PREVIEW / futures_30min / 2024-11-06
file: by_date/futures_30min/2024/2024-11-06.parquet size: 123 KB rows: 4,182
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-06 00:00:00 | ES | Futures | 6111.26 | 6111.26 | 6089.72 | 6100.1 | 19900.0 |
| 2024-11-06 00:30:00 | ES | Futures | 6100.36 | 6111.78 | 6099.84 | 6108.14 | 10290.0 |
| 2024-11-06 01:00:00 | ES | Futures | 6107.88 | 6121.64 | 6102.17 | 6121.38 | 13874.0 |
| 2024-11-06 01:30:00 | ES | Futures | 6121.38 | 6134.35 | 6120.86 | 6126.31 | 21324.0 |
| 2024-11-06 02:00:00 | ES | Futures | 6126.31 | 6148.11 | 6126.31 | 6141.62 | 26509.0 |
| 2024-11-06 02:30:00 | ES | Futures | 6141.62 | 6155.64 | 6130.72 | 6144.74 | 30628.0 |
| 2024-11-06 03:00:00 | ES | Futures | 6144.48 | 6155.9 | 6140.06 | 6155.12 | 28750.0 |
| 2024-11-06 03:30:00 | ES | Futures | 6155.38 | 6180.81 | 6153.56 | 6171.73 | 30653.0 |
| 2024-11-06 04:00:00 | ES | Futures | 6171.73 | 6171.99 | 6158.49 | 6162.64 | 20941.0 |
| 2024-11-06 04:30:00 | ES | Futures | 6162.64 | 6175.1 | 6161.6 | 6175.1 | 13628.0 |
| 2024-11-06 05:00:00 | ES | Futures | 6175.1 | 6176.14 | 6166.02 | 6174.58 | 11161.0 |
| 2024-11-06 05:30:00 | ES | Futures | 6174.32 | 6176.4 | 6166.8 | 6169.39 | 12793.0 |
| 2024-11-06 06:00:00 | ES | Futures | 6169.13 | 6173.8 | 6164.46 | 6169.13 | 11361.0 |
| 2024-11-06 06:30:00 | ES | Futures | 6169.13 | 6169.91 | 6145.0 | 6150.7 | 25459.0 |
| 2024-11-06 07:00:00 | ES | Futures | 6150.96 | 6170.17 | 6147.33 | 6164.2 | 21897.0 |
| 2024-11-06 07:30:00 | ES | Futures | 6164.2 | 6178.47 | 6161.6 | 6170.43 | 20835.0 |
| 2024-11-06 08:00:00 | ES | Futures | 6170.43 | 6176.14 | 6161.6 | 6171.21 | 25689.0 |
| 2024-11-06 08:30:00 | ES | Futures | 6171.21 | 6172.76 | 6157.71 | 6159.53 | 21340.0 |
| 2024-11-06 09:00:00 | ES | Futures | 6159.27 | 6165.76 | 6152.26 | 6165.5 | 42891.0 |
| 2024-11-06 09:30:00 | ES | Futures | 6165.24 | 6167.57 | 6125.53 | 6133.58 | 238932.0 |
| 2024-11-06 10:00:00 | ES | Futures | 6133.32 | 6164.98 | 6133.32 | 6161.86 | 160389.0 |
| 2024-11-06 10:30:00 | ES | Futures | 6161.6 | 6164.2 | 6136.17 | 6142.66 | 125213.0 |
| 2024-11-06 11:00:00 | ES | Futures | 6142.92 | 6157.19 | 6135.65 | 6155.12 | 84949.0 |
| 2024-11-06 11:30:00 | ES | Futures | 6155.12 | 6162.9 | 6155.12 | 6162.38 | 68210.0 |
| 2024-11-06 12:00:00 | ES | Futures | 6162.12 | 6165.76 | 6157.19 | 6161.6 | 46516.0 |
| 2024-11-06 12:30:00 | ES | Futures | 6161.86 | 6169.39 | 6159.53 | 6167.05 | 43919.0 |
| 2024-11-06 13:00:00 | ES | Futures | 6166.8 | 6177.44 | 6165.76 | 6176.66 | 53842.0 |
| 2024-11-06 13:30:00 | ES | Futures | 6176.92 | 6181.85 | 6174.84 | 6177.18 | 50090.0 |
| 2024-11-06 14:00:00 | ES | Futures | 6177.18 | 6181.07 | 6171.99 | 6180.29 | 46822.0 |
| 2024-11-06 14:30:00 | ES | Futures | 6180.03 | 6183.66 | 6175.62 | 6179.77 | 46738.0 |
| 2024-11-06 15:00:00 | ES | Futures | 6179.77 | 6191.71 | 6178.73 | 6185.74 | 63145.0 |
| 2024-11-06 15:30:00 | ES | Futures | 6185.74 | 6194.3 | 6180.81 | 6184.44 | 185832.0 |
| 2024-11-06 16:00:00 | ES | Futures | 6184.44 | 6190.15 | 6182.63 | 6187.3 | 53583.0 |
| 2024-11-06 16:30:00 | ES | Futures | 6187.3 | 6193.79 | 6185.22 | 6193.53 | 11447.0 |
| 2024-11-06 18:00:00 | ES | Futures | 6190.67 | 6191.45 | 6185.22 | 6187.56 | 4448.0 |
| 2024-11-06 18:30:00 | ES | Futures | 6187.56 | 6187.82 | 6182.63 | 6183.66 | 4022.0 |
| 2024-11-06 19:00:00 | ES | Futures | 6183.92 | 6188.85 | 6180.03 | 6180.81 | 4810.0 |
| 2024-11-06 19:30:00 | ES | Futures | 6180.81 | 6182.63 | 6177.7 | 6179.25 | 3916.0 |
| 2024-11-06 20:00:00 | ES | Futures | 6179.51 | 6183.4 | 6178.47 | 6182.37 | 3704.0 |
| 2024-11-06 20:30:00 | ES | Futures | 6182.37 | 6190.41 | 6181.59 | 6187.56 | 5190.0 |
| 2024-11-06 21:00:00 | ES | Futures | 6187.56 | 6189.37 | 6184.18 | 6186.52 | 3262.0 |
| 2024-11-06 21:30:00 | ES | Futures | 6186.78 | 6187.56 | 6184.18 | 6185.74 | 3196.0 |
| 2024-11-06 22:00:00 | ES | Futures | 6185.74 | 6194.82 | 6185.22 | 6193.53 | 5138.0 |
| 2024-11-06 22:30:00 | ES | Futures | 6193.53 | 6193.79 | 6190.41 | 6191.19 | 2598.0 |
| 2024-11-06 23:00:00 | ES | Futures | 6191.45 | 6192.23 | 6189.37 | 6191.19 | 2044.0 |
| 2024-11-06 23:30:00 | ES | Futures | 6190.93 | 6196.12 | 6190.67 | 6194.05 | 3033.0 |
| 2024-11-06 00:00:00 | NQ | Futures | 21495.26 | 21495.26 | 21350.72 | 21434.73 | 9750.0 |
| 2024-11-06 00:30:00 | NQ | Futures | 21436.3 | 21500.74 | 21426.9 | 21482.22 | 3544.0 |
| 2024-11-06 01:00:00 | NQ | Futures | 21484.04 | 21541.18 | 21471.78 | 21525.53 | 4654.0 |
| 2024-11-06 01:30:00 | NQ | Futures | 21524.74 | 21571.45 | 21516.4 | 21547.44 | 5625.0 |
> showing 50 of 4,182 rows — these rows as CSV