PREVIEW / futures_30min / 2024-08-20
file: by_date/futures_30min/2024/2024-08-20.parquet size: 108 KB rows: 3,865
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-20 00:00:00 | ES | Futures | 5903.15 | 5907.34 | 5903.15 | 5906.29 | 1351.0 |
| 2024-08-20 00:30:00 | ES | Futures | 5906.29 | 5906.29 | 5902.88 | 5905.51 | 1248.0 |
| 2024-08-20 01:00:00 | ES | Futures | 5905.24 | 5907.34 | 5904.19 | 5906.82 | 1138.0 |
| 2024-08-20 01:30:00 | ES | Futures | 5906.55 | 5907.08 | 5904.72 | 5906.82 | 1398.0 |
| 2024-08-20 02:00:00 | ES | Futures | 5906.82 | 5906.82 | 5904.19 | 5906.82 | 2548.0 |
| 2024-08-20 02:30:00 | ES | Futures | 5906.55 | 5910.75 | 5906.29 | 5909.44 | 2658.0 |
| 2024-08-20 03:00:00 | ES | Futures | 5909.7 | 5913.89 | 5907.6 | 5913.63 | 5406.0 |
| 2024-08-20 03:30:00 | ES | Futures | 5913.63 | 5915.73 | 5911.27 | 5913.11 | 5589.0 |
| 2024-08-20 04:00:00 | ES | Futures | 5913.11 | 5913.37 | 5907.08 | 5907.34 | 5444.0 |
| 2024-08-20 04:30:00 | ES | Futures | 5907.34 | 5908.13 | 5900.79 | 5907.34 | 6392.0 |
| 2024-08-20 05:00:00 | ES | Futures | 5907.08 | 5911.01 | 5907.08 | 5909.96 | 3677.0 |
| 2024-08-20 05:30:00 | ES | Futures | 5910.22 | 5910.49 | 5906.03 | 5906.82 | 2632.0 |
| 2024-08-20 06:00:00 | ES | Futures | 5906.55 | 5909.18 | 5904.19 | 5907.34 | 4129.0 |
| 2024-08-20 06:30:00 | ES | Futures | 5907.08 | 5911.01 | 5906.82 | 5908.91 | 2631.0 |
| 2024-08-20 07:00:00 | ES | Futures | 5908.65 | 5911.53 | 5907.08 | 5907.6 | 3690.0 |
| 2024-08-20 07:30:00 | ES | Futures | 5907.6 | 5909.44 | 5906.03 | 5908.39 | 4127.0 |
| 2024-08-20 08:00:00 | ES | Futures | 5908.39 | 5910.22 | 5906.29 | 5907.34 | 4820.0 |
| 2024-08-20 08:30:00 | ES | Futures | 5907.34 | 5907.86 | 5902.88 | 5904.46 | 12732.0 |
| 2024-08-20 09:00:00 | ES | Futures | 5904.19 | 5904.98 | 5899.21 | 5900.0 | 23629.0 |
| 2024-08-20 09:30:00 | ES | Futures | 5899.74 | 5918.35 | 5899.48 | 5917.04 | 90523.0 |
| 2024-08-20 10:00:00 | ES | Futures | 5917.04 | 5917.83 | 5896.33 | 5899.74 | 109001.0 |
| 2024-08-20 10:30:00 | ES | Futures | 5899.48 | 5900.79 | 5887.42 | 5891.87 | 108029.0 |
| 2024-08-20 11:00:00 | ES | Futures | 5892.13 | 5895.02 | 5886.63 | 5887.42 | 51196.0 |
| 2024-08-20 11:30:00 | ES | Futures | 5887.68 | 5901.83 | 5886.1 | 5901.31 | 62699.0 |
| 2024-08-20 12:00:00 | ES | Futures | 5901.31 | 5902.88 | 5890.04 | 5893.97 | 66625.0 |
| 2024-08-20 12:30:00 | ES | Futures | 5893.97 | 5896.07 | 5887.94 | 5888.2 | 34483.0 |
| 2024-08-20 13:00:00 | ES | Futures | 5888.46 | 5891.09 | 5880.6 | 5889.51 | 50032.0 |
| 2024-08-20 13:30:00 | ES | Futures | 5889.78 | 5892.92 | 5884.53 | 5891.09 | 30948.0 |
| 2024-08-20 14:00:00 | ES | Futures | 5891.09 | 5906.29 | 5889.78 | 5902.36 | 47973.0 |
| 2024-08-20 14:30:00 | ES | Futures | 5902.62 | 5903.67 | 5896.07 | 5898.95 | 29864.0 |
| 2024-08-20 15:00:00 | ES | Futures | 5899.21 | 5900.79 | 5894.49 | 5894.76 | 32686.0 |
| 2024-08-20 15:30:00 | ES | Futures | 5895.02 | 5900.26 | 5891.87 | 5894.49 | 100570.0 |
| 2024-08-20 16:00:00 | ES | Futures | 5894.49 | 5899.48 | 5893.45 | 5897.12 | 31251.0 |
| 2024-08-20 16:30:00 | ES | Futures | 5897.12 | 5897.38 | 5893.45 | 5893.45 | 6348.0 |
| 2024-08-20 18:00:00 | ES | Futures | 5892.92 | 5895.02 | 5891.09 | 5893.18 | 2818.0 |
| 2024-08-20 18:30:00 | ES | Futures | 5893.18 | 5895.54 | 5891.87 | 5893.45 | 1329.0 |
| 2024-08-20 19:00:00 | ES | Futures | 5893.71 | 5893.97 | 5891.87 | 5892.92 | 1356.0 |
| 2024-08-20 19:30:00 | ES | Futures | 5892.66 | 5895.54 | 5892.4 | 5893.18 | 1323.0 |
| 2024-08-20 20:00:00 | ES | Futures | 5893.18 | 5899.48 | 5893.18 | 5896.85 | 2724.0 |
| 2024-08-20 20:30:00 | ES | Futures | 5896.85 | 5900.79 | 5894.76 | 5899.74 | 1920.0 |
| 2024-08-20 21:00:00 | ES | Futures | 5899.74 | 5900.26 | 5897.12 | 5898.95 | 2018.0 |
| 2024-08-20 21:30:00 | ES | Futures | 5898.69 | 5899.21 | 5896.07 | 5896.85 | 2157.0 |
| 2024-08-20 22:00:00 | ES | Futures | 5896.85 | 5898.69 | 5895.02 | 5898.69 | 1573.0 |
| 2024-08-20 22:30:00 | ES | Futures | 5898.69 | 5899.48 | 5896.59 | 5898.43 | 1196.0 |
| 2024-08-20 23:00:00 | ES | Futures | 5898.43 | 5901.83 | 5898.16 | 5901.57 | 1936.0 |
| 2024-08-20 23:30:00 | ES | Futures | 5901.57 | 5902.62 | 5899.74 | 5900.26 | 1369.0 |
| 2024-08-20 00:00:00 | NQ | Futures | 20987.4 | 21006.94 | 20984.23 | 21002.71 | 1740.0 |
| 2024-08-20 00:30:00 | NQ | Futures | 21001.92 | 21002.71 | 20984.23 | 20994.53 | 1281.0 |
| 2024-08-20 01:00:00 | NQ | Futures | 20995.06 | 21010.37 | 20988.46 | 21007.2 | 1707.0 |
| 2024-08-20 01:30:00 | NQ | Futures | 21006.67 | 21007.73 | 20990.57 | 21001.66 | 1371.0 |
> showing 50 of 3,865 rows — these rows as CSV