PREVIEW / futures_30min / 2024-01-29

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-01-29.parquet
  size:    110 KB
  rows:    4,001

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
2024-01-29 00:00:00	ES	Futures	5277.0	5278.07	5276.19	5277.0	2214.0
2024-01-29 00:30:00	ES	Futures	5277.0	5278.61	5277.0	5278.61	1727.0
2024-01-29 01:00:00	ES	Futures	5278.61	5281.3	5278.07	5279.69	3481.0
2024-01-29 01:30:00	ES	Futures	5279.69	5280.76	5279.15	5279.42	1813.0
2024-01-29 02:00:00	ES	Futures	5279.15	5281.83	5278.88	5281.03	3353.0
2024-01-29 02:30:00	ES	Futures	5281.3	5283.71	5280.49	5283.71	4485.0
2024-01-29 03:00:00	ES	Futures	5283.45	5283.98	5281.03	5283.18	7181.0
2024-01-29 03:30:00	ES	Futures	5283.45	5286.13	5283.45	5285.33	6347.0
2024-01-29 04:00:00	ES	Futures	5285.06	5286.67	5280.49	5281.83	7537.0
2024-01-29 04:30:00	ES	Futures	5282.1	5283.45	5278.07	5278.88	5048.0
2024-01-29 05:00:00	ES	Futures	5278.88	5282.91	5277.81	5282.64	4574.0
2024-01-29 05:30:00	ES	Futures	5282.64	5284.79	5281.3	5283.71	3169.0
2024-01-29 06:00:00	ES	Futures	5283.98	5285.59	5282.64	5285.33	2334.0
2024-01-29 06:30:00	ES	Futures	5285.06	5286.67	5283.71	5284.79	4026.0
2024-01-29 07:00:00	ES	Futures	5285.06	5287.74	5284.25	5287.21	6004.0
2024-01-29 07:30:00	ES	Futures	5287.21	5287.47	5281.57	5283.18	6546.0
2024-01-29 08:00:00	ES	Futures	5283.18	5285.86	5281.03	5282.37	8551.0
2024-01-29 08:30:00	ES	Futures	5282.1	5282.64	5279.42	5281.83	12617.0
2024-01-29 09:00:00	ES	Futures	5281.83	5284.79	5280.22	5284.79	14127.0
2024-01-29 09:30:00	ES	Futures	5284.79	5289.09	5281.57	5287.74	92519.0
2024-01-29 10:00:00	ES	Futures	5287.47	5290.43	5280.76	5283.98	95931.0
2024-01-29 10:30:00	ES	Futures	5283.71	5286.4	5278.07	5279.69	66017.0
2024-01-29 11:00:00	ES	Futures	5279.69	5285.33	5278.07	5284.52	43471.0
2024-01-29 11:30:00	ES	Futures	5284.52	5289.35	5284.25	5288.55	41084.0
2024-01-29 12:00:00	ES	Futures	5288.82	5292.85	5286.13	5289.89	42714.0
2024-01-29 12:30:00	ES	Futures	5290.16	5293.92	5285.59	5289.09	48539.0
2024-01-29 13:00:00	ES	Futures	5289.35	5292.31	5285.59	5292.04	28692.0
2024-01-29 13:30:00	ES	Futures	5292.04	5293.11	5289.35	5289.89	26177.0
2024-01-29 14:00:00	ES	Futures	5289.62	5297.14	5288.28	5296.07	40414.0
2024-01-29 14:30:00	ES	Futures	5295.8	5299.29	5295.0	5296.88	44394.0
2024-01-29 15:00:00	ES	Futures	5297.14	5324.54	5297.14	5319.17	159006.0
2024-01-29 15:30:00	ES	Futures	5319.44	5324.27	5312.99	5323.2	171453.0
2024-01-29 16:00:00	ES	Futures	5322.93	5323.73	5316.48	5321.32	57967.0
2024-01-29 16:30:00	ES	Futures	5321.32	5322.12	5317.83	5318.36	33527.0
2024-01-29 18:00:00	ES	Futures	5318.36	5322.93	5317.56	5321.85	4396.0
2024-01-29 18:30:00	ES	Futures	5322.12	5322.39	5319.44	5321.05	1994.0
2024-01-29 19:00:00	ES	Futures	5320.78	5324.27	5318.9	5324.0	3687.0
2024-01-29 19:30:00	ES	Futures	5323.73	5324.54	5322.66	5323.2	2154.0
2024-01-29 20:00:00	ES	Futures	5323.2	5325.88	5321.32	5323.2	4309.0
2024-01-29 20:30:00	ES	Futures	5323.2	5323.73	5321.32	5322.66	3181.0
2024-01-29 21:00:00	ES	Futures	5322.66	5322.66	5321.32	5321.85	1513.0
2024-01-29 21:30:00	ES	Futures	5321.85	5323.73	5321.59	5323.47	1521.0
2024-01-29 22:00:00	ES	Futures	5323.47	5324.27	5322.66	5323.47	1814.0
2024-01-29 22:30:00	ES	Futures	5323.73	5323.73	5320.78	5321.05	1681.0
2024-01-29 23:00:00	ES	Futures	5321.05	5322.66	5320.51	5322.39	1452.0
2024-01-29 23:30:00	ES	Futures	5322.39	5322.93	5321.05	5321.05	1371.0
2024-01-29 00:00:00	NQ	Futures	19018.29	19023.72	19012.06	19015.85	1389.0
2024-01-29 00:30:00	NQ	Futures	19016.4	19022.36	19014.23	19019.38	993.0
2024-01-29 01:00:00	NQ	Futures	19019.65	19037.28	19016.4	19032.4	2142.0
2024-01-29 01:30:00	NQ	Futures	19032.4	19042.16	19028.6	19033.75	1679.0

> showing 50 of 4,001 rows — these rows as CSV

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