PREVIEW / futures_30min / 2024-01-12

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-01-12.parquet
  size:    92 KB
  rows:    3,097

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
2024-01-12 00:00:00	ES	Futures	5165.27	5167.95	5165.0	5166.61	1912.0
2024-01-12 00:30:00	ES	Futures	5166.61	5167.41	5164.46	5164.46	2238.0
2024-01-12 01:00:00	ES	Futures	5164.73	5167.15	5164.19	5166.88	2037.0
2024-01-12 01:30:00	ES	Futures	5166.88	5168.49	5165.27	5168.22	2391.0
2024-01-12 02:00:00	ES	Futures	5168.22	5169.29	5163.12	5163.12	5674.0
2024-01-12 02:30:00	ES	Futures	5163.12	5164.46	5158.28	5159.09	7048.0
2024-01-12 03:00:00	ES	Futures	5159.09	5174.94	5158.82	5174.13	15940.0
2024-01-12 03:30:00	ES	Futures	5174.4	5177.89	5169.56	5176.01	11048.0
2024-01-12 04:00:00	ES	Futures	5175.74	5180.31	5171.98	5174.94	10523.0
2024-01-12 04:30:00	ES	Futures	5174.94	5178.16	5169.83	5170.37	9609.0
2024-01-12 05:00:00	ES	Futures	5170.1	5175.2	5169.03	5174.13	5919.0
2024-01-12 05:30:00	ES	Futures	5174.13	5175.2	5167.15	5168.76	10332.0
2024-01-12 06:00:00	ES	Futures	5168.76	5172.79	5164.73	5166.88	10851.0
2024-01-12 06:30:00	ES	Futures	5166.88	5166.88	5147.81	5156.67	33333.0
2024-01-12 07:00:00	ES	Futures	5156.67	5160.97	5154.25	5159.09	17393.0
2024-01-12 07:30:00	ES	Futures	5159.36	5163.65	5158.01	5159.09	12554.0
2024-01-12 08:00:00	ES	Futures	5159.09	5165.0	5155.6	5159.63	21584.0
2024-01-12 08:30:00	ES	Futures	5159.89	5175.74	5159.89	5172.79	55339.0
2024-01-12 09:00:00	ES	Futures	5172.52	5189.44	5170.91	5188.1	54122.0
2024-01-12 09:30:00	ES	Futures	5188.1	5196.15	5179.5	5180.31	186976.0
2024-01-12 10:00:00	ES	Futures	5180.31	5184.07	5166.61	5173.59	179557.0
2024-01-12 10:30:00	ES	Futures	5173.59	5177.89	5159.36	5165.53	130995.0
2024-01-12 11:00:00	ES	Futures	5165.53	5176.28	5163.39	5173.86	77137.0
2024-01-12 11:30:00	ES	Futures	5174.13	5176.82	5161.24	5164.19	73880.0
2024-01-12 12:00:00	ES	Futures	5164.46	5171.17	5160.7	5166.88	55070.0
2024-01-12 12:30:00	ES	Futures	5167.15	5173.05	5163.39	5169.29	40370.0
2024-01-12 13:00:00	ES	Futures	5169.29	5176.01	5169.29	5174.4	36117.0
2024-01-12 13:30:00	ES	Futures	5174.67	5178.96	5173.05	5177.89	35527.0
2024-01-12 14:00:00	ES	Futures	5178.16	5182.46	5174.13	5177.89	42643.0
2024-01-12 14:30:00	ES	Futures	5177.62	5177.89	5169.29	5170.64	42843.0
2024-01-12 15:00:00	ES	Futures	5170.64	5173.05	5165.27	5169.83	50933.0
2024-01-12 15:30:00	ES	Futures	5169.83	5177.89	5168.76	5174.94	122898.0
2024-01-12 16:00:00	ES	Futures	5174.94	5176.01	5169.03	5169.29	41860.0
2024-01-12 16:30:00	ES	Futures	5169.03	5169.83	5167.15	5169.03	5737.0
2024-01-12 00:00:00	NQ	Futures	18383.13	18394.25	18382.86	18390.18	1303.0
2024-01-12 00:30:00	NQ	Futures	18390.72	18392.89	18379.33	18380.96	1111.0
2024-01-12 01:00:00	NQ	Futures	18380.96	18390.18	18377.71	18388.28	1030.0
2024-01-12 01:30:00	NQ	Futures	18387.74	18397.5	18381.23	18396.42	1301.0
2024-01-12 02:00:00	NQ	Futures	18396.69	18400.49	18372.82	18374.18	3416.0
2024-01-12 02:30:00	NQ	Futures	18374.99	18378.79	18350.04	18356.55	3417.0
2024-01-12 03:00:00	NQ	Futures	18356.01	18403.47	18351.94	18398.32	5634.0
2024-01-12 03:30:00	NQ	Futures	18398.86	18415.67	18376.89	18402.39	4380.0
2024-01-12 04:00:00	NQ	Futures	18401.84	18417.84	18380.69	18389.1	3924.0
2024-01-12 04:30:00	NQ	Futures	18389.37	18404.01	18360.89	18363.33	3733.0
2024-01-12 05:00:00	NQ	Futures	18362.79	18384.49	18357.64	18380.42	2580.0
2024-01-12 05:30:00	NQ	Futures	18379.88	18382.32	18347.87	18358.99	3709.0
2024-01-12 06:00:00	NQ	Futures	18359.54	18371.2	18340.28	18355.47	4329.0
2024-01-12 06:30:00	NQ	Futures	18356.28	18357.09	18297.16	18329.16	10861.0
2024-01-12 07:00:00	NQ	Futures	18328.62	18347.87	18319.67	18341.36	6814.0
2024-01-12 07:30:00	NQ	Futures	18342.18	18358.18	18339.47	18342.72	5640.0

> showing 50 of 3,097 rows — these rows as CSV

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