PREVIEW / futures_30min / 2025-11-20
file: by_date/futures_30min/2025/2025-11-20.parquet size: 112 KB rows: 4,039
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 |
|---|---|---|---|---|---|---|---|
| 2025-11-20 00:00:00 | ES | Futures | 6799.86 | 6804.65 | 6798.85 | 6799.86 | 5374.0 |
| 2025-11-20 00:30:00 | ES | Futures | 6799.61 | 6800.11 | 6795.33 | 6797.09 | 3305.0 |
| 2025-11-20 01:00:00 | ES | Futures | 6797.34 | 6800.11 | 6791.05 | 6792.3 | 3640.0 |
| 2025-11-20 01:30:00 | ES | Futures | 6792.56 | 6799.86 | 6792.3 | 6799.61 | 3809.0 |
| 2025-11-20 02:00:00 | ES | Futures | 6799.61 | 6806.41 | 6797.59 | 6804.14 | 8091.0 |
| 2025-11-20 02:30:00 | ES | Futures | 6804.39 | 6807.67 | 6793.31 | 6794.82 | 6651.0 |
| 2025-11-20 03:00:00 | ES | Futures | 6794.82 | 6799.11 | 6791.05 | 6797.59 | 11408.0 |
| 2025-11-20 03:30:00 | ES | Futures | 6797.59 | 6805.65 | 6793.56 | 6794.32 | 8725.0 |
| 2025-11-20 04:00:00 | ES | Futures | 6794.07 | 6796.33 | 6780.72 | 6780.97 | 10375.0 |
| 2025-11-20 04:30:00 | ES | Futures | 6780.72 | 6785.5 | 6775.93 | 6779.46 | 7539.0 |
| 2025-11-20 05:00:00 | ES | Futures | 6779.46 | 6788.02 | 6774.42 | 6787.02 | 6848.0 |
| 2025-11-20 05:30:00 | ES | Futures | 6787.02 | 6797.09 | 6786.76 | 6794.82 | 5804.0 |
| 2025-11-20 06:00:00 | ES | Futures | 6794.82 | 6795.08 | 6779.71 | 6781.73 | 7199.0 |
| 2025-11-20 06:30:00 | ES | Futures | 6781.98 | 6791.55 | 6779.46 | 6783.49 | 8727.0 |
| 2025-11-20 07:00:00 | ES | Futures | 6783.49 | 6787.27 | 6776.69 | 6783.99 | 10235.0 |
| 2025-11-20 07:30:00 | ES | Futures | 6783.99 | 6797.85 | 6783.24 | 6796.84 | 7418.0 |
| 2025-11-20 08:00:00 | ES | Futures | 6797.09 | 6801.37 | 6787.52 | 6790.79 | 16427.0 |
| 2025-11-20 08:30:00 | ES | Futures | 6791.3 | 6823.54 | 6789.03 | 6818.5 | 50983.0 |
| 2025-11-20 09:00:00 | ES | Futures | 6818.5 | 6822.78 | 6812.2 | 6815.48 | 33226.0 |
| 2025-11-20 09:30:00 | ES | Futures | 6815.73 | 6836.89 | 6810.94 | 6835.38 | 204978.0 |
| 2025-11-20 10:00:00 | ES | Futures | 6835.63 | 6840.92 | 6813.71 | 6834.62 | 156195.0 |
| 2025-11-20 10:30:00 | ES | Futures | 6834.62 | 6842.18 | 6813.46 | 6813.71 | 123898.0 |
| 2025-11-20 11:00:00 | ES | Futures | 6813.97 | 6814.22 | 6758.55 | 6763.84 | 256827.0 |
| 2025-11-20 11:30:00 | ES | Futures | 6763.84 | 6766.87 | 6677.7 | 6685.76 | 296500.0 |
| 2025-11-20 12:00:00 | ES | Futures | 6685.76 | 6707.93 | 6649.49 | 6669.39 | 292153.0 |
| 2025-11-20 12:30:00 | ES | Futures | 6669.39 | 6679.21 | 6637.65 | 6656.04 | 203683.0 |
| 2025-11-20 13:00:00 | ES | Futures | 6656.29 | 6703.9 | 6650.5 | 6678.96 | 194290.0 |
| 2025-11-20 13:30:00 | ES | Futures | 6678.96 | 6683.75 | 6624.3 | 6633.62 | 156678.0 |
| 2025-11-20 14:00:00 | ES | Futures | 6633.62 | 6658.81 | 6621.53 | 6653.52 | 136509.0 |
| 2025-11-20 14:30:00 | ES | Futures | 6653.52 | 6666.62 | 6635.39 | 6664.6 | 112315.0 |
| 2025-11-20 15:00:00 | ES | Futures | 6664.6 | 6664.86 | 6636.9 | 6645.46 | 120349.0 |
| 2025-11-20 15:30:00 | ES | Futures | 6645.46 | 6648.99 | 6601.64 | 6607.93 | 255584.0 |
| 2025-11-20 16:00:00 | ES | Futures | 6607.93 | 6611.46 | 6599.62 | 6607.18 | 66257.0 |
| 2025-11-20 16:30:00 | ES | Futures | 6607.18 | 6608.44 | 6600.38 | 6601.13 | 14758.0 |
| 2025-11-20 18:00:00 | ES | Futures | 6609.19 | 6614.98 | 6588.29 | 6610.95 | 17335.0 |
| 2025-11-20 18:30:00 | ES | Futures | 6611.21 | 6620.78 | 6606.17 | 6615.24 | 11571.0 |
| 2025-11-20 19:00:00 | ES | Futures | 6614.98 | 6627.33 | 6610.95 | 6624.81 | 10551.0 |
| 2025-11-20 19:30:00 | ES | Futures | 6625.06 | 6630.6 | 6621.79 | 6626.82 | 7687.0 |
| 2025-11-20 20:00:00 | ES | Futures | 6626.82 | 6636.14 | 6624.3 | 6634.88 | 9080.0 |
| 2025-11-20 20:30:00 | ES | Futures | 6635.13 | 6638.41 | 6625.82 | 6632.62 | 9585.0 |
| 2025-11-20 21:00:00 | ES | Futures | 6632.87 | 6634.63 | 6626.32 | 6630.6 | 7667.0 |
| 2025-11-20 21:30:00 | ES | Futures | 6630.6 | 6637.4 | 6628.84 | 6629.85 | 6510.0 |
| 2025-11-20 22:00:00 | ES | Futures | 6629.85 | 6634.63 | 6627.83 | 6633.62 | 5750.0 |
| 2025-11-20 22:30:00 | ES | Futures | 6633.88 | 6643.45 | 6632.11 | 6633.88 | 7255.0 |
| 2025-11-20 23:00:00 | ES | Futures | 6633.88 | 6635.39 | 6620.27 | 6627.58 | 7598.0 |
| 2025-11-20 23:30:00 | ES | Futures | 6627.83 | 6629.59 | 6615.49 | 6628.84 | 6729.0 |
| 2025-11-20 00:00:00 | NQ | Futures | 25406.15 | 25429.35 | 25398.33 | 25404.13 | 2559.0 |
| 2025-11-20 00:30:00 | NQ | Futures | 25403.37 | 25405.39 | 25377.65 | 25387.74 | 1723.0 |
| 2025-11-20 01:00:00 | NQ | Futures | 25389.0 | 25405.14 | 25352.69 | 25363.78 | 2496.0 |
| 2025-11-20 01:30:00 | NQ | Futures | 25363.53 | 25399.84 | 25362.27 | 25395.05 | 2350.0 |
> showing 50 of 4,039 rows — these rows as CSV