PREVIEW / futures_30min / 2024-01-18

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-01-18.parquet
  size:    110 KB
  rows:    3,933

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
2024-01-18 00:00:00	ES	Futures	5120.14	5121.49	5119.34	5121.49	1621.0
2024-01-18 00:30:00	ES	Futures	5121.22	5124.44	5119.61	5123.9	2958.0
2024-01-18 01:00:00	ES	Futures	5123.63	5127.66	5123.37	5125.78	5702.0
2024-01-18 01:30:00	ES	Futures	5125.78	5127.66	5124.17	5126.59	4974.0
2024-01-18 02:00:00	ES	Futures	5126.59	5127.93	5124.98	5125.51	5629.0
2024-01-18 02:30:00	ES	Futures	5125.51	5127.66	5122.29	5126.86	5257.0
2024-01-18 03:00:00	ES	Futures	5126.59	5129.81	5124.98	5129.01	21377.0
2024-01-18 03:30:00	ES	Futures	5128.74	5129.54	5124.71	5127.66	6958.0
2024-01-18 04:00:00	ES	Futures	5127.39	5131.42	5126.59	5129.54	12285.0
2024-01-18 04:30:00	ES	Futures	5129.54	5133.03	5127.66	5129.27	10308.0
2024-01-18 05:00:00	ES	Futures	5129.01	5129.54	5126.32	5129.01	6692.0
2024-01-18 05:30:00	ES	Futures	5128.74	5135.99	5127.66	5135.45	8620.0
2024-01-18 06:00:00	ES	Futures	5135.72	5141.36	5135.45	5140.82	13492.0
2024-01-18 06:30:00	ES	Futures	5140.82	5144.58	5139.75	5143.51	12398.0
2024-01-18 07:00:00	ES	Futures	5143.51	5148.88	5143.51	5147.0	14164.0
2024-01-18 07:30:00	ES	Futures	5146.73	5149.42	5145.12	5145.39	14188.0
2024-01-18 08:00:00	ES	Futures	5145.66	5149.42	5144.32	5148.34	12351.0
2024-01-18 08:30:00	ES	Futures	5148.34	5154.25	5138.14	5138.68	46072.0
2024-01-18 09:00:00	ES	Futures	5138.94	5148.88	5138.94	5141.9	36579.0
2024-01-18 09:30:00	ES	Futures	5141.9	5147.0	5135.18	5140.29	160079.0
2024-01-18 10:00:00	ES	Futures	5140.29	5145.66	5135.18	5143.78	116933.0
2024-01-18 10:30:00	ES	Futures	5143.78	5151.57	5139.21	5144.58	112632.0
2024-01-18 11:00:00	ES	Futures	5144.58	5150.22	5138.14	5149.15	92418.0
2024-01-18 11:30:00	ES	Futures	5149.15	5152.91	5143.78	5146.73	78880.0
2024-01-18 12:00:00	ES	Futures	5147.0	5147.81	5130.89	5137.33	129439.0
2024-01-18 12:30:00	ES	Futures	5137.33	5138.14	5130.89	5133.03	59287.0
2024-01-18 13:00:00	ES	Futures	5132.77	5133.3	5124.71	5127.93	88181.0
2024-01-18 13:30:00	ES	Futures	5127.93	5143.24	5127.39	5141.63	65976.0
2024-01-18 14:00:00	ES	Futures	5141.63	5160.7	5141.36	5159.36	94334.0
2024-01-18 14:30:00	ES	Futures	5159.63	5163.12	5152.1	5160.97	94953.0
2024-01-18 15:00:00	ES	Futures	5160.97	5168.22	5159.09	5168.22	62471.0
2024-01-18 15:30:00	ES	Futures	5168.22	5175.2	5162.58	5168.76	167197.0
2024-01-18 16:00:00	ES	Futures	5168.49	5171.17	5163.92	5170.64	50819.0
2024-01-18 16:30:00	ES	Futures	5170.37	5170.91	5168.22	5168.49	6960.0
2024-01-18 18:00:00	ES	Futures	5169.03	5170.1	5166.07	5168.76	4741.0
2024-01-18 18:30:00	ES	Futures	5168.76	5173.05	5167.68	5172.79	4768.0
2024-01-18 19:00:00	ES	Futures	5172.52	5173.05	5169.29	5172.79	4440.0
2024-01-18 19:30:00	ES	Futures	5173.05	5173.32	5170.1	5171.44	4008.0
2024-01-18 20:00:00	ES	Futures	5171.44	5172.79	5166.88	5168.49	5627.0
2024-01-18 20:30:00	ES	Futures	5168.49	5172.79	5168.22	5172.52	3671.0
2024-01-18 21:00:00	ES	Futures	5172.25	5172.79	5170.37	5171.98	3121.0
2024-01-18 21:30:00	ES	Futures	5171.71	5174.4	5170.37	5172.79	3619.0
2024-01-18 22:00:00	ES	Futures	5172.79	5174.67	5172.25	5172.79	2461.0
2024-01-18 22:30:00	ES	Futures	5173.05	5174.13	5171.98	5173.59	2297.0
2024-01-18 23:00:00	ES	Futures	5173.59	5174.13	5172.52	5172.79	1512.0
2024-01-18 23:30:00	ES	Futures	5172.79	5173.32	5171.98	5172.25	1876.0
2024-01-18 00:00:00	NQ	Futures	18277.09	18284.14	18274.38	18281.43	1065.0
2024-01-18 00:30:00	NQ	Futures	18281.43	18298.51	18271.66	18294.99	2599.0
2024-01-18 01:00:00	NQ	Futures	18294.72	18322.11	18293.9	18314.52	3555.0
2024-01-18 01:30:00	NQ	Futures	18314.52	18329.16	18307.46	18325.36	2580.0

> showing 50 of 3,933 rows — these rows as CSV

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