PREVIEW / futures_30min / 2024-11-25
file: by_date/futures_30min/2024/2024-11-25.parquet size: 116 KB rows: 4,065
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-25 00:00:00 | ES | Futures | 6242.58 | 6243.09 | 6241.28 | 6242.06 | 1914.0 |
| 2024-11-25 00:30:00 | ES | Futures | 6242.06 | 6243.35 | 6241.8 | 6243.09 | 1753.0 |
| 2024-11-25 01:00:00 | ES | Futures | 6243.09 | 6243.09 | 6240.76 | 6241.54 | 2199.0 |
| 2024-11-25 01:30:00 | ES | Futures | 6241.54 | 6242.32 | 6240.5 | 6241.28 | 2188.0 |
| 2024-11-25 02:00:00 | ES | Futures | 6241.28 | 6242.06 | 6239.2 | 6239.46 | 3019.0 |
| 2024-11-25 02:30:00 | ES | Futures | 6239.2 | 6242.06 | 6237.9 | 6240.5 | 3249.0 |
| 2024-11-25 03:00:00 | ES | Futures | 6240.76 | 6243.61 | 6239.72 | 6242.06 | 8241.0 |
| 2024-11-25 03:30:00 | ES | Futures | 6241.8 | 6243.61 | 6240.5 | 6241.8 | 5332.0 |
| 2024-11-25 04:00:00 | ES | Futures | 6241.8 | 6244.13 | 6239.98 | 6243.61 | 5860.0 |
| 2024-11-25 04:30:00 | ES | Futures | 6243.61 | 6246.21 | 6242.84 | 6245.17 | 5981.0 |
| 2024-11-25 05:00:00 | ES | Futures | 6245.17 | 6245.69 | 6243.61 | 6243.87 | 3446.0 |
| 2024-11-25 05:30:00 | ES | Futures | 6244.13 | 6247.77 | 6243.87 | 6247.25 | 4678.0 |
| 2024-11-25 06:00:00 | ES | Futures | 6247.25 | 6247.77 | 6244.39 | 6247.25 | 4505.0 |
| 2024-11-25 06:30:00 | ES | Futures | 6246.99 | 6248.54 | 6245.69 | 6246.47 | 3597.0 |
| 2024-11-25 07:00:00 | ES | Futures | 6246.21 | 6246.99 | 6240.24 | 6241.8 | 10109.0 |
| 2024-11-25 07:30:00 | ES | Futures | 6242.06 | 6246.99 | 6240.5 | 6245.43 | 8007.0 |
| 2024-11-25 08:00:00 | ES | Futures | 6245.43 | 6247.77 | 6243.87 | 6246.47 | 10665.0 |
| 2024-11-25 08:30:00 | ES | Futures | 6246.21 | 6262.04 | 6244.39 | 6257.37 | 31692.0 |
| 2024-11-25 09:00:00 | ES | Futures | 6257.11 | 6263.6 | 6255.29 | 6256.59 | 34226.0 |
| 2024-11-25 09:30:00 | ES | Futures | 6256.33 | 6270.09 | 6247.25 | 6253.22 | 225232.0 |
| 2024-11-25 10:00:00 | ES | Futures | 6252.96 | 6253.48 | 6234.79 | 6251.4 | 174579.0 |
| 2024-11-25 10:30:00 | ES | Futures | 6251.14 | 6252.96 | 6237.64 | 6239.46 | 113375.0 |
| 2024-11-25 11:00:00 | ES | Futures | 6239.46 | 6244.39 | 6235.31 | 6238.94 | 73789.0 |
| 2024-11-25 11:30:00 | ES | Futures | 6239.2 | 6243.61 | 6230.64 | 6231.68 | 86324.0 |
| 2024-11-25 12:00:00 | ES | Futures | 6231.68 | 6235.57 | 6216.1 | 6219.48 | 101168.0 |
| 2024-11-25 12:30:00 | ES | Futures | 6219.48 | 6225.19 | 6210.4 | 6223.63 | 84546.0 |
| 2024-11-25 13:00:00 | ES | Futures | 6223.63 | 6234.01 | 6223.11 | 6230.9 | 57219.0 |
| 2024-11-25 13:30:00 | ES | Futures | 6230.64 | 6235.83 | 6228.82 | 6232.45 | 43460.0 |
| 2024-11-25 14:00:00 | ES | Futures | 6232.45 | 6233.75 | 6223.89 | 6229.34 | 46548.0 |
| 2024-11-25 14:30:00 | ES | Futures | 6229.08 | 6233.75 | 6225.71 | 6230.12 | 41234.0 |
| 2024-11-25 15:00:00 | ES | Futures | 6230.38 | 6231.42 | 6225.97 | 6230.9 | 43110.0 |
| 2024-11-25 15:30:00 | ES | Futures | 6230.9 | 6237.9 | 6228.04 | 6234.53 | 156914.0 |
| 2024-11-25 16:00:00 | ES | Futures | 6234.53 | 6244.91 | 6230.38 | 6243.61 | 60007.0 |
| 2024-11-25 16:30:00 | ES | Futures | 6243.87 | 6244.39 | 6240.5 | 6241.8 | 26484.0 |
| 2024-11-25 18:00:00 | ES | Futures | 6242.32 | 6248.03 | 6240.24 | 6247.51 | 3321.0 |
| 2024-11-25 18:30:00 | ES | Futures | 6247.51 | 6247.51 | 6215.33 | 6222.33 | 23083.0 |
| 2024-11-25 19:00:00 | ES | Futures | 6222.59 | 6223.11 | 6211.17 | 6218.7 | 19311.0 |
| 2024-11-25 19:30:00 | ES | Futures | 6218.7 | 6219.74 | 6210.65 | 6212.99 | 10862.0 |
| 2024-11-25 20:00:00 | ES | Futures | 6212.99 | 6218.7 | 6203.91 | 6217.92 | 14151.0 |
| 2024-11-25 20:30:00 | ES | Futures | 6217.92 | 6225.45 | 6216.36 | 6224.41 | 9928.0 |
| 2024-11-25 21:00:00 | ES | Futures | 6224.67 | 6230.9 | 6224.41 | 6227.52 | 6867.0 |
| 2024-11-25 21:30:00 | ES | Futures | 6227.78 | 6233.23 | 6227.0 | 6231.16 | 4856.0 |
| 2024-11-25 22:00:00 | ES | Futures | 6231.16 | 6235.31 | 6229.6 | 6235.05 | 4212.0 |
| 2024-11-25 22:30:00 | ES | Futures | 6235.05 | 6237.13 | 6234.27 | 6235.05 | 3059.0 |
| 2024-11-25 23:00:00 | ES | Futures | 6235.31 | 6239.98 | 6234.79 | 6239.2 | 3150.0 |
| 2024-11-25 23:30:00 | ES | Futures | 6239.46 | 6239.46 | 6235.05 | 6237.13 | 2887.0 |
| 2024-11-25 00:00:00 | NQ | Futures | 21880.37 | 21882.98 | 21873.32 | 21875.41 | 1002.0 |
| 2024-11-25 00:30:00 | NQ | Futures | 21875.67 | 21887.41 | 21873.32 | 21886.11 | 1146.0 |
| 2024-11-25 01:00:00 | NQ | Futures | 21886.37 | 21886.37 | 21868.89 | 21876.19 | 1711.0 |
| 2024-11-25 01:30:00 | NQ | Futures | 21875.93 | 21881.67 | 21872.54 | 21873.85 | 935.0 |
> showing 50 of 4,065 rows — these rows as CSV