PREVIEW / futures_30min / 2024-10-02
file: by_date/futures_30min/2024/2024-10-02.parquet size: 115 KB rows: 4,019
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-02 00:00:00 | ES | Futures | 5979.68 | 5980.2 | 5975.01 | 5975.27 | 1526.0 |
| 2024-10-02 00:30:00 | ES | Futures | 5975.01 | 5975.27 | 5965.66 | 5969.3 | 4026.0 |
| 2024-10-02 01:00:00 | ES | Futures | 5969.04 | 5971.63 | 5960.47 | 5964.11 | 4622.0 |
| 2024-10-02 01:30:00 | ES | Futures | 5964.11 | 5967.48 | 5957.36 | 5966.96 | 5907.0 |
| 2024-10-02 02:00:00 | ES | Futures | 5966.96 | 5967.74 | 5959.7 | 5964.37 | 4784.0 |
| 2024-10-02 02:30:00 | ES | Futures | 5964.11 | 5969.56 | 5960.99 | 5966.44 | 5588.0 |
| 2024-10-02 03:00:00 | ES | Futures | 5966.44 | 5971.89 | 5961.25 | 5968.78 | 8525.0 |
| 2024-10-02 03:30:00 | ES | Futures | 5968.52 | 5976.56 | 5968.52 | 5971.89 | 6425.0 |
| 2024-10-02 04:00:00 | ES | Futures | 5971.89 | 5974.23 | 5967.48 | 5972.93 | 6664.0 |
| 2024-10-02 04:30:00 | ES | Futures | 5973.19 | 5976.05 | 5969.04 | 5969.3 | 4119.0 |
| 2024-10-02 05:00:00 | ES | Futures | 5969.56 | 5969.82 | 5959.7 | 5963.85 | 7412.0 |
| 2024-10-02 05:30:00 | ES | Futures | 5963.59 | 5966.44 | 5957.1 | 5961.25 | 5143.0 |
| 2024-10-02 06:00:00 | ES | Futures | 5960.99 | 5964.89 | 5954.25 | 5964.37 | 9904.0 |
| 2024-10-02 06:30:00 | ES | Futures | 5964.37 | 5972.93 | 5964.37 | 5970.34 | 8704.0 |
| 2024-10-02 07:00:00 | ES | Futures | 5970.34 | 5971.37 | 5961.25 | 5970.34 | 8978.0 |
| 2024-10-02 07:30:00 | ES | Futures | 5970.34 | 5972.41 | 5962.03 | 5962.81 | 10380.0 |
| 2024-10-02 08:00:00 | ES | Futures | 5962.81 | 5972.15 | 5960.73 | 5961.25 | 17063.0 |
| 2024-10-02 08:30:00 | ES | Futures | 5961.25 | 5977.08 | 5960.73 | 5971.63 | 17181.0 |
| 2024-10-02 09:00:00 | ES | Futures | 5971.63 | 5972.93 | 5964.63 | 5968.52 | 22287.0 |
| 2024-10-02 09:30:00 | ES | Futures | 5968.78 | 5969.56 | 5942.05 | 5962.03 | 166241.0 |
| 2024-10-02 10:00:00 | ES | Futures | 5962.03 | 5980.98 | 5960.21 | 5975.53 | 127490.0 |
| 2024-10-02 10:30:00 | ES | Futures | 5975.27 | 5989.8 | 5971.37 | 5975.01 | 118307.0 |
| 2024-10-02 11:00:00 | ES | Futures | 5975.01 | 5991.36 | 5972.93 | 5987.98 | 85241.0 |
| 2024-10-02 11:30:00 | ES | Futures | 5987.98 | 5992.14 | 5984.09 | 5987.98 | 58789.0 |
| 2024-10-02 12:00:00 | ES | Futures | 5987.98 | 5990.84 | 5980.46 | 5987.72 | 39987.0 |
| 2024-10-02 12:30:00 | ES | Futures | 5987.72 | 5987.72 | 5969.82 | 5970.34 | 39857.0 |
| 2024-10-02 13:00:00 | ES | Futures | 5970.34 | 5979.16 | 5968.26 | 5975.79 | 48560.0 |
| 2024-10-02 13:30:00 | ES | Futures | 5975.79 | 5983.57 | 5966.96 | 5982.79 | 47460.0 |
| 2024-10-02 14:00:00 | ES | Futures | 5982.79 | 5985.91 | 5968.78 | 5976.3 | 45354.0 |
| 2024-10-02 14:30:00 | ES | Futures | 5976.3 | 5982.79 | 5973.45 | 5980.72 | 29862.0 |
| 2024-10-02 15:00:00 | ES | Futures | 5980.72 | 5985.65 | 5979.68 | 5984.35 | 31628.0 |
| 2024-10-02 15:30:00 | ES | Futures | 5984.61 | 5986.95 | 5978.64 | 5980.2 | 96576.0 |
| 2024-10-02 16:00:00 | ES | Futures | 5979.94 | 5987.98 | 5977.86 | 5987.72 | 37242.0 |
| 2024-10-02 16:30:00 | ES | Futures | 5987.46 | 5993.17 | 5987.2 | 5989.8 | 10056.0 |
| 2024-10-02 18:00:00 | ES | Futures | 5989.28 | 5992.65 | 5986.95 | 5990.06 | 2873.0 |
| 2024-10-02 18:30:00 | ES | Futures | 5990.06 | 5990.06 | 5987.98 | 5987.98 | 1148.0 |
| 2024-10-02 19:00:00 | ES | Futures | 5987.98 | 5989.8 | 5984.87 | 5986.95 | 1858.0 |
| 2024-10-02 19:30:00 | ES | Futures | 5987.2 | 5989.8 | 5986.69 | 5989.02 | 1929.0 |
| 2024-10-02 20:00:00 | ES | Futures | 5989.28 | 5989.28 | 5975.27 | 5978.38 | 7725.0 |
| 2024-10-02 20:30:00 | ES | Futures | 5978.64 | 5980.46 | 5976.3 | 5979.16 | 3449.0 |
| 2024-10-02 21:00:00 | ES | Futures | 5979.16 | 5981.75 | 5972.67 | 5974.75 | 5707.0 |
| 2024-10-02 21:30:00 | ES | Futures | 5975.01 | 5975.79 | 5970.6 | 5975.27 | 6535.0 |
| 2024-10-02 22:00:00 | ES | Futures | 5975.27 | 5976.56 | 5971.37 | 5976.05 | 3827.0 |
| 2024-10-02 22:30:00 | ES | Futures | 5976.05 | 5977.34 | 5971.37 | 5972.15 | 2849.0 |
| 2024-10-02 23:00:00 | ES | Futures | 5972.15 | 5975.53 | 5970.85 | 5973.71 | 3221.0 |
| 2024-10-02 23:30:00 | ES | Futures | 5973.71 | 5974.23 | 5968.0 | 5969.82 | 4913.0 |
| 2024-10-02 00:00:00 | NQ | Futures | 20857.59 | 20862.29 | 20833.59 | 20833.59 | 1061.0 |
| 2024-10-02 00:30:00 | NQ | Futures | 20834.89 | 20836.72 | 20779.32 | 20800.19 | 2535.0 |
| 2024-10-02 01:00:00 | NQ | Futures | 20798.63 | 20817.41 | 20761.05 | 20777.23 | 2107.0 |
| 2024-10-02 01:30:00 | NQ | Futures | 20777.75 | 20793.15 | 20748.01 | 20790.02 | 2716.0 |
> showing 50 of 4,019 rows — these rows as CSV