PREVIEW / futures_30min / 2024-10-22
file: by_date/futures_30min/2024/2024-10-22.parquet size: 107 KB rows: 3,982
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-22 00:00:00 | ES | Futures | 6109.96 | 6111.26 | 6107.88 | 6110.48 | 2094.0 |
| 2024-10-22 00:30:00 | ES | Futures | 6110.48 | 6111.0 | 6106.33 | 6106.59 | 1427.0 |
| 2024-10-22 01:00:00 | ES | Futures | 6106.59 | 6109.44 | 6105.55 | 6108.92 | 2069.0 |
| 2024-10-22 01:30:00 | ES | Futures | 6108.92 | 6111.0 | 6106.33 | 6107.36 | 2033.0 |
| 2024-10-22 02:00:00 | ES | Futures | 6107.36 | 6109.18 | 6105.81 | 6106.59 | 2002.0 |
| 2024-10-22 02:30:00 | ES | Futures | 6106.59 | 6108.4 | 6102.95 | 6106.85 | 3287.0 |
| 2024-10-22 03:00:00 | ES | Futures | 6107.1 | 6112.04 | 6105.03 | 6110.22 | 7407.0 |
| 2024-10-22 03:30:00 | ES | Futures | 6110.22 | 6112.04 | 6105.29 | 6106.59 | 4713.0 |
| 2024-10-22 04:00:00 | ES | Futures | 6106.33 | 6108.92 | 6103.99 | 6105.55 | 4621.0 |
| 2024-10-22 04:30:00 | ES | Futures | 6105.29 | 6106.33 | 6099.32 | 6099.32 | 6377.0 |
| 2024-10-22 05:00:00 | ES | Futures | 6099.32 | 6101.14 | 6090.5 | 6091.53 | 9174.0 |
| 2024-10-22 05:30:00 | ES | Futures | 6091.27 | 6096.46 | 6087.12 | 6088.94 | 9978.0 |
| 2024-10-22 06:00:00 | ES | Futures | 6089.2 | 6095.17 | 6087.9 | 6091.01 | 7600.0 |
| 2024-10-22 06:30:00 | ES | Futures | 6091.01 | 6094.13 | 6088.16 | 6090.24 | 7124.0 |
| 2024-10-22 07:00:00 | ES | Futures | 6090.5 | 6097.24 | 6090.5 | 6095.95 | 7788.0 |
| 2024-10-22 07:30:00 | ES | Futures | 6095.69 | 6096.98 | 6090.24 | 6093.09 | 7536.0 |
| 2024-10-22 08:00:00 | ES | Futures | 6093.09 | 6100.62 | 6092.57 | 6096.46 | 10855.0 |
| 2024-10-22 08:30:00 | ES | Futures | 6096.72 | 6098.02 | 6084.79 | 6091.01 | 19843.0 |
| 2024-10-22 09:00:00 | ES | Futures | 6091.27 | 6095.43 | 6084.53 | 6092.83 | 25228.0 |
| 2024-10-22 09:30:00 | ES | Futures | 6092.83 | 6097.24 | 6085.56 | 6095.17 | 114858.0 |
| 2024-10-22 10:00:00 | ES | Futures | 6095.17 | 6105.03 | 6092.05 | 6096.2 | 110043.0 |
| 2024-10-22 10:30:00 | ES | Futures | 6096.2 | 6104.25 | 6092.05 | 6102.17 | 53573.0 |
| 2024-10-22 11:00:00 | ES | Futures | 6102.43 | 6108.14 | 6097.76 | 6103.47 | 50324.0 |
| 2024-10-22 11:30:00 | ES | Futures | 6103.47 | 6106.59 | 6102.69 | 6102.95 | 34883.0 |
| 2024-10-22 12:00:00 | ES | Futures | 6102.95 | 6104.77 | 6098.28 | 6100.36 | 38042.0 |
| 2024-10-22 12:30:00 | ES | Futures | 6100.36 | 6109.7 | 6099.58 | 6108.92 | 37391.0 |
| 2024-10-22 13:00:00 | ES | Futures | 6108.92 | 6110.48 | 6105.81 | 6109.96 | 25033.0 |
| 2024-10-22 13:30:00 | ES | Futures | 6109.96 | 6123.97 | 6109.7 | 6123.71 | 63833.0 |
| 2024-10-22 14:00:00 | ES | Futures | 6123.71 | 6129.16 | 6118.52 | 6120.6 | 51684.0 |
| 2024-10-22 14:30:00 | ES | Futures | 6120.6 | 6121.12 | 6111.78 | 6113.59 | 34813.0 |
| 2024-10-22 15:00:00 | ES | Futures | 6113.59 | 6120.6 | 6112.3 | 6119.82 | 33921.0 |
| 2024-10-22 15:30:00 | ES | Futures | 6119.82 | 6126.57 | 6115.93 | 6116.97 | 104982.0 |
| 2024-10-22 16:00:00 | ES | Futures | 6116.97 | 6117.23 | 6111.78 | 6113.59 | 51398.0 |
| 2024-10-22 16:30:00 | ES | Futures | 6113.59 | 6114.89 | 6110.74 | 6111.26 | 19236.0 |
| 2024-10-22 18:00:00 | ES | Futures | 6111.52 | 6111.52 | 6105.03 | 6108.4 | 3700.0 |
| 2024-10-22 18:30:00 | ES | Futures | 6108.4 | 6108.92 | 6107.36 | 6108.4 | 861.0 |
| 2024-10-22 19:00:00 | ES | Futures | 6108.66 | 6110.48 | 6107.1 | 6110.22 | 1903.0 |
| 2024-10-22 19:30:00 | ES | Futures | 6110.22 | 6115.15 | 6110.22 | 6114.37 | 2369.0 |
| 2024-10-22 20:00:00 | ES | Futures | 6114.63 | 6115.15 | 6110.48 | 6112.04 | 1929.0 |
| 2024-10-22 20:30:00 | ES | Futures | 6112.3 | 6112.3 | 6107.36 | 6108.14 | 1640.0 |
| 2024-10-22 21:00:00 | ES | Futures | 6108.14 | 6111.0 | 6106.07 | 6109.7 | 2804.0 |
| 2024-10-22 21:30:00 | ES | Futures | 6109.7 | 6111.52 | 6109.7 | 6110.22 | 1900.0 |
| 2024-10-22 22:00:00 | ES | Futures | 6110.22 | 6113.33 | 6109.44 | 6111.78 | 1986.0 |
| 2024-10-22 22:30:00 | ES | Futures | 6111.78 | 6112.55 | 6111.0 | 6112.04 | 1276.0 |
| 2024-10-22 23:00:00 | ES | Futures | 6112.3 | 6114.37 | 6112.3 | 6113.07 | 2027.0 |
| 2024-10-22 23:30:00 | ES | Futures | 6113.07 | 6113.07 | 6110.22 | 6111.0 | 1574.0 |
| 2024-10-22 00:00:00 | NQ | Futures | 21361.41 | 21367.94 | 21351.76 | 21366.63 | 919.0 |
| 2024-10-22 00:30:00 | NQ | Futures | 21365.85 | 21367.68 | 21342.63 | 21343.67 | 1287.0 |
| 2024-10-22 01:00:00 | NQ | Futures | 21344.72 | 21358.02 | 21332.45 | 21354.89 | 1600.0 |
| 2024-10-22 01:30:00 | NQ | Futures | 21354.89 | 21363.5 | 21340.02 | 21345.76 | 1316.0 |
> showing 50 of 3,982 rows — these rows as CSV