PREVIEW / futures_30min / 2024-09-05
file: by_date/futures_30min/2024/2024-09-05.parquet size: 104 KB rows: 3,859
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-05 00:00:00 | ES | Futures | 5789.89 | 5793.82 | 5789.1 | 5791.2 | 1935.0 |
| 2024-09-05 00:30:00 | ES | Futures | 5791.46 | 5793.04 | 5789.63 | 5791.73 | 3010.0 |
| 2024-09-05 01:00:00 | ES | Futures | 5791.73 | 5794.87 | 5787.27 | 5794.09 | 4665.0 |
| 2024-09-05 01:30:00 | ES | Futures | 5794.35 | 5799.07 | 5793.56 | 5795.92 | 3211.0 |
| 2024-09-05 02:00:00 | ES | Futures | 5795.66 | 5798.8 | 5788.84 | 5791.73 | 5116.0 |
| 2024-09-05 02:30:00 | ES | Futures | 5791.73 | 5792.77 | 5786.48 | 5788.06 | 3982.0 |
| 2024-09-05 03:00:00 | ES | Futures | 5788.32 | 5805.36 | 5785.43 | 5801.69 | 13571.0 |
| 2024-09-05 03:30:00 | ES | Futures | 5801.69 | 5809.55 | 5801.69 | 5809.03 | 10209.0 |
| 2024-09-05 04:00:00 | ES | Futures | 5808.77 | 5809.29 | 5803.79 | 5807.46 | 6854.0 |
| 2024-09-05 04:30:00 | ES | Futures | 5807.72 | 5807.98 | 5803.52 | 5805.62 | 4269.0 |
| 2024-09-05 05:00:00 | ES | Futures | 5805.36 | 5805.62 | 5792.25 | 5794.35 | 8068.0 |
| 2024-09-05 05:30:00 | ES | Futures | 5794.35 | 5802.21 | 5793.3 | 5799.33 | 6061.0 |
| 2024-09-05 06:00:00 | ES | Futures | 5799.07 | 5801.95 | 5796.18 | 5799.33 | 5254.0 |
| 2024-09-05 06:30:00 | ES | Futures | 5799.33 | 5803.52 | 5798.54 | 5802.74 | 5418.0 |
| 2024-09-05 07:00:00 | ES | Futures | 5802.47 | 5805.36 | 5797.23 | 5804.83 | 7265.0 |
| 2024-09-05 07:30:00 | ES | Futures | 5804.83 | 5806.67 | 5794.09 | 5795.92 | 9228.0 |
| 2024-09-05 08:00:00 | ES | Futures | 5795.66 | 5798.28 | 5780.19 | 5785.43 | 29657.0 |
| 2024-09-05 08:30:00 | ES | Futures | 5784.91 | 5803.0 | 5783.34 | 5791.73 | 38806.0 |
| 2024-09-05 09:00:00 | ES | Futures | 5791.73 | 5799.33 | 5790.15 | 5797.49 | 26756.0 |
| 2024-09-05 09:30:00 | ES | Futures | 5797.23 | 5811.91 | 5794.35 | 5808.77 | 144120.0 |
| 2024-09-05 10:00:00 | ES | Futures | 5807.98 | 5827.64 | 5804.05 | 5819.25 | 149920.0 |
| 2024-09-05 10:30:00 | ES | Futures | 5819.25 | 5825.28 | 5791.46 | 5791.73 | 129373.0 |
| 2024-09-05 11:00:00 | ES | Futures | 5791.99 | 5793.82 | 5764.72 | 5766.03 | 159791.0 |
| 2024-09-05 11:30:00 | ES | Futures | 5766.03 | 5772.59 | 5759.74 | 5761.31 | 111896.0 |
| 2024-09-05 12:00:00 | ES | Futures | 5761.31 | 5773.11 | 5757.12 | 5772.59 | 80006.0 |
| 2024-09-05 12:30:00 | ES | Futures | 5772.85 | 5780.45 | 5769.44 | 5774.42 | 63402.0 |
| 2024-09-05 13:00:00 | ES | Futures | 5774.42 | 5777.04 | 5764.2 | 5764.99 | 53323.0 |
| 2024-09-05 13:30:00 | ES | Futures | 5764.72 | 5795.66 | 5763.94 | 5795.13 | 86740.0 |
| 2024-09-05 14:00:00 | ES | Futures | 5795.13 | 5797.76 | 5786.48 | 5788.32 | 70530.0 |
| 2024-09-05 14:30:00 | ES | Futures | 5788.32 | 5800.38 | 5787.53 | 5789.63 | 62398.0 |
| 2024-09-05 15:00:00 | ES | Futures | 5789.63 | 5790.15 | 5768.39 | 5780.72 | 82725.0 |
| 2024-09-05 15:30:00 | ES | Futures | 5780.72 | 5790.94 | 5767.61 | 5783.34 | 167120.0 |
| 2024-09-05 16:00:00 | ES | Futures | 5783.07 | 5791.73 | 5777.04 | 5779.14 | 56855.0 |
| 2024-09-05 16:30:00 | ES | Futures | 5779.4 | 5781.24 | 5776.78 | 5779.67 | 17235.0 |
| 2024-09-05 18:00:00 | ES | Futures | 5781.24 | 5782.03 | 5774.16 | 5775.73 | 2856.0 |
| 2024-09-05 18:30:00 | ES | Futures | 5776.0 | 5779.4 | 5775.21 | 5778.36 | 1653.0 |
| 2024-09-05 19:00:00 | ES | Futures | 5778.62 | 5778.88 | 5773.11 | 5775.47 | 1835.0 |
| 2024-09-05 19:30:00 | ES | Futures | 5775.47 | 5778.36 | 5775.47 | 5778.09 | 1597.0 |
| 2024-09-05 20:00:00 | ES | Futures | 5778.09 | 5778.88 | 5769.44 | 5772.59 | 4711.0 |
| 2024-09-05 20:30:00 | ES | Futures | 5772.85 | 5773.37 | 5763.41 | 5763.67 | 7047.0 |
| 2024-09-05 21:00:00 | ES | Futures | 5763.94 | 5768.39 | 5755.55 | 5767.61 | 12446.0 |
| 2024-09-05 21:30:00 | ES | Futures | 5767.61 | 5775.47 | 5766.56 | 5774.16 | 6175.0 |
| 2024-09-05 22:00:00 | ES | Futures | 5774.16 | 5777.31 | 5773.11 | 5773.9 | 3158.0 |
| 2024-09-05 22:30:00 | ES | Futures | 5774.16 | 5777.57 | 5772.85 | 5776.26 | 2024.0 |
| 2024-09-05 23:00:00 | ES | Futures | 5776.52 | 5779.14 | 5775.21 | 5776.0 | 2771.0 |
| 2024-09-05 23:30:00 | ES | Futures | 5776.26 | 5777.83 | 5771.28 | 5772.06 | 3181.0 |
| 2024-09-05 00:00:00 | NQ | Futures | 19962.36 | 19985.59 | 19957.61 | 19973.44 | 1370.0 |
| 2024-09-05 00:30:00 | NQ | Futures | 19974.76 | 19981.36 | 19961.56 | 19970.28 | 1385.0 |
| 2024-09-05 01:00:00 | NQ | Futures | 19968.43 | 19986.38 | 19940.18 | 19984.27 | 2289.0 |
| 2024-09-05 01:30:00 | NQ | Futures | 19986.12 | 20010.14 | 19981.89 | 19998.26 | 2542.0 |
> showing 50 of 3,859 rows — these rows as CSV