PREVIEW / futures_30min / 2024-09-23
file: by_date/futures_30min/2024/2024-09-23.parquet size: 110 KB rows: 3,947
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-23 00:00:00 | ES | Futures | 5999.14 | 6001.22 | 5998.88 | 6000.18 | 1268.0 |
| 2024-09-23 00:30:00 | ES | Futures | 6000.44 | 6001.48 | 5999.14 | 5999.92 | 1156.0 |
| 2024-09-23 01:00:00 | ES | Futures | 5999.92 | 5999.92 | 5995.77 | 5997.59 | 2022.0 |
| 2024-09-23 01:30:00 | ES | Futures | 5997.59 | 5998.1 | 5994.21 | 5994.99 | 2127.0 |
| 2024-09-23 02:00:00 | ES | Futures | 5994.99 | 5994.99 | 5990.32 | 5993.17 | 4171.0 |
| 2024-09-23 02:30:00 | ES | Futures | 5992.91 | 5993.43 | 5989.8 | 5990.06 | 2044.0 |
| 2024-09-23 03:00:00 | ES | Futures | 5990.32 | 5990.58 | 5964.11 | 5974.75 | 20383.0 |
| 2024-09-23 03:30:00 | ES | Futures | 5974.75 | 5984.61 | 5971.63 | 5984.09 | 9004.0 |
| 2024-09-23 04:00:00 | ES | Futures | 5984.35 | 5987.46 | 5979.16 | 5986.43 | 10424.0 |
| 2024-09-23 04:30:00 | ES | Futures | 5986.43 | 5986.95 | 5978.12 | 5984.61 | 7470.0 |
| 2024-09-23 05:00:00 | ES | Futures | 5984.87 | 5987.46 | 5979.68 | 5986.95 | 4834.0 |
| 2024-09-23 05:30:00 | ES | Futures | 5987.2 | 5992.14 | 5985.65 | 5991.36 | 5277.0 |
| 2024-09-23 06:00:00 | ES | Futures | 5991.36 | 5993.69 | 5989.54 | 5991.36 | 4082.0 |
| 2024-09-23 06:30:00 | ES | Futures | 5991.36 | 5993.17 | 5989.02 | 5989.54 | 3552.0 |
| 2024-09-23 07:00:00 | ES | Futures | 5989.28 | 5990.58 | 5983.31 | 5987.2 | 5315.0 |
| 2024-09-23 07:30:00 | ES | Futures | 5986.95 | 5993.17 | 5985.65 | 5992.14 | 5272.0 |
| 2024-09-23 08:00:00 | ES | Futures | 5991.88 | 5992.65 | 5986.69 | 5991.88 | 9434.0 |
| 2024-09-23 08:30:00 | ES | Futures | 5991.62 | 5995.51 | 5988.24 | 5994.21 | 10617.0 |
| 2024-09-23 09:00:00 | ES | Futures | 5993.95 | 5997.59 | 5990.32 | 5994.73 | 16157.0 |
| 2024-09-23 09:30:00 | ES | Futures | 5994.47 | 5995.25 | 5983.05 | 5988.5 | 108277.0 |
| 2024-09-23 10:00:00 | ES | Futures | 5988.5 | 6004.85 | 5984.61 | 5999.4 | 97754.0 |
| 2024-09-23 10:30:00 | ES | Futures | 5999.14 | 6002.26 | 5989.02 | 5999.66 | 76549.0 |
| 2024-09-23 11:00:00 | ES | Futures | 5999.66 | 6000.18 | 5987.72 | 5998.36 | 73403.0 |
| 2024-09-23 11:30:00 | ES | Futures | 5998.62 | 6002.78 | 5994.47 | 5996.81 | 53064.0 |
| 2024-09-23 12:00:00 | ES | Futures | 5996.81 | 5997.59 | 5983.57 | 5989.54 | 63702.0 |
| 2024-09-23 12:30:00 | ES | Futures | 5989.54 | 5992.14 | 5982.53 | 5985.91 | 49060.0 |
| 2024-09-23 13:00:00 | ES | Futures | 5985.91 | 5989.28 | 5980.46 | 5987.2 | 53470.0 |
| 2024-09-23 13:30:00 | ES | Futures | 5987.2 | 5993.69 | 5985.65 | 5992.91 | 39613.0 |
| 2024-09-23 14:00:00 | ES | Futures | 5992.65 | 5995.25 | 5987.72 | 5992.65 | 41239.0 |
| 2024-09-23 14:30:00 | ES | Futures | 5992.65 | 5995.25 | 5991.1 | 5994.47 | 24283.0 |
| 2024-09-23 15:00:00 | ES | Futures | 5994.47 | 5995.51 | 5990.06 | 5994.99 | 30557.0 |
| 2024-09-23 15:30:00 | ES | Futures | 5994.99 | 5999.66 | 5990.58 | 5996.29 | 105260.0 |
| 2024-09-23 16:00:00 | ES | Futures | 5996.29 | 5998.36 | 5992.91 | 5993.17 | 30001.0 |
| 2024-09-23 16:30:00 | ES | Futures | 5993.17 | 5994.73 | 5993.17 | 5994.73 | 3627.0 |
| 2024-09-23 18:00:00 | ES | Futures | 5993.95 | 5994.99 | 5989.8 | 5991.36 | 2014.0 |
| 2024-09-23 18:30:00 | ES | Futures | 5991.62 | 5992.4 | 5990.06 | 5990.58 | 938.0 |
| 2024-09-23 19:00:00 | ES | Futures | 5990.58 | 5991.1 | 5989.28 | 5990.32 | 1155.0 |
| 2024-09-23 19:30:00 | ES | Futures | 5990.06 | 5993.95 | 5990.06 | 5992.65 | 1619.0 |
| 2024-09-23 20:00:00 | ES | Futures | 5992.65 | 5994.47 | 5990.58 | 5992.4 | 2706.0 |
| 2024-09-23 20:30:00 | ES | Futures | 5992.65 | 5993.17 | 5986.69 | 5989.8 | 2520.0 |
| 2024-09-23 21:00:00 | ES | Futures | 5990.06 | 5997.59 | 5989.8 | 5994.21 | 6379.0 |
| 2024-09-23 21:30:00 | ES | Futures | 5993.95 | 5994.73 | 5986.69 | 5988.24 | 4735.0 |
| 2024-09-23 22:00:00 | ES | Futures | 5988.24 | 5989.02 | 5983.31 | 5984.61 | 4835.0 |
| 2024-09-23 22:30:00 | ES | Futures | 5984.87 | 5987.2 | 5984.35 | 5987.2 | 1934.0 |
| 2024-09-23 23:00:00 | ES | Futures | 5986.95 | 5987.72 | 5986.17 | 5986.69 | 1991.0 |
| 2024-09-23 23:30:00 | ES | Futures | 5986.69 | 5989.02 | 5984.87 | 5987.72 | 2216.0 |
| 2024-09-23 00:00:00 | NQ | Futures | 21024.84 | 21034.75 | 21022.23 | 21027.45 | 870.0 |
| 2024-09-23 00:30:00 | NQ | Futures | 21028.49 | 21037.62 | 21017.53 | 21021.18 | 924.0 |
| 2024-09-23 01:00:00 | NQ | Futures | 21022.75 | 21023.53 | 20993.79 | 21004.49 | 1743.0 |
| 2024-09-23 01:30:00 | NQ | Futures | 21003.96 | 21006.05 | 20981.53 | 20983.87 | 1351.0 |
> showing 50 of 3,947 rows — these rows as CSV