PREVIEW / futures_30min / 2024-12-27
file: by_date/futures_30min/2024/2024-12-27.parquet size: 92 KB rows: 3,184
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-27 00:00:00 | ES | Futures | 6238.44 | 6241.77 | 6238.18 | 6240.49 | 1536.0 |
| 2024-12-27 00:30:00 | ES | Futures | 6240.49 | 6240.74 | 6237.67 | 6238.18 | 948.0 |
| 2024-12-27 01:00:00 | ES | Futures | 6237.92 | 6238.18 | 6232.54 | 6233.56 | 2656.0 |
| 2024-12-27 01:30:00 | ES | Futures | 6233.31 | 6235.1 | 6233.31 | 6234.33 | 1851.0 |
| 2024-12-27 02:00:00 | ES | Futures | 6234.33 | 6236.39 | 6232.28 | 6234.59 | 1603.0 |
| 2024-12-27 02:30:00 | ES | Futures | 6234.59 | 6235.1 | 6230.74 | 6232.03 | 1661.0 |
| 2024-12-27 03:00:00 | ES | Futures | 6232.03 | 6233.56 | 6226.64 | 6230.49 | 7251.0 |
| 2024-12-27 03:30:00 | ES | Futures | 6230.49 | 6231.51 | 6225.36 | 6226.9 | 4719.0 |
| 2024-12-27 04:00:00 | ES | Futures | 6226.64 | 6229.46 | 6225.87 | 6229.21 | 4576.0 |
| 2024-12-27 04:30:00 | ES | Futures | 6229.21 | 6230.49 | 6225.1 | 6227.16 | 3638.0 |
| 2024-12-27 05:00:00 | ES | Futures | 6227.41 | 6228.95 | 6226.9 | 6228.18 | 2977.0 |
| 2024-12-27 05:30:00 | ES | Futures | 6228.44 | 6229.21 | 6225.62 | 6228.95 | 3547.0 |
| 2024-12-27 06:00:00 | ES | Futures | 6228.95 | 6229.98 | 6226.64 | 6228.44 | 3488.0 |
| 2024-12-27 06:30:00 | ES | Futures | 6228.18 | 6231.0 | 6227.67 | 6230.74 | 2969.0 |
| 2024-12-27 07:00:00 | ES | Futures | 6230.49 | 6233.82 | 6229.46 | 6230.74 | 4986.0 |
| 2024-12-27 07:30:00 | ES | Futures | 6231.0 | 6231.26 | 6228.44 | 6230.23 | 4253.0 |
| 2024-12-27 08:00:00 | ES | Futures | 6230.23 | 6230.49 | 6224.34 | 6226.13 | 7759.0 |
| 2024-12-27 08:30:00 | ES | Futures | 6226.13 | 6226.9 | 6219.72 | 6221.0 | 15943.0 |
| 2024-12-27 09:00:00 | ES | Futures | 6221.26 | 6222.8 | 6205.62 | 6206.9 | 33799.0 |
| 2024-12-27 09:30:00 | ES | Futures | 6206.9 | 6209.98 | 6195.36 | 6199.21 | 166665.0 |
| 2024-12-27 10:00:00 | ES | Futures | 6198.95 | 6201.26 | 6156.91 | 6160.75 | 192733.0 |
| 2024-12-27 10:30:00 | ES | Futures | 6160.75 | 6175.37 | 6150.75 | 6169.21 | 128911.0 |
| 2024-12-27 11:00:00 | ES | Futures | 6168.96 | 6175.62 | 6153.32 | 6174.85 | 86974.0 |
| 2024-12-27 11:30:00 | ES | Futures | 6174.85 | 6177.16 | 6144.86 | 6148.96 | 96575.0 |
| 2024-12-27 12:00:00 | ES | Futures | 6148.96 | 6152.81 | 6136.14 | 6144.09 | 91589.0 |
| 2024-12-27 12:30:00 | ES | Futures | 6144.09 | 6153.32 | 6135.37 | 6148.96 | 72669.0 |
| 2024-12-27 13:00:00 | ES | Futures | 6148.96 | 6158.45 | 6146.65 | 6153.83 | 53571.0 |
| 2024-12-27 13:30:00 | ES | Futures | 6153.83 | 6170.75 | 6151.52 | 6169.21 | 56696.0 |
| 2024-12-27 14:00:00 | ES | Futures | 6168.96 | 6176.65 | 6165.62 | 6170.24 | 61360.0 |
| 2024-12-27 14:30:00 | ES | Futures | 6170.24 | 6187.67 | 6168.19 | 6184.85 | 64061.0 |
| 2024-12-27 15:00:00 | ES | Futures | 6184.6 | 6184.85 | 6162.8 | 6168.19 | 80483.0 |
| 2024-12-27 15:30:00 | ES | Futures | 6167.68 | 6185.37 | 6156.14 | 6182.29 | 195885.0 |
| 2024-12-27 16:00:00 | ES | Futures | 6182.55 | 6185.62 | 6180.75 | 6183.83 | 48866.0 |
| 2024-12-27 16:30:00 | ES | Futures | 6183.83 | 6184.34 | 6182.55 | 6183.06 | 14090.0 |
| 2024-12-27 00:00:00 | NQ | Futures | 22592.46 | 22611.51 | 22591.44 | 22607.39 | 851.0 |
| 2024-12-27 00:30:00 | NQ | Futures | 22606.62 | 22606.62 | 22595.3 | 22597.1 | 565.0 |
| 2024-12-27 01:00:00 | NQ | Futures | 22597.35 | 22599.16 | 22570.08 | 22576.77 | 1710.0 |
| 2024-12-27 01:30:00 | NQ | Futures | 22577.02 | 22584.49 | 22571.11 | 22580.88 | 599.0 |
| 2024-12-27 02:00:00 | NQ | Futures | 22580.63 | 22588.35 | 22563.13 | 22580.63 | 1395.0 |
| 2024-12-27 02:30:00 | NQ | Futures | 22580.37 | 22585.0 | 22567.24 | 22571.62 | 760.0 |
| 2024-12-27 03:00:00 | NQ | Futures | 22571.36 | 22582.69 | 22547.69 | 22573.16 | 4633.0 |
| 2024-12-27 03:30:00 | NQ | Futures | 22573.94 | 22577.8 | 22545.63 | 22551.03 | 2223.0 |
| 2024-12-27 04:00:00 | NQ | Futures | 22551.8 | 22565.44 | 22541.77 | 22564.41 | 2431.0 |
| 2024-12-27 04:30:00 | NQ | Futures | 22564.67 | 22572.39 | 22547.94 | 22556.18 | 1800.0 |
| 2024-12-27 05:00:00 | NQ | Futures | 22557.21 | 22564.93 | 22552.32 | 22564.16 | 1815.0 |
| 2024-12-27 05:30:00 | NQ | Futures | 22564.67 | 22570.33 | 22552.83 | 22569.82 | 2115.0 |
| 2024-12-27 06:00:00 | NQ | Futures | 22570.08 | 22575.99 | 22555.92 | 22564.16 | 1937.0 |
| 2024-12-27 06:30:00 | NQ | Futures | 22563.9 | 22580.11 | 22563.64 | 22578.31 | 1360.0 |
| 2024-12-27 07:00:00 | NQ | Futures | 22578.57 | 22600.44 | 22578.31 | 22588.09 | 2643.0 |
| 2024-12-27 07:30:00 | NQ | Futures | 22588.86 | 22595.04 | 22578.05 | 22586.55 | 2007.0 |
> showing 50 of 3,184 rows — these rows as CSV