PREVIEW / futures_30min / 2024-09-16
file: by_date/futures_30min/2024/2024-09-16.parquet size: 103 KB rows: 3,867
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-16 00:00:00 | ES | Futures | 5911.42 | 5911.68 | 5910.39 | 5911.68 | 285.0 |
| 2024-09-16 00:30:00 | ES | Futures | 5911.16 | 5911.68 | 5910.39 | 5910.65 | 275.0 |
| 2024-09-16 01:00:00 | ES | Futures | 5910.91 | 5911.42 | 5908.57 | 5909.09 | 576.0 |
| 2024-09-16 01:30:00 | ES | Futures | 5909.09 | 5910.39 | 5907.27 | 5909.35 | 515.0 |
| 2024-09-16 02:00:00 | ES | Futures | 5909.61 | 5909.61 | 5903.12 | 5903.38 | 1498.0 |
| 2024-09-16 02:30:00 | ES | Futures | 5903.64 | 5904.94 | 5902.86 | 5903.9 | 1801.0 |
| 2024-09-16 03:00:00 | ES | Futures | 5904.16 | 5905.97 | 5902.6 | 5903.9 | 2809.0 |
| 2024-09-16 03:30:00 | ES | Futures | 5903.64 | 5910.91 | 5903.38 | 5910.39 | 2294.0 |
| 2024-09-16 04:00:00 | ES | Futures | 5910.65 | 5915.06 | 5908.83 | 5913.5 | 2989.0 |
| 2024-09-16 04:30:00 | ES | Futures | 5913.5 | 5913.76 | 5911.16 | 5913.76 | 1660.0 |
| 2024-09-16 05:00:00 | ES | Futures | 5913.76 | 5916.36 | 5912.72 | 5914.28 | 2124.0 |
| 2024-09-16 05:30:00 | ES | Futures | 5914.54 | 5915.58 | 5911.16 | 5911.42 | 2031.0 |
| 2024-09-16 06:00:00 | ES | Futures | 5911.42 | 5911.42 | 5904.94 | 5905.71 | 2960.0 |
| 2024-09-16 06:30:00 | ES | Futures | 5905.97 | 5910.39 | 5904.68 | 5909.87 | 1525.0 |
| 2024-09-16 07:00:00 | ES | Futures | 5910.13 | 5910.39 | 5903.12 | 5904.94 | 3457.0 |
| 2024-09-16 07:30:00 | ES | Futures | 5904.94 | 5907.27 | 5903.12 | 5905.2 | 3272.0 |
| 2024-09-16 08:00:00 | ES | Futures | 5905.46 | 5906.75 | 5901.3 | 5902.6 | 4754.0 |
| 2024-09-16 08:30:00 | ES | Futures | 5903.12 | 5905.97 | 5900.52 | 5902.86 | 8145.0 |
| 2024-09-16 09:00:00 | ES | Futures | 5902.86 | 5905.97 | 5901.3 | 5905.46 | 9914.0 |
| 2024-09-16 09:30:00 | ES | Futures | 5905.46 | 5917.65 | 5895.33 | 5912.98 | 80882.0 |
| 2024-09-16 10:00:00 | ES | Futures | 5912.98 | 5916.61 | 5897.67 | 5902.34 | 57484.0 |
| 2024-09-16 10:30:00 | ES | Futures | 5902.08 | 5902.34 | 5885.47 | 5894.56 | 67707.0 |
| 2024-09-16 11:00:00 | ES | Futures | 5894.3 | 5902.86 | 5888.59 | 5895.33 | 38901.0 |
| 2024-09-16 11:30:00 | ES | Futures | 5895.33 | 5901.56 | 5891.7 | 5900.01 | 31908.0 |
| 2024-09-16 12:00:00 | ES | Futures | 5900.01 | 5901.56 | 5890.4 | 5901.3 | 36542.0 |
| 2024-09-16 12:30:00 | ES | Futures | 5901.04 | 5903.9 | 5895.07 | 5903.38 | 30852.0 |
| 2024-09-16 13:00:00 | ES | Futures | 5903.38 | 5907.01 | 5899.23 | 5904.94 | 25633.0 |
| 2024-09-16 13:30:00 | ES | Futures | 5904.68 | 5913.5 | 5903.64 | 5913.24 | 27573.0 |
| 2024-09-16 14:00:00 | ES | Futures | 5913.24 | 5914.28 | 5908.31 | 5913.76 | 22876.0 |
| 2024-09-16 14:30:00 | ES | Futures | 5913.76 | 5915.58 | 5906.23 | 5915.32 | 25946.0 |
| 2024-09-16 15:00:00 | ES | Futures | 5915.06 | 5915.58 | 5907.79 | 5911.16 | 22838.0 |
| 2024-09-16 15:30:00 | ES | Futures | 5910.91 | 5919.99 | 5909.87 | 5917.65 | 83158.0 |
| 2024-09-16 16:00:00 | ES | Futures | 5917.65 | 5918.43 | 5912.46 | 5914.8 | 24329.0 |
| 2024-09-16 16:30:00 | ES | Futures | 5914.8 | 5914.8 | 5911.16 | 5911.68 | 4574.0 |
| 2024-09-16 18:00:00 | ES | Futures | 5911.16 | 5918.17 | 5911.16 | 5916.1 | 2616.0 |
| 2024-09-16 18:30:00 | ES | Futures | 5915.84 | 5917.91 | 5915.32 | 5915.84 | 1342.0 |
| 2024-09-16 19:00:00 | ES | Futures | 5915.84 | 5917.39 | 5912.46 | 5915.32 | 1252.0 |
| 2024-09-16 19:30:00 | ES | Futures | 5915.32 | 5916.1 | 5912.46 | 5913.24 | 973.0 |
| 2024-09-16 20:00:00 | ES | Futures | 5913.24 | 5915.32 | 5911.42 | 5911.42 | 1841.0 |
| 2024-09-16 20:30:00 | ES | Futures | 5911.68 | 5911.94 | 5909.09 | 5909.87 | 1626.0 |
| 2024-09-16 21:00:00 | ES | Futures | 5909.61 | 5910.91 | 5907.27 | 5907.53 | 1916.0 |
| 2024-09-16 21:30:00 | ES | Futures | 5907.79 | 5911.94 | 5907.53 | 5911.42 | 1548.0 |
| 2024-09-16 22:00:00 | ES | Futures | 5911.42 | 5911.68 | 5908.83 | 5909.35 | 986.0 |
| 2024-09-16 22:30:00 | ES | Futures | 5909.35 | 5912.46 | 5908.57 | 5911.42 | 1138.0 |
| 2024-09-16 23:00:00 | ES | Futures | 5911.68 | 5912.2 | 5908.31 | 5908.57 | 1189.0 |
| 2024-09-16 23:30:00 | ES | Futures | 5908.83 | 5911.94 | 5908.57 | 5910.39 | 1205.0 |
| 2024-09-16 00:00:00 | NQ | Futures | 20630.34 | 20631.64 | 20623.55 | 20629.55 | 331.0 |
| 2024-09-16 00:30:00 | NQ | Futures | 20628.25 | 20632.42 | 20625.38 | 20627.21 | 261.0 |
| 2024-09-16 01:00:00 | NQ | Futures | 20627.99 | 20630.86 | 20614.16 | 20617.81 | 441.0 |
| 2024-09-16 01:30:00 | NQ | Futures | 20617.81 | 20620.42 | 20608.42 | 20617.03 | 571.0 |
> showing 50 of 3,867 rows — these rows as CSV