PREVIEW / futures_30min / 2024-10-30
file: by_date/futures_30min/2024/2024-10-30.parquet size: 116 KB rows: 4,087
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-30 00:00:00 | ES | Futures | 6105.29 | 6105.29 | 6101.65 | 6102.43 | 3526.0 |
| 2024-10-30 00:30:00 | ES | Futures | 6102.43 | 6103.99 | 6100.88 | 6101.14 | 2371.0 |
| 2024-10-30 01:00:00 | ES | Futures | 6100.88 | 6103.21 | 6099.84 | 6102.43 | 2926.0 |
| 2024-10-30 01:30:00 | ES | Futures | 6102.17 | 6102.69 | 6098.28 | 6099.84 | 3059.0 |
| 2024-10-30 02:00:00 | ES | Futures | 6099.58 | 6106.07 | 6098.8 | 6106.07 | 4529.0 |
| 2024-10-30 02:30:00 | ES | Futures | 6106.07 | 6108.4 | 6105.29 | 6108.14 | 3091.0 |
| 2024-10-30 03:00:00 | ES | Futures | 6108.14 | 6109.44 | 6106.07 | 6107.36 | 4684.0 |
| 2024-10-30 03:30:00 | ES | Futures | 6107.1 | 6108.4 | 6105.03 | 6105.03 | 4175.0 |
| 2024-10-30 04:00:00 | ES | Futures | 6105.03 | 6109.96 | 6102.17 | 6109.7 | 9610.0 |
| 2024-10-30 04:30:00 | ES | Futures | 6109.7 | 6110.22 | 6102.95 | 6104.25 | 6336.0 |
| 2024-10-30 05:00:00 | ES | Futures | 6103.99 | 6108.66 | 6101.65 | 6108.4 | 8133.0 |
| 2024-10-30 05:30:00 | ES | Futures | 6108.66 | 6108.92 | 6104.77 | 6106.33 | 5574.0 |
| 2024-10-30 06:00:00 | ES | Futures | 6106.07 | 6108.66 | 6103.73 | 6108.66 | 5284.0 |
| 2024-10-30 06:30:00 | ES | Futures | 6108.66 | 6109.18 | 6096.46 | 6097.76 | 17909.0 |
| 2024-10-30 07:00:00 | ES | Futures | 6098.02 | 6103.73 | 6097.24 | 6100.1 | 8006.0 |
| 2024-10-30 07:30:00 | ES | Futures | 6100.1 | 6101.91 | 6093.87 | 6095.43 | 12597.0 |
| 2024-10-30 08:00:00 | ES | Futures | 6095.43 | 6101.4 | 6092.83 | 6094.39 | 15855.0 |
| 2024-10-30 08:30:00 | ES | Futures | 6094.39 | 6098.02 | 6089.98 | 6092.05 | 22601.0 |
| 2024-10-30 09:00:00 | ES | Futures | 6092.05 | 6092.05 | 6084.79 | 6089.46 | 36734.0 |
| 2024-10-30 09:30:00 | ES | Futures | 6089.72 | 6095.69 | 6068.18 | 6094.65 | 158563.0 |
| 2024-10-30 10:00:00 | ES | Futures | 6094.65 | 6106.59 | 6093.87 | 6104.25 | 102023.0 |
| 2024-10-30 10:30:00 | ES | Futures | 6104.25 | 6107.1 | 6095.95 | 6100.88 | 66304.0 |
| 2024-10-30 11:00:00 | ES | Futures | 6100.88 | 6106.33 | 6092.57 | 6105.81 | 70491.0 |
| 2024-10-30 11:30:00 | ES | Futures | 6106.07 | 6111.0 | 6101.14 | 6108.66 | 51829.0 |
| 2024-10-30 12:00:00 | ES | Futures | 6108.66 | 6109.7 | 6100.62 | 6101.91 | 46212.0 |
| 2024-10-30 12:30:00 | ES | Futures | 6101.91 | 6103.21 | 6096.46 | 6096.98 | 42805.0 |
| 2024-10-30 13:00:00 | ES | Futures | 6096.72 | 6100.1 | 6090.75 | 6091.53 | 42845.0 |
| 2024-10-30 13:30:00 | ES | Futures | 6091.79 | 6092.31 | 6078.3 | 6081.93 | 81976.0 |
| 2024-10-30 14:00:00 | ES | Futures | 6081.93 | 6094.39 | 6081.93 | 6087.12 | 56648.0 |
| 2024-10-30 14:30:00 | ES | Futures | 6087.12 | 6090.5 | 6086.6 | 6087.9 | 36113.0 |
| 2024-10-30 15:00:00 | ES | Futures | 6088.16 | 6088.16 | 6077.0 | 6081.67 | 64517.0 |
| 2024-10-30 15:30:00 | ES | Futures | 6081.41 | 6083.23 | 6068.95 | 6075.96 | 147477.0 |
| 2024-10-30 16:00:00 | ES | Futures | 6075.96 | 6082.97 | 6062.73 | 6074.15 | 84381.0 |
| 2024-10-30 16:30:00 | ES | Futures | 6074.15 | 6076.22 | 6067.14 | 6067.92 | 11794.0 |
| 2024-10-30 18:00:00 | ES | Futures | 6062.47 | 6066.62 | 6054.68 | 6058.57 | 21611.0 |
| 2024-10-30 18:30:00 | ES | Futures | 6058.57 | 6061.43 | 6055.98 | 6057.28 | 5647.0 |
| 2024-10-30 19:00:00 | ES | Futures | 6057.28 | 6059.09 | 6055.46 | 6056.5 | 3006.0 |
| 2024-10-30 19:30:00 | ES | Futures | 6056.5 | 6058.05 | 6053.64 | 6053.9 | 3333.0 |
| 2024-10-30 20:00:00 | ES | Futures | 6053.9 | 6056.5 | 6048.97 | 6054.42 | 6556.0 |
| 2024-10-30 20:30:00 | ES | Futures | 6054.42 | 6055.98 | 6052.86 | 6054.16 | 2827.0 |
| 2024-10-30 21:00:00 | ES | Futures | 6054.16 | 6060.65 | 6054.16 | 6059.09 | 4472.0 |
| 2024-10-30 21:30:00 | ES | Futures | 6059.35 | 6059.61 | 6054.68 | 6054.94 | 3205.0 |
| 2024-10-30 22:00:00 | ES | Futures | 6055.2 | 6055.98 | 6050.53 | 6053.38 | 4224.0 |
| 2024-10-30 22:30:00 | ES | Futures | 6053.12 | 6054.94 | 6051.83 | 6052.6 | 3448.0 |
| 2024-10-30 23:00:00 | ES | Futures | 6052.6 | 6053.9 | 6049.23 | 6050.79 | 4065.0 |
| 2024-10-30 23:30:00 | ES | Futures | 6050.79 | 6052.35 | 6049.23 | 6050.01 | 2387.0 |
| 2024-10-30 00:00:00 | NQ | Futures | 21633.28 | 21636.15 | 21617.89 | 21626.24 | 1923.0 |
| 2024-10-30 00:30:00 | NQ | Futures | 21626.5 | 21636.42 | 21623.11 | 21625.46 | 1115.0 |
| 2024-10-30 01:00:00 | NQ | Futures | 21624.93 | 21636.15 | 21619.46 | 21625.72 | 1255.0 |
| 2024-10-30 01:30:00 | NQ | Futures | 21625.2 | 21628.07 | 21606.15 | 21617.37 | 1690.0 |
> showing 50 of 4,087 rows — these rows as CSV