PREVIEW / futures_30min / 2024-12-19
file: by_date/futures_30min/2024/2024-12-19.parquet size: 117 KB rows: 4,066
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-19 00:00:00 | ES | Futures | 6098.71 | 6102.3 | 6097.17 | 6098.71 | 3889.0 |
| 2024-12-19 00:30:00 | ES | Futures | 6098.45 | 6099.22 | 6087.43 | 6088.46 | 5751.0 |
| 2024-12-19 01:00:00 | ES | Futures | 6088.46 | 6098.71 | 6087.94 | 6094.1 | 6162.0 |
| 2024-12-19 01:30:00 | ES | Futures | 6094.1 | 6099.22 | 6089.99 | 6095.12 | 5214.0 |
| 2024-12-19 02:00:00 | ES | Futures | 6095.12 | 6111.79 | 6093.84 | 6111.53 | 12266.0 |
| 2024-12-19 02:30:00 | ES | Futures | 6111.27 | 6115.12 | 6104.61 | 6113.07 | 10637.0 |
| 2024-12-19 03:00:00 | ES | Futures | 6113.07 | 6114.09 | 6105.63 | 6109.22 | 16094.0 |
| 2024-12-19 03:30:00 | ES | Futures | 6109.48 | 6118.45 | 6107.94 | 6117.68 | 12297.0 |
| 2024-12-19 04:00:00 | ES | Futures | 6117.43 | 6118.96 | 6108.97 | 6109.48 | 16092.0 |
| 2024-12-19 04:30:00 | ES | Futures | 6109.48 | 6118.71 | 6109.22 | 6117.17 | 12405.0 |
| 2024-12-19 05:00:00 | ES | Futures | 6117.17 | 6124.35 | 6116.4 | 6124.09 | 12394.0 |
| 2024-12-19 05:30:00 | ES | Futures | 6124.09 | 6124.09 | 6113.32 | 6113.58 | 9718.0 |
| 2024-12-19 06:00:00 | ES | Futures | 6113.58 | 6118.45 | 6112.3 | 6114.86 | 8019.0 |
| 2024-12-19 06:30:00 | ES | Futures | 6114.86 | 6121.53 | 6111.79 | 6120.76 | 9189.0 |
| 2024-12-19 07:00:00 | ES | Futures | 6120.25 | 6137.42 | 6118.71 | 6134.86 | 20680.0 |
| 2024-12-19 07:30:00 | ES | Futures | 6134.6 | 6143.06 | 6131.53 | 6142.81 | 19816.0 |
| 2024-12-19 08:00:00 | ES | Futures | 6142.55 | 6145.63 | 6137.68 | 6140.5 | 24761.0 |
| 2024-12-19 08:30:00 | ES | Futures | 6140.24 | 6143.58 | 6131.53 | 6132.04 | 35248.0 |
| 2024-12-19 09:00:00 | ES | Futures | 6132.04 | 6145.11 | 6127.42 | 6141.78 | 39268.0 |
| 2024-12-19 09:30:00 | ES | Futures | 6141.53 | 6158.45 | 6125.12 | 6133.06 | 262208.0 |
| 2024-12-19 10:00:00 | ES | Futures | 6133.06 | 6137.17 | 6113.07 | 6113.32 | 170071.0 |
| 2024-12-19 10:30:00 | ES | Futures | 6113.07 | 6130.24 | 6103.58 | 6123.32 | 155167.0 |
| 2024-12-19 11:00:00 | ES | Futures | 6123.58 | 6135.89 | 6103.33 | 6134.35 | 127538.0 |
| 2024-12-19 11:30:00 | ES | Futures | 6134.35 | 6140.24 | 6120.5 | 6124.09 | 96062.0 |
| 2024-12-19 12:00:00 | ES | Futures | 6124.09 | 6126.91 | 6103.07 | 6105.12 | 69473.0 |
| 2024-12-19 12:30:00 | ES | Futures | 6104.86 | 6116.66 | 6099.22 | 6115.63 | 95367.0 |
| 2024-12-19 13:00:00 | ES | Futures | 6115.37 | 6123.07 | 6097.17 | 6122.04 | 84577.0 |
| 2024-12-19 13:30:00 | ES | Futures | 6122.04 | 6139.22 | 6117.68 | 6138.96 | 63951.0 |
| 2024-12-19 14:00:00 | ES | Futures | 6138.96 | 6139.22 | 6113.32 | 6117.94 | 80181.0 |
| 2024-12-19 14:30:00 | ES | Futures | 6117.94 | 6118.96 | 6105.12 | 6105.12 | 64905.0 |
| 2024-12-19 15:00:00 | ES | Futures | 6105.38 | 6119.48 | 6098.97 | 6111.02 | 83662.0 |
| 2024-12-19 15:30:00 | ES | Futures | 6111.27 | 6117.43 | 6083.07 | 6085.64 | 268499.0 |
| 2024-12-19 16:00:00 | ES | Futures | 6085.89 | 6091.53 | 6082.56 | 6089.22 | 67916.0 |
| 2024-12-19 16:30:00 | ES | Futures | 6088.97 | 6095.38 | 6088.46 | 6092.81 | 26596.0 |
| 2024-12-19 18:00:00 | ES | Futures | 6096.15 | 6096.15 | 6088.97 | 6092.3 | 4425.0 |
| 2024-12-19 18:30:00 | ES | Futures | 6092.3 | 6093.33 | 6084.1 | 6085.64 | 6291.0 |
| 2024-12-19 19:00:00 | ES | Futures | 6085.89 | 6089.22 | 6069.23 | 6073.59 | 12169.0 |
| 2024-12-19 19:30:00 | ES | Futures | 6073.59 | 6076.92 | 6063.84 | 6065.89 | 7830.0 |
| 2024-12-19 20:00:00 | ES | Futures | 6066.15 | 6070.0 | 6063.59 | 6068.71 | 5262.0 |
| 2024-12-19 20:30:00 | ES | Futures | 6068.97 | 6071.28 | 6063.33 | 6064.1 | 5230.0 |
| 2024-12-19 21:00:00 | ES | Futures | 6064.36 | 6064.61 | 6055.9 | 6060.25 | 7146.0 |
| 2024-12-19 21:30:00 | ES | Futures | 6060.25 | 6063.59 | 6056.66 | 6062.82 | 3972.0 |
| 2024-12-19 22:00:00 | ES | Futures | 6062.82 | 6065.38 | 6061.54 | 6061.54 | 3037.0 |
| 2024-12-19 22:30:00 | ES | Futures | 6061.79 | 6061.79 | 6052.31 | 6055.64 | 6112.0 |
| 2024-12-19 23:00:00 | ES | Futures | 6055.64 | 6061.79 | 6055.38 | 6058.97 | 4493.0 |
| 2024-12-19 23:30:00 | ES | Futures | 6059.23 | 6065.12 | 6058.2 | 6064.87 | 3790.0 |
| 2024-12-19 00:00:00 | NQ | Futures | 22115.86 | 22140.82 | 22108.65 | 22119.46 | 2106.0 |
| 2024-12-19 00:30:00 | NQ | Futures | 22118.95 | 22121.78 | 22062.07 | 22070.05 | 2989.0 |
| 2024-12-19 01:00:00 | NQ | Futures | 22069.79 | 22119.98 | 22067.74 | 22109.94 | 2989.0 |
| 2024-12-19 01:30:00 | NQ | Futures | 22109.17 | 22133.62 | 22091.15 | 22118.18 | 2985.0 |
> showing 50 of 4,066 rows — these rows as CSV