PREVIEW / futures_30min / 2024-08-19
file: by_date/futures_30min/2024/2024-08-19.parquet size: 109 KB rows: 3,923
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-19 00:00:00 | ES | Futures | 5857.53 | 5858.05 | 5855.96 | 5857.27 | 1197.0 |
| 2024-08-19 00:30:00 | ES | Futures | 5857.0 | 5857.0 | 5847.04 | 5850.71 | 5220.0 |
| 2024-08-19 01:00:00 | ES | Futures | 5850.45 | 5853.6 | 5846.26 | 5848.09 | 3259.0 |
| 2024-08-19 01:30:00 | ES | Futures | 5847.83 | 5850.19 | 5845.21 | 5847.04 | 4299.0 |
| 2024-08-19 02:00:00 | ES | Futures | 5846.52 | 5848.88 | 5841.8 | 5842.85 | 5521.0 |
| 2024-08-19 02:30:00 | ES | Futures | 5842.59 | 5845.21 | 5841.8 | 5842.32 | 2756.0 |
| 2024-08-19 03:00:00 | ES | Futures | 5842.59 | 5848.88 | 5842.32 | 5848.62 | 4982.0 |
| 2024-08-19 03:30:00 | ES | Futures | 5848.88 | 5850.19 | 5844.95 | 5846.52 | 3627.0 |
| 2024-08-19 04:00:00 | ES | Futures | 5846.52 | 5848.09 | 5836.03 | 5845.47 | 8424.0 |
| 2024-08-19 04:30:00 | ES | Futures | 5845.47 | 5848.88 | 5843.37 | 5848.35 | 4279.0 |
| 2024-08-19 05:00:00 | ES | Futures | 5848.62 | 5849.14 | 5843.11 | 5847.83 | 5264.0 |
| 2024-08-19 05:30:00 | ES | Futures | 5847.83 | 5849.14 | 5844.16 | 5847.3 | 3340.0 |
| 2024-08-19 06:00:00 | ES | Futures | 5847.3 | 5852.55 | 5846.78 | 5849.66 | 4784.0 |
| 2024-08-19 06:30:00 | ES | Futures | 5849.93 | 5850.45 | 5846.52 | 5847.04 | 3617.0 |
| 2024-08-19 07:00:00 | ES | Futures | 5846.78 | 5853.6 | 5846.52 | 5852.02 | 3764.0 |
| 2024-08-19 07:30:00 | ES | Futures | 5852.29 | 5853.6 | 5850.19 | 5851.24 | 3388.0 |
| 2024-08-19 08:00:00 | ES | Futures | 5851.5 | 5856.74 | 5851.24 | 5855.43 | 6447.0 |
| 2024-08-19 08:30:00 | ES | Futures | 5855.69 | 5855.96 | 5852.55 | 5854.91 | 6519.0 |
| 2024-08-19 09:00:00 | ES | Futures | 5854.91 | 5860.41 | 5853.07 | 5854.12 | 16116.0 |
| 2024-08-19 09:30:00 | ES | Futures | 5853.86 | 5862.51 | 5851.76 | 5856.48 | 89838.0 |
| 2024-08-19 10:00:00 | ES | Futures | 5856.48 | 5864.08 | 5844.68 | 5860.68 | 93086.0 |
| 2024-08-19 10:30:00 | ES | Futures | 5860.94 | 5874.83 | 5859.63 | 5873.0 | 69807.0 |
| 2024-08-19 11:00:00 | ES | Futures | 5873.0 | 5875.62 | 5869.06 | 5873.26 | 50125.0 |
| 2024-08-19 11:30:00 | ES | Futures | 5873.0 | 5878.24 | 5865.39 | 5869.85 | 50789.0 |
| 2024-08-19 12:00:00 | ES | Futures | 5870.11 | 5876.4 | 5866.7 | 5875.88 | 35017.0 |
| 2024-08-19 12:30:00 | ES | Futures | 5875.62 | 5883.22 | 5872.73 | 5881.39 | 33722.0 |
| 2024-08-19 13:00:00 | ES | Futures | 5881.39 | 5882.7 | 5877.45 | 5879.29 | 28992.0 |
| 2024-08-19 13:30:00 | ES | Futures | 5879.29 | 5884.01 | 5877.19 | 5883.75 | 23133.0 |
| 2024-08-19 14:00:00 | ES | Futures | 5883.75 | 5885.84 | 5881.65 | 5885.32 | 30751.0 |
| 2024-08-19 14:30:00 | ES | Futures | 5885.58 | 5893.71 | 5885.06 | 5890.3 | 46106.0 |
| 2024-08-19 15:00:00 | ES | Futures | 5890.3 | 5891.87 | 5886.37 | 5890.56 | 39428.0 |
| 2024-08-19 15:30:00 | ES | Futures | 5890.3 | 5905.24 | 5887.94 | 5904.98 | 132225.0 |
| 2024-08-19 16:00:00 | ES | Futures | 5904.98 | 5905.77 | 5897.64 | 5900.26 | 56978.0 |
| 2024-08-19 16:30:00 | ES | Futures | 5900.0 | 5901.31 | 5898.69 | 5898.95 | 8097.0 |
| 2024-08-19 18:00:00 | ES | Futures | 5903.41 | 5907.34 | 5900.79 | 5905.24 | 4956.0 |
| 2024-08-19 18:30:00 | ES | Futures | 5905.24 | 5905.77 | 5903.41 | 5903.93 | 1611.0 |
| 2024-08-19 19:00:00 | ES | Futures | 5903.93 | 5904.98 | 5902.1 | 5903.15 | 1590.0 |
| 2024-08-19 19:30:00 | ES | Futures | 5902.88 | 5903.93 | 5901.57 | 5902.36 | 1016.0 |
| 2024-08-19 20:00:00 | ES | Futures | 5902.62 | 5903.93 | 5902.1 | 5903.15 | 1747.0 |
| 2024-08-19 20:30:00 | ES | Futures | 5903.41 | 5903.41 | 5901.31 | 5903.41 | 1567.0 |
| 2024-08-19 21:00:00 | ES | Futures | 5903.41 | 5904.46 | 5899.48 | 5902.62 | 2573.0 |
| 2024-08-19 21:30:00 | ES | Futures | 5902.62 | 5906.03 | 5902.36 | 5906.03 | 2325.0 |
| 2024-08-19 22:00:00 | ES | Futures | 5906.03 | 5907.6 | 5904.72 | 5907.6 | 2467.0 |
| 2024-08-19 22:30:00 | ES | Futures | 5907.34 | 5911.27 | 5907.08 | 5910.75 | 2456.0 |
| 2024-08-19 23:00:00 | ES | Futures | 5910.49 | 5910.49 | 5904.72 | 5905.51 | 2124.0 |
| 2024-08-19 23:30:00 | ES | Futures | 5905.51 | 5905.51 | 5902.62 | 5903.41 | 1480.0 |
| 2024-08-19 00:00:00 | NQ | Futures | 20745.06 | 20746.91 | 20735.3 | 20742.16 | 919.0 |
| 2024-08-19 00:30:00 | NQ | Futures | 20740.58 | 20740.58 | 20688.31 | 20704.94 | 3474.0 |
| 2024-08-19 01:00:00 | NQ | Futures | 20704.94 | 20718.93 | 20675.37 | 20685.14 | 2131.0 |
| 2024-08-19 01:30:00 | NQ | Futures | 20684.88 | 20699.4 | 20672.73 | 20680.39 | 1832.0 |
> showing 50 of 3,923 rows — these rows as CSV