PREVIEW / futures_30min / 2024-09-17
file: by_date/futures_30min/2024/2024-09-17.parquet size: 108 KB rows: 3,936
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-17 00:00:00 | ES | Futures | 5910.39 | 5911.94 | 5909.35 | 5911.42 | 939.0 |
| 2024-09-17 00:30:00 | ES | Futures | 5911.42 | 5914.54 | 5911.16 | 5914.54 | 1166.0 |
| 2024-09-17 01:00:00 | ES | Futures | 5914.28 | 5916.87 | 5914.28 | 5915.58 | 1719.0 |
| 2024-09-17 01:30:00 | ES | Futures | 5915.58 | 5917.39 | 5915.58 | 5916.87 | 1758.0 |
| 2024-09-17 02:00:00 | ES | Futures | 5917.13 | 5918.17 | 5915.58 | 5917.91 | 2043.0 |
| 2024-09-17 02:30:00 | ES | Futures | 5918.17 | 5919.73 | 5917.13 | 5919.21 | 2727.0 |
| 2024-09-17 03:00:00 | ES | Futures | 5919.47 | 5925.96 | 5918.43 | 5925.44 | 5963.0 |
| 2024-09-17 03:30:00 | ES | Futures | 5925.44 | 5930.89 | 5924.66 | 5927.0 | 5111.0 |
| 2024-09-17 04:00:00 | ES | Futures | 5927.0 | 5931.41 | 5927.0 | 5928.55 | 4436.0 |
| 2024-09-17 04:30:00 | ES | Futures | 5928.55 | 5932.19 | 5928.29 | 5930.37 | 3187.0 |
| 2024-09-17 05:00:00 | ES | Futures | 5930.37 | 5935.56 | 5930.11 | 5933.48 | 3521.0 |
| 2024-09-17 05:30:00 | ES | Futures | 5933.74 | 5939.19 | 5933.48 | 5936.34 | 3346.0 |
| 2024-09-17 06:00:00 | ES | Futures | 5936.6 | 5939.19 | 5936.34 | 5937.64 | 3337.0 |
| 2024-09-17 06:30:00 | ES | Futures | 5937.9 | 5938.93 | 5932.19 | 5932.7 | 3547.0 |
| 2024-09-17 07:00:00 | ES | Futures | 5932.96 | 5934.0 | 5930.37 | 5930.63 | 3261.0 |
| 2024-09-17 07:30:00 | ES | Futures | 5930.63 | 5944.12 | 5929.07 | 5941.01 | 10524.0 |
| 2024-09-17 08:00:00 | ES | Futures | 5941.01 | 5942.57 | 5935.56 | 5937.9 | 9296.0 |
| 2024-09-17 08:30:00 | ES | Futures | 5938.15 | 5944.9 | 5935.82 | 5942.05 | 20871.0 |
| 2024-09-17 09:00:00 | ES | Futures | 5942.05 | 5944.64 | 5937.9 | 5939.71 | 17446.0 |
| 2024-09-17 09:30:00 | ES | Futures | 5939.97 | 5945.16 | 5928.81 | 5933.22 | 111804.0 |
| 2024-09-17 10:00:00 | ES | Futures | 5933.22 | 5951.91 | 5930.89 | 5949.05 | 87548.0 |
| 2024-09-17 10:30:00 | ES | Futures | 5949.05 | 5955.54 | 5935.04 | 5940.49 | 84175.0 |
| 2024-09-17 11:00:00 | ES | Futures | 5940.49 | 5949.05 | 5938.67 | 5940.49 | 63617.0 |
| 2024-09-17 11:30:00 | ES | Futures | 5940.49 | 5942.31 | 5936.34 | 5938.67 | 50848.0 |
| 2024-09-17 12:00:00 | ES | Futures | 5938.67 | 5940.75 | 5916.36 | 5924.92 | 82428.0 |
| 2024-09-17 12:30:00 | ES | Futures | 5924.92 | 5925.18 | 5895.59 | 5904.68 | 106249.0 |
| 2024-09-17 13:00:00 | ES | Futures | 5904.68 | 5917.91 | 5901.04 | 5914.02 | 56375.0 |
| 2024-09-17 13:30:00 | ES | Futures | 5914.28 | 5917.91 | 5894.04 | 5914.02 | 59437.0 |
| 2024-09-17 14:00:00 | ES | Futures | 5914.02 | 5919.21 | 5909.35 | 5913.5 | 35370.0 |
| 2024-09-17 14:30:00 | ES | Futures | 5913.76 | 5916.36 | 5899.75 | 5907.53 | 64919.0 |
| 2024-09-17 15:00:00 | ES | Futures | 5907.27 | 5911.94 | 5900.26 | 5909.35 | 39363.0 |
| 2024-09-17 15:30:00 | ES | Futures | 5909.09 | 5919.99 | 5904.16 | 5919.21 | 114764.0 |
| 2024-09-17 16:00:00 | ES | Futures | 5919.47 | 5923.62 | 5917.39 | 5922.84 | 31692.0 |
| 2024-09-17 16:30:00 | ES | Futures | 5922.58 | 5923.88 | 5918.43 | 5918.43 | 5512.0 |
| 2024-09-17 18:00:00 | ES | Futures | 5918.17 | 5921.55 | 5917.13 | 5920.25 | 2503.0 |
| 2024-09-17 18:30:00 | ES | Futures | 5920.25 | 5921.03 | 5918.17 | 5919.47 | 978.0 |
| 2024-09-17 19:00:00 | ES | Futures | 5919.47 | 5920.77 | 5917.65 | 5919.47 | 954.0 |
| 2024-09-17 19:30:00 | ES | Futures | 5919.73 | 5923.88 | 5919.47 | 5922.84 | 1242.0 |
| 2024-09-17 20:00:00 | ES | Futures | 5923.1 | 5924.14 | 5920.77 | 5922.32 | 1880.0 |
| 2024-09-17 20:30:00 | ES | Futures | 5922.58 | 5923.36 | 5921.29 | 5921.81 | 1157.0 |
| 2024-09-17 21:00:00 | ES | Futures | 5922.06 | 5923.62 | 5920.77 | 5923.36 | 1757.0 |
| 2024-09-17 21:30:00 | ES | Futures | 5923.1 | 5924.92 | 5922.06 | 5924.4 | 1684.0 |
| 2024-09-17 22:00:00 | ES | Futures | 5924.4 | 5925.44 | 5924.14 | 5924.92 | 1078.0 |
| 2024-09-17 22:30:00 | ES | Futures | 5924.92 | 5925.44 | 5923.62 | 5924.66 | 1217.0 |
| 2024-09-17 23:00:00 | ES | Futures | 5924.66 | 5924.66 | 5922.58 | 5923.62 | 877.0 |
| 2024-09-17 23:30:00 | ES | Futures | 5923.88 | 5923.88 | 5919.47 | 5920.25 | 1854.0 |
| 2024-09-17 00:00:00 | NQ | Futures | 20504.84 | 20513.19 | 20499.62 | 20511.1 | 552.0 |
| 2024-09-17 00:30:00 | NQ | Futures | 20511.36 | 20528.84 | 20510.06 | 20528.58 | 630.0 |
| 2024-09-17 01:00:00 | NQ | Futures | 20527.8 | 20547.63 | 20527.02 | 20537.19 | 925.0 |
| 2024-09-17 01:30:00 | NQ | Futures | 20537.71 | 20550.76 | 20536.67 | 20547.37 | 1034.0 |
> showing 50 of 3,936 rows — these rows as CSV