PREVIEW / futures_30min / 2024-09-18
file: by_date/futures_30min/2024/2024-09-18.parquet size: 114 KB rows: 3,988
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-18 00:00:00 | ES | Futures | 5920.25 | 5923.62 | 5919.21 | 5922.58 | 1714.0 |
| 2024-09-18 00:30:00 | ES | Futures | 5922.58 | 5922.58 | 5918.43 | 5920.25 | 1495.0 |
| 2024-09-18 01:00:00 | ES | Futures | 5919.99 | 5921.81 | 5919.21 | 5921.29 | 2056.0 |
| 2024-09-18 01:30:00 | ES | Futures | 5921.03 | 5923.36 | 5918.43 | 5922.84 | 2289.0 |
| 2024-09-18 02:00:00 | ES | Futures | 5922.58 | 5928.55 | 5922.58 | 5927.0 | 3931.0 |
| 2024-09-18 02:30:00 | ES | Futures | 5927.0 | 5927.25 | 5923.62 | 5925.7 | 1882.0 |
| 2024-09-18 03:00:00 | ES | Futures | 5925.96 | 5927.77 | 5921.03 | 5921.81 | 3749.0 |
| 2024-09-18 03:30:00 | ES | Futures | 5922.06 | 5923.1 | 5918.95 | 5919.73 | 6260.0 |
| 2024-09-18 04:00:00 | ES | Futures | 5919.73 | 5920.51 | 5915.32 | 5916.61 | 7745.0 |
| 2024-09-18 04:30:00 | ES | Futures | 5916.61 | 5921.29 | 5915.84 | 5921.03 | 4058.0 |
| 2024-09-18 05:00:00 | ES | Futures | 5921.03 | 5923.88 | 5919.73 | 5923.36 | 2966.0 |
| 2024-09-18 05:30:00 | ES | Futures | 5923.62 | 5926.48 | 5923.1 | 5925.96 | 2790.0 |
| 2024-09-18 06:00:00 | ES | Futures | 5926.22 | 5926.48 | 5923.36 | 5925.44 | 2580.0 |
| 2024-09-18 06:30:00 | ES | Futures | 5925.18 | 5926.74 | 5924.66 | 5925.7 | 2245.0 |
| 2024-09-18 07:00:00 | ES | Futures | 5925.44 | 5927.51 | 5924.14 | 5925.44 | 4346.0 |
| 2024-09-18 07:30:00 | ES | Futures | 5925.7 | 5926.74 | 5921.29 | 5921.29 | 4198.0 |
| 2024-09-18 08:00:00 | ES | Futures | 5921.55 | 5922.84 | 5916.1 | 5922.58 | 8238.0 |
| 2024-09-18 08:30:00 | ES | Futures | 5922.58 | 5929.07 | 5922.32 | 5926.74 | 13521.0 |
| 2024-09-18 09:00:00 | ES | Futures | 5926.48 | 5927.51 | 5922.84 | 5924.92 | 15478.0 |
| 2024-09-18 09:30:00 | ES | Futures | 5924.66 | 5926.74 | 5911.68 | 5916.61 | 94281.0 |
| 2024-09-18 10:00:00 | ES | Futures | 5916.36 | 5919.47 | 5907.53 | 5917.65 | 75904.0 |
| 2024-09-18 10:30:00 | ES | Futures | 5917.65 | 5919.99 | 5910.39 | 5914.28 | 49429.0 |
| 2024-09-18 11:00:00 | ES | Futures | 5914.28 | 5918.17 | 5908.31 | 5913.5 | 37033.0 |
| 2024-09-18 11:30:00 | ES | Futures | 5913.76 | 5913.76 | 5900.78 | 5901.82 | 56995.0 |
| 2024-09-18 12:00:00 | ES | Futures | 5901.82 | 5917.13 | 5898.71 | 5916.1 | 42177.0 |
| 2024-09-18 12:30:00 | ES | Futures | 5916.36 | 5923.36 | 5914.02 | 5922.32 | 30832.0 |
| 2024-09-18 13:00:00 | ES | Futures | 5922.58 | 5923.88 | 5915.84 | 5923.62 | 33010.0 |
| 2024-09-18 13:30:00 | ES | Futures | 5923.36 | 5929.59 | 5914.02 | 5917.65 | 49705.0 |
| 2024-09-18 14:00:00 | ES | Futures | 5917.39 | 5975.01 | 5901.56 | 5945.68 | 227524.0 |
| 2024-09-18 14:30:00 | ES | Futures | 5945.68 | 5957.1 | 5918.69 | 5923.1 | 187261.0 |
| 2024-09-18 15:00:00 | ES | Futures | 5923.1 | 5944.9 | 5900.26 | 5934.78 | 197920.0 |
| 2024-09-18 15:30:00 | ES | Futures | 5935.04 | 5941.27 | 5891.44 | 5897.15 | 197526.0 |
| 2024-09-18 16:00:00 | ES | Futures | 5897.15 | 5913.5 | 5894.04 | 5909.87 | 46747.0 |
| 2024-09-18 16:30:00 | ES | Futures | 5909.87 | 5912.72 | 5904.16 | 5906.49 | 10319.0 |
| 2024-09-18 18:00:00 | ES | Futures | 5909.87 | 5919.21 | 5907.79 | 5917.91 | 4373.0 |
| 2024-09-18 18:30:00 | ES | Futures | 5917.91 | 5919.99 | 5913.76 | 5915.84 | 2328.0 |
| 2024-09-18 19:00:00 | ES | Futures | 5915.84 | 5919.47 | 5910.13 | 5911.68 | 2901.0 |
| 2024-09-18 19:30:00 | ES | Futures | 5911.94 | 5937.12 | 5909.87 | 5936.08 | 7202.0 |
| 2024-09-18 20:00:00 | ES | Futures | 5935.82 | 5948.02 | 5931.15 | 5934.0 | 15174.0 |
| 2024-09-18 20:30:00 | ES | Futures | 5933.74 | 5933.74 | 5920.51 | 5923.36 | 7597.0 |
| 2024-09-18 21:00:00 | ES | Futures | 5923.62 | 5925.18 | 5915.06 | 5919.99 | 6030.0 |
| 2024-09-18 21:30:00 | ES | Futures | 5919.99 | 5929.33 | 5915.84 | 5929.33 | 5396.0 |
| 2024-09-18 22:00:00 | ES | Futures | 5929.33 | 5940.23 | 5929.07 | 5940.23 | 6031.0 |
| 2024-09-18 22:30:00 | ES | Futures | 5940.49 | 5951.65 | 5938.67 | 5948.8 | 7804.0 |
| 2024-09-18 23:00:00 | ES | Futures | 5948.54 | 5951.65 | 5943.6 | 5949.31 | 5831.0 |
| 2024-09-18 23:30:00 | ES | Futures | 5949.57 | 5956.58 | 5948.28 | 5955.8 | 6127.0 |
| 2024-09-18 00:00:00 | NQ | Futures | 20546.32 | 20560.15 | 20542.67 | 20552.32 | 1163.0 |
| 2024-09-18 00:30:00 | NQ | Futures | 20551.8 | 20551.8 | 20529.89 | 20538.76 | 1273.0 |
| 2024-09-18 01:00:00 | NQ | Futures | 20538.24 | 20548.67 | 20532.5 | 20547.11 | 1424.0 |
| 2024-09-18 01:30:00 | NQ | Futures | 20545.28 | 20554.67 | 20528.58 | 20551.8 | 1499.0 |
> showing 50 of 3,988 rows — these rows as CSV