PREVIEW / futures_30min / 2024-09-27
file: by_date/futures_30min/2024/2024-09-27.parquet size: 96 KB rows: 3,209
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 |
|---|---|---|---|---|---|---|---|
| 2024-09-27 00:00:00 | ES | Futures | 6023.28 | 6025.87 | 6022.76 | 6025.1 | 2294.0 |
| 2024-09-27 00:30:00 | ES | Futures | 6025.1 | 6029.51 | 6024.84 | 6028.47 | 2928.0 |
| 2024-09-27 01:00:00 | ES | Futures | 6028.47 | 6030.29 | 6023.02 | 6024.06 | 4360.0 |
| 2024-09-27 01:30:00 | ES | Futures | 6024.06 | 6026.65 | 6019.39 | 6025.87 | 5756.0 |
| 2024-09-27 02:00:00 | ES | Futures | 6025.87 | 6028.73 | 6017.05 | 6017.83 | 7837.0 |
| 2024-09-27 02:30:00 | ES | Futures | 6017.83 | 6019.13 | 6015.75 | 6017.05 | 6614.0 |
| 2024-09-27 03:00:00 | ES | Futures | 6017.05 | 6023.28 | 6015.75 | 6016.01 | 7658.0 |
| 2024-09-27 03:30:00 | ES | Futures | 6016.27 | 6018.35 | 6011.34 | 6011.6 | 14387.0 |
| 2024-09-27 04:00:00 | ES | Futures | 6011.6 | 6021.46 | 6011.34 | 6020.94 | 8931.0 |
| 2024-09-27 04:30:00 | ES | Futures | 6020.68 | 6024.06 | 6017.05 | 6018.87 | 5983.0 |
| 2024-09-27 05:00:00 | ES | Futures | 6018.61 | 6024.84 | 6017.83 | 6019.13 | 5329.0 |
| 2024-09-27 05:30:00 | ES | Futures | 6019.13 | 6022.76 | 6016.27 | 6021.2 | 4919.0 |
| 2024-09-27 06:00:00 | ES | Futures | 6021.2 | 6024.58 | 6019.39 | 6019.9 | 3908.0 |
| 2024-09-27 06:30:00 | ES | Futures | 6020.16 | 6020.68 | 6017.83 | 6018.09 | 3732.0 |
| 2024-09-27 07:00:00 | ES | Futures | 6018.09 | 6021.98 | 6017.83 | 6021.2 | 4261.0 |
| 2024-09-27 07:30:00 | ES | Futures | 6021.2 | 6026.13 | 6021.2 | 6025.87 | 4766.0 |
| 2024-09-27 08:00:00 | ES | Futures | 6025.61 | 6029.77 | 6024.84 | 6028.47 | 8282.0 |
| 2024-09-27 08:30:00 | ES | Futures | 6028.47 | 6038.59 | 6027.43 | 6034.7 | 30223.0 |
| 2024-09-27 09:00:00 | ES | Futures | 6034.7 | 6036.25 | 6031.32 | 6032.88 | 18592.0 |
| 2024-09-27 09:30:00 | ES | Futures | 6032.88 | 6035.48 | 6026.65 | 6030.29 | 115931.0 |
| 2024-09-27 10:00:00 | ES | Futures | 6029.77 | 6043.26 | 6026.13 | 6039.37 | 108915.0 |
| 2024-09-27 10:30:00 | ES | Futures | 6039.37 | 6040.41 | 6032.62 | 6037.81 | 67179.0 |
| 2024-09-27 11:00:00 | ES | Futures | 6037.55 | 6038.07 | 6029.25 | 6032.88 | 58789.0 |
| 2024-09-27 11:30:00 | ES | Futures | 6032.88 | 6033.14 | 6023.02 | 6023.54 | 60710.0 |
| 2024-09-27 12:00:00 | ES | Futures | 6023.28 | 6025.61 | 6017.31 | 6020.94 | 71153.0 |
| 2024-09-27 12:30:00 | ES | Futures | 6021.2 | 6023.8 | 6018.61 | 6020.42 | 31492.0 |
| 2024-09-27 13:00:00 | ES | Futures | 6020.68 | 6025.87 | 6016.01 | 6016.53 | 45293.0 |
| 2024-09-27 13:30:00 | ES | Futures | 6016.53 | 6023.54 | 6013.68 | 6023.28 | 38096.0 |
| 2024-09-27 14:00:00 | ES | Futures | 6023.02 | 6025.61 | 6010.3 | 6010.56 | 61811.0 |
| 2024-09-27 14:30:00 | ES | Futures | 6010.82 | 6023.28 | 6002.26 | 6021.46 | 99304.0 |
| 2024-09-27 15:00:00 | ES | Futures | 6021.2 | 6022.24 | 6014.45 | 6018.35 | 57480.0 |
| 2024-09-27 15:30:00 | ES | Futures | 6018.35 | 6019.9 | 6010.56 | 6011.6 | 122640.0 |
| 2024-09-27 16:00:00 | ES | Futures | 6011.6 | 6012.9 | 6007.71 | 6009.78 | 42667.0 |
| 2024-09-27 16:30:00 | ES | Futures | 6009.78 | 6010.3 | 6005.63 | 6006.15 | 8066.0 |
| 2024-09-27 00:00:00 | NQ | Futures | 21207.74 | 21222.35 | 21204.08 | 21216.61 | 1423.0 |
| 2024-09-27 00:30:00 | NQ | Futures | 21215.56 | 21238.52 | 21215.04 | 21235.13 | 1626.0 |
| 2024-09-27 01:00:00 | NQ | Futures | 21234.87 | 21247.13 | 21197.3 | 21205.39 | 2653.0 |
| 2024-09-27 01:30:00 | NQ | Futures | 21207.48 | 21210.87 | 21176.43 | 21206.43 | 2788.0 |
| 2024-09-27 02:00:00 | NQ | Futures | 21205.91 | 21220.78 | 21144.07 | 21147.47 | 4198.0 |
| 2024-09-27 02:30:00 | NQ | Futures | 21148.25 | 21160.25 | 21136.25 | 21158.16 | 3349.0 |
| 2024-09-27 03:00:00 | NQ | Futures | 21158.16 | 21194.69 | 21154.51 | 21154.51 | 3974.0 |
| 2024-09-27 03:30:00 | NQ | Futures | 21154.77 | 21168.34 | 21118.24 | 21131.55 | 5842.0 |
| 2024-09-27 04:00:00 | NQ | Futures | 21131.81 | 21196.52 | 21128.94 | 21193.65 | 4622.0 |
| 2024-09-27 04:30:00 | NQ | Futures | 21193.39 | 21210.08 | 21167.29 | 21178.51 | 3342.0 |
| 2024-09-27 05:00:00 | NQ | Futures | 21178.51 | 21210.87 | 21173.3 | 21183.47 | 2883.0 |
| 2024-09-27 05:30:00 | NQ | Futures | 21183.47 | 21200.43 | 21165.21 | 21192.34 | 2366.0 |
| 2024-09-27 06:00:00 | NQ | Futures | 21192.86 | 21209.56 | 21180.86 | 21183.47 | 2124.0 |
| 2024-09-27 06:30:00 | NQ | Futures | 21184.25 | 21187.91 | 21166.77 | 21178.51 | 1968.0 |
| 2024-09-27 07:00:00 | NQ | Futures | 21178.51 | 21205.39 | 21178.25 | 21200.43 | 2070.0 |
| 2024-09-27 07:30:00 | NQ | Futures | 21201.74 | 21234.35 | 21201.47 | 21233.83 | 3603.0 |
> showing 50 of 3,209 rows — these rows as CSV