PREVIEW / futures_30min / 2024-11-04
file: by_date/futures_30min/2024/2024-11-04.parquet size: 111 KB rows: 4,068
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-04 00:00:00 | ES | Futures | 5992.65 | 5992.65 | 5988.5 | 5990.32 | 3010.0 |
| 2024-11-04 00:30:00 | ES | Futures | 5990.32 | 5991.88 | 5989.54 | 5991.88 | 1612.0 |
| 2024-11-04 01:00:00 | ES | Futures | 5991.88 | 5996.03 | 5991.36 | 5995.25 | 2857.0 |
| 2024-11-04 01:30:00 | ES | Futures | 5995.25 | 5996.55 | 5992.91 | 5994.21 | 2755.0 |
| 2024-11-04 02:00:00 | ES | Futures | 5993.95 | 5995.51 | 5989.8 | 5990.32 | 4330.0 |
| 2024-11-04 02:30:00 | ES | Futures | 5990.32 | 5990.58 | 5980.72 | 5980.98 | 5503.0 |
| 2024-11-04 03:00:00 | ES | Futures | 5981.24 | 5990.06 | 5980.46 | 5985.65 | 9541.0 |
| 2024-11-04 03:30:00 | ES | Futures | 5985.65 | 5987.2 | 5977.34 | 5983.31 | 9238.0 |
| 2024-11-04 04:00:00 | ES | Futures | 5983.57 | 5985.13 | 5980.2 | 5982.01 | 9320.0 |
| 2024-11-04 04:30:00 | ES | Futures | 5981.75 | 5986.17 | 5978.12 | 5984.87 | 6534.0 |
| 2024-11-04 05:00:00 | ES | Futures | 5984.87 | 5990.84 | 5984.09 | 5990.06 | 6030.0 |
| 2024-11-04 05:30:00 | ES | Futures | 5990.06 | 5994.47 | 5989.28 | 5992.91 | 4240.0 |
| 2024-11-04 06:00:00 | ES | Futures | 5992.91 | 5993.69 | 5985.91 | 5986.17 | 4766.0 |
| 2024-11-04 06:30:00 | ES | Futures | 5986.17 | 5990.84 | 5986.17 | 5989.02 | 4194.0 |
| 2024-11-04 07:00:00 | ES | Futures | 5989.02 | 5991.88 | 5979.16 | 5981.75 | 7419.0 |
| 2024-11-04 07:30:00 | ES | Futures | 5981.75 | 5987.2 | 5974.75 | 5985.91 | 12336.0 |
| 2024-11-04 08:00:00 | ES | Futures | 5985.91 | 5988.76 | 5980.98 | 5983.31 | 11728.0 |
| 2024-11-04 08:30:00 | ES | Futures | 5983.31 | 5987.2 | 5980.2 | 5981.75 | 13327.0 |
| 2024-11-04 09:00:00 | ES | Futures | 5981.75 | 5982.01 | 5968.52 | 5977.08 | 31392.0 |
| 2024-11-04 09:30:00 | ES | Futures | 5977.08 | 5980.98 | 5957.1 | 5980.2 | 138455.0 |
| 2024-11-04 10:00:00 | ES | Futures | 5980.2 | 5991.36 | 5977.34 | 5986.69 | 93338.0 |
| 2024-11-04 10:30:00 | ES | Futures | 5986.69 | 5987.98 | 5978.64 | 5982.01 | 72731.0 |
| 2024-11-04 11:00:00 | ES | Futures | 5982.01 | 5987.98 | 5975.53 | 5976.56 | 57534.0 |
| 2024-11-04 11:30:00 | ES | Futures | 5976.3 | 5977.08 | 5946.46 | 5952.43 | 117437.0 |
| 2024-11-04 12:00:00 | ES | Futures | 5952.69 | 5965.66 | 5942.31 | 5964.37 | 91783.0 |
| 2024-11-04 12:30:00 | ES | Futures | 5964.63 | 5973.97 | 5962.55 | 5969.82 | 62234.0 |
| 2024-11-04 13:00:00 | ES | Futures | 5969.82 | 5976.3 | 5956.32 | 5970.6 | 77069.0 |
| 2024-11-04 13:30:00 | ES | Futures | 5970.6 | 5978.12 | 5968.0 | 5972.15 | 41965.0 |
| 2024-11-04 14:00:00 | ES | Futures | 5972.15 | 5977.6 | 5967.74 | 5968.52 | 37102.0 |
| 2024-11-04 14:30:00 | ES | Futures | 5968.52 | 5976.3 | 5965.92 | 5970.08 | 38954.0 |
| 2024-11-04 15:00:00 | ES | Futures | 5970.34 | 5972.15 | 5963.59 | 5967.48 | 41832.0 |
| 2024-11-04 15:30:00 | ES | Futures | 5967.22 | 5967.48 | 5956.06 | 5963.07 | 149901.0 |
| 2024-11-04 16:00:00 | ES | Futures | 5962.81 | 5968.26 | 5959.7 | 5966.44 | 36305.0 |
| 2024-11-04 16:30:00 | ES | Futures | 5966.44 | 5968.78 | 5964.11 | 5968.0 | 5638.0 |
| 2024-11-04 18:00:00 | ES | Futures | 5971.37 | 5972.41 | 5962.81 | 5963.07 | 4812.0 |
| 2024-11-04 18:30:00 | ES | Futures | 5963.33 | 5967.74 | 5961.25 | 5961.77 | 3063.0 |
| 2024-11-04 19:00:00 | ES | Futures | 5961.51 | 5961.77 | 5958.66 | 5960.21 | 3011.0 |
| 2024-11-04 19:30:00 | ES | Futures | 5959.95 | 5962.03 | 5958.4 | 5959.44 | 2842.0 |
| 2024-11-04 20:00:00 | ES | Futures | 5959.44 | 5959.44 | 5953.47 | 5955.02 | 4395.0 |
| 2024-11-04 20:30:00 | ES | Futures | 5955.02 | 5968.0 | 5953.47 | 5965.92 | 6633.0 |
| 2024-11-04 21:00:00 | ES | Futures | 5965.92 | 5967.48 | 5960.73 | 5966.96 | 4343.0 |
| 2024-11-04 21:30:00 | ES | Futures | 5966.96 | 5969.3 | 5965.92 | 5966.7 | 2649.0 |
| 2024-11-04 22:00:00 | ES | Futures | 5966.7 | 5968.52 | 5965.15 | 5968.26 | 1545.0 |
| 2024-11-04 22:30:00 | ES | Futures | 5968.0 | 5968.26 | 5964.37 | 5964.63 | 1930.0 |
| 2024-11-04 23:00:00 | ES | Futures | 5964.63 | 5966.18 | 5963.33 | 5965.92 | 1575.0 |
| 2024-11-04 23:30:00 | ES | Futures | 5965.66 | 5965.66 | 5961.25 | 5961.77 | 1540.0 |
| 2024-11-04 00:00:00 | NQ | Futures | 21116.94 | 21116.94 | 21100.76 | 21108.85 | 1103.0 |
| 2024-11-04 00:30:00 | NQ | Futures | 21108.59 | 21113.55 | 21103.11 | 21113.55 | 664.0 |
| 2024-11-04 01:00:00 | NQ | Futures | 21113.81 | 21131.03 | 21110.15 | 21126.59 | 1475.0 |
| 2024-11-04 01:30:00 | NQ | Futures | 21125.29 | 21131.55 | 21116.42 | 21120.85 | 1207.0 |
> showing 50 of 4,068 rows — these rows as CSV