PREVIEW / futures_30min / 2024-11-26
file: by_date/futures_30min/2024/2024-11-26.parquet size: 111 KB rows: 4,042
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-26 00:00:00 | ES | Futures | 6237.39 | 6238.68 | 6235.05 | 6235.31 | 2073.0 |
| 2024-11-26 00:30:00 | ES | Futures | 6235.31 | 6236.61 | 6230.9 | 6232.45 | 3906.0 |
| 2024-11-26 01:00:00 | ES | Futures | 6232.71 | 6236.61 | 6232.45 | 6235.57 | 2600.0 |
| 2024-11-26 01:30:00 | ES | Futures | 6235.57 | 6241.02 | 6235.05 | 6236.87 | 3271.0 |
| 2024-11-26 02:00:00 | ES | Futures | 6236.61 | 6238.16 | 6231.94 | 6236.61 | 4323.0 |
| 2024-11-26 02:30:00 | ES | Futures | 6236.87 | 6237.9 | 6229.34 | 6229.86 | 5677.0 |
| 2024-11-26 03:00:00 | ES | Futures | 6229.6 | 6233.75 | 6226.49 | 6230.38 | 12126.0 |
| 2024-11-26 03:30:00 | ES | Futures | 6230.12 | 6232.45 | 6225.45 | 6229.08 | 8002.0 |
| 2024-11-26 04:00:00 | ES | Futures | 6229.34 | 6236.09 | 6228.3 | 6233.75 | 7314.0 |
| 2024-11-26 04:30:00 | ES | Futures | 6233.75 | 6235.57 | 6231.42 | 6234.79 | 4475.0 |
| 2024-11-26 05:00:00 | ES | Futures | 6235.05 | 6239.46 | 6232.97 | 6232.97 | 5456.0 |
| 2024-11-26 05:30:00 | ES | Futures | 6232.97 | 6239.2 | 6230.12 | 6238.94 | 5827.0 |
| 2024-11-26 06:00:00 | ES | Futures | 6238.94 | 6242.32 | 6236.35 | 6236.35 | 5245.0 |
| 2024-11-26 06:30:00 | ES | Futures | 6236.35 | 6251.4 | 6235.57 | 6249.32 | 9940.0 |
| 2024-11-26 07:00:00 | ES | Futures | 6249.32 | 6252.18 | 6246.47 | 6249.84 | 16323.0 |
| 2024-11-26 07:30:00 | ES | Futures | 6249.84 | 6251.92 | 6248.8 | 6251.4 | 8124.0 |
| 2024-11-26 08:00:00 | ES | Futures | 6251.14 | 6252.7 | 6246.47 | 6247.25 | 17073.0 |
| 2024-11-26 08:30:00 | ES | Futures | 6246.99 | 6252.44 | 6246.47 | 6249.06 | 13609.0 |
| 2024-11-26 09:00:00 | ES | Futures | 6249.32 | 6254.51 | 6246.47 | 6247.77 | 29773.0 |
| 2024-11-26 09:30:00 | ES | Futures | 6247.77 | 6256.59 | 6244.65 | 6250.36 | 142198.0 |
| 2024-11-26 10:00:00 | ES | Futures | 6249.58 | 6255.29 | 6240.24 | 6248.29 | 111678.0 |
| 2024-11-26 10:30:00 | ES | Futures | 6248.29 | 6254.25 | 6241.8 | 6250.62 | 86051.0 |
| 2024-11-26 11:00:00 | ES | Futures | 6250.36 | 6256.33 | 6248.54 | 6255.55 | 60300.0 |
| 2024-11-26 11:30:00 | ES | Futures | 6255.55 | 6259.19 | 6253.48 | 6257.89 | 56906.0 |
| 2024-11-26 12:00:00 | ES | Futures | 6257.89 | 6258.15 | 6250.62 | 6253.74 | 40234.0 |
| 2024-11-26 12:30:00 | ES | Futures | 6253.74 | 6261.78 | 6253.22 | 6261.26 | 39293.0 |
| 2024-11-26 13:00:00 | ES | Futures | 6261.26 | 6262.04 | 6256.33 | 6258.93 | 34186.0 |
| 2024-11-26 13:30:00 | ES | Futures | 6259.19 | 6262.56 | 6256.85 | 6262.04 | 27229.0 |
| 2024-11-26 14:00:00 | ES | Futures | 6262.04 | 6264.64 | 6252.44 | 6257.37 | 67922.0 |
| 2024-11-26 14:30:00 | ES | Futures | 6257.63 | 6263.08 | 6255.29 | 6260.48 | 40049.0 |
| 2024-11-26 15:00:00 | ES | Futures | 6260.48 | 6265.15 | 6259.7 | 6264.38 | 43951.0 |
| 2024-11-26 15:30:00 | ES | Futures | 6264.12 | 6274.24 | 6262.82 | 6266.97 | 159048.0 |
| 2024-11-26 16:00:00 | ES | Futures | 6266.97 | 6273.2 | 6266.71 | 6272.94 | 43408.0 |
| 2024-11-26 16:30:00 | ES | Futures | 6272.94 | 6273.72 | 6271.38 | 6271.64 | 35723.0 |
| 2024-11-26 18:00:00 | ES | Futures | 6271.9 | 6273.46 | 6266.45 | 6269.57 | 5733.0 |
| 2024-11-26 18:30:00 | ES | Futures | 6269.57 | 6272.68 | 6269.05 | 6270.6 | 1997.0 |
| 2024-11-26 19:00:00 | ES | Futures | 6270.6 | 6271.38 | 6267.23 | 6268.27 | 3197.0 |
| 2024-11-26 19:30:00 | ES | Futures | 6268.01 | 6270.86 | 6266.71 | 6270.34 | 2654.0 |
| 2024-11-26 20:00:00 | ES | Futures | 6270.09 | 6271.38 | 6269.57 | 6270.09 | 1913.0 |
| 2024-11-26 20:30:00 | ES | Futures | 6270.09 | 6272.68 | 6269.83 | 6272.42 | 2634.0 |
| 2024-11-26 21:00:00 | ES | Futures | 6272.42 | 6277.35 | 6271.64 | 6276.57 | 4682.0 |
| 2024-11-26 21:30:00 | ES | Futures | 6276.57 | 6276.83 | 6273.98 | 6273.98 | 2985.0 |
| 2024-11-26 22:00:00 | ES | Futures | 6273.98 | 6274.24 | 6270.6 | 6270.86 | 2828.0 |
| 2024-11-26 22:30:00 | ES | Futures | 6270.86 | 6271.64 | 6268.53 | 6270.34 | 2591.0 |
| 2024-11-26 23:00:00 | ES | Futures | 6270.34 | 6270.34 | 6268.01 | 6268.53 | 1676.0 |
| 2024-11-26 23:30:00 | ES | Futures | 6268.53 | 6268.53 | 6264.12 | 6266.45 | 3172.0 |
| 2024-11-26 00:00:00 | NQ | Futures | 21813.31 | 21821.92 | 21800.79 | 21801.83 | 1376.0 |
| 2024-11-26 00:30:00 | NQ | Futures | 21801.57 | 21809.14 | 21781.22 | 21793.75 | 2273.0 |
| 2024-11-26 01:00:00 | NQ | Futures | 21794.01 | 21811.49 | 21793.22 | 21808.36 | 1472.0 |
| 2024-11-26 01:30:00 | NQ | Futures | 21808.62 | 21837.58 | 21807.57 | 21819.58 | 2055.0 |
> showing 50 of 4,042 rows — these rows as CSV