PREVIEW / futures_30min / 2024-10-03
file: by_date/futures_30min/2024/2024-10-03.parquet size: 112 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 |
|---|---|---|---|---|---|---|---|
| 2024-10-03 00:00:00 | ES | Futures | 5970.08 | 5971.11 | 5969.3 | 5969.56 | 1305.0 |
| 2024-10-03 00:30:00 | ES | Futures | 5969.3 | 5970.34 | 5967.22 | 5967.48 | 1949.0 |
| 2024-10-03 01:00:00 | ES | Futures | 5967.74 | 5970.08 | 5967.74 | 5968.78 | 2096.0 |
| 2024-10-03 01:30:00 | ES | Futures | 5969.04 | 5971.63 | 5965.92 | 5966.44 | 3986.0 |
| 2024-10-03 02:00:00 | ES | Futures | 5966.44 | 5970.85 | 5965.66 | 5966.44 | 3518.0 |
| 2024-10-03 02:30:00 | ES | Futures | 5966.7 | 5973.19 | 5965.4 | 5970.85 | 4105.0 |
| 2024-10-03 03:00:00 | ES | Futures | 5970.85 | 5971.89 | 5953.73 | 5954.25 | 13044.0 |
| 2024-10-03 03:30:00 | ES | Futures | 5954.5 | 5954.5 | 5944.64 | 5950.61 | 19954.0 |
| 2024-10-03 04:00:00 | ES | Futures | 5950.61 | 5957.62 | 5949.83 | 5954.25 | 12639.0 |
| 2024-10-03 04:30:00 | ES | Futures | 5953.99 | 5961.77 | 5953.21 | 5957.88 | 7006.0 |
| 2024-10-03 05:00:00 | ES | Futures | 5958.14 | 5961.25 | 5955.02 | 5959.7 | 4012.0 |
| 2024-10-03 05:30:00 | ES | Futures | 5959.95 | 5962.29 | 5957.1 | 5959.95 | 4075.0 |
| 2024-10-03 06:00:00 | ES | Futures | 5959.95 | 5962.29 | 5956.58 | 5960.99 | 3777.0 |
| 2024-10-03 06:30:00 | ES | Futures | 5960.99 | 5965.66 | 5958.66 | 5965.4 | 4647.0 |
| 2024-10-03 07:00:00 | ES | Futures | 5965.15 | 5969.3 | 5962.81 | 5967.22 | 6933.0 |
| 2024-10-03 07:30:00 | ES | Futures | 5966.96 | 5974.49 | 5965.92 | 5974.49 | 6773.0 |
| 2024-10-03 08:00:00 | ES | Futures | 5974.49 | 5975.27 | 5969.82 | 5971.11 | 12134.0 |
| 2024-10-03 08:30:00 | ES | Futures | 5971.89 | 5978.64 | 5962.55 | 5963.07 | 23234.0 |
| 2024-10-03 09:00:00 | ES | Futures | 5963.33 | 5966.96 | 5960.99 | 5963.59 | 23461.0 |
| 2024-10-03 09:30:00 | ES | Futures | 5963.33 | 5973.45 | 5957.88 | 5968.52 | 126631.0 |
| 2024-10-03 10:00:00 | ES | Futures | 5969.04 | 5989.8 | 5957.62 | 5961.25 | 178881.0 |
| 2024-10-03 10:30:00 | ES | Futures | 5961.25 | 5976.05 | 5951.91 | 5956.58 | 134221.0 |
| 2024-10-03 11:00:00 | ES | Futures | 5956.58 | 5970.6 | 5951.91 | 5964.89 | 79671.0 |
| 2024-10-03 11:30:00 | ES | Futures | 5964.89 | 5980.98 | 5964.37 | 5975.79 | 70965.0 |
| 2024-10-03 12:00:00 | ES | Futures | 5975.79 | 5983.05 | 5974.23 | 5978.64 | 36221.0 |
| 2024-10-03 12:30:00 | ES | Futures | 5978.64 | 5978.9 | 5947.5 | 5953.47 | 107064.0 |
| 2024-10-03 13:00:00 | ES | Futures | 5953.47 | 5964.37 | 5943.86 | 5954.25 | 92734.0 |
| 2024-10-03 13:30:00 | ES | Futures | 5953.99 | 5963.07 | 5949.83 | 5960.73 | 41557.0 |
| 2024-10-03 14:00:00 | ES | Futures | 5960.73 | 5964.37 | 5953.99 | 5959.7 | 39444.0 |
| 2024-10-03 14:30:00 | ES | Futures | 5959.7 | 5962.81 | 5956.58 | 5957.62 | 28363.0 |
| 2024-10-03 15:00:00 | ES | Futures | 5957.62 | 5958.14 | 5949.57 | 5954.76 | 40951.0 |
| 2024-10-03 15:30:00 | ES | Futures | 5954.76 | 5973.45 | 5953.47 | 5968.0 | 127580.0 |
| 2024-10-03 16:00:00 | ES | Futures | 5968.0 | 5973.45 | 5966.96 | 5968.78 | 39810.0 |
| 2024-10-03 16:30:00 | ES | Futures | 5968.78 | 5968.78 | 5962.29 | 5962.81 | 13826.0 |
| 2024-10-03 18:00:00 | ES | Futures | 5964.63 | 5964.63 | 5959.7 | 5962.81 | 2114.0 |
| 2024-10-03 18:30:00 | ES | Futures | 5962.55 | 5970.85 | 5962.55 | 5967.74 | 3847.0 |
| 2024-10-03 19:00:00 | ES | Futures | 5968.0 | 5969.3 | 5964.11 | 5966.7 | 1996.0 |
| 2024-10-03 19:30:00 | ES | Futures | 5966.7 | 5969.56 | 5965.15 | 5968.26 | 1979.0 |
| 2024-10-03 20:00:00 | ES | Futures | 5968.0 | 5968.78 | 5962.29 | 5964.37 | 2973.0 |
| 2024-10-03 20:30:00 | ES | Futures | 5964.37 | 5968.0 | 5960.73 | 5966.96 | 2550.0 |
| 2024-10-03 21:00:00 | ES | Futures | 5966.96 | 5971.11 | 5964.11 | 5969.3 | 3754.0 |
| 2024-10-03 21:30:00 | ES | Futures | 5969.04 | 5980.46 | 5966.96 | 5978.38 | 5961.0 |
| 2024-10-03 22:00:00 | ES | Futures | 5978.38 | 5982.79 | 5976.82 | 5982.53 | 3519.0 |
| 2024-10-03 22:30:00 | ES | Futures | 5982.27 | 5982.79 | 5975.79 | 5976.82 | 3436.0 |
| 2024-10-03 23:00:00 | ES | Futures | 5977.08 | 5977.6 | 5973.45 | 5974.23 | 2302.0 |
| 2024-10-03 23:30:00 | ES | Futures | 5974.49 | 5975.01 | 5970.85 | 5971.89 | 2160.0 |
| 2024-10-03 00:00:00 | NQ | Futures | 20820.8 | 20829.15 | 20817.67 | 20822.11 | 795.0 |
| 2024-10-03 00:30:00 | NQ | Futures | 20822.37 | 20828.37 | 20809.58 | 20815.58 | 902.0 |
| 2024-10-03 01:00:00 | NQ | Futures | 20815.85 | 20829.67 | 20814.8 | 20824.98 | 1061.0 |
| 2024-10-03 01:30:00 | NQ | Futures | 20825.76 | 20838.02 | 20800.71 | 20809.32 | 1869.0 |
> showing 50 of 4,019 rows — these rows as CSV