PREVIEW / futures_30min / 2024-12-11
file: by_date/futures_30min/2024/2024-12-11.parquet size: 99 KB rows: 3,570
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-11 00:00:00 | ES | Futures | 6280.73 | 6281.5 | 6279.69 | 6281.24 | 1184.0 |
| 2024-12-11 00:30:00 | ES | Futures | 6281.24 | 6282.02 | 6280.21 | 6281.5 | 808.0 |
| 2024-12-11 01:00:00 | ES | Futures | 6281.5 | 6282.8 | 6281.24 | 6282.54 | 1213.0 |
| 2024-12-11 01:30:00 | ES | Futures | 6282.8 | 6283.32 | 6281.76 | 6283.06 | 1786.0 |
| 2024-12-11 02:00:00 | ES | Futures | 6283.06 | 6283.58 | 6277.09 | 6277.61 | 4425.0 |
| 2024-12-11 02:30:00 | ES | Futures | 6277.35 | 6280.21 | 6275.79 | 6278.13 | 3469.0 |
| 2024-12-11 03:00:00 | ES | Futures | 6278.13 | 6281.24 | 6277.61 | 6280.21 | 4404.0 |
| 2024-12-11 03:30:00 | ES | Futures | 6280.21 | 6283.06 | 6280.21 | 6280.99 | 3581.0 |
| 2024-12-11 04:00:00 | ES | Futures | 6281.24 | 6284.1 | 6280.47 | 6282.28 | 6323.0 |
| 2024-12-11 04:30:00 | ES | Futures | 6282.02 | 6283.32 | 6281.5 | 6282.02 | 2733.0 |
| 2024-12-11 05:00:00 | ES | Futures | 6282.28 | 6282.8 | 6279.69 | 6280.47 | 2909.0 |
| 2024-12-11 05:30:00 | ES | Futures | 6280.47 | 6282.28 | 6280.21 | 6281.5 | 3424.0 |
| 2024-12-11 06:00:00 | ES | Futures | 6281.76 | 6284.36 | 6281.5 | 6284.36 | 3631.0 |
| 2024-12-11 06:30:00 | ES | Futures | 6284.1 | 6284.62 | 6281.76 | 6282.54 | 3034.0 |
| 2024-12-11 07:00:00 | ES | Futures | 6282.28 | 6283.32 | 6280.99 | 6283.32 | 4932.0 |
| 2024-12-11 07:30:00 | ES | Futures | 6283.32 | 6283.84 | 6280.21 | 6281.76 | 5040.0 |
| 2024-12-11 08:00:00 | ES | Futures | 6281.76 | 6287.47 | 6281.5 | 6287.21 | 11699.0 |
| 2024-12-11 08:30:00 | ES | Futures | 6286.44 | 6302.79 | 6280.47 | 6302.01 | 51057.0 |
| 2024-12-11 09:00:00 | ES | Futures | 6301.75 | 6308.75 | 6301.49 | 6307.2 | 35795.0 |
| 2024-12-11 09:30:00 | ES | Futures | 6306.94 | 6315.76 | 6303.82 | 6315.5 | 136952.0 |
| 2024-12-11 10:00:00 | ES | Futures | 6315.5 | 6322.25 | 6312.39 | 6315.24 | 112103.0 |
| 2024-12-11 10:30:00 | ES | Futures | 6314.98 | 6320.43 | 6314.2 | 6317.06 | 80118.0 |
| 2024-12-11 11:00:00 | ES | Futures | 6317.06 | 6325.36 | 6314.2 | 6324.84 | 60447.0 |
| 2024-12-11 11:30:00 | ES | Futures | 6324.84 | 6329.0 | 6323.81 | 6327.7 | 59440.0 |
| 2024-12-11 12:00:00 | ES | Futures | 6327.96 | 6332.37 | 6326.92 | 6327.7 | 57443.0 |
| 2024-12-11 12:30:00 | ES | Futures | 6327.7 | 6331.59 | 6325.88 | 6331.59 | 47065.0 |
| 2024-12-11 13:00:00 | ES | Futures | 6331.59 | 6334.97 | 6330.04 | 6333.67 | 41048.0 |
| 2024-12-11 13:30:00 | ES | Futures | 6333.67 | 6334.71 | 6327.18 | 6328.22 | 45856.0 |
| 2024-12-11 14:00:00 | ES | Futures | 6328.22 | 6330.29 | 6325.62 | 6329.52 | 52337.0 |
| 2024-12-11 14:30:00 | ES | Futures | 6329.26 | 6332.37 | 6326.92 | 6329.52 | 45764.0 |
| 2024-12-11 15:00:00 | ES | Futures | 6329.52 | 6331.07 | 6328.48 | 6330.55 | 37497.0 |
| 2024-12-11 15:30:00 | ES | Futures | 6330.81 | 6330.81 | 6322.25 | 6324.33 | 151236.0 |
| 2024-12-11 16:00:00 | ES | Futures | 6324.33 | 6325.1 | 6318.36 | 6319.91 | 57252.0 |
| 2024-12-11 16:30:00 | ES | Futures | 6319.65 | 6320.17 | 6318.62 | 6319.14 | 6097.0 |
| 2024-12-11 18:00:00 | ES | Futures | 6319.39 | 6320.17 | 6317.06 | 6317.84 | 3605.0 |
| 2024-12-11 18:30:00 | ES | Futures | 6318.1 | 6319.14 | 6317.32 | 6318.62 | 1375.0 |
| 2024-12-11 19:00:00 | ES | Futures | 6318.36 | 6319.14 | 6315.5 | 6315.5 | 2226.0 |
| 2024-12-11 19:30:00 | ES | Futures | 6315.5 | 6316.54 | 6313.69 | 6316.02 | 2676.0 |
| 2024-12-11 20:00:00 | ES | Futures | 6316.02 | 6317.58 | 6315.76 | 6317.58 | 1548.0 |
| 2024-12-11 20:30:00 | ES | Futures | 6317.58 | 6317.58 | 6314.2 | 6315.24 | 1898.0 |
| 2024-12-11 21:00:00 | ES | Futures | 6315.24 | 6316.8 | 6314.46 | 6316.28 | 1518.0 |
| 2024-12-11 21:30:00 | ES | Futures | 6316.28 | 6316.28 | 6314.2 | 6314.98 | 1316.0 |
| 2024-12-11 22:00:00 | ES | Futures | 6314.98 | 6316.02 | 6314.46 | 6315.5 | 1314.0 |
| 2024-12-11 22:30:00 | ES | Futures | 6315.24 | 6316.28 | 6314.46 | 6316.02 | 1221.0 |
| 2024-12-11 23:00:00 | ES | Futures | 6315.76 | 6316.54 | 6315.5 | 6316.28 | 952.0 |
| 2024-12-11 23:30:00 | ES | Futures | 6316.28 | 6317.06 | 6316.02 | 6316.8 | 630.0 |
| 2024-12-11 00:00:00 | NQ | Futures | 22366.45 | 22368.01 | 22361.23 | 22363.06 | 747.0 |
| 2024-12-11 00:30:00 | NQ | Futures | 22363.32 | 22368.8 | 22358.36 | 22365.67 | 638.0 |
| 2024-12-11 01:00:00 | NQ | Futures | 22365.67 | 22374.8 | 22364.62 | 22373.49 | 827.0 |
| 2024-12-11 01:30:00 | NQ | Futures | 22374.01 | 22384.19 | 22371.93 | 22380.54 | 1002.0 |
> showing 50 of 3,570 rows — these rows as CSV