PREVIEW / futures_30min / 2024-10-23
file: by_date/futures_30min/2024/2024-10-23.parquet size: 110 KB rows: 4,013
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-23 00:00:00 | ES | Futures | 6110.74 | 6112.55 | 6110.22 | 6112.3 | 971.0 |
| 2024-10-23 00:30:00 | ES | Futures | 6112.3 | 6113.07 | 6112.04 | 6112.55 | 755.0 |
| 2024-10-23 01:00:00 | ES | Futures | 6112.55 | 6113.59 | 6111.26 | 6111.52 | 1206.0 |
| 2024-10-23 01:30:00 | ES | Futures | 6111.52 | 6112.3 | 6110.48 | 6111.0 | 1507.0 |
| 2024-10-23 02:00:00 | ES | Futures | 6111.0 | 6111.26 | 6109.44 | 6110.74 | 2433.0 |
| 2024-10-23 02:30:00 | ES | Futures | 6110.74 | 6110.74 | 6108.14 | 6109.7 | 3982.0 |
| 2024-10-23 03:00:00 | ES | Futures | 6109.96 | 6118.26 | 6108.92 | 6115.15 | 7819.0 |
| 2024-10-23 03:30:00 | ES | Futures | 6115.41 | 6115.67 | 6111.78 | 6112.55 | 3861.0 |
| 2024-10-23 04:00:00 | ES | Futures | 6112.3 | 6114.89 | 6112.04 | 6113.07 | 4141.0 |
| 2024-10-23 04:30:00 | ES | Futures | 6112.81 | 6113.07 | 6106.59 | 6107.1 | 6770.0 |
| 2024-10-23 05:00:00 | ES | Futures | 6106.85 | 6110.22 | 6104.77 | 6109.44 | 6005.0 |
| 2024-10-23 05:30:00 | ES | Futures | 6109.7 | 6109.7 | 6105.55 | 6105.81 | 2521.0 |
| 2024-10-23 06:00:00 | ES | Futures | 6105.81 | 6106.33 | 6102.17 | 6102.17 | 6313.0 |
| 2024-10-23 06:30:00 | ES | Futures | 6102.17 | 6103.73 | 6099.32 | 6101.91 | 7902.0 |
| 2024-10-23 07:00:00 | ES | Futures | 6101.65 | 6105.29 | 6100.88 | 6101.65 | 6093.0 |
| 2024-10-23 07:30:00 | ES | Futures | 6101.65 | 6104.77 | 6100.1 | 6102.95 | 5693.0 |
| 2024-10-23 08:00:00 | ES | Futures | 6102.95 | 6105.55 | 6100.36 | 6102.17 | 7794.0 |
| 2024-10-23 08:30:00 | ES | Futures | 6101.91 | 6102.95 | 6094.39 | 6095.69 | 15620.0 |
| 2024-10-23 09:00:00 | ES | Futures | 6095.95 | 6096.98 | 6091.79 | 6093.87 | 19347.0 |
| 2024-10-23 09:30:00 | ES | Futures | 6093.87 | 6098.54 | 6090.75 | 6093.87 | 91556.0 |
| 2024-10-23 10:00:00 | ES | Futures | 6093.61 | 6095.17 | 6081.15 | 6090.75 | 106302.0 |
| 2024-10-23 10:30:00 | ES | Futures | 6091.01 | 6098.02 | 6084.79 | 6085.56 | 81045.0 |
| 2024-10-23 11:00:00 | ES | Futures | 6085.82 | 6088.42 | 6068.18 | 6068.7 | 118157.0 |
| 2024-10-23 11:30:00 | ES | Futures | 6068.7 | 6079.6 | 6067.66 | 6079.08 | 72478.0 |
| 2024-10-23 12:00:00 | ES | Futures | 6079.08 | 6079.08 | 6060.13 | 6061.69 | 79040.0 |
| 2024-10-23 12:30:00 | ES | Futures | 6061.43 | 6068.44 | 6055.72 | 6060.91 | 72258.0 |
| 2024-10-23 13:00:00 | ES | Futures | 6061.17 | 6061.17 | 6043.26 | 6048.71 | 82287.0 |
| 2024-10-23 13:30:00 | ES | Futures | 6048.71 | 6048.71 | 6037.03 | 6038.07 | 73614.0 |
| 2024-10-23 14:00:00 | ES | Futures | 6038.33 | 6038.33 | 6021.98 | 6033.14 | 105282.0 |
| 2024-10-23 14:30:00 | ES | Futures | 6033.14 | 6051.83 | 6032.1 | 6051.05 | 85797.0 |
| 2024-10-23 15:00:00 | ES | Futures | 6051.05 | 6055.2 | 6046.12 | 6052.6 | 71761.0 |
| 2024-10-23 15:30:00 | ES | Futures | 6052.6 | 6061.69 | 6050.27 | 6059.61 | 148026.0 |
| 2024-10-23 16:00:00 | ES | Futures | 6059.61 | 6069.47 | 6056.76 | 6068.95 | 57220.0 |
| 2024-10-23 16:30:00 | ES | Futures | 6069.21 | 6069.73 | 6063.76 | 6064.54 | 25394.0 |
| 2024-10-23 18:00:00 | ES | Futures | 6066.62 | 6068.18 | 6063.76 | 6066.62 | 3339.0 |
| 2024-10-23 18:30:00 | ES | Futures | 6066.62 | 6067.14 | 6062.99 | 6065.06 | 1987.0 |
| 2024-10-23 19:00:00 | ES | Futures | 6064.8 | 6064.8 | 6060.91 | 6062.99 | 1444.0 |
| 2024-10-23 19:30:00 | ES | Futures | 6062.99 | 6066.36 | 6062.73 | 6065.32 | 1274.0 |
| 2024-10-23 20:00:00 | ES | Futures | 6065.32 | 6066.36 | 6061.95 | 6065.58 | 2489.0 |
| 2024-10-23 20:30:00 | ES | Futures | 6065.84 | 6075.44 | 6065.32 | 6075.18 | 5871.0 |
| 2024-10-23 21:00:00 | ES | Futures | 6074.92 | 6074.92 | 6071.55 | 6073.37 | 3145.0 |
| 2024-10-23 21:30:00 | ES | Futures | 6073.11 | 6074.92 | 6072.07 | 6072.85 | 3026.0 |
| 2024-10-23 22:00:00 | ES | Futures | 6072.59 | 6073.89 | 6068.95 | 6072.33 | 3060.0 |
| 2024-10-23 22:30:00 | ES | Futures | 6072.33 | 6076.22 | 6072.07 | 6074.92 | 2566.0 |
| 2024-10-23 23:00:00 | ES | Futures | 6074.92 | 6077.52 | 6073.63 | 6077.0 | 2638.0 |
| 2024-10-23 23:30:00 | ES | Futures | 6077.0 | 6077.26 | 6072.33 | 6072.59 | 1691.0 |
| 2024-10-23 00:00:00 | NQ | Futures | 21407.07 | 21414.9 | 21403.68 | 21413.6 | 849.0 |
| 2024-10-23 00:30:00 | NQ | Futures | 21414.64 | 21417.25 | 21410.99 | 21414.64 | 555.0 |
| 2024-10-23 01:00:00 | NQ | Futures | 21413.86 | 21424.03 | 21407.33 | 21408.64 | 904.0 |
| 2024-10-23 01:30:00 | NQ | Futures | 21409.42 | 21415.16 | 21401.59 | 21402.38 | 1012.0 |
> showing 50 of 4,013 rows — these rows as CSV