PREVIEW / futures_30min / 2024-12-30
file: by_date/futures_30min/2024/2024-12-30.parquet size: 109 KB rows: 3,834
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 |
|---|---|---|---|---|---|---|---|
| 2024-12-30 00:00:00 | ES | Futures | 6171.27 | 6172.29 | 6168.96 | 6169.73 | 1771.0 |
| 2024-12-30 00:30:00 | ES | Futures | 6169.73 | 6169.98 | 6164.86 | 6166.65 | 2514.0 |
| 2024-12-30 01:00:00 | ES | Futures | 6166.91 | 6174.09 | 6165.88 | 6173.06 | 1904.0 |
| 2024-12-30 01:30:00 | ES | Futures | 6173.32 | 6173.83 | 6166.39 | 6167.68 | 2167.0 |
| 2024-12-30 02:00:00 | ES | Futures | 6167.42 | 6167.42 | 6158.19 | 6158.7 | 3584.0 |
| 2024-12-30 02:30:00 | ES | Futures | 6158.45 | 6162.29 | 6156.65 | 6160.24 | 4712.0 |
| 2024-12-30 03:00:00 | ES | Futures | 6159.98 | 6167.68 | 6157.42 | 6166.39 | 7101.0 |
| 2024-12-30 03:30:00 | ES | Futures | 6166.14 | 6168.45 | 6163.83 | 6165.11 | 3948.0 |
| 2024-12-30 04:00:00 | ES | Futures | 6165.11 | 6168.7 | 6162.29 | 6166.91 | 5818.0 |
| 2024-12-30 04:30:00 | ES | Futures | 6166.91 | 6167.93 | 6163.57 | 6165.37 | 3420.0 |
| 2024-12-30 05:00:00 | ES | Futures | 6165.11 | 6168.45 | 6164.34 | 6166.65 | 3265.0 |
| 2024-12-30 05:30:00 | ES | Futures | 6166.65 | 6167.93 | 6165.62 | 6166.14 | 2542.0 |
| 2024-12-30 06:00:00 | ES | Futures | 6166.39 | 6169.73 | 6166.14 | 6169.47 | 3842.0 |
| 2024-12-30 06:30:00 | ES | Futures | 6169.47 | 6169.73 | 6165.11 | 6166.14 | 2881.0 |
| 2024-12-30 07:00:00 | ES | Futures | 6166.39 | 6166.65 | 6157.93 | 6158.19 | 4978.0 |
| 2024-12-30 07:30:00 | ES | Futures | 6158.45 | 6159.98 | 6114.86 | 6122.81 | 37031.0 |
| 2024-12-30 08:00:00 | ES | Futures | 6122.81 | 6125.89 | 6115.89 | 6119.22 | 19060.0 |
| 2024-12-30 08:30:00 | ES | Futures | 6119.22 | 6122.3 | 6096.92 | 6101.02 | 32825.0 |
| 2024-12-30 09:00:00 | ES | Futures | 6101.02 | 6112.04 | 6099.22 | 6107.17 | 36923.0 |
| 2024-12-30 09:30:00 | ES | Futures | 6107.17 | 6107.68 | 6077.69 | 6078.46 | 187074.0 |
| 2024-12-30 10:00:00 | ES | Futures | 6078.46 | 6088.97 | 6069.23 | 6073.07 | 152544.0 |
| 2024-12-30 10:30:00 | ES | Futures | 6073.33 | 6100.25 | 6072.56 | 6096.92 | 136337.0 |
| 2024-12-30 11:00:00 | ES | Futures | 6096.92 | 6111.27 | 6089.99 | 6106.15 | 86308.0 |
| 2024-12-30 11:30:00 | ES | Futures | 6106.15 | 6123.32 | 6105.89 | 6120.25 | 75289.0 |
| 2024-12-30 12:00:00 | ES | Futures | 6120.25 | 6133.58 | 6118.71 | 6132.3 | 56462.0 |
| 2024-12-30 12:30:00 | ES | Futures | 6132.3 | 6143.06 | 6123.84 | 6139.47 | 80351.0 |
| 2024-12-30 13:00:00 | ES | Futures | 6139.73 | 6146.14 | 6127.68 | 6133.83 | 68875.0 |
| 2024-12-30 13:30:00 | ES | Futures | 6133.58 | 6143.58 | 6131.53 | 6139.73 | 49636.0 |
| 2024-12-30 14:00:00 | ES | Futures | 6139.73 | 6141.53 | 6121.27 | 6131.27 | 60542.0 |
| 2024-12-30 14:30:00 | ES | Futures | 6131.27 | 6139.73 | 6129.48 | 6137.17 | 44498.0 |
| 2024-12-30 15:00:00 | ES | Futures | 6136.91 | 6140.5 | 6122.81 | 6123.32 | 55060.0 |
| 2024-12-30 15:30:00 | ES | Futures | 6123.58 | 6134.35 | 6108.2 | 6109.99 | 159921.0 |
| 2024-12-30 16:00:00 | ES | Futures | 6110.25 | 6112.04 | 6099.74 | 6107.43 | 62380.0 |
| 2024-12-30 16:30:00 | ES | Futures | 6107.68 | 6107.94 | 6103.58 | 6106.15 | 6781.0 |
| 2024-12-30 18:00:00 | ES | Futures | 6106.91 | 6106.91 | 6095.63 | 6102.56 | 5188.0 |
| 2024-12-30 18:30:00 | ES | Futures | 6102.81 | 6105.63 | 6102.56 | 6105.12 | 1986.0 |
| 2024-12-30 19:00:00 | ES | Futures | 6105.38 | 6106.66 | 6102.04 | 6102.81 | 1441.0 |
| 2024-12-30 19:30:00 | ES | Futures | 6102.81 | 6102.81 | 6099.22 | 6100.25 | 1752.0 |
| 2024-12-30 20:00:00 | ES | Futures | 6100.25 | 6108.2 | 6099.99 | 6106.15 | 2395.0 |
| 2024-12-30 20:30:00 | ES | Futures | 6105.89 | 6112.81 | 6105.89 | 6111.79 | 2490.0 |
| 2024-12-30 21:00:00 | ES | Futures | 6111.79 | 6117.68 | 6111.27 | 6115.89 | 2336.0 |
| 2024-12-30 21:30:00 | ES | Futures | 6115.89 | 6118.45 | 6109.99 | 6111.27 | 2581.0 |
| 2024-12-30 22:00:00 | ES | Futures | 6111.27 | 6111.79 | 6107.17 | 6110.76 | 2590.0 |
| 2024-12-30 22:30:00 | ES | Futures | 6111.02 | 6112.3 | 6104.35 | 6108.2 | 2295.0 |
| 2024-12-30 23:00:00 | ES | Futures | 6108.2 | 6108.71 | 6102.3 | 6103.33 | 1884.0 |
| 2024-12-30 23:30:00 | ES | Futures | 6103.33 | 6108.45 | 6101.53 | 6107.43 | 1630.0 |
| 2024-12-30 00:00:00 | NQ | Futures | 22325.6 | 22328.17 | 22307.32 | 22310.93 | 893.0 |
| 2024-12-30 00:30:00 | NQ | Futures | 22310.41 | 22314.02 | 22285.45 | 22296.26 | 1865.0 |
| 2024-12-30 01:00:00 | NQ | Futures | 22294.97 | 22325.6 | 22287.77 | 22322.77 | 1549.0 |
| 2024-12-30 01:30:00 | NQ | Futures | 22324.31 | 22326.63 | 22283.65 | 22292.91 | 2106.0 |
> showing 50 of 3,834 rows — these rows as CSV