PREVIEW / futures_30min / 2024-12-18
file: by_date/futures_30min/2024/2024-12-18.parquet size: 115 KB rows: 3,997
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-18 00:00:00 | ES | Futures | 6292.53 | 6292.53 | 6289.46 | 6290.99 | 1392.0 |
| 2024-12-18 00:30:00 | ES | Futures | 6290.99 | 6293.3 | 6290.48 | 6292.79 | 919.0 |
| 2024-12-18 01:00:00 | ES | Futures | 6292.79 | 6294.33 | 6291.76 | 6291.76 | 1929.0 |
| 2024-12-18 01:30:00 | ES | Futures | 6291.76 | 6292.79 | 6288.94 | 6292.79 | 2152.0 |
| 2024-12-18 02:00:00 | ES | Futures | 6292.79 | 6293.3 | 6289.97 | 6292.28 | 1699.0 |
| 2024-12-18 02:30:00 | ES | Futures | 6292.53 | 6292.79 | 6290.22 | 6291.76 | 1734.0 |
| 2024-12-18 03:00:00 | ES | Futures | 6291.76 | 6296.12 | 6291.25 | 6293.56 | 6914.0 |
| 2024-12-18 03:30:00 | ES | Futures | 6293.3 | 6294.07 | 6289.46 | 6290.99 | 4895.0 |
| 2024-12-18 04:00:00 | ES | Futures | 6290.99 | 6293.04 | 6288.94 | 6291.76 | 5392.0 |
| 2024-12-18 04:30:00 | ES | Futures | 6291.76 | 6296.38 | 6291.25 | 6296.12 | 4408.0 |
| 2024-12-18 05:00:00 | ES | Futures | 6296.12 | 6302.53 | 6296.12 | 6301.5 | 6163.0 |
| 2024-12-18 05:30:00 | ES | Futures | 6301.5 | 6301.76 | 6298.43 | 6301.25 | 3865.0 |
| 2024-12-18 06:00:00 | ES | Futures | 6300.99 | 6302.27 | 6299.97 | 6300.74 | 3201.0 |
| 2024-12-18 06:30:00 | ES | Futures | 6300.74 | 6301.76 | 6298.94 | 6299.71 | 2975.0 |
| 2024-12-18 07:00:00 | ES | Futures | 6299.71 | 6303.56 | 6298.68 | 6301.5 | 4554.0 |
| 2024-12-18 07:30:00 | ES | Futures | 6301.25 | 6304.07 | 6299.97 | 6303.56 | 5089.0 |
| 2024-12-18 08:00:00 | ES | Futures | 6303.3 | 6303.3 | 6300.22 | 6302.53 | 7319.0 |
| 2024-12-18 08:30:00 | ES | Futures | 6302.27 | 6302.79 | 6288.17 | 6288.17 | 19049.0 |
| 2024-12-18 09:00:00 | ES | Futures | 6288.43 | 6289.2 | 6279.46 | 6280.23 | 34143.0 |
| 2024-12-18 09:30:00 | ES | Futures | 6280.23 | 6286.38 | 6274.59 | 6285.87 | 105766.0 |
| 2024-12-18 10:00:00 | ES | Futures | 6285.61 | 6294.07 | 6284.33 | 6293.81 | 71932.0 |
| 2024-12-18 10:30:00 | ES | Futures | 6293.81 | 6304.84 | 6293.3 | 6300.22 | 74256.0 |
| 2024-12-18 11:00:00 | ES | Futures | 6300.22 | 6303.56 | 6285.87 | 6296.38 | 95462.0 |
| 2024-12-18 11:30:00 | ES | Futures | 6296.38 | 6301.5 | 6293.81 | 6297.66 | 58319.0 |
| 2024-12-18 12:00:00 | ES | Futures | 6297.66 | 6302.79 | 6294.58 | 6296.12 | 60430.0 |
| 2024-12-18 12:30:00 | ES | Futures | 6296.38 | 6298.68 | 6290.74 | 6294.58 | 47033.0 |
| 2024-12-18 13:00:00 | ES | Futures | 6294.84 | 6295.1 | 6290.22 | 6290.22 | 38322.0 |
| 2024-12-18 13:30:00 | ES | Futures | 6290.48 | 6295.1 | 6289.46 | 6292.53 | 35276.0 |
| 2024-12-18 14:00:00 | ES | Futures | 6292.79 | 6293.3 | 6234.33 | 6235.1 | 232472.0 |
| 2024-12-18 14:30:00 | ES | Futures | 6235.1 | 6247.15 | 6193.57 | 6197.42 | 255154.0 |
| 2024-12-18 15:00:00 | ES | Futures | 6197.42 | 6202.29 | 6160.75 | 6163.06 | 253610.0 |
| 2024-12-18 15:30:00 | ES | Futures | 6162.8 | 6170.75 | 6086.15 | 6091.02 | 455633.0 |
| 2024-12-18 16:00:00 | ES | Futures | 6091.02 | 6095.63 | 6057.18 | 6090.25 | 191327.0 |
| 2024-12-18 16:30:00 | ES | Futures | 6090.25 | 6094.61 | 6079.99 | 6091.02 | 34995.0 |
| 2024-12-18 18:00:00 | ES | Futures | 6101.27 | 6106.91 | 6091.02 | 6106.4 | 15643.0 |
| 2024-12-18 18:30:00 | ES | Futures | 6106.4 | 6106.91 | 6089.74 | 6092.56 | 12999.0 |
| 2024-12-18 19:00:00 | ES | Futures | 6092.81 | 6104.61 | 6092.04 | 6104.09 | 10676.0 |
| 2024-12-18 19:30:00 | ES | Futures | 6104.09 | 6105.89 | 6101.02 | 6104.35 | 6283.0 |
| 2024-12-18 20:00:00 | ES | Futures | 6104.61 | 6109.22 | 6097.43 | 6097.94 | 10098.0 |
| 2024-12-18 20:30:00 | ES | Futures | 6098.2 | 6103.58 | 6094.35 | 6102.56 | 7516.0 |
| 2024-12-18 21:00:00 | ES | Futures | 6102.56 | 6104.09 | 6097.43 | 6102.04 | 5853.0 |
| 2024-12-18 21:30:00 | ES | Futures | 6101.79 | 6102.3 | 6093.84 | 6095.89 | 6256.0 |
| 2024-12-18 22:00:00 | ES | Futures | 6095.89 | 6098.45 | 6091.02 | 6096.15 | 6425.0 |
| 2024-12-18 22:30:00 | ES | Futures | 6096.15 | 6100.5 | 6096.15 | 6098.97 | 5124.0 |
| 2024-12-18 23:00:00 | ES | Futures | 6098.71 | 6101.53 | 6096.4 | 6100.76 | 4146.0 |
| 2024-12-18 23:30:00 | ES | Futures | 6100.5 | 6101.79 | 6096.15 | 6098.97 | 3206.0 |
| 2024-12-18 00:00:00 | NQ | Futures | 22991.35 | 22992.12 | 22978.74 | 22985.43 | 946.0 |
| 2024-12-18 00:30:00 | NQ | Futures | 22986.21 | 22999.07 | 22982.09 | 22996.76 | 805.0 |
| 2024-12-18 01:00:00 | NQ | Futures | 22996.24 | 23004.73 | 22990.58 | 22990.58 | 1131.0 |
| 2024-12-18 01:30:00 | NQ | Futures | 22989.55 | 22994.7 | 22970.25 | 22992.9 | 1454.0 |
> showing 50 of 3,997 rows — these rows as CSV