PREVIEW / futures_30min / 2024-02-01

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-02-01.parquet
  size:    117 KB
  rows:    4,055

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
2024-02-01 00:00:00	ES	Futures	5247.45	5247.45	5245.04	5245.31	2989.0
2024-02-01 00:30:00	ES	Futures	5245.04	5245.84	5242.35	5242.62	3009.0
2024-02-01 01:00:00	ES	Futures	5242.62	5243.69	5240.2	5240.74	2948.0
2024-02-01 01:30:00	ES	Futures	5240.47	5242.89	5236.71	5237.52	5010.0
2024-02-01 02:00:00	ES	Futures	5237.52	5240.2	5236.17	5238.59	5915.0
2024-02-01 02:30:00	ES	Futures	5238.59	5245.04	5237.25	5244.23	6248.0
2024-02-01 03:00:00	ES	Futures	5244.5	5248.8	5242.35	5248.26	12114.0
2024-02-01 03:30:00	ES	Futures	5248.53	5248.8	5245.57	5247.99	8765.0
2024-02-01 04:00:00	ES	Futures	5247.72	5250.14	5245.04	5247.72	8102.0
2024-02-01 04:30:00	ES	Futures	5247.99	5249.87	5246.38	5248.8	5415.0
2024-02-01 05:00:00	ES	Futures	5248.8	5251.48	5247.72	5250.68	5384.0
2024-02-01 05:30:00	ES	Futures	5250.68	5252.29	5249.87	5252.02	4266.0
2024-02-01 06:00:00	ES	Futures	5252.02	5252.56	5249.6	5250.14	6428.0
2024-02-01 06:30:00	ES	Futures	5250.14	5252.83	5249.6	5252.83	6507.0
2024-02-01 07:00:00	ES	Futures	5252.56	5256.05	5250.95	5255.51	10793.0
2024-02-01 07:30:00	ES	Futures	5255.51	5259.81	5255.24	5257.39	13295.0
2024-02-01 08:00:00	ES	Futures	5257.12	5257.39	5245.84	5248.53	27321.0
2024-02-01 08:30:00	ES	Futures	5249.07	5255.78	5245.84	5252.83	34004.0
2024-02-01 09:00:00	ES	Futures	5252.83	5256.05	5243.43	5246.38	32046.0
2024-02-01 09:30:00	ES	Futures	5246.38	5258.74	5245.31	5250.68	165022.0
2024-02-01 10:00:00	ES	Futures	5250.41	5263.57	5242.08	5263.03	151196.0
2024-02-01 10:30:00	ES	Futures	5263.3	5263.57	5240.2	5240.47	128386.0
2024-02-01 11:00:00	ES	Futures	5240.2	5247.19	5236.98	5245.31	106560.0
2024-02-01 11:30:00	ES	Futures	5245.31	5259.0	5245.04	5257.66	85411.0
2024-02-01 12:00:00	ES	Futures	5257.66	5274.85	5257.39	5266.26	110059.0
2024-02-01 12:30:00	ES	Futures	5266.26	5285.33	5264.91	5276.19	107927.0
2024-02-01 13:00:00	ES	Futures	5275.93	5277.27	5263.3	5271.9	87115.0
2024-02-01 13:30:00	ES	Futures	5272.16	5278.34	5264.91	5274.58	71166.0
2024-02-01 14:00:00	ES	Futures	5274.58	5282.37	5273.78	5276.73	57370.0
2024-02-01 14:30:00	ES	Futures	5276.73	5288.82	5272.97	5288.28	63947.0
2024-02-01 15:00:00	ES	Futures	5288.28	5293.38	5284.79	5290.16	63519.0
2024-02-01 15:30:00	ES	Futures	5290.16	5296.34	5283.71	5296.34	142856.0
2024-02-01 16:00:00	ES	Futures	5296.07	5317.83	5292.04	5317.56	90094.0
2024-02-01 16:30:00	ES	Futures	5317.83	5332.87	5312.72	5327.76	60037.0
2024-02-01 18:00:00	ES	Futures	5321.05	5324.54	5318.63	5321.59	10621.0
2024-02-01 18:30:00	ES	Futures	5321.32	5324.27	5320.51	5322.39	3968.0
2024-02-01 19:00:00	ES	Futures	5322.66	5322.66	5318.09	5320.24	5360.0
2024-02-01 19:30:00	ES	Futures	5319.97	5323.2	5319.97	5323.2	2567.0
2024-02-01 20:00:00	ES	Futures	5323.2	5325.35	5321.85	5324.81	3147.0
2024-02-01 20:30:00	ES	Futures	5324.54	5327.76	5324.54	5326.96	3660.0
2024-02-01 21:00:00	ES	Futures	5327.23	5327.76	5324.0	5325.08	2952.0
2024-02-01 21:30:00	ES	Futures	5325.35	5327.23	5325.08	5326.69	1655.0
2024-02-01 22:00:00	ES	Futures	5326.96	5327.23	5324.54	5324.81	1694.0
2024-02-01 22:30:00	ES	Futures	5324.81	5325.35	5323.73	5324.27	1744.0
2024-02-01 23:00:00	ES	Futures	5324.54	5325.35	5323.73	5325.08	1392.0
2024-02-01 23:30:00	ES	Futures	5325.08	5325.08	5322.12	5323.2	1701.0
2024-02-01 00:00:00	NQ	Futures	18786.14	18787.5	18775.29	18777.19	1434.0
2024-02-01 00:30:00	NQ	Futures	18777.19	18780.18	18763.63	18764.72	1422.0
2024-02-01 01:00:00	NQ	Futures	18764.99	18773.67	18751.16	18753.05	1460.0
2024-02-01 01:30:00	NQ	Futures	18752.78	18766.61	18731.63	18735.97	2969.0

> showing 50 of 4,055 rows — these rows as CSV

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