PREVIEW / futures_30min / 2024-08-27
file: by_date/futures_30min/2024/2024-08-27.parquet size: 106 KB rows: 3,920
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-27 00:00:00 | ES | Futures | 5908.65 | 5909.96 | 5906.29 | 5909.18 | 989.0 |
| 2024-08-27 00:30:00 | ES | Futures | 5909.18 | 5910.75 | 5908.39 | 5910.22 | 967.0 |
| 2024-08-27 01:00:00 | ES | Futures | 5910.22 | 5912.32 | 5909.96 | 5910.75 | 1464.0 |
| 2024-08-27 01:30:00 | ES | Futures | 5911.01 | 5913.11 | 5910.49 | 5912.58 | 1295.0 |
| 2024-08-27 02:00:00 | ES | Futures | 5912.32 | 5912.58 | 5909.18 | 5909.7 | 2070.0 |
| 2024-08-27 02:30:00 | ES | Futures | 5909.96 | 5913.37 | 5909.44 | 5911.8 | 1120.0 |
| 2024-08-27 03:00:00 | ES | Futures | 5911.8 | 5913.63 | 5907.6 | 5910.75 | 5031.0 |
| 2024-08-27 03:30:00 | ES | Futures | 5910.49 | 5914.42 | 5910.22 | 5914.16 | 2818.0 |
| 2024-08-27 04:00:00 | ES | Futures | 5914.16 | 5920.45 | 5913.63 | 5917.3 | 6381.0 |
| 2024-08-27 04:30:00 | ES | Futures | 5917.56 | 5919.66 | 5914.94 | 5915.73 | 3431.0 |
| 2024-08-27 05:00:00 | ES | Futures | 5915.73 | 5920.19 | 5915.47 | 5918.61 | 2598.0 |
| 2024-08-27 05:30:00 | ES | Futures | 5918.35 | 5918.35 | 5914.68 | 5915.73 | 1970.0 |
| 2024-08-27 06:00:00 | ES | Futures | 5915.47 | 5916.52 | 5906.29 | 5907.86 | 4072.0 |
| 2024-08-27 06:30:00 | ES | Futures | 5907.6 | 5909.7 | 5901.57 | 5903.67 | 5345.0 |
| 2024-08-27 07:00:00 | ES | Futures | 5903.67 | 5909.18 | 5900.26 | 5909.18 | 5578.0 |
| 2024-08-27 07:30:00 | ES | Futures | 5909.18 | 5914.68 | 5908.91 | 5909.7 | 7713.0 |
| 2024-08-27 08:00:00 | ES | Futures | 5909.96 | 5909.96 | 5901.05 | 5904.46 | 9541.0 |
| 2024-08-27 08:30:00 | ES | Futures | 5904.19 | 5904.19 | 5890.04 | 5894.23 | 20289.0 |
| 2024-08-27 09:00:00 | ES | Futures | 5894.23 | 5898.95 | 5885.58 | 5897.12 | 35367.0 |
| 2024-08-27 09:30:00 | ES | Futures | 5896.85 | 5905.24 | 5884.53 | 5900.79 | 116475.0 |
| 2024-08-27 10:00:00 | ES | Futures | 5900.52 | 5914.42 | 5897.9 | 5913.63 | 93791.0 |
| 2024-08-27 10:30:00 | ES | Futures | 5913.89 | 5920.71 | 5911.8 | 5919.66 | 82021.0 |
| 2024-08-27 11:00:00 | ES | Futures | 5919.4 | 5924.38 | 5910.49 | 5910.75 | 77540.0 |
| 2024-08-27 11:30:00 | ES | Futures | 5910.75 | 5912.06 | 5900.52 | 5909.7 | 75719.0 |
| 2024-08-27 12:00:00 | ES | Futures | 5909.44 | 5914.94 | 5906.29 | 5910.75 | 33560.0 |
| 2024-08-27 12:30:00 | ES | Futures | 5910.75 | 5914.16 | 5900.79 | 5911.01 | 44151.0 |
| 2024-08-27 13:00:00 | ES | Futures | 5910.75 | 5922.28 | 5910.75 | 5921.23 | 33206.0 |
| 2024-08-27 13:30:00 | ES | Futures | 5921.5 | 5923.86 | 5917.04 | 5922.81 | 45092.0 |
| 2024-08-27 14:00:00 | ES | Futures | 5922.81 | 5924.12 | 5918.09 | 5921.23 | 33112.0 |
| 2024-08-27 14:30:00 | ES | Futures | 5920.97 | 5922.02 | 5916.52 | 5919.14 | 27693.0 |
| 2024-08-27 15:00:00 | ES | Futures | 5919.14 | 5920.45 | 5914.42 | 5918.09 | 33370.0 |
| 2024-08-27 15:30:00 | ES | Futures | 5918.09 | 5922.02 | 5914.42 | 5918.35 | 93965.0 |
| 2024-08-27 16:00:00 | ES | Futures | 5918.35 | 5921.76 | 5917.04 | 5919.66 | 27453.0 |
| 2024-08-27 16:30:00 | ES | Futures | 5919.66 | 5920.19 | 5915.73 | 5917.56 | 5816.0 |
| 2024-08-27 18:00:00 | ES | Futures | 5918.35 | 5919.92 | 5907.08 | 5911.01 | 6462.0 |
| 2024-08-27 18:30:00 | ES | Futures | 5910.75 | 5911.8 | 5908.39 | 5910.22 | 1515.0 |
| 2024-08-27 19:00:00 | ES | Futures | 5910.22 | 5913.63 | 5904.46 | 5907.6 | 2999.0 |
| 2024-08-27 19:30:00 | ES | Futures | 5907.6 | 5911.27 | 5906.55 | 5909.96 | 1579.0 |
| 2024-08-27 20:00:00 | ES | Futures | 5909.96 | 5913.11 | 5908.39 | 5909.96 | 2148.0 |
| 2024-08-27 20:30:00 | ES | Futures | 5909.96 | 5913.11 | 5909.7 | 5912.58 | 1266.0 |
| 2024-08-27 21:00:00 | ES | Futures | 5912.85 | 5914.68 | 5912.06 | 5913.11 | 1904.0 |
| 2024-08-27 21:30:00 | ES | Futures | 5912.85 | 5914.42 | 5909.18 | 5913.89 | 1903.0 |
| 2024-08-27 22:00:00 | ES | Futures | 5913.63 | 5918.09 | 5912.06 | 5915.99 | 2242.0 |
| 2024-08-27 22:30:00 | ES | Futures | 5915.99 | 5917.3 | 5914.94 | 5916.78 | 896.0 |
| 2024-08-27 23:00:00 | ES | Futures | 5916.52 | 5917.3 | 5915.47 | 5916.52 | 1003.0 |
| 2024-08-27 23:30:00 | ES | Futures | 5916.25 | 5917.56 | 5915.47 | 5916.78 | 740.0 |
| 2024-08-27 00:00:00 | NQ | Futures | 20692.27 | 20697.81 | 20678.54 | 20694.38 | 907.0 |
| 2024-08-27 00:30:00 | NQ | Futures | 20694.38 | 20705.2 | 20690.68 | 20700.98 | 755.0 |
| 2024-08-27 01:00:00 | NQ | Futures | 20701.77 | 20715.23 | 20700.98 | 20706.52 | 931.0 |
| 2024-08-27 01:30:00 | NQ | Futures | 20707.58 | 20719.46 | 20701.51 | 20715.5 | 1051.0 |
> showing 50 of 3,920 rows — these rows as CSV