PREVIEW / futures_30min / 2024-12-16
file: by_date/futures_30min/2024/2024-12-16.parquet size: 102 KB rows: 3,906
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-16 00:00:00 | ES | Futures | 6285.35 | 6285.87 | 6283.05 | 6283.56 | 783.0 |
| 2024-12-16 00:30:00 | ES | Futures | 6283.56 | 6284.58 | 6282.79 | 6283.56 | 601.0 |
| 2024-12-16 01:00:00 | ES | Futures | 6283.56 | 6286.12 | 6283.56 | 6285.61 | 478.0 |
| 2024-12-16 01:30:00 | ES | Futures | 6285.87 | 6286.38 | 6284.33 | 6286.38 | 616.0 |
| 2024-12-16 02:00:00 | ES | Futures | 6286.38 | 6287.15 | 6284.84 | 6286.89 | 717.0 |
| 2024-12-16 02:30:00 | ES | Futures | 6286.89 | 6287.15 | 6283.56 | 6285.35 | 955.0 |
| 2024-12-16 03:00:00 | ES | Futures | 6285.35 | 6287.92 | 6284.07 | 6285.61 | 3570.0 |
| 2024-12-16 03:30:00 | ES | Futures | 6285.87 | 6287.92 | 6285.1 | 6285.35 | 1975.0 |
| 2024-12-16 04:00:00 | ES | Futures | 6285.35 | 6288.94 | 6284.07 | 6288.17 | 2950.0 |
| 2024-12-16 04:30:00 | ES | Futures | 6288.17 | 6291.25 | 6287.66 | 6290.99 | 1557.0 |
| 2024-12-16 05:00:00 | ES | Futures | 6291.25 | 6295.61 | 6291.25 | 6295.35 | 2798.0 |
| 2024-12-16 05:30:00 | ES | Futures | 6295.61 | 6296.63 | 6293.81 | 6294.07 | 2275.0 |
| 2024-12-16 06:00:00 | ES | Futures | 6293.56 | 6293.81 | 6289.71 | 6291.51 | 2338.0 |
| 2024-12-16 06:30:00 | ES | Futures | 6291.51 | 6295.35 | 6290.74 | 6294.33 | 1890.0 |
| 2024-12-16 07:00:00 | ES | Futures | 6294.07 | 6298.94 | 6293.81 | 6297.92 | 3489.0 |
| 2024-12-16 07:30:00 | ES | Futures | 6298.17 | 6298.94 | 6295.86 | 6297.15 | 3162.0 |
| 2024-12-16 08:00:00 | ES | Futures | 6297.15 | 6302.53 | 6295.1 | 6301.76 | 5168.0 |
| 2024-12-16 08:30:00 | ES | Futures | 6302.02 | 6305.09 | 6300.74 | 6304.84 | 8961.0 |
| 2024-12-16 09:00:00 | ES | Futures | 6304.84 | 6305.61 | 6297.15 | 6300.99 | 12803.0 |
| 2024-12-16 09:30:00 | ES | Futures | 6300.74 | 6306.12 | 6297.66 | 6304.84 | 91398.0 |
| 2024-12-16 10:00:00 | ES | Futures | 6305.09 | 6308.94 | 6293.04 | 6306.38 | 80811.0 |
| 2024-12-16 10:30:00 | ES | Futures | 6306.38 | 6312.53 | 6304.84 | 6309.2 | 64518.0 |
| 2024-12-16 11:00:00 | ES | Futures | 6309.45 | 6312.02 | 6307.4 | 6309.45 | 36974.0 |
| 2024-12-16 11:30:00 | ES | Futures | 6309.71 | 6312.02 | 6306.12 | 6312.02 | 41561.0 |
| 2024-12-16 12:00:00 | ES | Futures | 6312.02 | 6312.53 | 6307.66 | 6311.76 | 31327.0 |
| 2024-12-16 12:30:00 | ES | Futures | 6311.5 | 6316.37 | 6310.99 | 6315.09 | 32559.0 |
| 2024-12-16 13:00:00 | ES | Futures | 6315.09 | 6320.48 | 6314.07 | 6320.48 | 25043.0 |
| 2024-12-16 13:30:00 | ES | Futures | 6320.48 | 6320.99 | 6316.89 | 6319.2 | 25103.0 |
| 2024-12-16 14:00:00 | ES | Futures | 6318.94 | 6319.71 | 6315.86 | 6316.37 | 24984.0 |
| 2024-12-16 14:30:00 | ES | Futures | 6316.37 | 6319.71 | 6315.61 | 6318.17 | 24674.0 |
| 2024-12-16 15:00:00 | ES | Futures | 6317.91 | 6320.99 | 6317.14 | 6318.94 | 28559.0 |
| 2024-12-16 15:30:00 | ES | Futures | 6318.94 | 6319.2 | 6302.79 | 6311.25 | 138410.0 |
| 2024-12-16 16:00:00 | ES | Futures | 6310.99 | 6312.53 | 6303.3 | 6303.81 | 32766.0 |
| 2024-12-16 16:30:00 | ES | Futures | 6303.56 | 6306.63 | 6303.3 | 6306.63 | 4405.0 |
| 2024-12-16 18:00:00 | ES | Futures | 6307.15 | 6307.15 | 6299.71 | 6302.02 | 3517.0 |
| 2024-12-16 18:30:00 | ES | Futures | 6302.02 | 6304.84 | 6301.76 | 6303.04 | 1669.0 |
| 2024-12-16 19:00:00 | ES | Futures | 6303.3 | 6304.58 | 6301.5 | 6302.27 | 1397.0 |
| 2024-12-16 19:30:00 | ES | Futures | 6302.27 | 6303.3 | 6300.99 | 6302.02 | 992.0 |
| 2024-12-16 20:00:00 | ES | Futures | 6302.02 | 6306.38 | 6300.48 | 6306.12 | 2097.0 |
| 2024-12-16 20:30:00 | ES | Futures | 6306.38 | 6308.17 | 6305.61 | 6307.66 | 1421.0 |
| 2024-12-16 21:00:00 | ES | Futures | 6307.4 | 6309.45 | 6307.15 | 6308.17 | 1497.0 |
| 2024-12-16 21:30:00 | ES | Futures | 6308.17 | 6309.45 | 6307.91 | 6308.68 | 1320.0 |
| 2024-12-16 22:00:00 | ES | Futures | 6308.43 | 6308.94 | 6307.66 | 6308.68 | 945.0 |
| 2024-12-16 22:30:00 | ES | Futures | 6308.68 | 6308.68 | 6305.61 | 6306.38 | 1096.0 |
| 2024-12-16 23:00:00 | ES | Futures | 6306.63 | 6309.71 | 6306.63 | 6309.45 | 1768.0 |
| 2024-12-16 23:30:00 | ES | Futures | 6309.45 | 6309.45 | 6305.86 | 6306.12 | 1237.0 |
| 2024-12-16 00:00:00 | NQ | Futures | 22740.7 | 22744.3 | 22727.06 | 22731.95 | 500.0 |
| 2024-12-16 00:30:00 | NQ | Futures | 22731.17 | 22738.38 | 22724.74 | 22731.17 | 756.0 |
| 2024-12-16 01:00:00 | NQ | Futures | 22730.4 | 22747.13 | 22730.4 | 22740.95 | 404.0 |
| 2024-12-16 01:30:00 | NQ | Futures | 22742.5 | 22749.7 | 22736.06 | 22749.7 | 300.0 |
> showing 50 of 3,906 rows — these rows as CSV