PREVIEW / futures_30min / 2024-09-04
file: by_date/futures_30min/2024/2024-09-04.parquet size: 110 KB rows: 3,914
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-04 00:00:00 | ES | Futures | 5783.34 | 5789.1 | 5779.4 | 5780.72 | 3887.0 |
| 2024-09-04 00:30:00 | ES | Futures | 5780.45 | 5784.65 | 5778.62 | 5779.67 | 2398.0 |
| 2024-09-04 01:00:00 | ES | Futures | 5779.67 | 5784.12 | 5776.78 | 5780.98 | 4875.0 |
| 2024-09-04 01:30:00 | ES | Futures | 5781.24 | 5783.6 | 5776.26 | 5778.36 | 7678.0 |
| 2024-09-04 02:00:00 | ES | Futures | 5778.36 | 5788.06 | 5778.09 | 5787.79 | 10851.0 |
| 2024-09-04 02:30:00 | ES | Futures | 5788.06 | 5788.32 | 5776.0 | 5776.0 | 9889.0 |
| 2024-09-04 03:00:00 | ES | Futures | 5776.26 | 5791.73 | 5774.69 | 5781.5 | 20511.0 |
| 2024-09-04 03:30:00 | ES | Futures | 5781.76 | 5794.61 | 5781.24 | 5791.46 | 11931.0 |
| 2024-09-04 04:00:00 | ES | Futures | 5791.2 | 5794.09 | 5787.53 | 5792.51 | 12364.0 |
| 2024-09-04 04:30:00 | ES | Futures | 5792.51 | 5798.54 | 5789.1 | 5791.2 | 12606.0 |
| 2024-09-04 05:00:00 | ES | Futures | 5791.2 | 5795.92 | 5789.1 | 5792.77 | 7007.0 |
| 2024-09-04 05:30:00 | ES | Futures | 5792.25 | 5799.59 | 5790.42 | 5794.35 | 6504.0 |
| 2024-09-04 06:00:00 | ES | Futures | 5794.61 | 5796.44 | 5787.27 | 5789.1 | 8586.0 |
| 2024-09-04 06:30:00 | ES | Futures | 5788.84 | 5791.46 | 5786.22 | 5787.01 | 6104.0 |
| 2024-09-04 07:00:00 | ES | Futures | 5786.74 | 5789.63 | 5783.86 | 5789.37 | 10911.0 |
| 2024-09-04 07:30:00 | ES | Futures | 5789.37 | 5793.82 | 5785.17 | 5787.79 | 11414.0 |
| 2024-09-04 08:00:00 | ES | Futures | 5788.06 | 5793.04 | 5786.48 | 5788.84 | 12133.0 |
| 2024-09-04 08:30:00 | ES | Futures | 5788.84 | 5798.02 | 5785.17 | 5795.66 | 18775.0 |
| 2024-09-04 09:00:00 | ES | Futures | 5795.66 | 5795.92 | 5789.89 | 5791.73 | 24458.0 |
| 2024-09-04 09:30:00 | ES | Futures | 5791.46 | 5816.37 | 5789.37 | 5815.32 | 178514.0 |
| 2024-09-04 10:00:00 | ES | Futures | 5815.32 | 5818.99 | 5789.63 | 5815.85 | 207884.0 |
| 2024-09-04 10:30:00 | ES | Futures | 5815.85 | 5831.31 | 5812.44 | 5830.79 | 121022.0 |
| 2024-09-04 11:00:00 | ES | Futures | 5830.79 | 5835.77 | 5811.13 | 5811.91 | 104611.0 |
| 2024-09-04 11:30:00 | ES | Futures | 5811.65 | 5814.27 | 5803.0 | 5808.24 | 82059.0 |
| 2024-09-04 12:00:00 | ES | Futures | 5808.24 | 5815.06 | 5800.38 | 5811.39 | 68803.0 |
| 2024-09-04 12:30:00 | ES | Futures | 5811.39 | 5821.61 | 5804.57 | 5813.49 | 58037.0 |
| 2024-09-04 13:00:00 | ES | Futures | 5813.22 | 5813.49 | 5800.12 | 5801.95 | 48429.0 |
| 2024-09-04 13:30:00 | ES | Futures | 5801.69 | 5806.93 | 5796.18 | 5799.07 | 51243.0 |
| 2024-09-04 14:00:00 | ES | Futures | 5799.33 | 5805.1 | 5795.13 | 5803.0 | 57103.0 |
| 2024-09-04 14:30:00 | ES | Futures | 5803.0 | 5807.46 | 5789.1 | 5789.63 | 86737.0 |
| 2024-09-04 15:00:00 | ES | Futures | 5789.63 | 5798.02 | 5783.34 | 5796.44 | 88958.0 |
| 2024-09-04 15:30:00 | ES | Futures | 5796.44 | 5809.55 | 5789.63 | 5796.97 | 177234.0 |
| 2024-09-04 16:00:00 | ES | Futures | 5797.23 | 5797.76 | 5786.74 | 5794.09 | 58129.0 |
| 2024-09-04 16:30:00 | ES | Futures | 5794.09 | 5797.49 | 5793.82 | 5796.18 | 11688.0 |
| 2024-09-04 18:00:00 | ES | Futures | 5796.44 | 5800.64 | 5796.18 | 5797.49 | 2734.0 |
| 2024-09-04 18:30:00 | ES | Futures | 5797.76 | 5801.69 | 5797.49 | 5799.33 | 1986.0 |
| 2024-09-04 19:00:00 | ES | Futures | 5799.33 | 5799.85 | 5790.94 | 5793.82 | 2334.0 |
| 2024-09-04 19:30:00 | ES | Futures | 5794.09 | 5794.61 | 5783.34 | 5791.99 | 4773.0 |
| 2024-09-04 20:00:00 | ES | Futures | 5791.99 | 5803.26 | 5791.46 | 5802.21 | 5932.0 |
| 2024-09-04 20:30:00 | ES | Futures | 5802.47 | 5807.19 | 5800.12 | 5803.79 | 5013.0 |
| 2024-09-04 21:00:00 | ES | Futures | 5803.79 | 5805.1 | 5800.64 | 5803.26 | 2387.0 |
| 2024-09-04 21:30:00 | ES | Futures | 5803.26 | 5807.19 | 5801.95 | 5803.52 | 2791.0 |
| 2024-09-04 22:00:00 | ES | Futures | 5803.52 | 5804.57 | 5797.23 | 5801.69 | 3447.0 |
| 2024-09-04 22:30:00 | ES | Futures | 5801.69 | 5803.79 | 5800.38 | 5801.43 | 1487.0 |
| 2024-09-04 23:00:00 | ES | Futures | 5801.16 | 5801.95 | 5790.15 | 5793.82 | 5181.0 |
| 2024-09-04 23:30:00 | ES | Futures | 5793.82 | 5794.61 | 5788.32 | 5790.15 | 3201.0 |
| 2024-09-04 00:00:00 | NQ | Futures | 19937.81 | 19972.92 | 19924.34 | 19928.3 | 2307.0 |
| 2024-09-04 00:30:00 | NQ | Futures | 19927.78 | 19945.2 | 19909.3 | 19921.7 | 1572.0 |
| 2024-09-04 01:00:00 | NQ | Futures | 19921.7 | 19939.65 | 19896.36 | 19920.38 | 2860.0 |
| 2024-09-04 01:30:00 | NQ | Futures | 19922.5 | 19940.18 | 19891.08 | 19910.09 | 3123.0 |
> showing 50 of 3,914 rows — these rows as CSV