PREVIEW / futures_30min / 2024-08-21
file: by_date/futures_30min/2024/2024-08-21.parquet size: 107 KB rows: 3,891
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-21 00:00:00 | ES | Futures | 5900.26 | 5901.83 | 5899.74 | 5900.52 | 644.0 |
| 2024-08-21 00:30:00 | ES | Futures | 5900.79 | 5903.67 | 5900.26 | 5903.41 | 997.0 |
| 2024-08-21 01:00:00 | ES | Futures | 5903.41 | 5904.72 | 5901.57 | 5903.67 | 1705.0 |
| 2024-08-21 01:30:00 | ES | Futures | 5903.67 | 5904.19 | 5898.69 | 5900.0 | 2024.0 |
| 2024-08-21 02:00:00 | ES | Futures | 5900.0 | 5900.79 | 5897.9 | 5899.48 | 1877.0 |
| 2024-08-21 02:30:00 | ES | Futures | 5899.21 | 5899.21 | 5896.07 | 5897.64 | 2361.0 |
| 2024-08-21 03:00:00 | ES | Futures | 5897.38 | 5899.21 | 5895.28 | 5898.95 | 3484.0 |
| 2024-08-21 03:30:00 | ES | Futures | 5898.95 | 5900.26 | 5896.85 | 5896.85 | 2597.0 |
| 2024-08-21 04:00:00 | ES | Futures | 5897.12 | 5900.0 | 5893.45 | 5894.49 | 4077.0 |
| 2024-08-21 04:30:00 | ES | Futures | 5894.23 | 5896.85 | 5893.18 | 5893.45 | 3318.0 |
| 2024-08-21 05:00:00 | ES | Futures | 5893.45 | 5897.12 | 5892.66 | 5893.97 | 2888.0 |
| 2024-08-21 05:30:00 | ES | Futures | 5894.23 | 5897.12 | 5893.18 | 5894.23 | 3120.0 |
| 2024-08-21 06:00:00 | ES | Futures | 5894.49 | 5897.9 | 5893.97 | 5896.59 | 2261.0 |
| 2024-08-21 06:30:00 | ES | Futures | 5896.59 | 5903.93 | 5896.59 | 5903.41 | 5349.0 |
| 2024-08-21 07:00:00 | ES | Futures | 5903.15 | 5905.51 | 5902.36 | 5902.36 | 5134.0 |
| 2024-08-21 07:30:00 | ES | Futures | 5902.36 | 5905.77 | 5900.79 | 5902.62 | 5256.0 |
| 2024-08-21 08:00:00 | ES | Futures | 5902.88 | 5907.34 | 5900.79 | 5907.08 | 6415.0 |
| 2024-08-21 08:30:00 | ES | Futures | 5907.08 | 5907.86 | 5902.88 | 5903.15 | 7475.0 |
| 2024-08-21 09:00:00 | ES | Futures | 5903.41 | 5906.29 | 5902.62 | 5905.51 | 14186.0 |
| 2024-08-21 09:30:00 | ES | Futures | 5905.24 | 5912.58 | 5901.31 | 5911.53 | 91206.0 |
| 2024-08-21 10:00:00 | ES | Futures | 5911.53 | 5917.3 | 5897.12 | 5909.7 | 89392.0 |
| 2024-08-21 10:30:00 | ES | Futures | 5909.7 | 5930.41 | 5892.92 | 5900.0 | 153185.0 |
| 2024-08-21 11:00:00 | ES | Futures | 5899.74 | 5911.53 | 5892.66 | 5908.13 | 68394.0 |
| 2024-08-21 11:30:00 | ES | Futures | 5907.86 | 5909.96 | 5893.45 | 5896.33 | 52825.0 |
| 2024-08-21 12:00:00 | ES | Futures | 5896.07 | 5902.88 | 5886.63 | 5901.83 | 60738.0 |
| 2024-08-21 12:30:00 | ES | Futures | 5901.83 | 5911.27 | 5900.79 | 5909.18 | 31083.0 |
| 2024-08-21 13:00:00 | ES | Futures | 5909.44 | 5912.06 | 5907.34 | 5907.86 | 25865.0 |
| 2024-08-21 13:30:00 | ES | Futures | 5907.86 | 5913.89 | 5906.55 | 5911.8 | 26616.0 |
| 2024-08-21 14:00:00 | ES | Futures | 5912.06 | 5921.5 | 5909.44 | 5921.23 | 55442.0 |
| 2024-08-21 14:30:00 | ES | Futures | 5920.97 | 5925.95 | 5911.27 | 5915.99 | 62671.0 |
| 2024-08-21 15:00:00 | ES | Futures | 5915.73 | 5917.56 | 5899.74 | 5909.18 | 60151.0 |
| 2024-08-21 15:30:00 | ES | Futures | 5908.91 | 5918.61 | 5905.24 | 5914.68 | 98804.0 |
| 2024-08-21 16:00:00 | ES | Futures | 5914.42 | 5919.14 | 5909.7 | 5915.21 | 33700.0 |
| 2024-08-21 16:30:00 | ES | Futures | 5915.21 | 5916.52 | 5914.42 | 5915.99 | 5107.0 |
| 2024-08-21 18:00:00 | ES | Futures | 5916.52 | 5920.45 | 5914.68 | 5919.14 | 2532.0 |
| 2024-08-21 18:30:00 | ES | Futures | 5919.4 | 5920.97 | 5918.61 | 5918.88 | 1221.0 |
| 2024-08-21 19:00:00 | ES | Futures | 5918.88 | 5919.4 | 5916.78 | 5917.56 | 1067.0 |
| 2024-08-21 19:30:00 | ES | Futures | 5917.3 | 5920.19 | 5917.3 | 5919.92 | 1097.0 |
| 2024-08-21 20:00:00 | ES | Futures | 5919.66 | 5922.02 | 5919.14 | 5919.66 | 1903.0 |
| 2024-08-21 20:30:00 | ES | Futures | 5919.92 | 5920.97 | 5918.61 | 5919.14 | 1127.0 |
| 2024-08-21 21:00:00 | ES | Futures | 5919.14 | 5919.66 | 5917.56 | 5918.35 | 1261.0 |
| 2024-08-21 21:30:00 | ES | Futures | 5918.61 | 5919.14 | 5916.52 | 5918.61 | 1126.0 |
| 2024-08-21 22:00:00 | ES | Futures | 5918.61 | 5918.61 | 5910.22 | 5910.75 | 3075.0 |
| 2024-08-21 22:30:00 | ES | Futures | 5910.75 | 5912.06 | 5908.39 | 5909.18 | 2125.0 |
| 2024-08-21 23:00:00 | ES | Futures | 5909.44 | 5909.7 | 5905.51 | 5906.55 | 2478.0 |
| 2024-08-21 23:30:00 | ES | Futures | 5906.82 | 5908.13 | 5905.77 | 5907.6 | 1394.0 |
| 2024-08-21 00:00:00 | NQ | Futures | 20941.73 | 20948.07 | 20939.09 | 20943.32 | 487.0 |
| 2024-08-21 00:30:00 | NQ | Futures | 20943.58 | 20958.89 | 20941.73 | 20958.89 | 790.0 |
| 2024-08-21 01:00:00 | NQ | Futures | 20958.63 | 20965.23 | 20951.5 | 20962.32 | 1387.0 |
| 2024-08-21 01:30:00 | NQ | Futures | 20962.59 | 20966.02 | 20936.72 | 20941.2 | 1694.0 |
> showing 50 of 3,891 rows — these rows as CSV