PREVIEW / futures_30min / 2024-11-05
file: by_date/futures_30min/2024/2024-11-05.parquet size: 119 KB rows: 4,115
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-05 00:00:00 | ES | Futures | 5961.77 | 5965.92 | 5961.77 | 5965.15 | 1880.0 |
| 2024-11-05 00:30:00 | ES | Futures | 5965.15 | 5966.7 | 5964.63 | 5965.66 | 1539.0 |
| 2024-11-05 01:00:00 | ES | Futures | 5965.66 | 5967.22 | 5964.37 | 5965.4 | 1269.0 |
| 2024-11-05 01:30:00 | ES | Futures | 5965.4 | 5970.08 | 5965.4 | 5969.3 | 2165.0 |
| 2024-11-05 02:00:00 | ES | Futures | 5969.3 | 5974.23 | 5967.22 | 5969.04 | 3304.0 |
| 2024-11-05 02:30:00 | ES | Futures | 5969.3 | 5971.89 | 5966.7 | 5970.6 | 2750.0 |
| 2024-11-05 03:00:00 | ES | Futures | 5970.6 | 5971.11 | 5962.55 | 5965.92 | 7226.0 |
| 2024-11-05 03:30:00 | ES | Futures | 5965.66 | 5973.19 | 5964.63 | 5973.19 | 6101.0 |
| 2024-11-05 04:00:00 | ES | Futures | 5972.93 | 5976.05 | 5970.85 | 5973.19 | 5992.0 |
| 2024-11-05 04:30:00 | ES | Futures | 5973.19 | 5975.79 | 5971.63 | 5972.41 | 6851.0 |
| 2024-11-05 05:00:00 | ES | Futures | 5972.41 | 5972.41 | 5965.4 | 5971.63 | 5682.0 |
| 2024-11-05 05:30:00 | ES | Futures | 5971.37 | 5973.45 | 5969.56 | 5972.15 | 3667.0 |
| 2024-11-05 06:00:00 | ES | Futures | 5972.15 | 5977.08 | 5972.15 | 5976.05 | 3357.0 |
| 2024-11-05 06:30:00 | ES | Futures | 5976.05 | 5977.86 | 5973.19 | 5973.19 | 3891.0 |
| 2024-11-05 07:00:00 | ES | Futures | 5973.19 | 5976.82 | 5968.78 | 5969.04 | 4794.0 |
| 2024-11-05 07:30:00 | ES | Futures | 5969.3 | 5973.19 | 5967.22 | 5971.11 | 7836.0 |
| 2024-11-05 08:00:00 | ES | Futures | 5971.37 | 5974.49 | 5968.78 | 5973.97 | 6121.0 |
| 2024-11-05 08:30:00 | ES | Futures | 5973.97 | 5976.3 | 5969.56 | 5969.56 | 10620.0 |
| 2024-11-05 09:00:00 | ES | Futures | 5969.56 | 5973.45 | 5966.44 | 5972.15 | 18823.0 |
| 2024-11-05 09:30:00 | ES | Futures | 5972.15 | 6007.45 | 5969.56 | 6006.41 | 137012.0 |
| 2024-11-05 10:00:00 | ES | Futures | 6006.67 | 6015.23 | 6001.22 | 6006.93 | 92801.0 |
| 2024-11-05 10:30:00 | ES | Futures | 6006.67 | 6019.65 | 6003.81 | 6006.67 | 89620.0 |
| 2024-11-05 11:00:00 | ES | Futures | 6006.67 | 6018.09 | 6001.48 | 6014.2 | 71125.0 |
| 2024-11-05 11:30:00 | ES | Futures | 6014.45 | 6023.8 | 6014.45 | 6021.98 | 59605.0 |
| 2024-11-05 12:00:00 | ES | Futures | 6021.98 | 6030.29 | 6018.61 | 6024.58 | 50083.0 |
| 2024-11-05 12:30:00 | ES | Futures | 6024.58 | 6032.36 | 6024.06 | 6028.21 | 41187.0 |
| 2024-11-05 13:00:00 | ES | Futures | 6028.47 | 6032.1 | 6020.68 | 6021.46 | 52632.0 |
| 2024-11-05 13:30:00 | ES | Futures | 6021.46 | 6024.32 | 6013.16 | 6019.9 | 61067.0 |
| 2024-11-05 14:00:00 | ES | Futures | 6019.65 | 6026.65 | 6018.61 | 6021.72 | 44537.0 |
| 2024-11-05 14:30:00 | ES | Futures | 6021.98 | 6026.13 | 6013.68 | 6017.05 | 46678.0 |
| 2024-11-05 15:00:00 | ES | Futures | 6017.05 | 6025.1 | 6014.45 | 6024.32 | 48851.0 |
| 2024-11-05 15:30:00 | ES | Futures | 6024.32 | 6034.96 | 6019.39 | 6034.44 | 134576.0 |
| 2024-11-05 16:00:00 | ES | Futures | 6034.44 | 6043.78 | 6033.14 | 6041.96 | 59019.0 |
| 2024-11-05 16:30:00 | ES | Futures | 6041.96 | 6045.08 | 6039.11 | 6044.04 | 9255.0 |
| 2024-11-05 18:00:00 | ES | Futures | 6041.96 | 6046.38 | 6037.03 | 6040.93 | 6444.0 |
| 2024-11-05 18:30:00 | ES | Futures | 6041.19 | 6042.22 | 6036.25 | 6037.55 | 4418.0 |
| 2024-11-05 19:00:00 | ES | Futures | 6037.29 | 6060.39 | 6036.77 | 6058.57 | 16599.0 |
| 2024-11-05 19:30:00 | ES | Futures | 6058.57 | 6069.47 | 6058.31 | 6060.65 | 19355.0 |
| 2024-11-05 20:00:00 | ES | Futures | 6060.39 | 6072.85 | 6059.35 | 6068.95 | 16518.0 |
| 2024-11-05 20:30:00 | ES | Futures | 6068.7 | 6077.52 | 6057.8 | 6067.4 | 13918.0 |
| 2024-11-05 21:00:00 | ES | Futures | 6067.14 | 6095.95 | 6063.76 | 6095.17 | 23660.0 |
| 2024-11-05 21:30:00 | ES | Futures | 6094.91 | 6107.36 | 6088.94 | 6106.33 | 27700.0 |
| 2024-11-05 22:00:00 | ES | Futures | 6106.59 | 6119.3 | 6102.69 | 6110.74 | 36023.0 |
| 2024-11-05 22:30:00 | ES | Futures | 6110.74 | 6110.74 | 6096.46 | 6106.33 | 22775.0 |
| 2024-11-05 23:00:00 | ES | Futures | 6106.33 | 6109.44 | 6097.76 | 6107.1 | 11603.0 |
| 2024-11-05 23:30:00 | ES | Futures | 6107.36 | 6116.71 | 6107.1 | 6111.52 | 12248.0 |
| 2024-11-05 00:00:00 | NQ | Futures | 20961.96 | 20982.57 | 20961.43 | 20979.18 | 1049.0 |
| 2024-11-05 00:30:00 | NQ | Futures | 20980.22 | 20987.0 | 20976.31 | 20980.48 | 905.0 |
| 2024-11-05 01:00:00 | NQ | Futures | 20979.96 | 20989.35 | 20976.31 | 20983.87 | 791.0 |
| 2024-11-05 01:30:00 | NQ | Futures | 20984.13 | 21003.18 | 20983.09 | 20996.14 | 1247.0 |
> showing 50 of 4,115 rows — these rows as CSV