PREVIEW / futures_30min / 2024-11-27
file: by_date/futures_30min/2024/2024-11-27.parquet size: 108 KB rows: 3,910
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 |
|---|---|---|---|---|---|---|---|
| 2024-11-27 00:00:00 | ES | Futures | 6266.71 | 6266.97 | 6264.12 | 6266.45 | 1979.0 |
| 2024-11-27 00:30:00 | ES | Futures | 6266.45 | 6268.27 | 6265.41 | 6265.67 | 1936.0 |
| 2024-11-27 01:00:00 | ES | Futures | 6265.93 | 6269.05 | 6265.15 | 6268.27 | 2204.0 |
| 2024-11-27 01:30:00 | ES | Futures | 6268.27 | 6269.31 | 6266.45 | 6266.71 | 2107.0 |
| 2024-11-27 02:00:00 | ES | Futures | 6266.71 | 6270.6 | 6265.67 | 6269.31 | 3597.0 |
| 2024-11-27 02:30:00 | ES | Futures | 6269.31 | 6271.64 | 6267.49 | 6267.49 | 4009.0 |
| 2024-11-27 03:00:00 | ES | Futures | 6267.49 | 6268.27 | 6257.89 | 6259.96 | 14456.0 |
| 2024-11-27 03:30:00 | ES | Futures | 6259.96 | 6262.56 | 6256.33 | 6259.19 | 7725.0 |
| 2024-11-27 04:00:00 | ES | Futures | 6259.19 | 6262.82 | 6256.85 | 6258.15 | 6675.0 |
| 2024-11-27 04:30:00 | ES | Futures | 6257.89 | 6258.15 | 6253.99 | 6257.63 | 7426.0 |
| 2024-11-27 05:00:00 | ES | Futures | 6257.89 | 6259.7 | 6255.29 | 6258.15 | 4890.0 |
| 2024-11-27 05:30:00 | ES | Futures | 6258.15 | 6261.52 | 6256.85 | 6260.22 | 4484.0 |
| 2024-11-27 06:00:00 | ES | Futures | 6260.22 | 6261.26 | 6253.74 | 6254.77 | 5233.0 |
| 2024-11-27 06:30:00 | ES | Futures | 6254.77 | 6260.74 | 6254.51 | 6260.22 | 4801.0 |
| 2024-11-27 07:00:00 | ES | Futures | 6260.22 | 6262.82 | 6257.11 | 6260.48 | 5552.0 |
| 2024-11-27 07:30:00 | ES | Futures | 6260.22 | 6263.6 | 6259.96 | 6261.78 | 5573.0 |
| 2024-11-27 08:00:00 | ES | Futures | 6261.78 | 6267.23 | 6260.74 | 6264.64 | 9070.0 |
| 2024-11-27 08:30:00 | ES | Futures | 6264.89 | 6268.27 | 6263.6 | 6265.93 | 13960.0 |
| 2024-11-27 09:00:00 | ES | Futures | 6265.93 | 6266.71 | 6261.78 | 6263.08 | 20397.0 |
| 2024-11-27 09:30:00 | ES | Futures | 6262.82 | 6266.97 | 6257.37 | 6262.3 | 103759.0 |
| 2024-11-27 10:00:00 | ES | Futures | 6261.78 | 6262.3 | 6249.84 | 6251.4 | 104173.0 |
| 2024-11-27 10:30:00 | ES | Futures | 6251.4 | 6253.99 | 6242.84 | 6245.95 | 105654.0 |
| 2024-11-27 11:00:00 | ES | Futures | 6246.47 | 6246.73 | 6239.46 | 6241.54 | 78449.0 |
| 2024-11-27 11:30:00 | ES | Futures | 6241.54 | 6249.06 | 6237.13 | 6238.68 | 72265.0 |
| 2024-11-27 12:00:00 | ES | Futures | 6238.68 | 6239.98 | 6228.82 | 6238.94 | 67661.0 |
| 2024-11-27 12:30:00 | ES | Futures | 6239.2 | 6241.28 | 6234.27 | 6240.76 | 42407.0 |
| 2024-11-27 13:00:00 | ES | Futures | 6240.5 | 6245.69 | 6238.42 | 6241.54 | 40093.0 |
| 2024-11-27 13:30:00 | ES | Futures | 6241.54 | 6248.29 | 6240.5 | 6246.21 | 43169.0 |
| 2024-11-27 14:00:00 | ES | Futures | 6246.47 | 6248.29 | 6243.35 | 6244.39 | 33318.0 |
| 2024-11-27 14:30:00 | ES | Futures | 6244.13 | 6248.29 | 6241.02 | 6244.13 | 34640.0 |
| 2024-11-27 15:00:00 | ES | Futures | 6244.13 | 6247.25 | 6239.98 | 6242.58 | 41398.0 |
| 2024-11-27 15:30:00 | ES | Futures | 6242.84 | 6246.99 | 6236.09 | 6244.91 | 118931.0 |
| 2024-11-27 16:00:00 | ES | Futures | 6245.17 | 6246.47 | 6242.84 | 6244.65 | 30993.0 |
| 2024-11-27 16:30:00 | ES | Futures | 6244.65 | 6245.43 | 6243.35 | 6244.65 | 5771.0 |
| 2024-11-27 18:00:00 | ES | Futures | 6244.13 | 6250.88 | 6243.87 | 6249.06 | 2685.0 |
| 2024-11-27 18:30:00 | ES | Futures | 6249.06 | 6250.1 | 6249.06 | 6249.32 | 1181.0 |
| 2024-11-27 19:00:00 | ES | Futures | 6249.32 | 6252.18 | 6249.32 | 6251.66 | 2120.0 |
| 2024-11-27 19:30:00 | ES | Futures | 6251.92 | 6252.18 | 6250.62 | 6251.4 | 1516.0 |
| 2024-11-27 20:00:00 | ES | Futures | 6251.14 | 6251.4 | 6250.1 | 6251.14 | 1494.0 |
| 2024-11-27 20:30:00 | ES | Futures | 6251.4 | 6252.7 | 6250.36 | 6251.14 | 3648.0 |
| 2024-11-27 21:00:00 | ES | Futures | 6251.14 | 6252.96 | 6250.62 | 6252.44 | 1762.0 |
| 2024-11-27 21:30:00 | ES | Futures | 6252.18 | 6252.7 | 6251.66 | 6252.44 | 964.0 |
| 2024-11-27 22:00:00 | ES | Futures | 6252.18 | 6252.44 | 6251.4 | 6252.18 | 643.0 |
| 2024-11-27 22:30:00 | ES | Futures | 6251.92 | 6252.96 | 6251.4 | 6252.44 | 1462.0 |
| 2024-11-27 23:00:00 | ES | Futures | 6252.44 | 6253.22 | 6251.66 | 6252.96 | 1400.0 |
| 2024-11-27 23:30:00 | ES | Futures | 6252.96 | 6253.48 | 6251.14 | 6251.66 | 1872.0 |
| 2024-11-27 00:00:00 | NQ | Futures | 21881.93 | 21884.02 | 21866.8 | 21879.32 | 1429.0 |
| 2024-11-27 00:30:00 | NQ | Futures | 21879.32 | 21886.89 | 21872.28 | 21873.32 | 1042.0 |
| 2024-11-27 01:00:00 | NQ | Futures | 21874.37 | 21891.07 | 21872.28 | 21886.63 | 1340.0 |
| 2024-11-27 01:30:00 | NQ | Futures | 21887.41 | 21893.67 | 21880.63 | 21884.8 | 1090.0 |
> showing 50 of 3,910 rows — these rows as CSV