PREVIEW / futures_30min / 2024-02-02

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-02-02.parquet
  size:    95 KB
  rows:    3,199

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
2024-02-02 00:00:00	ES	Futures	5323.2	5325.61	5322.66	5325.61	2356.0
2024-02-02 00:30:00	ES	Futures	5325.61	5325.61	5323.2	5324.0	2111.0
2024-02-02 01:00:00	ES	Futures	5323.73	5325.61	5322.12	5325.35	2903.0
2024-02-02 01:30:00	ES	Futures	5325.35	5326.42	5324.27	5325.35	2883.0
2024-02-02 02:00:00	ES	Futures	5325.08	5325.08	5322.39	5323.2	3541.0
2024-02-02 02:30:00	ES	Futures	5323.47	5324.0	5321.32	5321.85	3828.0
2024-02-02 03:00:00	ES	Futures	5321.85	5324.0	5319.44	5323.2	11548.0
2024-02-02 03:30:00	ES	Futures	5323.2	5328.57	5322.12	5325.88	9261.0
2024-02-02 04:00:00	ES	Futures	5326.15	5328.84	5323.2	5323.47	8385.0
2024-02-02 04:30:00	ES	Futures	5323.47	5323.47	5319.97	5323.2	8168.0
2024-02-02 05:00:00	ES	Futures	5323.2	5324.81	5322.12	5324.54	4495.0
2024-02-02 05:30:00	ES	Futures	5324.81	5326.42	5323.2	5323.73	4723.0
2024-02-02 06:00:00	ES	Futures	5323.73	5325.88	5322.12	5325.35	4114.0
2024-02-02 06:30:00	ES	Futures	5325.35	5327.49	5325.08	5327.49	5256.0
2024-02-02 07:00:00	ES	Futures	5327.23	5332.6	5324.81	5331.79	7948.0
2024-02-02 07:30:00	ES	Futures	5331.52	5332.06	5329.37	5330.18	9267.0
2024-02-02 08:00:00	ES	Futures	5330.45	5333.13	5325.08	5326.69	17482.0
2024-02-02 08:30:00	ES	Futures	5326.69	5326.69	5293.92	5295.8	111763.0
2024-02-02 09:00:00	ES	Futures	5295.8	5300.9	5292.04	5299.83	59855.0
2024-02-02 09:30:00	ES	Futures	5299.83	5313.53	5295.53	5308.69	199868.0
2024-02-02 10:00:00	ES	Futures	5308.69	5318.09	5303.32	5312.72	133981.0
2024-02-02 10:30:00	ES	Futures	5312.72	5329.91	5307.08	5326.96	134986.0
2024-02-02 11:00:00	ES	Futures	5327.23	5338.24	5321.32	5335.28	96541.0
2024-02-02 11:30:00	ES	Futures	5335.28	5347.37	5335.28	5342.0	107424.0
2024-02-02 12:00:00	ES	Futures	5342.27	5351.94	5337.7	5351.13	74281.0
2024-02-02 12:30:00	ES	Futures	5351.13	5354.09	5327.49	5343.07	125222.0
2024-02-02 13:00:00	ES	Futures	5343.07	5353.01	5341.46	5344.15	85189.0
2024-02-02 13:30:00	ES	Futures	5344.15	5351.67	5339.31	5350.32	67939.0
2024-02-02 14:00:00	ES	Futures	5350.32	5362.14	5350.32	5357.31	75095.0
2024-02-02 14:30:00	ES	Futures	5357.58	5365.9	5356.77	5365.37	76383.0
2024-02-02 15:00:00	ES	Futures	5365.1	5369.39	5359.73	5367.78	72407.0
2024-02-02 15:30:00	ES	Futures	5367.51	5367.78	5349.52	5349.79	197438.0
2024-02-02 16:00:00	ES	Futures	5349.79	5349.79	5341.73	5348.71	66723.0
2024-02-02 16:30:00	ES	Futures	5348.71	5348.71	5342.27	5342.54	23518.0
2024-02-02 00:00:00	NQ	Futures	19100.2	19112.4	19096.13	19112.4	1144.0
2024-02-02 00:30:00	NQ	Futures	19111.86	19113.22	19102.37	19105.89	1060.0
2024-02-02 01:00:00	NQ	Futures	19106.16	19106.71	19086.37	19099.66	2464.0
2024-02-02 01:30:00	NQ	Futures	19099.11	19106.98	19096.67	19101.83	1806.0
2024-02-02 02:00:00	NQ	Futures	19100.47	19100.47	19085.28	19091.25	2692.0
2024-02-02 02:30:00	NQ	Futures	19091.52	19096.13	19082.03	19087.45	2559.0
2024-02-02 03:00:00	NQ	Futures	19087.45	19097.76	19070.09	19091.79	4924.0
2024-02-02 03:30:00	NQ	Futures	19091.52	19122.44	19086.37	19110.5	4553.0
2024-02-02 04:00:00	NQ	Futures	19110.77	19131.93	19102.64	19107.25	5952.0
2024-02-02 04:30:00	NQ	Futures	19107.79	19109.96	19092.33	19105.89	3961.0
2024-02-02 05:00:00	NQ	Futures	19105.62	19115.11	19091.79	19113.76	3260.0
2024-02-02 05:30:00	NQ	Futures	19113.49	19122.71	19101.01	19102.64	3443.0
2024-02-02 06:00:00	NQ	Futures	19102.64	19111.05	19094.77	19108.06	3183.0
2024-02-02 06:30:00	NQ	Futures	19107.79	19114.03	19104.54	19113.49	2623.0
2024-02-02 07:00:00	NQ	Futures	19113.49	19139.79	19096.94	19133.56	5884.0
2024-02-02 07:30:00	NQ	Futures	19133.56	19136.0	19112.13	19118.37	5917.0

> showing 50 of 3,199 rows — these rows as CSV

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