PREVIEW / futures_30min / 2024-08-29
file: by_date/futures_30min/2024/2024-08-29.parquet size: 107 KB rows: 3,898
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 |
|---|---|---|---|---|---|---|---|
| 2024-08-29 00:00:00 | ES | Futures | 5861.46 | 5864.87 | 5860.94 | 5864.35 | 1837.0 |
| 2024-08-29 00:30:00 | ES | Futures | 5864.61 | 5864.87 | 5862.25 | 5864.61 | 1473.0 |
| 2024-08-29 01:00:00 | ES | Futures | 5864.61 | 5865.66 | 5863.3 | 5864.08 | 2359.0 |
| 2024-08-29 01:30:00 | ES | Futures | 5864.35 | 5870.9 | 5862.77 | 5869.85 | 4433.0 |
| 2024-08-29 02:00:00 | ES | Futures | 5869.59 | 5870.9 | 5865.92 | 5869.33 | 3901.0 |
| 2024-08-29 02:30:00 | ES | Futures | 5869.33 | 5875.36 | 5869.06 | 5874.57 | 6069.0 |
| 2024-08-29 03:00:00 | ES | Futures | 5874.57 | 5884.01 | 5874.05 | 5879.81 | 9719.0 |
| 2024-08-29 03:30:00 | ES | Futures | 5880.08 | 5883.22 | 5879.81 | 5880.6 | 4337.0 |
| 2024-08-29 04:00:00 | ES | Futures | 5880.6 | 5888.99 | 5877.98 | 5880.6 | 12698.0 |
| 2024-08-29 04:30:00 | ES | Futures | 5880.6 | 5888.46 | 5880.08 | 5886.37 | 6452.0 |
| 2024-08-29 05:00:00 | ES | Futures | 5886.63 | 5895.02 | 5885.84 | 5894.76 | 7604.0 |
| 2024-08-29 05:30:00 | ES | Futures | 5895.02 | 5901.57 | 5891.09 | 5899.21 | 8615.0 |
| 2024-08-29 06:00:00 | ES | Futures | 5899.48 | 5903.67 | 5894.76 | 5895.28 | 6848.0 |
| 2024-08-29 06:30:00 | ES | Futures | 5895.28 | 5897.64 | 5890.3 | 5893.45 | 7136.0 |
| 2024-08-29 07:00:00 | ES | Futures | 5893.18 | 5896.85 | 5888.2 | 5892.4 | 8692.0 |
| 2024-08-29 07:30:00 | ES | Futures | 5892.4 | 5903.41 | 5891.87 | 5897.9 | 9527.0 |
| 2024-08-29 08:00:00 | ES | Futures | 5897.9 | 5901.31 | 5894.76 | 5900.52 | 10042.0 |
| 2024-08-29 08:30:00 | ES | Futures | 5900.52 | 5909.96 | 5894.49 | 5898.69 | 30558.0 |
| 2024-08-29 09:00:00 | ES | Futures | 5898.69 | 5906.82 | 5897.64 | 5904.46 | 21303.0 |
| 2024-08-29 09:30:00 | ES | Futures | 5904.46 | 5914.16 | 5893.97 | 5912.58 | 162616.0 |
| 2024-08-29 10:00:00 | ES | Futures | 5912.32 | 5921.5 | 5901.83 | 5918.88 | 123913.0 |
| 2024-08-29 10:30:00 | ES | Futures | 5918.61 | 5930.15 | 5917.56 | 5922.81 | 99992.0 |
| 2024-08-29 11:00:00 | ES | Futures | 5922.55 | 5934.61 | 5916.25 | 5923.07 | 85209.0 |
| 2024-08-29 11:30:00 | ES | Futures | 5923.07 | 5927.26 | 5920.71 | 5926.74 | 64297.0 |
| 2024-08-29 12:00:00 | ES | Futures | 5927.0 | 5938.01 | 5926.22 | 5935.39 | 67167.0 |
| 2024-08-29 12:30:00 | ES | Futures | 5935.13 | 5939.32 | 5928.84 | 5933.56 | 53678.0 |
| 2024-08-29 13:00:00 | ES | Futures | 5933.56 | 5933.56 | 5923.33 | 5926.48 | 50195.0 |
| 2024-08-29 13:30:00 | ES | Futures | 5926.48 | 5930.94 | 5921.23 | 5930.67 | 48204.0 |
| 2024-08-29 14:00:00 | ES | Futures | 5930.41 | 5930.41 | 5904.46 | 5906.55 | 76871.0 |
| 2024-08-29 14:30:00 | ES | Futures | 5906.55 | 5906.55 | 5870.38 | 5884.53 | 179096.0 |
| 2024-08-29 15:00:00 | ES | Futures | 5884.53 | 5897.12 | 5874.31 | 5891.09 | 84800.0 |
| 2024-08-29 15:30:00 | ES | Futures | 5891.35 | 5900.26 | 5875.36 | 5883.22 | 141780.0 |
| 2024-08-29 16:00:00 | ES | Futures | 5883.48 | 5894.23 | 5882.7 | 5893.45 | 40879.0 |
| 2024-08-29 16:30:00 | ES | Futures | 5893.71 | 5893.97 | 5890.04 | 5891.35 | 15670.0 |
| 2024-08-29 18:00:00 | ES | Futures | 5891.87 | 5895.28 | 5885.06 | 5890.3 | 4874.0 |
| 2024-08-29 18:30:00 | ES | Futures | 5890.3 | 5890.56 | 5887.94 | 5888.99 | 1171.0 |
| 2024-08-29 19:00:00 | ES | Futures | 5888.73 | 5891.61 | 5886.89 | 5890.56 | 967.0 |
| 2024-08-29 19:30:00 | ES | Futures | 5890.56 | 5890.82 | 5887.42 | 5888.2 | 1226.0 |
| 2024-08-29 20:00:00 | ES | Futures | 5888.2 | 5890.3 | 5881.12 | 5889.51 | 4642.0 |
| 2024-08-29 20:30:00 | ES | Futures | 5889.51 | 5892.92 | 5889.25 | 5891.09 | 2067.0 |
| 2024-08-29 21:00:00 | ES | Futures | 5891.35 | 5894.23 | 5887.68 | 5887.94 | 2236.0 |
| 2024-08-29 21:30:00 | ES | Futures | 5887.94 | 5892.92 | 5887.68 | 5890.04 | 2205.0 |
| 2024-08-29 22:00:00 | ES | Futures | 5890.04 | 5895.28 | 5889.51 | 5894.76 | 2023.0 |
| 2024-08-29 22:30:00 | ES | Futures | 5894.76 | 5897.12 | 5894.76 | 5896.59 | 1861.0 |
| 2024-08-29 23:00:00 | ES | Futures | 5896.59 | 5897.12 | 5890.82 | 5891.87 | 1955.0 |
| 2024-08-29 23:30:00 | ES | Futures | 5891.61 | 5893.18 | 5888.99 | 5892.92 | 1439.0 |
| 2024-08-29 00:00:00 | NQ | Futures | 20353.84 | 20377.6 | 20351.99 | 20373.64 | 1878.0 |
| 2024-08-29 00:30:00 | NQ | Futures | 20374.43 | 20376.02 | 20359.91 | 20371.0 | 1407.0 |
| 2024-08-29 01:00:00 | NQ | Futures | 20370.74 | 20374.7 | 20359.39 | 20365.72 | 1947.0 |
| 2024-08-29 01:30:00 | NQ | Futures | 20365.99 | 20410.6 | 20355.69 | 20403.74 | 3615.0 |
> showing 50 of 3,898 rows — these rows as CSV