PREVIEW / futures_30min / 2024-11-19
file: by_date/futures_30min/2024/2024-11-19.parquet size: 114 KB rows: 4,049
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-19 00:00:00 | ES | Futures | 6156.41 | 6156.93 | 6153.04 | 6153.3 | 2847.0 |
| 2024-11-19 00:30:00 | ES | Futures | 6153.3 | 6154.08 | 6152.26 | 6154.08 | 1662.0 |
| 2024-11-19 01:00:00 | ES | Futures | 6154.08 | 6155.38 | 6152.26 | 6153.56 | 2344.0 |
| 2024-11-19 01:30:00 | ES | Futures | 6153.56 | 6154.86 | 6152.52 | 6153.3 | 1724.0 |
| 2024-11-19 02:00:00 | ES | Futures | 6153.3 | 6153.3 | 6148.37 | 6152.0 | 2769.0 |
| 2024-11-19 02:30:00 | ES | Futures | 6152.0 | 6155.64 | 6152.0 | 6153.04 | 3753.0 |
| 2024-11-19 03:00:00 | ES | Futures | 6152.78 | 6157.45 | 6149.15 | 6153.56 | 9281.0 |
| 2024-11-19 03:30:00 | ES | Futures | 6153.82 | 6154.34 | 6129.42 | 6141.1 | 22167.0 |
| 2024-11-19 04:00:00 | ES | Futures | 6141.1 | 6145.51 | 6109.96 | 6114.11 | 30709.0 |
| 2024-11-19 04:30:00 | ES | Futures | 6113.85 | 6120.6 | 6106.07 | 6114.63 | 31545.0 |
| 2024-11-19 05:00:00 | ES | Futures | 6114.37 | 6124.49 | 6112.04 | 6116.97 | 15594.0 |
| 2024-11-19 05:30:00 | ES | Futures | 6116.71 | 6125.27 | 6114.89 | 6121.9 | 8166.0 |
| 2024-11-19 06:00:00 | ES | Futures | 6121.64 | 6124.49 | 6116.71 | 6117.23 | 6357.0 |
| 2024-11-19 06:30:00 | ES | Futures | 6116.97 | 6122.94 | 6113.85 | 6121.12 | 8311.0 |
| 2024-11-19 07:00:00 | ES | Futures | 6121.38 | 6133.32 | 6120.08 | 6131.24 | 16900.0 |
| 2024-11-19 07:30:00 | ES | Futures | 6131.24 | 6132.28 | 6125.53 | 6131.76 | 8482.0 |
| 2024-11-19 08:00:00 | ES | Futures | 6131.76 | 6132.28 | 6121.38 | 6122.42 | 13062.0 |
| 2024-11-19 08:30:00 | ES | Futures | 6122.42 | 6122.94 | 6084.27 | 6085.3 | 66225.0 |
| 2024-11-19 09:00:00 | ES | Futures | 6085.3 | 6108.66 | 6078.04 | 6107.62 | 86508.0 |
| 2024-11-19 09:30:00 | ES | Futures | 6107.88 | 6119.04 | 6100.1 | 6113.07 | 164052.0 |
| 2024-11-19 10:00:00 | ES | Futures | 6112.81 | 6125.79 | 6106.33 | 6125.27 | 121711.0 |
| 2024-11-19 10:30:00 | ES | Futures | 6125.27 | 6142.92 | 6121.64 | 6138.77 | 122330.0 |
| 2024-11-19 11:00:00 | ES | Futures | 6138.77 | 6152.26 | 6137.73 | 6151.22 | 75448.0 |
| 2024-11-19 11:30:00 | ES | Futures | 6151.22 | 6154.86 | 6146.81 | 6150.7 | 69724.0 |
| 2024-11-19 12:00:00 | ES | Futures | 6150.7 | 6153.3 | 6142.4 | 6152.26 | 62105.0 |
| 2024-11-19 12:30:00 | ES | Futures | 6152.0 | 6158.23 | 6150.45 | 6154.6 | 50427.0 |
| 2024-11-19 13:00:00 | ES | Futures | 6154.6 | 6159.27 | 6150.19 | 6158.23 | 46200.0 |
| 2024-11-19 13:30:00 | ES | Futures | 6158.23 | 6174.06 | 6156.41 | 6172.25 | 69823.0 |
| 2024-11-19 14:00:00 | ES | Futures | 6172.25 | 6173.02 | 6163.42 | 6163.94 | 54380.0 |
| 2024-11-19 14:30:00 | ES | Futures | 6163.94 | 6166.28 | 6152.78 | 6158.23 | 83980.0 |
| 2024-11-19 15:00:00 | ES | Futures | 6158.23 | 6161.6 | 6155.64 | 6160.57 | 43628.0 |
| 2024-11-19 15:30:00 | ES | Futures | 6160.57 | 6168.61 | 6158.75 | 6165.24 | 146202.0 |
| 2024-11-19 16:00:00 | ES | Futures | 6165.24 | 6170.95 | 6164.46 | 6166.8 | 42198.0 |
| 2024-11-19 16:30:00 | ES | Futures | 6166.8 | 6167.31 | 6163.16 | 6163.68 | 6212.0 |
| 2024-11-19 18:00:00 | ES | Futures | 6163.94 | 6171.21 | 6163.16 | 6169.39 | 4702.0 |
| 2024-11-19 18:30:00 | ES | Futures | 6169.39 | 6172.25 | 6167.83 | 6171.47 | 2515.0 |
| 2024-11-19 19:00:00 | ES | Futures | 6171.73 | 6180.81 | 6170.95 | 6177.7 | 6597.0 |
| 2024-11-19 19:30:00 | ES | Futures | 6177.7 | 6180.55 | 6176.14 | 6176.66 | 3310.0 |
| 2024-11-19 20:00:00 | ES | Futures | 6176.4 | 6178.73 | 6174.32 | 6175.62 | 3020.0 |
| 2024-11-19 20:30:00 | ES | Futures | 6175.36 | 6177.18 | 6169.65 | 6172.25 | 5354.0 |
| 2024-11-19 21:00:00 | ES | Futures | 6172.25 | 6175.1 | 6171.21 | 6174.06 | 2659.0 |
| 2024-11-19 21:30:00 | ES | Futures | 6173.8 | 6177.7 | 6172.76 | 6176.66 | 2223.0 |
| 2024-11-19 22:00:00 | ES | Futures | 6176.4 | 6176.92 | 6172.25 | 6173.02 | 2934.0 |
| 2024-11-19 22:30:00 | ES | Futures | 6173.02 | 6173.28 | 6168.09 | 6170.95 | 3692.0 |
| 2024-11-19 23:00:00 | ES | Futures | 6170.69 | 6174.84 | 6170.69 | 6174.06 | 2416.0 |
| 2024-11-19 23:30:00 | ES | Futures | 6173.8 | 6175.1 | 6173.02 | 6174.32 | 2062.0 |
| 2024-11-19 00:00:00 | NQ | Futures | 21585.54 | 21586.84 | 21567.53 | 21568.84 | 2038.0 |
| 2024-11-19 00:30:00 | NQ | Futures | 21569.62 | 21575.62 | 21562.06 | 21571.45 | 1105.0 |
| 2024-11-19 01:00:00 | NQ | Futures | 21571.71 | 21583.97 | 21566.75 | 21577.19 | 1303.0 |
| 2024-11-19 01:30:00 | NQ | Futures | 21577.19 | 21586.84 | 21574.32 | 21579.8 | 1065.0 |
> showing 50 of 4,049 rows — these rows as CSV