PREVIEW / futures_30min / 2024-09-19
file: by_date/futures_30min/2024/2024-09-19.parquet size: 112 KB rows: 3,999
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-19 00:00:00 | ES | Futures | 5956.06 | 5956.84 | 5951.91 | 5952.17 | 3713.0 |
| 2024-09-19 00:30:00 | ES | Futures | 5952.43 | 5955.8 | 5951.65 | 5954.5 | 1964.0 |
| 2024-09-19 01:00:00 | ES | Futures | 5954.5 | 5955.54 | 5950.61 | 5952.69 | 2816.0 |
| 2024-09-19 01:30:00 | ES | Futures | 5952.43 | 5957.62 | 5949.83 | 5956.06 | 5260.0 |
| 2024-09-19 02:00:00 | ES | Futures | 5955.8 | 5962.29 | 5951.91 | 5960.21 | 6798.0 |
| 2024-09-19 02:30:00 | ES | Futures | 5960.47 | 5963.85 | 5959.18 | 5962.03 | 5496.0 |
| 2024-09-19 03:00:00 | ES | Futures | 5962.03 | 5965.92 | 5957.1 | 5957.88 | 9352.0 |
| 2024-09-19 03:30:00 | ES | Futures | 5958.14 | 5970.85 | 5954.25 | 5970.85 | 11367.0 |
| 2024-09-19 04:00:00 | ES | Futures | 5970.85 | 5973.97 | 5965.92 | 5970.6 | 12378.0 |
| 2024-09-19 04:30:00 | ES | Futures | 5970.34 | 5977.34 | 5970.34 | 5975.53 | 9580.0 |
| 2024-09-19 05:00:00 | ES | Futures | 5975.79 | 5986.95 | 5974.23 | 5984.09 | 13120.0 |
| 2024-09-19 05:30:00 | ES | Futures | 5984.35 | 5987.98 | 5983.31 | 5986.69 | 7921.0 |
| 2024-09-19 06:00:00 | ES | Futures | 5986.43 | 5992.91 | 5984.61 | 5992.4 | 10553.0 |
| 2024-09-19 06:30:00 | ES | Futures | 5992.4 | 5994.73 | 5991.62 | 5993.17 | 9571.0 |
| 2024-09-19 07:00:00 | ES | Futures | 5992.91 | 5994.21 | 5990.06 | 5992.14 | 9992.0 |
| 2024-09-19 07:30:00 | ES | Futures | 5991.88 | 5999.14 | 5990.84 | 5993.69 | 22408.0 |
| 2024-09-19 08:00:00 | ES | Futures | 5993.43 | 5994.99 | 5990.58 | 5991.1 | 17462.0 |
| 2024-09-19 08:30:00 | ES | Futures | 5991.62 | 5994.99 | 5986.69 | 5988.24 | 25238.0 |
| 2024-09-19 09:00:00 | ES | Futures | 5987.98 | 5999.14 | 5983.31 | 5998.36 | 36147.0 |
| 2024-09-19 09:30:00 | ES | Futures | 5998.36 | 5999.4 | 5967.22 | 5983.05 | 194966.0 |
| 2024-09-19 10:00:00 | ES | Futures | 5983.05 | 6002.26 | 5980.72 | 6002.0 | 127686.0 |
| 2024-09-19 10:30:00 | ES | Futures | 6001.74 | 6007.97 | 5984.87 | 5986.69 | 115300.0 |
| 2024-09-19 11:00:00 | ES | Futures | 5986.69 | 5999.92 | 5981.5 | 5997.07 | 80945.0 |
| 2024-09-19 11:30:00 | ES | Futures | 5997.07 | 5999.92 | 5987.98 | 5991.88 | 51806.0 |
| 2024-09-19 12:00:00 | ES | Futures | 5991.88 | 6006.93 | 5990.84 | 6005.11 | 46657.0 |
| 2024-09-19 12:30:00 | ES | Futures | 6005.37 | 6009.26 | 6000.18 | 6003.55 | 42662.0 |
| 2024-09-19 13:00:00 | ES | Futures | 6003.81 | 6009.78 | 6001.48 | 6007.45 | 42911.0 |
| 2024-09-19 13:30:00 | ES | Futures | 6007.45 | 6018.35 | 6007.19 | 6013.94 | 54734.0 |
| 2024-09-19 14:00:00 | ES | Futures | 6014.2 | 6016.53 | 5997.07 | 6008.75 | 72543.0 |
| 2024-09-19 14:30:00 | ES | Futures | 6008.75 | 6011.08 | 5998.62 | 6007.71 | 47041.0 |
| 2024-09-19 15:00:00 | ES | Futures | 6007.97 | 6010.04 | 5994.73 | 5999.92 | 69009.0 |
| 2024-09-19 15:30:00 | ES | Futures | 5999.92 | 6006.15 | 5991.36 | 5998.1 | 192365.0 |
| 2024-09-19 16:00:00 | ES | Futures | 5997.85 | 5998.62 | 5992.4 | 5995.77 | 49681.0 |
| 2024-09-19 16:30:00 | ES | Futures | 5995.77 | 5996.81 | 5992.91 | 5994.47 | 12720.0 |
| 2024-09-19 18:00:00 | ES | Futures | 5996.03 | 5996.81 | 5991.88 | 5995.25 | 4070.0 |
| 2024-09-19 18:30:00 | ES | Futures | 5995.25 | 5995.77 | 5988.5 | 5992.14 | 2389.0 |
| 2024-09-19 19:00:00 | ES | Futures | 5991.88 | 5992.91 | 5990.58 | 5992.4 | 1349.0 |
| 2024-09-19 19:30:00 | ES | Futures | 5992.4 | 5994.47 | 5988.76 | 5990.06 | 2636.0 |
| 2024-09-19 20:00:00 | ES | Futures | 5989.8 | 5991.36 | 5983.83 | 5987.2 | 6052.0 |
| 2024-09-19 20:30:00 | ES | Futures | 5987.46 | 5987.72 | 5985.13 | 5985.39 | 2526.0 |
| 2024-09-19 21:00:00 | ES | Futures | 5985.65 | 5987.72 | 5985.39 | 5985.91 | 1751.0 |
| 2024-09-19 21:30:00 | ES | Futures | 5985.91 | 5991.36 | 5985.65 | 5990.32 | 4059.0 |
| 2024-09-19 22:00:00 | ES | Futures | 5990.06 | 5992.65 | 5986.43 | 5987.2 | 2826.0 |
| 2024-09-19 22:30:00 | ES | Futures | 5987.46 | 5989.02 | 5984.61 | 5985.65 | 2051.0 |
| 2024-09-19 23:00:00 | ES | Futures | 5985.91 | 5988.5 | 5984.61 | 5988.24 | 2804.0 |
| 2024-09-19 23:30:00 | ES | Futures | 5988.24 | 5991.36 | 5987.46 | 5990.84 | 1694.0 |
| 2024-09-19 00:00:00 | NQ | Futures | 20732.35 | 20739.92 | 20714.61 | 20717.48 | 2725.0 |
| 2024-09-19 00:30:00 | NQ | Futures | 20717.74 | 20734.7 | 20714.35 | 20729.48 | 1593.0 |
| 2024-09-19 01:00:00 | NQ | Futures | 20730.27 | 20738.09 | 20714.61 | 20722.96 | 2723.0 |
| 2024-09-19 01:30:00 | NQ | Futures | 20723.48 | 20759.75 | 20708.87 | 20748.79 | 3424.0 |
> showing 50 of 3,999 rows — these rows as CSV