PREVIEW / futures_30min / 2024-10-21
file: by_date/futures_30min/2024/2024-10-21.parquet size: 111 KB rows: 3,947
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-21 00:00:00 | ES | Futures | 6133.06 | 6133.58 | 6132.02 | 6133.06 | 989.0 |
| 2024-10-21 00:30:00 | ES | Futures | 6133.06 | 6133.32 | 6130.2 | 6130.72 | 1353.0 |
| 2024-10-21 01:00:00 | ES | Futures | 6130.72 | 6130.98 | 6128.65 | 6129.42 | 2115.0 |
| 2024-10-21 01:30:00 | ES | Futures | 6129.42 | 6129.68 | 6127.09 | 6127.61 | 2825.0 |
| 2024-10-21 02:00:00 | ES | Futures | 6127.35 | 6129.16 | 6126.83 | 6127.87 | 2434.0 |
| 2024-10-21 02:30:00 | ES | Futures | 6127.87 | 6128.65 | 6123.71 | 6125.27 | 3155.0 |
| 2024-10-21 03:00:00 | ES | Futures | 6125.53 | 6130.72 | 6125.01 | 6126.31 | 4908.0 |
| 2024-10-21 03:30:00 | ES | Futures | 6126.57 | 6131.5 | 6125.79 | 6127.35 | 3235.0 |
| 2024-10-21 04:00:00 | ES | Futures | 6127.35 | 6130.46 | 6126.57 | 6127.61 | 3719.0 |
| 2024-10-21 04:30:00 | ES | Futures | 6127.61 | 6130.46 | 6127.35 | 6128.9 | 1917.0 |
| 2024-10-21 05:00:00 | ES | Futures | 6128.9 | 6129.42 | 6120.6 | 6122.68 | 4928.0 |
| 2024-10-21 05:30:00 | ES | Futures | 6122.94 | 6125.79 | 6116.97 | 6121.9 | 6368.0 |
| 2024-10-21 06:00:00 | ES | Futures | 6121.9 | 6123.45 | 6120.6 | 6121.12 | 3502.0 |
| 2024-10-21 06:30:00 | ES | Futures | 6120.86 | 6122.68 | 6111.26 | 6111.52 | 7709.0 |
| 2024-10-21 07:00:00 | ES | Futures | 6111.52 | 6113.85 | 6107.62 | 6108.66 | 8527.0 |
| 2024-10-21 07:30:00 | ES | Futures | 6108.66 | 6112.81 | 6107.1 | 6109.7 | 6920.0 |
| 2024-10-21 08:00:00 | ES | Futures | 6109.7 | 6115.41 | 6107.88 | 6114.63 | 9194.0 |
| 2024-10-21 08:30:00 | ES | Futures | 6114.63 | 6118.26 | 6113.85 | 6117.23 | 9126.0 |
| 2024-10-21 09:00:00 | ES | Futures | 6117.23 | 6123.97 | 6116.45 | 6123.45 | 16996.0 |
| 2024-10-21 09:30:00 | ES | Futures | 6123.2 | 6129.68 | 6122.16 | 6125.01 | 85561.0 |
| 2024-10-21 10:00:00 | ES | Futures | 6125.27 | 6133.58 | 6122.68 | 6123.97 | 71561.0 |
| 2024-10-21 10:30:00 | ES | Futures | 6123.71 | 6124.49 | 6103.99 | 6109.44 | 113097.0 |
| 2024-10-21 11:00:00 | ES | Futures | 6109.44 | 6110.48 | 6089.2 | 6090.75 | 114969.0 |
| 2024-10-21 11:30:00 | ES | Futures | 6091.01 | 6109.7 | 6088.42 | 6106.85 | 79740.0 |
| 2024-10-21 12:00:00 | ES | Futures | 6106.85 | 6108.14 | 6101.14 | 6105.29 | 49700.0 |
| 2024-10-21 12:30:00 | ES | Futures | 6105.55 | 6112.81 | 6102.17 | 6112.04 | 30307.0 |
| 2024-10-21 13:00:00 | ES | Futures | 6112.3 | 6116.19 | 6109.7 | 6113.07 | 34470.0 |
| 2024-10-21 13:30:00 | ES | Futures | 6113.33 | 6118.0 | 6112.55 | 6116.71 | 24277.0 |
| 2024-10-21 14:00:00 | ES | Futures | 6116.97 | 6117.23 | 6107.36 | 6110.74 | 28211.0 |
| 2024-10-21 14:30:00 | ES | Futures | 6110.48 | 6112.55 | 6105.81 | 6107.62 | 29992.0 |
| 2024-10-21 15:00:00 | ES | Futures | 6107.62 | 6116.45 | 6105.29 | 6113.59 | 40747.0 |
| 2024-10-21 15:30:00 | ES | Futures | 6113.33 | 6122.42 | 6106.85 | 6121.64 | 130021.0 |
| 2024-10-21 16:00:00 | ES | Futures | 6121.64 | 6124.23 | 6119.3 | 6123.97 | 40133.0 |
| 2024-10-21 16:30:00 | ES | Futures | 6124.23 | 6125.79 | 6123.2 | 6123.45 | 27686.0 |
| 2024-10-21 18:00:00 | ES | Futures | 6125.53 | 6125.53 | 6122.42 | 6123.97 | 2212.0 |
| 2024-10-21 18:30:00 | ES | Futures | 6123.97 | 6124.49 | 6120.6 | 6120.86 | 1610.0 |
| 2024-10-21 19:00:00 | ES | Futures | 6120.6 | 6122.16 | 6120.34 | 6121.12 | 1161.0 |
| 2024-10-21 19:30:00 | ES | Futures | 6120.86 | 6120.86 | 6119.3 | 6120.34 | 1111.0 |
| 2024-10-21 20:00:00 | ES | Futures | 6120.34 | 6120.6 | 6113.07 | 6117.75 | 5070.0 |
| 2024-10-21 20:30:00 | ES | Futures | 6117.75 | 6118.0 | 6111.78 | 6112.3 | 3307.0 |
| 2024-10-21 21:00:00 | ES | Futures | 6112.04 | 6114.11 | 6109.18 | 6109.96 | 4704.0 |
| 2024-10-21 21:30:00 | ES | Futures | 6110.22 | 6112.3 | 6109.44 | 6111.52 | 3251.0 |
| 2024-10-21 22:00:00 | ES | Futures | 6111.52 | 6114.63 | 6111.0 | 6112.81 | 2581.0 |
| 2024-10-21 22:30:00 | ES | Futures | 6112.55 | 6112.81 | 6108.66 | 6109.18 | 1635.0 |
| 2024-10-21 23:00:00 | ES | Futures | 6109.18 | 6112.55 | 6109.18 | 6112.3 | 1656.0 |
| 2024-10-21 23:30:00 | ES | Futures | 6112.55 | 6112.81 | 6109.18 | 6109.7 | 1313.0 |
| 2024-10-21 00:00:00 | NQ | Futures | 21373.94 | 21377.33 | 21365.85 | 21373.42 | 942.0 |
| 2024-10-21 00:30:00 | NQ | Futures | 21372.37 | 21374.46 | 21358.54 | 21362.72 | 830.0 |
| 2024-10-21 01:00:00 | NQ | Futures | 21362.2 | 21365.07 | 21347.32 | 21355.15 | 1585.0 |
| 2024-10-21 01:30:00 | NQ | Futures | 21355.15 | 21355.15 | 21336.63 | 21341.06 | 1853.0 |
> showing 50 of 3,947 rows — these rows as CSV