PREVIEW / futures_30min / 2024-08-28
file: by_date/futures_30min/2024/2024-08-28.parquet size: 106 KB rows: 3,930
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-28 00:00:00 | ES | Futures | 5917.04 | 5919.4 | 5916.52 | 5919.4 | 668.0 |
| 2024-08-28 00:30:00 | ES | Futures | 5919.4 | 5919.92 | 5918.61 | 5918.61 | 742.0 |
| 2024-08-28 01:00:00 | ES | Futures | 5918.61 | 5919.14 | 5916.78 | 5918.35 | 1087.0 |
| 2024-08-28 01:30:00 | ES | Futures | 5918.35 | 5919.4 | 5917.04 | 5918.88 | 1070.0 |
| 2024-08-28 02:00:00 | ES | Futures | 5918.88 | 5920.19 | 5917.56 | 5919.92 | 1569.0 |
| 2024-08-28 02:30:00 | ES | Futures | 5919.92 | 5921.23 | 5919.66 | 5920.19 | 2004.0 |
| 2024-08-28 03:00:00 | ES | Futures | 5920.45 | 5920.71 | 5918.88 | 5919.4 | 3542.0 |
| 2024-08-28 03:30:00 | ES | Futures | 5919.4 | 5920.19 | 5915.99 | 5919.66 | 3535.0 |
| 2024-08-28 04:00:00 | ES | Futures | 5919.66 | 5920.71 | 5916.25 | 5919.92 | 3000.0 |
| 2024-08-28 04:30:00 | ES | Futures | 5919.92 | 5925.17 | 5919.66 | 5924.38 | 7212.0 |
| 2024-08-28 05:00:00 | ES | Futures | 5924.38 | 5925.43 | 5922.55 | 5924.64 | 3011.0 |
| 2024-08-28 05:30:00 | ES | Futures | 5924.64 | 5924.91 | 5920.97 | 5923.07 | 2416.0 |
| 2024-08-28 06:00:00 | ES | Futures | 5923.07 | 5923.59 | 5921.5 | 5922.55 | 3806.0 |
| 2024-08-28 06:30:00 | ES | Futures | 5922.55 | 5922.81 | 5920.19 | 5920.71 | 2723.0 |
| 2024-08-28 07:00:00 | ES | Futures | 5920.71 | 5921.5 | 5918.09 | 5918.35 | 3942.0 |
| 2024-08-28 07:30:00 | ES | Futures | 5918.35 | 5919.92 | 5911.53 | 5913.11 | 6351.0 |
| 2024-08-28 08:00:00 | ES | Futures | 5913.11 | 5915.21 | 5910.22 | 5915.21 | 8161.0 |
| 2024-08-28 08:30:00 | ES | Futures | 5915.21 | 5917.56 | 5914.16 | 5917.04 | 10206.0 |
| 2024-08-28 09:00:00 | ES | Futures | 5917.04 | 5918.35 | 5910.49 | 5914.42 | 25076.0 |
| 2024-08-28 09:30:00 | ES | Futures | 5914.42 | 5919.14 | 5907.86 | 5912.85 | 99114.0 |
| 2024-08-28 10:00:00 | ES | Futures | 5912.58 | 5914.94 | 5905.77 | 5912.85 | 70772.0 |
| 2024-08-28 10:30:00 | ES | Futures | 5912.85 | 5915.21 | 5895.54 | 5897.64 | 91941.0 |
| 2024-08-28 11:00:00 | ES | Futures | 5897.64 | 5897.9 | 5876.67 | 5883.75 | 132112.0 |
| 2024-08-28 11:30:00 | ES | Futures | 5884.01 | 5886.63 | 5877.19 | 5885.06 | 71832.0 |
| 2024-08-28 12:00:00 | ES | Futures | 5885.06 | 5887.15 | 5868.28 | 5874.83 | 62557.0 |
| 2024-08-28 12:30:00 | ES | Futures | 5875.09 | 5887.42 | 5873.0 | 5886.1 | 43172.0 |
| 2024-08-28 13:00:00 | ES | Futures | 5886.1 | 5889.51 | 5876.4 | 5879.81 | 48976.0 |
| 2024-08-28 13:30:00 | ES | Futures | 5880.08 | 5883.48 | 5850.71 | 5852.29 | 80787.0 |
| 2024-08-28 14:00:00 | ES | Futures | 5852.29 | 5861.72 | 5848.88 | 5856.22 | 74143.0 |
| 2024-08-28 14:30:00 | ES | Futures | 5856.22 | 5882.17 | 5854.12 | 5880.86 | 68930.0 |
| 2024-08-28 15:00:00 | ES | Futures | 5880.6 | 5888.73 | 5871.42 | 5886.37 | 84319.0 |
| 2024-08-28 15:30:00 | ES | Futures | 5886.37 | 5895.02 | 5881.12 | 5884.53 | 129447.0 |
| 2024-08-28 16:00:00 | ES | Futures | 5884.53 | 5889.51 | 5847.3 | 5862.51 | 104533.0 |
| 2024-08-28 16:30:00 | ES | Futures | 5862.51 | 5880.6 | 5857.27 | 5865.66 | 30293.0 |
| 2024-08-28 18:00:00 | ES | Futures | 5852.02 | 5858.84 | 5846.26 | 5851.76 | 10606.0 |
| 2024-08-28 18:30:00 | ES | Futures | 5851.5 | 5853.6 | 5831.84 | 5841.27 | 9990.0 |
| 2024-08-28 19:00:00 | ES | Futures | 5841.54 | 5844.68 | 5838.39 | 5839.7 | 3532.0 |
| 2024-08-28 19:30:00 | ES | Futures | 5839.96 | 5844.68 | 5839.7 | 5843.11 | 2066.0 |
| 2024-08-28 20:00:00 | ES | Futures | 5843.11 | 5853.33 | 5842.59 | 5852.81 | 5443.0 |
| 2024-08-28 20:30:00 | ES | Futures | 5852.81 | 5856.48 | 5851.76 | 5854.38 | 3669.0 |
| 2024-08-28 21:00:00 | ES | Futures | 5854.38 | 5855.96 | 5849.66 | 5849.93 | 3730.0 |
| 2024-08-28 21:30:00 | ES | Futures | 5849.93 | 5854.65 | 5848.88 | 5851.76 | 2538.0 |
| 2024-08-28 22:00:00 | ES | Futures | 5852.02 | 5855.43 | 5850.45 | 5855.43 | 2034.0 |
| 2024-08-28 22:30:00 | ES | Futures | 5855.43 | 5861.2 | 5854.65 | 5860.15 | 2333.0 |
| 2024-08-28 23:00:00 | ES | Futures | 5860.15 | 5861.72 | 5860.15 | 5860.68 | 1647.0 |
| 2024-08-28 23:30:00 | ES | Futures | 5860.41 | 5862.51 | 5859.1 | 5861.2 | 2066.0 |
| 2024-08-28 00:00:00 | NQ | Futures | 20716.82 | 20730.81 | 20713.39 | 20730.28 | 669.0 |
| 2024-08-28 00:30:00 | NQ | Futures | 20730.81 | 20733.98 | 20726.59 | 20728.7 | 643.0 |
| 2024-08-28 01:00:00 | NQ | Futures | 20728.17 | 20730.28 | 20715.5 | 20727.38 | 952.0 |
| 2024-08-28 01:30:00 | NQ | Futures | 20727.91 | 20733.19 | 20719.72 | 20730.55 | 1149.0 |
> showing 50 of 3,930 rows — these rows as CSV