PREVIEW / futures_30min / 2024-10-31
file: by_date/futures_30min/2024/2024-10-31.parquet size: 115 KB rows: 4,088
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 |
|---|---|---|---|---|---|---|---|
| 2024-10-31 00:00:00 | ES | Futures | 6050.27 | 6050.53 | 6047.41 | 6048.19 | 3082.0 |
| 2024-10-31 00:30:00 | ES | Futures | 6048.45 | 6049.75 | 6046.9 | 6047.93 | 2471.0 |
| 2024-10-31 01:00:00 | ES | Futures | 6047.93 | 6048.45 | 6045.08 | 6046.12 | 4715.0 |
| 2024-10-31 01:30:00 | ES | Futures | 6046.38 | 6047.67 | 6044.82 | 6044.82 | 3025.0 |
| 2024-10-31 02:00:00 | ES | Futures | 6044.82 | 6045.86 | 6042.22 | 6042.48 | 4117.0 |
| 2024-10-31 02:30:00 | ES | Futures | 6042.48 | 6042.74 | 6035.74 | 6036.0 | 6712.0 |
| 2024-10-31 03:00:00 | ES | Futures | 6036.0 | 6036.0 | 6027.43 | 6030.8 | 10768.0 |
| 2024-10-31 03:30:00 | ES | Futures | 6030.8 | 6034.7 | 6027.69 | 6028.73 | 10135.0 |
| 2024-10-31 04:00:00 | ES | Futures | 6028.73 | 6029.77 | 6023.28 | 6025.35 | 19760.0 |
| 2024-10-31 04:30:00 | ES | Futures | 6025.35 | 6030.03 | 6021.98 | 6026.39 | 13625.0 |
| 2024-10-31 05:00:00 | ES | Futures | 6026.39 | 6026.65 | 6022.5 | 6024.06 | 9941.0 |
| 2024-10-31 05:30:00 | ES | Futures | 6024.06 | 6028.47 | 6023.02 | 6027.69 | 7755.0 |
| 2024-10-31 06:00:00 | ES | Futures | 6027.95 | 6028.99 | 6023.8 | 6028.21 | 5935.0 |
| 2024-10-31 06:30:00 | ES | Futures | 6028.21 | 6031.06 | 6024.84 | 6030.29 | 8632.0 |
| 2024-10-31 07:00:00 | ES | Futures | 6030.55 | 6034.18 | 6028.99 | 6032.62 | 12152.0 |
| 2024-10-31 07:30:00 | ES | Futures | 6032.62 | 6038.59 | 6029.25 | 6038.07 | 11226.0 |
| 2024-10-31 08:00:00 | ES | Futures | 6038.07 | 6041.7 | 6033.66 | 6040.93 | 16617.0 |
| 2024-10-31 08:30:00 | ES | Futures | 6040.41 | 6041.7 | 6033.4 | 6034.7 | 27495.0 |
| 2024-10-31 09:00:00 | ES | Futures | 6034.7 | 6037.03 | 6026.39 | 6028.21 | 29484.0 |
| 2024-10-31 09:30:00 | ES | Futures | 6028.47 | 6028.47 | 6002.0 | 6008.75 | 211143.0 |
| 2024-10-31 10:00:00 | ES | Futures | 6008.49 | 6009.26 | 5987.72 | 5989.8 | 159230.0 |
| 2024-10-31 10:30:00 | ES | Futures | 5989.8 | 5995.77 | 5979.42 | 5980.72 | 115300.0 |
| 2024-10-31 11:00:00 | ES | Futures | 5980.72 | 5986.95 | 5971.89 | 5980.46 | 115076.0 |
| 2024-10-31 11:30:00 | ES | Futures | 5980.72 | 5983.83 | 5969.56 | 5978.64 | 81927.0 |
| 2024-10-31 12:00:00 | ES | Futures | 5978.38 | 5988.76 | 5974.49 | 5984.35 | 81597.0 |
| 2024-10-31 12:30:00 | ES | Futures | 5984.35 | 5986.95 | 5979.68 | 5982.79 | 44416.0 |
| 2024-10-31 13:00:00 | ES | Futures | 5982.79 | 5989.8 | 5980.98 | 5981.5 | 47180.0 |
| 2024-10-31 13:30:00 | ES | Futures | 5981.5 | 5982.01 | 5970.08 | 5973.19 | 56232.0 |
| 2024-10-31 14:00:00 | ES | Futures | 5972.93 | 5975.01 | 5967.48 | 5974.49 | 59872.0 |
| 2024-10-31 14:30:00 | ES | Futures | 5974.49 | 5978.12 | 5965.92 | 5975.79 | 82986.0 |
| 2024-10-31 15:00:00 | ES | Futures | 5976.05 | 5987.46 | 5975.79 | 5981.75 | 71348.0 |
| 2024-10-31 15:30:00 | ES | Futures | 5982.01 | 5990.32 | 5952.95 | 5953.99 | 317550.0 |
| 2024-10-31 16:00:00 | ES | Futures | 5953.99 | 5974.75 | 5952.95 | 5966.7 | 119131.0 |
| 2024-10-31 16:30:00 | ES | Futures | 5967.22 | 5972.15 | 5951.65 | 5957.1 | 31026.0 |
| 2024-10-31 18:00:00 | ES | Futures | 5960.73 | 5967.22 | 5957.62 | 5964.11 | 5912.0 |
| 2024-10-31 18:30:00 | ES | Futures | 5964.11 | 5970.6 | 5962.55 | 5964.89 | 4358.0 |
| 2024-10-31 19:00:00 | ES | Futures | 5964.89 | 5966.44 | 5958.66 | 5964.11 | 4411.0 |
| 2024-10-31 19:30:00 | ES | Futures | 5964.37 | 5965.15 | 5961.25 | 5961.25 | 3133.0 |
| 2024-10-31 20:00:00 | ES | Futures | 5961.51 | 5963.85 | 5955.54 | 5963.85 | 5684.0 |
| 2024-10-31 20:30:00 | ES | Futures | 5963.85 | 5964.63 | 5960.47 | 5962.55 | 2926.0 |
| 2024-10-31 21:00:00 | ES | Futures | 5962.29 | 5964.63 | 5960.73 | 5962.03 | 3215.0 |
| 2024-10-31 21:30:00 | ES | Futures | 5962.03 | 5962.29 | 5958.14 | 5959.7 | 3495.0 |
| 2024-10-31 22:00:00 | ES | Futures | 5959.7 | 5959.7 | 5950.87 | 5959.44 | 5653.0 |
| 2024-10-31 22:30:00 | ES | Futures | 5959.44 | 5962.81 | 5958.14 | 5962.55 | 2851.0 |
| 2024-10-31 23:00:00 | ES | Futures | 5962.55 | 5967.74 | 5961.77 | 5966.96 | 3696.0 |
| 2024-10-31 23:30:00 | ES | Futures | 5966.96 | 5968.78 | 5966.7 | 5966.96 | 2691.0 |
| 2024-10-31 00:00:00 | NQ | Futures | 21313.67 | 21316.28 | 21297.75 | 21302.71 | 1414.0 |
| 2024-10-31 00:30:00 | NQ | Futures | 21303.49 | 21308.71 | 21293.58 | 21299.58 | 1274.0 |
| 2024-10-31 01:00:00 | NQ | Futures | 21299.58 | 21302.19 | 21273.75 | 21282.62 | 2945.0 |
| 2024-10-31 01:30:00 | NQ | Futures | 21282.36 | 21294.62 | 21281.31 | 21282.1 | 1425.0 |
> showing 50 of 4,088 rows — these rows as CSV