PREVIEW / futures_30min / 2024-08-16
file: by_date/futures_30min/2024/2024-08-16.parquet size: 93 KB rows: 3,183
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-16 00:00:00 | ES | Futures | 5847.83 | 5847.83 | 5843.37 | 5846.26 | 2010.0 |
| 2024-08-16 00:30:00 | ES | Futures | 5845.99 | 5846.78 | 5844.68 | 5845.73 | 1417.0 |
| 2024-08-16 01:00:00 | ES | Futures | 5845.73 | 5849.93 | 5845.47 | 5849.14 | 1667.0 |
| 2024-08-16 01:30:00 | ES | Futures | 5849.14 | 5853.33 | 5849.14 | 5851.76 | 3040.0 |
| 2024-08-16 02:00:00 | ES | Futures | 5851.76 | 5854.12 | 5850.98 | 5853.86 | 3103.0 |
| 2024-08-16 02:30:00 | ES | Futures | 5853.86 | 5854.91 | 5852.02 | 5852.29 | 3424.0 |
| 2024-08-16 03:00:00 | ES | Futures | 5852.02 | 5853.07 | 5846.78 | 5848.88 | 6799.0 |
| 2024-08-16 03:30:00 | ES | Futures | 5848.88 | 5849.4 | 5843.63 | 5845.73 | 8073.0 |
| 2024-08-16 04:00:00 | ES | Futures | 5845.99 | 5849.93 | 5842.32 | 5844.16 | 7025.0 |
| 2024-08-16 04:30:00 | ES | Futures | 5844.16 | 5845.47 | 5840.49 | 5844.42 | 4862.0 |
| 2024-08-16 05:00:00 | ES | Futures | 5844.42 | 5847.83 | 5843.63 | 5846.78 | 7006.0 |
| 2024-08-16 05:30:00 | ES | Futures | 5846.78 | 5847.04 | 5840.49 | 5841.54 | 13731.0 |
| 2024-08-16 06:00:00 | ES | Futures | 5841.8 | 5841.8 | 5832.36 | 5834.72 | 15888.0 |
| 2024-08-16 06:30:00 | ES | Futures | 5834.98 | 5836.03 | 5830.0 | 5834.98 | 8047.0 |
| 2024-08-16 07:00:00 | ES | Futures | 5834.98 | 5836.03 | 5830.0 | 5830.79 | 8334.0 |
| 2024-08-16 07:30:00 | ES | Futures | 5830.79 | 5834.2 | 5827.64 | 5828.17 | 11813.0 |
| 2024-08-16 08:00:00 | ES | Futures | 5828.43 | 5831.31 | 5819.52 | 5821.61 | 19579.0 |
| 2024-08-16 08:30:00 | ES | Futures | 5821.61 | 5821.61 | 5805.88 | 5812.17 | 39734.0 |
| 2024-08-16 09:00:00 | ES | Futures | 5811.91 | 5819.78 | 5811.13 | 5819.25 | 36240.0 |
| 2024-08-16 09:30:00 | ES | Futures | 5819.52 | 5832.36 | 5817.42 | 5827.64 | 135895.0 |
| 2024-08-16 10:00:00 | ES | Futures | 5828.43 | 5842.85 | 5825.81 | 5835.51 | 82958.0 |
| 2024-08-16 10:30:00 | ES | Futures | 5835.77 | 5837.87 | 5821.87 | 5827.38 | 77158.0 |
| 2024-08-16 11:00:00 | ES | Futures | 5827.38 | 5834.2 | 5825.28 | 5833.15 | 50466.0 |
| 2024-08-16 11:30:00 | ES | Futures | 5832.89 | 5842.06 | 5830.79 | 5840.23 | 46009.0 |
| 2024-08-16 12:00:00 | ES | Futures | 5840.23 | 5848.88 | 5838.13 | 5845.99 | 50795.0 |
| 2024-08-16 12:30:00 | ES | Futures | 5846.26 | 5858.05 | 5844.68 | 5855.69 | 44677.0 |
| 2024-08-16 13:00:00 | ES | Futures | 5855.96 | 5856.74 | 5850.19 | 5853.33 | 39939.0 |
| 2024-08-16 13:30:00 | ES | Futures | 5853.6 | 5856.48 | 5847.04 | 5853.33 | 34917.0 |
| 2024-08-16 14:00:00 | ES | Futures | 5853.33 | 5853.33 | 5845.21 | 5850.45 | 35246.0 |
| 2024-08-16 14:30:00 | ES | Futures | 5850.45 | 5854.91 | 5846.26 | 5853.33 | 29801.0 |
| 2024-08-16 15:00:00 | ES | Futures | 5853.33 | 5854.91 | 5848.09 | 5848.09 | 31478.0 |
| 2024-08-16 15:30:00 | ES | Futures | 5848.09 | 5852.02 | 5842.32 | 5849.66 | 110219.0 |
| 2024-08-16 16:00:00 | ES | Futures | 5849.66 | 5853.86 | 5847.83 | 5851.76 | 35576.0 |
| 2024-08-16 16:30:00 | ES | Futures | 5851.76 | 5853.07 | 5849.93 | 5851.76 | 5774.0 |
| 2024-08-16 00:00:00 | NQ | Futures | 20731.87 | 20733.71 | 20708.9 | 20722.36 | 1252.0 |
| 2024-08-16 00:30:00 | NQ | Futures | 20721.04 | 20723.15 | 20709.43 | 20718.4 | 935.0 |
| 2024-08-16 01:00:00 | NQ | Futures | 20717.87 | 20745.86 | 20717.08 | 20741.11 | 1297.0 |
| 2024-08-16 01:30:00 | NQ | Futures | 20739.52 | 20766.98 | 20739.52 | 20759.58 | 2450.0 |
| 2024-08-16 02:00:00 | NQ | Futures | 20760.11 | 20773.31 | 20756.42 | 20768.3 | 2386.0 |
| 2024-08-16 02:30:00 | NQ | Futures | 20768.3 | 20783.87 | 20761.96 | 20770.14 | 2534.0 |
| 2024-08-16 03:00:00 | NQ | Futures | 20770.14 | 20778.33 | 20744.27 | 20755.1 | 4060.0 |
| 2024-08-16 03:30:00 | NQ | Futures | 20754.3 | 20759.06 | 20727.11 | 20732.13 | 4085.0 |
| 2024-08-16 04:00:00 | NQ | Futures | 20732.66 | 20749.82 | 20705.73 | 20713.91 | 4246.0 |
| 2024-08-16 04:30:00 | NQ | Futures | 20714.44 | 20726.85 | 20701.51 | 20723.68 | 2536.0 |
| 2024-08-16 05:00:00 | NQ | Futures | 20723.42 | 20739.26 | 20714.44 | 20734.24 | 3129.0 |
| 2024-08-16 05:30:00 | NQ | Futures | 20733.71 | 20741.37 | 20709.43 | 20717.08 | 2972.0 |
| 2024-08-16 06:00:00 | NQ | Futures | 20716.29 | 20717.08 | 20673.0 | 20688.31 | 4509.0 |
| 2024-08-16 06:30:00 | NQ | Futures | 20689.1 | 20695.17 | 20667.19 | 20690.95 | 3137.0 |
| 2024-08-16 07:00:00 | NQ | Futures | 20690.68 | 20696.76 | 20661.91 | 20667.19 | 3930.0 |
| 2024-08-16 07:30:00 | NQ | Futures | 20667.45 | 20683.82 | 20642.64 | 20646.86 | 4694.0 |
> showing 50 of 3,183 rows — these rows as CSV