PREVIEW / futures_30min / 2024-08-15
file: by_date/futures_30min/2024/2024-08-15.parquet size: 111 KB rows: 3,944
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-15 00:00:00 | ES | Futures | 5757.38 | 5758.96 | 5757.12 | 5758.69 | 1294.0 |
| 2024-08-15 00:30:00 | ES | Futures | 5758.69 | 5758.96 | 5756.33 | 5756.86 | 1204.0 |
| 2024-08-15 01:00:00 | ES | Futures | 5757.12 | 5757.12 | 5752.14 | 5752.93 | 1933.0 |
| 2024-08-15 01:30:00 | ES | Futures | 5753.19 | 5755.02 | 5750.3 | 5753.45 | 3278.0 |
| 2024-08-15 02:00:00 | ES | Futures | 5753.71 | 5753.71 | 5746.63 | 5748.21 | 4250.0 |
| 2024-08-15 02:30:00 | ES | Futures | 5748.21 | 5754.24 | 5747.68 | 5753.71 | 2859.0 |
| 2024-08-15 03:00:00 | ES | Futures | 5753.71 | 5757.12 | 5750.3 | 5757.12 | 5297.0 |
| 2024-08-15 03:30:00 | ES | Futures | 5757.12 | 5759.22 | 5754.24 | 5758.43 | 3822.0 |
| 2024-08-15 04:00:00 | ES | Futures | 5758.43 | 5758.96 | 5749.78 | 5750.04 | 4999.0 |
| 2024-08-15 04:30:00 | ES | Futures | 5750.04 | 5751.09 | 5745.06 | 5749.52 | 5186.0 |
| 2024-08-15 05:00:00 | ES | Futures | 5749.52 | 5752.66 | 5748.73 | 5752.14 | 2855.0 |
| 2024-08-15 05:30:00 | ES | Futures | 5752.14 | 5753.45 | 5750.57 | 5752.66 | 5988.0 |
| 2024-08-15 06:00:00 | ES | Futures | 5752.93 | 5754.5 | 5746.37 | 5747.16 | 6963.0 |
| 2024-08-15 06:30:00 | ES | Futures | 5747.16 | 5749.52 | 5741.91 | 5742.18 | 6061.0 |
| 2024-08-15 07:00:00 | ES | Futures | 5742.44 | 5756.6 | 5737.98 | 5755.55 | 15476.0 |
| 2024-08-15 07:30:00 | ES | Futures | 5755.81 | 5758.43 | 5754.5 | 5756.33 | 8092.0 |
| 2024-08-15 08:00:00 | ES | Futures | 5756.6 | 5759.74 | 5751.88 | 5758.17 | 10752.0 |
| 2024-08-15 08:30:00 | ES | Futures | 5758.17 | 5804.05 | 5758.17 | 5796.71 | 89924.0 |
| 2024-08-15 09:00:00 | ES | Futures | 5796.97 | 5803.0 | 5791.99 | 5801.69 | 36711.0 |
| 2024-08-15 09:30:00 | ES | Futures | 5801.69 | 5810.34 | 5795.66 | 5809.29 | 146697.0 |
| 2024-08-15 10:00:00 | ES | Futures | 5809.29 | 5814.53 | 5795.13 | 5811.39 | 121946.0 |
| 2024-08-15 10:30:00 | ES | Futures | 5811.65 | 5821.09 | 5810.86 | 5816.89 | 88990.0 |
| 2024-08-15 11:00:00 | ES | Futures | 5817.16 | 5827.38 | 5815.58 | 5822.14 | 67615.0 |
| 2024-08-15 11:30:00 | ES | Futures | 5822.4 | 5830.0 | 5820.83 | 5824.5 | 52086.0 |
| 2024-08-15 12:00:00 | ES | Futures | 5824.23 | 5836.03 | 5823.97 | 5834.72 | 48763.0 |
| 2024-08-15 12:30:00 | ES | Futures | 5834.72 | 5834.98 | 5820.83 | 5827.9 | 61729.0 |
| 2024-08-15 13:00:00 | ES | Futures | 5828.17 | 5831.84 | 5822.92 | 5829.22 | 51449.0 |
| 2024-08-15 13:30:00 | ES | Futures | 5828.95 | 5835.77 | 5828.95 | 5835.51 | 36545.0 |
| 2024-08-15 14:00:00 | ES | Futures | 5835.51 | 5838.13 | 5832.89 | 5836.82 | 46367.0 |
| 2024-08-15 14:30:00 | ES | Futures | 5837.08 | 5839.96 | 5834.98 | 5838.13 | 44667.0 |
| 2024-08-15 15:00:00 | ES | Futures | 5837.87 | 5840.75 | 5833.15 | 5839.7 | 49011.0 |
| 2024-08-15 15:30:00 | ES | Futures | 5839.7 | 5842.85 | 5827.64 | 5839.96 | 193078.0 |
| 2024-08-15 16:00:00 | ES | Futures | 5839.44 | 5841.8 | 5833.41 | 5841.27 | 70456.0 |
| 2024-08-15 16:30:00 | ES | Futures | 5841.27 | 5841.27 | 5835.51 | 5837.87 | 11858.0 |
| 2024-08-15 18:00:00 | ES | Futures | 5839.44 | 5844.16 | 5836.29 | 5843.9 | 4971.0 |
| 2024-08-15 18:30:00 | ES | Futures | 5843.63 | 5847.04 | 5841.8 | 5844.95 | 2972.0 |
| 2024-08-15 19:00:00 | ES | Futures | 5844.95 | 5850.45 | 5844.68 | 5849.14 | 4208.0 |
| 2024-08-15 19:30:00 | ES | Futures | 5849.14 | 5849.4 | 5843.37 | 5845.73 | 4139.0 |
| 2024-08-15 20:00:00 | ES | Futures | 5845.73 | 5845.99 | 5840.23 | 5843.63 | 7588.0 |
| 2024-08-15 20:30:00 | ES | Futures | 5843.63 | 5844.42 | 5837.34 | 5842.32 | 5855.0 |
| 2024-08-15 21:00:00 | ES | Futures | 5842.06 | 5844.16 | 5839.18 | 5843.9 | 5484.0 |
| 2024-08-15 21:30:00 | ES | Futures | 5843.63 | 5846.52 | 5842.32 | 5844.68 | 5202.0 |
| 2024-08-15 22:00:00 | ES | Futures | 5844.68 | 5849.14 | 5844.16 | 5846.52 | 4273.0 |
| 2024-08-15 22:30:00 | ES | Futures | 5846.78 | 5846.78 | 5845.47 | 5845.99 | 1153.0 |
| 2024-08-15 23:00:00 | ES | Futures | 5846.26 | 5847.57 | 5845.21 | 5847.3 | 3322.0 |
| 2024-08-15 23:30:00 | ES | Futures | 5847.04 | 5849.14 | 5847.04 | 5847.83 | 1353.0 |
| 2024-08-15 00:00:00 | NQ | Futures | 20289.7 | 20295.24 | 20287.32 | 20293.65 | 775.0 |
| 2024-08-15 00:30:00 | NQ | Futures | 20293.65 | 20294.71 | 20280.19 | 20285.74 | 772.0 |
| 2024-08-15 01:00:00 | NQ | Futures | 20286.26 | 20286.26 | 20255.38 | 20258.02 | 1922.0 |
| 2024-08-15 01:30:00 | NQ | Futures | 20259.34 | 20269.37 | 20242.18 | 20259.34 | 1964.0 |
> showing 50 of 3,944 rows — these rows as CSV