PREVIEW / futures_30min / 2024-09-24
file: by_date/futures_30min/2024/2024-09-24.parquet size: 113 KB rows: 3,985
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-24 00:00:00 | ES | Futures | 5987.72 | 5992.14 | 5987.2 | 5991.88 | 2238.0 |
| 2024-09-24 00:30:00 | ES | Futures | 5991.88 | 5993.43 | 5991.88 | 5993.43 | 1860.0 |
| 2024-09-24 01:00:00 | ES | Futures | 5993.43 | 5999.14 | 5993.43 | 5997.07 | 3466.0 |
| 2024-09-24 01:30:00 | ES | Futures | 5997.33 | 5999.92 | 5996.03 | 5998.36 | 3053.0 |
| 2024-09-24 02:00:00 | ES | Futures | 5998.36 | 5999.4 | 5996.81 | 5998.36 | 3115.0 |
| 2024-09-24 02:30:00 | ES | Futures | 5998.36 | 6007.19 | 5998.1 | 6005.37 | 5605.0 |
| 2024-09-24 03:00:00 | ES | Futures | 6005.37 | 6007.71 | 5999.66 | 6000.7 | 6641.0 |
| 2024-09-24 03:30:00 | ES | Futures | 6000.7 | 6009.52 | 5998.36 | 6009.26 | 5942.0 |
| 2024-09-24 04:00:00 | ES | Futures | 6009.0 | 6014.2 | 6006.15 | 6014.2 | 7491.0 |
| 2024-09-24 04:30:00 | ES | Futures | 6014.2 | 6014.2 | 6009.52 | 6012.9 | 4354.0 |
| 2024-09-24 05:00:00 | ES | Futures | 6012.9 | 6012.9 | 6006.41 | 6006.93 | 3945.0 |
| 2024-09-24 05:30:00 | ES | Futures | 6007.19 | 6009.0 | 6004.85 | 6006.67 | 4967.0 |
| 2024-09-24 06:00:00 | ES | Futures | 6006.67 | 6009.52 | 6005.11 | 6008.23 | 3321.0 |
| 2024-09-24 06:30:00 | ES | Futures | 6008.23 | 6010.56 | 6000.44 | 6001.22 | 6730.0 |
| 2024-09-24 07:00:00 | ES | Futures | 6001.22 | 6002.52 | 5989.02 | 5998.88 | 16287.0 |
| 2024-09-24 07:30:00 | ES | Futures | 5998.62 | 6005.89 | 5998.36 | 6000.44 | 11775.0 |
| 2024-09-24 08:00:00 | ES | Futures | 6000.7 | 6004.33 | 5998.36 | 6000.96 | 11925.0 |
| 2024-09-24 08:30:00 | ES | Futures | 6000.7 | 6003.04 | 5996.55 | 6002.26 | 11304.0 |
| 2024-09-24 09:00:00 | ES | Futures | 6002.0 | 6008.23 | 6001.74 | 6004.33 | 16173.0 |
| 2024-09-24 09:30:00 | ES | Futures | 6004.59 | 6005.63 | 5991.1 | 5992.4 | 88297.0 |
| 2024-09-24 10:00:00 | ES | Futures | 5992.65 | 5992.65 | 5975.53 | 5980.98 | 143162.0 |
| 2024-09-24 10:30:00 | ES | Futures | 5980.98 | 5996.29 | 5973.97 | 5993.95 | 110416.0 |
| 2024-09-24 11:00:00 | ES | Futures | 5993.69 | 6000.18 | 5992.4 | 5997.85 | 71746.0 |
| 2024-09-24 11:30:00 | ES | Futures | 5998.1 | 6011.08 | 5996.81 | 6005.89 | 79154.0 |
| 2024-09-24 12:00:00 | ES | Futures | 6005.89 | 6009.0 | 6002.0 | 6004.85 | 43724.0 |
| 2024-09-24 12:30:00 | ES | Futures | 6004.59 | 6011.86 | 6003.3 | 6004.07 | 40951.0 |
| 2024-09-24 13:00:00 | ES | Futures | 6004.07 | 6009.78 | 6002.26 | 6006.15 | 39816.0 |
| 2024-09-24 13:30:00 | ES | Futures | 6005.89 | 6010.04 | 6004.07 | 6004.33 | 29875.0 |
| 2024-09-24 14:00:00 | ES | Futures | 6004.33 | 6006.93 | 6000.18 | 6002.0 | 37464.0 |
| 2024-09-24 14:30:00 | ES | Futures | 6002.26 | 6006.41 | 5993.43 | 6004.33 | 58865.0 |
| 2024-09-24 15:00:00 | ES | Futures | 6004.33 | 6007.45 | 6003.3 | 6006.15 | 34487.0 |
| 2024-09-24 15:30:00 | ES | Futures | 6006.41 | 6014.97 | 6003.55 | 6013.68 | 124346.0 |
| 2024-09-24 16:00:00 | ES | Futures | 6013.68 | 6014.2 | 6009.0 | 6013.42 | 38516.0 |
| 2024-09-24 16:30:00 | ES | Futures | 6013.16 | 6014.45 | 6012.64 | 6013.42 | 8326.0 |
| 2024-09-24 18:00:00 | ES | Futures | 6012.9 | 6015.23 | 6011.86 | 6012.12 | 1706.0 |
| 2024-09-24 18:30:00 | ES | Futures | 6012.38 | 6013.68 | 6011.34 | 6013.42 | 1066.0 |
| 2024-09-24 19:00:00 | ES | Futures | 6013.42 | 6015.23 | 6013.16 | 6014.2 | 1712.0 |
| 2024-09-24 19:30:00 | ES | Futures | 6014.2 | 6014.2 | 6012.12 | 6012.64 | 1551.0 |
| 2024-09-24 20:00:00 | ES | Futures | 6012.64 | 6013.42 | 6005.63 | 6007.19 | 4784.0 |
| 2024-09-24 20:30:00 | ES | Futures | 6006.93 | 6007.71 | 6004.85 | 6005.63 | 2569.0 |
| 2024-09-24 21:00:00 | ES | Futures | 6005.63 | 6007.71 | 6001.48 | 6003.04 | 4143.0 |
| 2024-09-24 21:30:00 | ES | Futures | 6003.04 | 6004.59 | 6000.44 | 6002.0 | 4256.0 |
| 2024-09-24 22:00:00 | ES | Futures | 6002.0 | 6004.33 | 6000.96 | 6002.26 | 2371.0 |
| 2024-09-24 22:30:00 | ES | Futures | 6002.26 | 6003.3 | 6000.7 | 6001.22 | 1771.0 |
| 2024-09-24 23:00:00 | ES | Futures | 6001.22 | 6005.37 | 5999.4 | 6005.37 | 3033.0 |
| 2024-09-24 23:30:00 | ES | Futures | 6005.37 | 6006.15 | 6002.52 | 6003.81 | 2160.0 |
| 2024-09-24 00:00:00 | NQ | Futures | 20925.43 | 20942.91 | 20919.95 | 20941.61 | 1126.0 |
| 2024-09-24 00:30:00 | NQ | Futures | 20942.13 | 20951.0 | 20941.87 | 20949.43 | 975.0 |
| 2024-09-24 01:00:00 | NQ | Futures | 20950.48 | 20979.44 | 20950.48 | 20970.83 | 2166.0 |
| 2024-09-24 01:30:00 | NQ | Futures | 20971.09 | 20987.79 | 20961.43 | 20981.79 | 1862.0 |
> showing 50 of 3,985 rows — these rows as CSV