PREVIEW / futures_30min / 2024-10-08
file: by_date/futures_30min/2024/2024-10-08.parquet size: 111 KB rows: 4,007
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-08 00:00:00 | ES | Futures | 5962.55 | 5964.89 | 5962.03 | 5963.85 | 1372.0 |
| 2024-10-08 00:30:00 | ES | Futures | 5963.85 | 5967.48 | 5963.33 | 5965.92 | 1226.0 |
| 2024-10-08 01:00:00 | ES | Futures | 5965.92 | 5967.74 | 5958.92 | 5960.73 | 3925.0 |
| 2024-10-08 01:30:00 | ES | Futures | 5960.47 | 5965.15 | 5958.92 | 5962.29 | 3424.0 |
| 2024-10-08 02:00:00 | ES | Futures | 5962.29 | 5964.63 | 5957.1 | 5959.44 | 4668.0 |
| 2024-10-08 02:30:00 | ES | Futures | 5959.7 | 5965.15 | 5959.44 | 5963.85 | 4442.0 |
| 2024-10-08 03:00:00 | ES | Futures | 5964.11 | 5966.96 | 5954.76 | 5961.25 | 12030.0 |
| 2024-10-08 03:30:00 | ES | Futures | 5961.25 | 5972.67 | 5960.21 | 5967.22 | 10048.0 |
| 2024-10-08 04:00:00 | ES | Futures | 5967.22 | 5971.37 | 5964.63 | 5965.92 | 8779.0 |
| 2024-10-08 04:30:00 | ES | Futures | 5965.92 | 5973.45 | 5964.37 | 5972.15 | 5751.0 |
| 2024-10-08 05:00:00 | ES | Futures | 5972.15 | 5986.95 | 5972.15 | 5985.65 | 11343.0 |
| 2024-10-08 05:30:00 | ES | Futures | 5985.65 | 5987.72 | 5983.31 | 5984.35 | 7597.0 |
| 2024-10-08 06:00:00 | ES | Futures | 5984.35 | 5988.76 | 5984.35 | 5986.69 | 5259.0 |
| 2024-10-08 06:30:00 | ES | Futures | 5986.69 | 5988.76 | 5980.46 | 5988.76 | 8751.0 |
| 2024-10-08 07:00:00 | ES | Futures | 5988.5 | 5988.76 | 5983.57 | 5986.17 | 7678.0 |
| 2024-10-08 07:30:00 | ES | Futures | 5986.43 | 5990.58 | 5985.91 | 5988.24 | 9614.0 |
| 2024-10-08 08:00:00 | ES | Futures | 5988.5 | 5990.06 | 5983.31 | 5985.13 | 8818.0 |
| 2024-10-08 08:30:00 | ES | Futures | 5984.61 | 5987.2 | 5984.09 | 5985.65 | 14241.0 |
| 2024-10-08 09:00:00 | ES | Futures | 5985.91 | 5994.47 | 5983.57 | 5992.65 | 31101.0 |
| 2024-10-08 09:30:00 | ES | Futures | 5992.4 | 5998.36 | 5983.31 | 5996.55 | 122841.0 |
| 2024-10-08 10:00:00 | ES | Futures | 5996.55 | 6003.04 | 5992.91 | 5997.85 | 85434.0 |
| 2024-10-08 10:30:00 | ES | Futures | 5997.59 | 6015.75 | 5996.29 | 6007.97 | 92554.0 |
| 2024-10-08 11:00:00 | ES | Futures | 6007.97 | 6011.08 | 6002.26 | 6008.49 | 50686.0 |
| 2024-10-08 11:30:00 | ES | Futures | 6008.49 | 6013.68 | 6006.67 | 6013.16 | 38724.0 |
| 2024-10-08 12:00:00 | ES | Futures | 6012.9 | 6013.68 | 6003.81 | 6010.56 | 41157.0 |
| 2024-10-08 12:30:00 | ES | Futures | 6010.3 | 6012.64 | 6005.63 | 6009.0 | 27362.0 |
| 2024-10-08 13:00:00 | ES | Futures | 6009.0 | 6009.78 | 5994.47 | 6001.22 | 61051.0 |
| 2024-10-08 13:30:00 | ES | Futures | 6001.22 | 6007.45 | 6000.18 | 6007.19 | 24815.0 |
| 2024-10-08 14:00:00 | ES | Futures | 6007.19 | 6010.04 | 6006.67 | 6009.52 | 24764.0 |
| 2024-10-08 14:30:00 | ES | Futures | 6009.52 | 6019.13 | 6007.19 | 6017.31 | 42055.0 |
| 2024-10-08 15:00:00 | ES | Futures | 6017.57 | 6020.42 | 6013.68 | 6018.61 | 41944.0 |
| 2024-10-08 15:30:00 | ES | Futures | 6018.61 | 6027.95 | 6017.31 | 6021.72 | 138922.0 |
| 2024-10-08 16:00:00 | ES | Futures | 6021.72 | 6021.98 | 6017.05 | 6020.68 | 45455.0 |
| 2024-10-08 16:30:00 | ES | Futures | 6020.42 | 6022.5 | 6018.35 | 6019.13 | 16183.0 |
| 2024-10-08 18:00:00 | ES | Futures | 6020.16 | 6020.16 | 6017.83 | 6018.09 | 1790.0 |
| 2024-10-08 18:30:00 | ES | Futures | 6018.09 | 6020.68 | 6015.75 | 6019.65 | 1877.0 |
| 2024-10-08 19:00:00 | ES | Futures | 6019.65 | 6021.2 | 6016.79 | 6016.79 | 1372.0 |
| 2024-10-08 19:30:00 | ES | Futures | 6016.79 | 6017.57 | 6015.75 | 6016.27 | 1017.0 |
| 2024-10-08 20:00:00 | ES | Futures | 6016.53 | 6016.79 | 6014.45 | 6016.53 | 1744.0 |
| 2024-10-08 20:30:00 | ES | Futures | 6016.27 | 6017.05 | 6014.97 | 6016.01 | 1472.0 |
| 2024-10-08 21:00:00 | ES | Futures | 6016.27 | 6017.83 | 6015.23 | 6017.31 | 1879.0 |
| 2024-10-08 21:30:00 | ES | Futures | 6017.57 | 6018.61 | 6014.2 | 6016.27 | 3806.0 |
| 2024-10-08 22:00:00 | ES | Futures | 6016.01 | 6016.27 | 6010.3 | 6013.16 | 4843.0 |
| 2024-10-08 22:30:00 | ES | Futures | 6013.16 | 6013.68 | 6009.78 | 6011.08 | 1903.0 |
| 2024-10-08 23:00:00 | ES | Futures | 6011.34 | 6012.38 | 6009.52 | 6012.38 | 2223.0 |
| 2024-10-08 23:30:00 | ES | Futures | 6012.12 | 6012.38 | 6009.78 | 6010.82 | 1533.0 |
| 2024-10-08 00:00:00 | NQ | Futures | 20857.33 | 20871.42 | 20855.77 | 20863.85 | 841.0 |
| 2024-10-08 00:30:00 | NQ | Futures | 20863.85 | 20883.94 | 20861.51 | 20874.81 | 772.0 |
| 2024-10-08 01:00:00 | NQ | Futures | 20875.33 | 20885.25 | 20837.24 | 20847.68 | 2798.0 |
| 2024-10-08 01:30:00 | NQ | Futures | 20846.11 | 20869.85 | 20838.28 | 20851.07 | 1477.0 |
> showing 50 of 4,007 rows — these rows as CSV