PREVIEW / futures_30min / 2024-10-28
file: by_date/futures_30min/2024/2024-10-28.parquet size: 111 KB rows: 4,051
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-28 00:00:00 | ES | Futures | 6095.95 | 6100.1 | 6095.43 | 6096.98 | 2110.0 |
| 2024-10-28 00:30:00 | ES | Futures | 6096.72 | 6103.47 | 6096.46 | 6102.95 | 2522.0 |
| 2024-10-28 01:00:00 | ES | Futures | 6103.21 | 6103.47 | 6097.5 | 6098.28 | 2865.0 |
| 2024-10-28 01:30:00 | ES | Futures | 6098.28 | 6099.06 | 6092.83 | 6093.09 | 3169.0 |
| 2024-10-28 02:00:00 | ES | Futures | 6093.35 | 6096.72 | 6092.05 | 6095.17 | 3322.0 |
| 2024-10-28 02:30:00 | ES | Futures | 6094.91 | 6098.54 | 6094.39 | 6095.69 | 2103.0 |
| 2024-10-28 03:00:00 | ES | Futures | 6095.69 | 6104.25 | 6094.91 | 6102.69 | 6373.0 |
| 2024-10-28 03:30:00 | ES | Futures | 6102.95 | 6103.47 | 6098.8 | 6099.06 | 5082.0 |
| 2024-10-28 04:00:00 | ES | Futures | 6099.06 | 6102.43 | 6094.13 | 6101.65 | 11725.0 |
| 2024-10-28 04:30:00 | ES | Futures | 6101.4 | 6107.62 | 6100.88 | 6105.29 | 9165.0 |
| 2024-10-28 05:00:00 | ES | Futures | 6105.55 | 6106.59 | 6101.91 | 6103.99 | 4903.0 |
| 2024-10-28 05:30:00 | ES | Futures | 6103.73 | 6106.85 | 6100.62 | 6106.85 | 5402.0 |
| 2024-10-28 06:00:00 | ES | Futures | 6106.59 | 6108.66 | 6103.99 | 6104.77 | 5814.0 |
| 2024-10-28 06:30:00 | ES | Futures | 6105.03 | 6106.07 | 6099.84 | 6100.1 | 4995.0 |
| 2024-10-28 07:00:00 | ES | Futures | 6100.1 | 6101.65 | 6095.17 | 6098.02 | 8545.0 |
| 2024-10-28 07:30:00 | ES | Futures | 6098.02 | 6098.28 | 6094.13 | 6094.13 | 10048.0 |
| 2024-10-28 08:00:00 | ES | Futures | 6094.13 | 6095.17 | 6087.64 | 6090.5 | 16949.0 |
| 2024-10-28 08:30:00 | ES | Futures | 6090.5 | 6104.25 | 6089.72 | 6103.47 | 15524.0 |
| 2024-10-28 09:00:00 | ES | Futures | 6103.21 | 6105.81 | 6099.84 | 6103.99 | 23540.0 |
| 2024-10-28 09:30:00 | ES | Futures | 6103.73 | 6104.77 | 6091.27 | 6093.09 | 110314.0 |
| 2024-10-28 10:00:00 | ES | Futures | 6093.09 | 6103.73 | 6089.98 | 6102.43 | 71870.0 |
| 2024-10-28 10:30:00 | ES | Futures | 6102.43 | 6103.73 | 6095.95 | 6097.76 | 52849.0 |
| 2024-10-28 11:00:00 | ES | Futures | 6097.76 | 6099.06 | 6090.24 | 6094.13 | 55411.0 |
| 2024-10-28 11:30:00 | ES | Futures | 6094.39 | 6094.65 | 6084.79 | 6086.86 | 55266.0 |
| 2024-10-28 12:00:00 | ES | Futures | 6086.6 | 6095.17 | 6083.23 | 6093.35 | 42917.0 |
| 2024-10-28 12:30:00 | ES | Futures | 6093.61 | 6094.39 | 6084.79 | 6087.9 | 41911.0 |
| 2024-10-28 13:00:00 | ES | Futures | 6088.16 | 6094.13 | 6083.23 | 6091.01 | 38655.0 |
| 2024-10-28 13:30:00 | ES | Futures | 6091.27 | 6095.95 | 6090.5 | 6094.91 | 30033.0 |
| 2024-10-28 14:00:00 | ES | Futures | 6095.17 | 6096.46 | 6089.98 | 6091.01 | 32890.0 |
| 2024-10-28 14:30:00 | ES | Futures | 6091.01 | 6095.95 | 6086.08 | 6089.2 | 45846.0 |
| 2024-10-28 15:00:00 | ES | Futures | 6088.94 | 6093.61 | 6085.3 | 6092.57 | 39370.0 |
| 2024-10-28 15:30:00 | ES | Futures | 6092.31 | 6095.17 | 6082.71 | 6086.08 | 106855.0 |
| 2024-10-28 16:00:00 | ES | Futures | 6085.82 | 6087.9 | 6084.01 | 6087.9 | 39515.0 |
| 2024-10-28 16:30:00 | ES | Futures | 6087.9 | 6089.98 | 6087.38 | 6087.64 | 18637.0 |
| 2024-10-28 18:00:00 | ES | Futures | 6090.5 | 6090.5 | 6081.67 | 6082.71 | 4113.0 |
| 2024-10-28 18:30:00 | ES | Futures | 6082.45 | 6084.53 | 6082.19 | 6083.75 | 1187.0 |
| 2024-10-28 19:00:00 | ES | Futures | 6084.01 | 6086.08 | 6083.75 | 6083.75 | 1379.0 |
| 2024-10-28 19:30:00 | ES | Futures | 6083.75 | 6085.56 | 6082.45 | 6084.53 | 1672.0 |
| 2024-10-28 20:00:00 | ES | Futures | 6084.79 | 6085.82 | 6078.3 | 6085.82 | 4177.0 |
| 2024-10-28 20:30:00 | ES | Futures | 6085.56 | 6086.6 | 6084.01 | 6084.27 | 2775.0 |
| 2024-10-28 21:00:00 | ES | Futures | 6084.27 | 6085.3 | 6079.85 | 6084.79 | 4464.0 |
| 2024-10-28 21:30:00 | ES | Futures | 6084.79 | 6085.3 | 6081.15 | 6083.23 | 3605.0 |
| 2024-10-28 22:00:00 | ES | Futures | 6083.23 | 6084.79 | 6081.15 | 6083.49 | 2898.0 |
| 2024-10-28 22:30:00 | ES | Futures | 6083.75 | 6084.01 | 6080.89 | 6082.45 | 2185.0 |
| 2024-10-28 23:00:00 | ES | Futures | 6082.45 | 6086.34 | 6082.19 | 6083.49 | 2597.0 |
| 2024-10-28 23:30:00 | ES | Futures | 6083.49 | 6083.75 | 6073.11 | 6074.66 | 5493.0 |
| 2024-10-28 00:00:00 | NQ | Futures | 21512.22 | 21538.05 | 21510.13 | 21523.44 | 1689.0 |
| 2024-10-28 00:30:00 | NQ | Futures | 21523.44 | 21560.23 | 21521.35 | 21557.88 | 2098.0 |
| 2024-10-28 01:00:00 | NQ | Futures | 21558.14 | 21560.23 | 21523.44 | 21527.09 | 2207.0 |
| 2024-10-28 01:30:00 | NQ | Futures | 21527.35 | 21531.79 | 21504.39 | 21507.0 | 1706.0 |
> showing 50 of 4,051 rows — these rows as CSV