PREVIEW / futures_30min / 2024-11-20
file: by_date/futures_30min/2024/2024-11-20.parquet size: 109 KB rows: 3,930
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-20 00:00:00 | ES | Futures | 6174.32 | 6175.62 | 6171.99 | 6174.84 | 2404.0 |
| 2024-11-20 00:30:00 | ES | Futures | 6174.58 | 6174.84 | 6171.21 | 6173.28 | 1766.0 |
| 2024-11-20 01:00:00 | ES | Futures | 6173.54 | 6179.51 | 6172.76 | 6179.25 | 2643.0 |
| 2024-11-20 01:30:00 | ES | Futures | 6178.99 | 6182.11 | 6176.14 | 6180.81 | 5148.0 |
| 2024-11-20 02:00:00 | ES | Futures | 6180.55 | 6181.85 | 6174.58 | 6174.84 | 4144.0 |
| 2024-11-20 02:30:00 | ES | Futures | 6174.84 | 6183.15 | 6174.06 | 6180.03 | 5595.0 |
| 2024-11-20 03:00:00 | ES | Futures | 6180.03 | 6184.7 | 6176.4 | 6182.37 | 8695.0 |
| 2024-11-20 03:30:00 | ES | Futures | 6182.11 | 6183.92 | 6176.66 | 6176.92 | 7025.0 |
| 2024-11-20 04:00:00 | ES | Futures | 6176.92 | 6183.4 | 6175.36 | 6179.25 | 5854.0 |
| 2024-11-20 04:30:00 | ES | Futures | 6179.51 | 6180.81 | 6173.28 | 6176.14 | 5440.0 |
| 2024-11-20 05:00:00 | ES | Futures | 6175.88 | 6176.4 | 6166.54 | 6167.31 | 7026.0 |
| 2024-11-20 05:30:00 | ES | Futures | 6167.05 | 6173.28 | 6164.98 | 6170.43 | 5701.0 |
| 2024-11-20 06:00:00 | ES | Futures | 6170.43 | 6175.36 | 6168.09 | 6172.76 | 4768.0 |
| 2024-11-20 06:30:00 | ES | Futures | 6172.76 | 6173.54 | 6167.05 | 6171.21 | 10147.0 |
| 2024-11-20 07:00:00 | ES | Futures | 6171.21 | 6177.44 | 6170.43 | 6175.62 | 6539.0 |
| 2024-11-20 07:30:00 | ES | Futures | 6175.88 | 6179.25 | 6173.28 | 6178.21 | 5530.0 |
| 2024-11-20 08:00:00 | ES | Futures | 6178.21 | 6180.81 | 6176.66 | 6177.44 | 7440.0 |
| 2024-11-20 08:30:00 | ES | Futures | 6177.44 | 6177.44 | 6169.39 | 6171.47 | 11731.0 |
| 2024-11-20 09:00:00 | ES | Futures | 6171.21 | 6171.47 | 6158.49 | 6164.72 | 33892.0 |
| 2024-11-20 09:30:00 | ES | Futures | 6164.98 | 6166.54 | 6133.58 | 6133.84 | 161414.0 |
| 2024-11-20 10:00:00 | ES | Futures | 6133.58 | 6141.62 | 6103.99 | 6115.67 | 181826.0 |
| 2024-11-20 10:30:00 | ES | Futures | 6115.41 | 6135.13 | 6114.37 | 6133.32 | 108469.0 |
| 2024-11-20 11:00:00 | ES | Futures | 6133.32 | 6136.17 | 6117.23 | 6117.49 | 99402.0 |
| 2024-11-20 11:30:00 | ES | Futures | 6117.49 | 6147.85 | 6113.85 | 6143.18 | 102632.0 |
| 2024-11-20 12:00:00 | ES | Futures | 6143.18 | 6146.81 | 6120.08 | 6131.5 | 80334.0 |
| 2024-11-20 12:30:00 | ES | Futures | 6131.24 | 6142.92 | 6127.61 | 6130.2 | 66189.0 |
| 2024-11-20 13:00:00 | ES | Futures | 6130.2 | 6136.95 | 6124.23 | 6135.65 | 54916.0 |
| 2024-11-20 13:30:00 | ES | Futures | 6135.39 | 6135.39 | 6120.34 | 6126.83 | 47985.0 |
| 2024-11-20 14:00:00 | ES | Futures | 6126.83 | 6127.87 | 6121.12 | 6124.75 | 37661.0 |
| 2024-11-20 14:30:00 | ES | Futures | 6124.75 | 6139.03 | 6123.97 | 6134.35 | 53237.0 |
| 2024-11-20 15:00:00 | ES | Futures | 6134.35 | 6145.0 | 6131.24 | 6144.22 | 47712.0 |
| 2024-11-20 15:30:00 | ES | Futures | 6144.48 | 6169.13 | 6144.48 | 6165.5 | 184084.0 |
| 2024-11-20 16:00:00 | ES | Futures | 6165.76 | 6170.69 | 6136.17 | 6149.67 | 82788.0 |
| 2024-11-20 16:30:00 | ES | Futures | 6149.41 | 6169.39 | 6145.51 | 6166.02 | 18216.0 |
| 2024-11-20 18:00:00 | ES | Futures | 6163.42 | 6164.98 | 6153.56 | 6161.35 | 5821.0 |
| 2024-11-20 18:30:00 | ES | Futures | 6161.35 | 6168.87 | 6161.35 | 6166.28 | 4301.0 |
| 2024-11-20 19:00:00 | ES | Futures | 6166.54 | 6168.09 | 6153.04 | 6153.3 | 5428.0 |
| 2024-11-20 19:30:00 | ES | Futures | 6153.3 | 6155.12 | 6143.44 | 6143.96 | 6615.0 |
| 2024-11-20 20:00:00 | ES | Futures | 6144.22 | 6148.89 | 6140.58 | 6143.96 | 4385.0 |
| 2024-11-20 20:30:00 | ES | Futures | 6143.96 | 6147.59 | 6136.43 | 6139.03 | 5930.0 |
| 2024-11-20 21:00:00 | ES | Futures | 6139.29 | 6145.77 | 6138.51 | 6144.48 | 4023.0 |
| 2024-11-20 21:30:00 | ES | Futures | 6144.48 | 6146.55 | 6141.62 | 6143.18 | 2513.0 |
| 2024-11-20 22:00:00 | ES | Futures | 6143.44 | 6150.7 | 6143.44 | 6150.7 | 3048.0 |
| 2024-11-20 22:30:00 | ES | Futures | 6150.45 | 6151.22 | 6143.96 | 6145.25 | 3166.0 |
| 2024-11-20 23:00:00 | ES | Futures | 6145.51 | 6150.96 | 6141.62 | 6148.11 | 3074.0 |
| 2024-11-20 23:30:00 | ES | Futures | 6148.37 | 6150.7 | 6148.11 | 6149.67 | 1062.0 |
| 2024-11-20 00:00:00 | NQ | Futures | 21710.51 | 21713.91 | 21700.08 | 21706.34 | 1440.0 |
| 2024-11-20 00:30:00 | NQ | Futures | 21706.34 | 21706.86 | 21692.51 | 21703.73 | 1287.0 |
| 2024-11-20 01:00:00 | NQ | Futures | 21704.25 | 21732.95 | 21701.64 | 21731.39 | 1753.0 |
| 2024-11-20 01:30:00 | NQ | Futures | 21731.13 | 21749.91 | 21716.52 | 21740.0 | 4328.0 |
> showing 50 of 3,930 rows — these rows as CSV