PREVIEW / futures_30min / 2025-03-12
file: by_date/futures_30min/2025/2025-03-12.parquet size: 105 KB rows: 3,717
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 |
|---|---|---|---|---|---|---|---|
| 2025-03-12 00:00:00 | ES | Futures | 5731.58 | 5738.76 | 5729.01 | 5737.22 | 2800.0 |
| 2025-03-12 00:30:00 | ES | Futures | 5736.96 | 5737.73 | 5732.09 | 5733.37 | 1727.0 |
| 2025-03-12 01:00:00 | ES | Futures | 5733.63 | 5735.42 | 5732.09 | 5733.37 | 1960.0 |
| 2025-03-12 01:30:00 | ES | Futures | 5733.37 | 5740.55 | 5733.37 | 5739.78 | 1404.0 |
| 2025-03-12 02:00:00 | ES | Futures | 5739.78 | 5739.78 | 5731.83 | 5732.86 | 1800.0 |
| 2025-03-12 02:30:00 | ES | Futures | 5733.12 | 5736.45 | 5721.32 | 5724.4 | 3851.0 |
| 2025-03-12 03:00:00 | ES | Futures | 5724.66 | 5729.53 | 5719.78 | 5726.45 | 6298.0 |
| 2025-03-12 03:30:00 | ES | Futures | 5725.94 | 5740.29 | 5721.84 | 5739.01 | 6094.0 |
| 2025-03-12 04:00:00 | ES | Futures | 5739.01 | 5745.42 | 5728.5 | 5732.09 | 13776.0 |
| 2025-03-12 04:30:00 | ES | Futures | 5732.09 | 5756.19 | 5731.83 | 5754.4 | 12839.0 |
| 2025-03-12 05:00:00 | ES | Futures | 5754.14 | 5756.7 | 5750.29 | 5755.16 | 9592.0 |
| 2025-03-12 05:30:00 | ES | Futures | 5755.16 | 5759.52 | 5750.04 | 5758.75 | 9324.0 |
| 2025-03-12 06:00:00 | ES | Futures | 5758.75 | 5760.04 | 5748.5 | 5750.55 | 8656.0 |
| 2025-03-12 06:30:00 | ES | Futures | 5750.81 | 5760.55 | 5750.29 | 5756.96 | 7582.0 |
| 2025-03-12 07:00:00 | ES | Futures | 5756.96 | 5769.01 | 5756.19 | 5766.19 | 11556.0 |
| 2025-03-12 07:30:00 | ES | Futures | 5766.19 | 5770.8 | 5762.6 | 5765.16 | 12198.0 |
| 2025-03-12 08:00:00 | ES | Futures | 5765.16 | 5769.52 | 5759.78 | 5768.75 | 22647.0 |
| 2025-03-12 08:30:00 | ES | Futures | 5767.73 | 5819.77 | 5766.44 | 5787.72 | 109102.0 |
| 2025-03-12 09:00:00 | ES | Futures | 5787.72 | 5790.29 | 5771.83 | 5779.26 | 50397.0 |
| 2025-03-12 09:30:00 | ES | Futures | 5779.26 | 5789.01 | 5739.78 | 5751.58 | 235382.0 |
| 2025-03-12 10:00:00 | ES | Futures | 5751.32 | 5762.6 | 5735.42 | 5746.7 | 143028.0 |
| 2025-03-12 10:30:00 | ES | Futures | 5746.7 | 5749.78 | 5710.3 | 5711.58 | 129309.0 |
| 2025-03-12 11:00:00 | ES | Futures | 5711.58 | 5728.24 | 5691.84 | 5724.91 | 117404.0 |
| 2025-03-12 11:30:00 | ES | Futures | 5725.17 | 5749.27 | 5721.58 | 5747.73 | 96311.0 |
| 2025-03-12 12:00:00 | ES | Futures | 5747.99 | 5766.19 | 5738.5 | 5759.27 | 94354.0 |
| 2025-03-12 12:30:00 | ES | Futures | 5759.78 | 5770.03 | 5743.37 | 5747.47 | 99779.0 |
| 2025-03-12 13:00:00 | ES | Futures | 5747.47 | 5771.83 | 5742.86 | 5771.57 | 67832.0 |
| 2025-03-12 13:30:00 | ES | Futures | 5771.32 | 5775.16 | 5735.42 | 5736.45 | 81058.0 |
| 2025-03-12 14:00:00 | ES | Futures | 5736.45 | 5759.52 | 5734.4 | 5759.27 | 72341.0 |
| 2025-03-12 14:30:00 | ES | Futures | 5759.27 | 5776.7 | 5755.68 | 5769.52 | 62131.0 |
| 2025-03-12 15:00:00 | ES | Futures | 5769.27 | 5769.52 | 5745.42 | 5753.11 | 81450.0 |
| 2025-03-12 15:30:00 | ES | Futures | 5753.11 | 5760.04 | 5737.99 | 5745.68 | 177957.0 |
| 2025-03-12 16:00:00 | ES | Futures | 5745.93 | 5746.96 | 5739.01 | 5742.35 | 42811.0 |
| 2025-03-12 16:30:00 | ES | Futures | 5742.09 | 5744.4 | 5737.73 | 5740.04 | 11648.0 |
| 2025-03-12 18:00:00 | ES | Futures | 5739.27 | 5754.14 | 5738.24 | 5750.81 | 6050.0 |
| 2025-03-12 18:30:00 | ES | Futures | 5750.55 | 5753.63 | 5747.22 | 5752.34 | 2630.0 |
| 2025-03-12 19:00:00 | ES | Futures | 5752.09 | 5759.52 | 5751.83 | 5757.22 | 3127.0 |
| 2025-03-12 19:30:00 | ES | Futures | 5757.22 | 5764.65 | 5755.93 | 5763.88 | 3508.0 |
| 2025-03-12 20:00:00 | ES | Futures | 5763.88 | 5766.44 | 5759.52 | 5759.78 | 3995.0 |
| 2025-03-12 20:30:00 | ES | Futures | 5759.78 | 5760.55 | 5753.11 | 5754.14 | 3477.0 |
| 2025-03-12 21:00:00 | ES | Futures | 5753.88 | 5756.96 | 5749.78 | 5753.63 | 3971.0 |
| 2025-03-12 21:30:00 | ES | Futures | 5753.37 | 5755.93 | 5746.7 | 5755.42 | 4989.0 |
| 2025-03-12 22:00:00 | ES | Futures | 5755.16 | 5756.45 | 5748.75 | 5750.04 | 2644.0 |
| 2025-03-12 22:30:00 | ES | Futures | 5749.78 | 5750.81 | 5745.42 | 5746.19 | 2983.0 |
| 2025-03-12 23:00:00 | ES | Futures | 5746.45 | 5746.96 | 5739.01 | 5739.53 | 4317.0 |
| 2025-03-12 23:30:00 | ES | Futures | 5739.27 | 5739.78 | 5728.76 | 5731.06 | 7127.0 |
| 2025-03-12 00:00:00 | NQ | Futures | 20022.86 | 20045.25 | 20008.19 | 20040.87 | 1638.0 |
| 2025-03-12 00:30:00 | NQ | Futures | 20040.36 | 20043.7 | 20022.34 | 20025.69 | 1040.0 |
| 2025-03-12 01:00:00 | NQ | Futures | 20026.72 | 20032.38 | 20019.0 | 20026.2 | 895.0 |
| 2025-03-12 01:30:00 | NQ | Futures | 20028.78 | 20056.06 | 20028.78 | 20052.45 | 1008.0 |
> showing 50 of 3,717 rows — these rows as CSV