 | ES | Futures | 5710.98 | 5714.39 | 5706.0 | 5713.08 | 34726.0 |
| 2024-08-13 14:30:00 | ES | Futures | 5713.08 | 5718.84 | 5711.77 | 5718.06 | 43984.0 |
| 2024-08-13 15:00:00 | ES | Futures | 5718.32 | 5721.2 | 5709.93 | 5715.96 | 58382.0 |
| 2024-08-13 15:30:00 | ES | Futures | 5715.96 | 5726.97 | 5713.08 | 5724.35 | 161381.0 |
| 2024-08-13 16:00:00 | ES | Futures | 5724.09 | 5724.87 | 5719.37 | 5720.42 | 59316.0 |
| 2024-08-13 16:30:00 | ES | Futures | 5720.42 | 5721.2 | 5718.32 | 5720.94 | 9199.0 |
| 2024-08-13 18:00:00 | ES | Futures | 5723.04 | 5725.4 | 5718.32 | 5721.73 | 4443.0 |
| 2024-08-13 18:30:00 | ES | Futures | 5721.47 | 5721.47 | 5719.37 | 5721.2 | 709.0 |
| 2024-08-13 19:00:00 | ES | Futures | 5720.94 | 5723.83 | 5720.16 | 5723.56 | 1375.0 |
| 2024-08-13 19:30:00 | ES | Futures | 5723.3 | 5724.87 | 5722.25 | 5723.3 | 1430.0 |
| 2024-08-13 20:00:00 | ES | Futures | 5723.04 | 5724.61 | 5718.84 | 5720.68 | 3265.0 |
| 2024-08-13 20:30:00 | ES | Futures | 5720.68 | 5722.78 | 5719.37 | 5721.99 | 2026.0 |
| 2024-08-13 21:00:00 | ES | Futures | 5721.73 | 5724.09 | 5720.42 | 5723.3 | 2021.0 |
| 2024-08-13 21:30:00 | ES | Futures | 5723.04 | 5728.28 | 5723.04 | 5726.71 | 4904.0 |
| 2024-08-13 22:00:00 | ES | Futures | 5726.71 | 5726.97 | 5717.27 | 5720.68 | 8440.0 |
| 2024-08-13 22:30:00 | ES | Futures | 5720.94 | 5722.78 | 5718.58 | 5721.73 | 3251.0 |
| 2024-08-13 23:00:00 | ES | Futures | 5721.99 | 5724.35 | 5721.47 | 5723.04 | 2084.0 |
| 2024-08-13 23:30:00 | ES | Futures | 5722.78 | 5725.14 | 5721.73 | 5723.3 | 2242.0 |
| 2024-08-13 00:00:00 | NQ | Futures | 19714.48 | 19729.79 | 19714.21 | 19728.47 | 1013.0 |
| 2024-08-13 00:30:00 | NQ | Futures | 19727.68 | 19742.72 | 19723.72 | 19739.29 | 1557.0 |
| 2024-08-13 01:00:00 | NQ | Futures | 19738.76 | 19758.03 | 19731.11 | 19754.34 | 1972.0 |
| 2024-08-13 01:30:00 | NQ | Futures | 19754.6 | 19758.03 | 19742.46 | 19753.28 | 1746.0 |
> showing 50 of 3,959 rows — these rows as CSV