PREVIEW / futures_30min / 2024-09-11
file: by_date/futures_30min/2024/2024-09-11.parquet size: 103 KB rows: 3,651
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-11 00:00:00 | ES | Futures | 5744.8 | 5745.32 | 5740.34 | 5744.27 | 3069.0 |
| 2024-09-11 00:30:00 | ES | Futures | 5744.27 | 5744.27 | 5740.08 | 5742.18 | 2188.0 |
| 2024-09-11 01:00:00 | ES | Futures | 5742.18 | 5742.7 | 5737.2 | 5737.72 | 3832.0 |
| 2024-09-11 01:30:00 | ES | Futures | 5737.46 | 5745.59 | 5737.46 | 5744.8 | 5021.0 |
| 2024-09-11 02:00:00 | ES | Futures | 5744.8 | 5753.45 | 5743.49 | 5752.66 | 6993.0 |
| 2024-09-11 02:30:00 | ES | Futures | 5752.66 | 5756.86 | 5752.4 | 5753.71 | 4195.0 |
| 2024-09-11 03:00:00 | ES | Futures | 5753.45 | 5762.63 | 5752.93 | 5758.69 | 8057.0 |
| 2024-09-11 03:30:00 | ES | Futures | 5758.96 | 5761.05 | 5755.81 | 5759.22 | 6539.0 |
| 2024-09-11 04:00:00 | ES | Futures | 5758.96 | 5759.74 | 5754.24 | 5758.43 | 5379.0 |
| 2024-09-11 04:30:00 | ES | Futures | 5758.43 | 5758.43 | 5746.37 | 5748.21 | 6976.0 |
| 2024-09-11 05:00:00 | ES | Futures | 5748.21 | 5753.97 | 5745.32 | 5748.99 | 4218.0 |
| 2024-09-11 05:30:00 | ES | Futures | 5748.73 | 5757.12 | 5748.47 | 5756.07 | 3835.0 |
| 2024-09-11 06:00:00 | ES | Futures | 5756.07 | 5758.43 | 5751.61 | 5752.66 | 8477.0 |
| 2024-09-11 06:30:00 | ES | Futures | 5752.66 | 5757.91 | 5752.4 | 5756.07 | 4715.0 |
| 2024-09-11 07:00:00 | ES | Futures | 5756.07 | 5758.69 | 5754.24 | 5757.38 | 7568.0 |
| 2024-09-11 07:30:00 | ES | Futures | 5757.38 | 5764.72 | 5757.38 | 5763.41 | 12024.0 |
| 2024-09-11 08:00:00 | ES | Futures | 5763.41 | 5766.3 | 5760.79 | 5765.51 | 14141.0 |
| 2024-09-11 08:30:00 | ES | Futures | 5765.51 | 5765.51 | 5734.57 | 5761.58 | 77587.0 |
| 2024-09-11 09:00:00 | ES | Futures | 5761.58 | 5775.47 | 5761.58 | 5768.13 | 49349.0 |
| 2024-09-11 09:30:00 | ES | Futures | 5768.13 | 5769.18 | 5723.83 | 5725.66 | 211959.0 |
| 2024-09-11 10:00:00 | ES | Futures | 5725.92 | 5726.71 | 5688.43 | 5689.22 | 199004.0 |
| 2024-09-11 10:30:00 | ES | Futures | 5689.48 | 5691.06 | 5675.33 | 5688.17 | 139721.0 |
| 2024-09-11 11:00:00 | ES | Futures | 5688.17 | 5707.05 | 5682.14 | 5702.07 | 138432.0 |
| 2024-09-11 11:30:00 | ES | Futures | 5702.07 | 5730.64 | 5700.49 | 5723.56 | 154714.0 |
| 2024-09-11 12:00:00 | ES | Futures | 5723.83 | 5748.21 | 5721.47 | 5747.94 | 136510.0 |
| 2024-09-11 12:30:00 | ES | Futures | 5747.94 | 5756.07 | 5744.8 | 5753.71 | 102713.0 |
| 2024-09-11 13:00:00 | ES | Futures | 5753.45 | 5773.37 | 5753.45 | 5770.23 | 108620.0 |
| 2024-09-11 13:30:00 | ES | Futures | 5770.23 | 5790.42 | 5769.44 | 5781.76 | 97989.0 |
| 2024-09-11 14:00:00 | ES | Futures | 5781.5 | 5793.56 | 5778.36 | 5792.25 | 78947.0 |
| 2024-09-11 14:30:00 | ES | Futures | 5791.99 | 5810.6 | 5791.73 | 5799.33 | 131093.0 |
| 2024-09-11 15:00:00 | ES | Futures | 5799.33 | 5817.68 | 5794.61 | 5816.89 | 83157.0 |
| 2024-09-11 15:30:00 | ES | Futures | 5816.89 | 5838.39 | 5803.26 | 5827.12 | 195607.0 |
| 2024-09-11 16:00:00 | ES | Futures | 5827.38 | 5833.41 | 5823.97 | 5828.69 | 72241.0 |
| 2024-09-11 16:30:00 | ES | Futures | 5828.43 | 5829.74 | 5827.38 | 5828.17 | 7538.0 |
| 2024-09-11 18:00:00 | ES | Futures | 5828.43 | 5829.22 | 5824.76 | 5826.86 | 2958.0 |
| 2024-09-11 18:30:00 | ES | Futures | 5826.86 | 5828.69 | 5826.86 | 5827.64 | 1362.0 |
| 2024-09-11 19:00:00 | ES | Futures | 5827.38 | 5828.43 | 5826.33 | 5826.86 | 1315.0 |
| 2024-09-11 19:30:00 | ES | Futures | 5826.86 | 5827.64 | 5825.55 | 5827.12 | 1503.0 |
| 2024-09-11 20:00:00 | ES | Futures | 5827.12 | 5831.84 | 5825.55 | 5831.57 | 4370.0 |
| 2024-09-11 20:30:00 | ES | Futures | 5831.57 | 5833.67 | 5826.07 | 5827.38 | 4566.0 |
| 2024-09-11 21:00:00 | ES | Futures | 5827.12 | 5830.79 | 5824.76 | 5829.22 | 4358.0 |
| 2024-09-11 21:30:00 | ES | Futures | 5829.48 | 5834.2 | 5829.22 | 5832.1 | 4193.0 |
| 2024-09-11 22:00:00 | ES | Futures | 5831.84 | 5835.77 | 5829.74 | 5835.51 | 4394.0 |
| 2024-09-11 22:30:00 | ES | Futures | 5835.25 | 5836.82 | 5831.57 | 5833.15 | 2955.0 |
| 2024-09-11 23:00:00 | ES | Futures | 5832.89 | 5834.46 | 5830.79 | 5833.41 | 2804.0 |
| 2024-09-11 23:30:00 | ES | Futures | 5833.41 | 5839.18 | 5832.62 | 5838.39 | 2586.0 |
| 2024-09-11 00:00:00 | NQ | Futures | 19798.69 | 19803.7 | 19768.59 | 19794.73 | 2026.0 |
| 2024-09-11 00:30:00 | NQ | Futures | 19793.41 | 19794.2 | 19767.01 | 19780.74 | 1231.0 |
| 2024-09-11 01:00:00 | NQ | Futures | 19781.26 | 19787.07 | 19751.17 | 19754.07 | 1668.0 |
| 2024-09-11 01:30:00 | NQ | Futures | 19753.28 | 19803.18 | 19751.96 | 19799.48 | 2985.0 |
> showing 50 of 3,651 rows — these rows as CSV