PREVIEW / futures_30min / 2024-09-26
file: by_date/futures_30min/2024/2024-09-26.parquet size: 115 KB rows: 4,063
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-26 00:00:00 | ES | Futures | 6026.91 | 6027.43 | 6024.84 | 6026.91 | 2145.0 |
| 2024-09-26 00:30:00 | ES | Futures | 6026.91 | 6028.99 | 6026.39 | 6028.47 | 2945.0 |
| 2024-09-26 01:00:00 | ES | Futures | 6028.73 | 6032.62 | 6026.13 | 6030.8 | 5063.0 |
| 2024-09-26 01:30:00 | ES | Futures | 6031.06 | 6038.07 | 6030.55 | 6036.77 | 8156.0 |
| 2024-09-26 02:00:00 | ES | Futures | 6036.77 | 6044.82 | 6036.51 | 6039.63 | 12958.0 |
| 2024-09-26 02:30:00 | ES | Futures | 6039.89 | 6044.04 | 6039.11 | 6042.48 | 5920.0 |
| 2024-09-26 03:00:00 | ES | Futures | 6042.74 | 6045.6 | 6041.96 | 6043.0 | 9458.0 |
| 2024-09-26 03:30:00 | ES | Futures | 6043.26 | 6048.71 | 6039.63 | 6047.41 | 8849.0 |
| 2024-09-26 04:00:00 | ES | Futures | 6047.41 | 6048.97 | 6044.04 | 6047.15 | 9971.0 |
| 2024-09-26 04:30:00 | ES | Futures | 6047.15 | 6050.01 | 6044.04 | 6046.9 | 7554.0 |
| 2024-09-26 05:00:00 | ES | Futures | 6046.9 | 6047.41 | 6043.0 | 6045.6 | 5555.0 |
| 2024-09-26 05:30:00 | ES | Futures | 6045.34 | 6048.45 | 6044.82 | 6045.86 | 5000.0 |
| 2024-09-26 06:00:00 | ES | Futures | 6045.6 | 6047.15 | 6044.3 | 6046.9 | 3689.0 |
| 2024-09-26 06:30:00 | ES | Futures | 6046.9 | 6050.27 | 6045.34 | 6050.01 | 5413.0 |
| 2024-09-26 07:00:00 | ES | Futures | 6050.27 | 6050.53 | 6044.3 | 6047.93 | 8070.0 |
| 2024-09-26 07:30:00 | ES | Futures | 6047.93 | 6049.75 | 6044.56 | 6045.08 | 8138.0 |
| 2024-09-26 08:00:00 | ES | Futures | 6045.34 | 6049.49 | 6041.19 | 6047.67 | 14621.0 |
| 2024-09-26 08:30:00 | ES | Futures | 6047.93 | 6050.53 | 6043.78 | 6048.19 | 23883.0 |
| 2024-09-26 09:00:00 | ES | Futures | 6048.19 | 6052.09 | 6045.6 | 6045.6 | 26094.0 |
| 2024-09-26 09:30:00 | ES | Futures | 6045.6 | 6049.23 | 6032.62 | 6037.29 | 141958.0 |
| 2024-09-26 10:00:00 | ES | Futures | 6037.29 | 6043.52 | 6025.1 | 6027.17 | 115662.0 |
| 2024-09-26 10:30:00 | ES | Futures | 6027.17 | 6035.74 | 6010.56 | 6012.64 | 140246.0 |
| 2024-09-26 11:00:00 | ES | Futures | 6012.9 | 6022.24 | 6009.0 | 6013.42 | 98597.0 |
| 2024-09-26 11:30:00 | ES | Futures | 6013.42 | 6026.65 | 6010.04 | 6024.84 | 67007.0 |
| 2024-09-26 12:00:00 | ES | Futures | 6024.84 | 6025.1 | 6011.34 | 6012.38 | 62200.0 |
| 2024-09-26 12:30:00 | ES | Futures | 6012.38 | 6014.45 | 6008.23 | 6010.82 | 48634.0 |
| 2024-09-26 13:00:00 | ES | Futures | 6010.56 | 6014.45 | 5998.36 | 6010.82 | 69485.0 |
| 2024-09-26 13:30:00 | ES | Futures | 6010.82 | 6018.09 | 6010.56 | 6015.75 | 45233.0 |
| 2024-09-26 14:00:00 | ES | Futures | 6016.01 | 6028.21 | 6016.01 | 6024.84 | 54981.0 |
| 2024-09-26 14:30:00 | ES | Futures | 6025.1 | 6025.35 | 6019.9 | 6023.02 | 37067.0 |
| 2024-09-26 15:00:00 | ES | Futures | 6023.28 | 6025.61 | 6019.9 | 6021.98 | 35416.0 |
| 2024-09-26 15:30:00 | ES | Futures | 6021.98 | 6029.51 | 6018.87 | 6024.06 | 108210.0 |
| 2024-09-26 16:00:00 | ES | Futures | 6024.32 | 6027.43 | 6023.02 | 6024.84 | 31654.0 |
| 2024-09-26 16:30:00 | ES | Futures | 6025.1 | 6026.39 | 6024.58 | 6024.84 | 4598.0 |
| 2024-09-26 18:00:00 | ES | Futures | 6025.35 | 6033.4 | 6024.84 | 6031.06 | 4185.0 |
| 2024-09-26 18:30:00 | ES | Futures | 6031.06 | 6032.36 | 6029.25 | 6029.77 | 2031.0 |
| 2024-09-26 19:00:00 | ES | Futures | 6029.77 | 6030.8 | 6027.17 | 6028.21 | 1998.0 |
| 2024-09-26 19:30:00 | ES | Futures | 6027.95 | 6028.47 | 6023.54 | 6026.13 | 2700.0 |
| 2024-09-26 20:00:00 | ES | Futures | 6026.39 | 6027.17 | 6019.9 | 6026.65 | 5526.0 |
| 2024-09-26 20:30:00 | ES | Futures | 6026.65 | 6027.17 | 6022.24 | 6025.61 | 3368.0 |
| 2024-09-26 21:00:00 | ES | Futures | 6025.61 | 6026.65 | 6022.24 | 6024.32 | 3655.0 |
| 2024-09-26 21:30:00 | ES | Futures | 6024.06 | 6024.84 | 6017.83 | 6018.35 | 5931.0 |
| 2024-09-26 22:00:00 | ES | Futures | 6018.61 | 6020.94 | 6016.79 | 6018.09 | 4518.0 |
| 2024-09-26 22:30:00 | ES | Futures | 6018.09 | 6020.42 | 6017.83 | 6019.39 | 2530.0 |
| 2024-09-26 23:00:00 | ES | Futures | 6019.13 | 6021.46 | 6017.31 | 6021.2 | 2706.0 |
| 2024-09-26 23:30:00 | ES | Futures | 6021.46 | 6023.8 | 6020.94 | 6023.02 | 2464.0 |
| 2024-09-26 00:00:00 | NQ | Futures | 21253.13 | 21257.05 | 21243.22 | 21252.87 | 1373.0 |
| 2024-09-26 00:30:00 | NQ | Futures | 21252.35 | 21270.62 | 21250.53 | 21268.53 | 2102.0 |
| 2024-09-26 01:00:00 | NQ | Futures | 21269.05 | 21285.49 | 21252.61 | 21281.31 | 3087.0 |
| 2024-09-26 01:30:00 | NQ | Futures | 21281.57 | 21312.88 | 21278.7 | 21309.75 | 3699.0 |
> showing 50 of 4,063 rows — these rows as CSV