PREVIEW / futures_30min / 2024-01-23

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-01-23.parquet
  size:    110 KB
  rows:    3,972

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
2024-01-23 00:00:00	ES	Futures	5244.5	5245.84	5244.23	5244.77	1289.0
2024-01-23 00:30:00	ES	Futures	5245.04	5246.11	5243.69	5244.5	1665.0
2024-01-23 01:00:00	ES	Futures	5244.23	5245.84	5243.96	5245.04	1505.0
2024-01-23 01:30:00	ES	Futures	5245.04	5246.65	5244.5	5245.84	1968.0
2024-01-23 02:00:00	ES	Futures	5245.84	5248.8	5245.84	5247.99	3598.0
2024-01-23 02:30:00	ES	Futures	5247.99	5247.99	5246.11	5247.72	2751.0
2024-01-23 03:00:00	ES	Futures	5247.45	5249.07	5241.28	5242.08	14015.0
2024-01-23 03:30:00	ES	Futures	5242.08	5243.43	5239.93	5241.28	10153.0
2024-01-23 04:00:00	ES	Futures	5241.28	5246.11	5241.01	5244.23	7191.0
2024-01-23 04:30:00	ES	Futures	5244.5	5246.11	5243.69	5244.77	4193.0
2024-01-23 05:00:00	ES	Futures	5244.77	5244.77	5241.01	5243.43	6010.0
2024-01-23 05:30:00	ES	Futures	5243.43	5244.77	5241.81	5242.89	5203.0
2024-01-23 06:00:00	ES	Futures	5243.16	5245.57	5242.08	5242.35	5699.0
2024-01-23 06:30:00	ES	Futures	5242.62	5245.84	5242.08	5245.31	8149.0
2024-01-23 07:00:00	ES	Futures	5245.31	5247.45	5244.77	5245.84	6017.0
2024-01-23 07:30:00	ES	Futures	5245.84	5247.99	5245.04	5247.99	6472.0
2024-01-23 08:00:00	ES	Futures	5247.72	5252.02	5246.92	5252.02	11254.0
2024-01-23 08:30:00	ES	Futures	5251.75	5255.51	5250.14	5251.75	17840.0
2024-01-23 09:00:00	ES	Futures	5251.75	5252.02	5245.84	5249.07	23400.0
2024-01-23 09:30:00	ES	Futures	5249.07	5252.83	5243.43	5248.26	116569.0
2024-01-23 10:00:00	ES	Futures	5247.99	5250.95	5242.08	5247.19	84264.0
2024-01-23 10:30:00	ES	Futures	5247.19	5247.19	5238.59	5240.74	86321.0
2024-01-23 11:00:00	ES	Futures	5240.47	5245.31	5236.98	5238.59	77079.0
2024-01-23 11:30:00	ES	Futures	5238.59	5243.69	5236.71	5243.16	53515.0
2024-01-23 12:00:00	ES	Futures	5243.16	5243.96	5238.59	5240.47	33623.0
2024-01-23 12:30:00	ES	Futures	5240.2	5248.53	5238.86	5247.45	35764.0
2024-01-23 13:00:00	ES	Futures	5247.72	5248.53	5244.77	5245.84	32764.0
2024-01-23 13:30:00	ES	Futures	5246.11	5249.33	5243.96	5248.26	34666.0
2024-01-23 14:00:00	ES	Futures	5248.53	5249.6	5244.77	5246.65	30451.0
2024-01-23 14:30:00	ES	Futures	5246.65	5254.17	5245.04	5252.29	42503.0
2024-01-23 15:00:00	ES	Futures	5252.56	5260.08	5250.95	5256.05	61340.0
2024-01-23 15:30:00	ES	Futures	5256.05	5261.15	5252.56	5258.74	137331.0
2024-01-23 16:00:00	ES	Futures	5258.74	5263.84	5257.12	5263.84	47817.0
2024-01-23 16:30:00	ES	Futures	5263.84	5266.52	5263.3	5265.45	35460.0
2024-01-23 18:00:00	ES	Futures	5264.64	5270.28	5264.64	5269.21	4748.0
2024-01-23 18:30:00	ES	Futures	5268.94	5270.02	5268.67	5269.21	2206.0
2024-01-23 19:00:00	ES	Futures	5269.21	5269.48	5268.14	5268.14	2562.0
2024-01-23 19:30:00	ES	Futures	5268.4	5271.09	5267.6	5270.28	2695.0
2024-01-23 20:00:00	ES	Futures	5270.02	5270.28	5267.6	5268.94	3196.0
2024-01-23 20:30:00	ES	Futures	5269.21	5269.75	5267.6	5268.14	2399.0
2024-01-23 21:00:00	ES	Futures	5268.4	5268.94	5267.06	5268.4	2633.0
2024-01-23 21:30:00	ES	Futures	5268.67	5269.21	5268.14	5269.21	1514.0
2024-01-23 22:00:00	ES	Futures	5269.48	5271.36	5268.94	5270.28	2445.0
2024-01-23 22:30:00	ES	Futures	5270.55	5271.09	5269.48	5270.02	2471.0
2024-01-23 23:00:00	ES	Futures	5270.28	5270.55	5269.48	5270.28	1297.0
2024-01-23 23:30:00	ES	Futures	5270.28	5270.82	5269.75	5270.28	843.0
2024-01-23 00:00:00	NQ	Futures	18956.73	18962.7	18955.37	18959.71	858.0
2024-01-23 00:30:00	NQ	Futures	18959.71	18961.07	18949.14	18953.2	1074.0
2024-01-23 01:00:00	NQ	Futures	18952.12	18960.53	18950.49	18958.09	720.0
2024-01-23 01:30:00	NQ	Futures	18958.09	18963.51	18952.93	18959.17	1106.0

> showing 50 of 3,972 rows — these rows as CSV

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