PREVIEW / futures_30min / 2024-02-07

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-02-07.parquet
  size:    104 KB
  rows:    3,977

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
2024-02-07 00:00:00	ES	Futures	5345.22	5345.49	5343.88	5344.95	1228.0
2024-02-07 00:30:00	ES	Futures	5344.68	5345.76	5343.07	5344.95	2446.0
2024-02-07 01:00:00	ES	Futures	5345.22	5345.22	5341.19	5341.46	2143.0
2024-02-07 01:30:00	ES	Futures	5341.46	5344.95	5340.66	5344.42	2922.0
2024-02-07 02:00:00	ES	Futures	5344.15	5345.22	5342.8	5343.61	2701.0
2024-02-07 02:30:00	ES	Futures	5343.34	5343.61	5340.66	5341.73	3156.0
2024-02-07 03:00:00	ES	Futures	5341.73	5343.61	5340.92	5342.27	4902.0
2024-02-07 03:30:00	ES	Futures	5342.0	5344.42	5342.0	5344.15	3185.0
2024-02-07 04:00:00	ES	Futures	5344.15	5346.56	5342.27	5344.42	4228.0
2024-02-07 04:30:00	ES	Futures	5344.68	5346.3	5343.61	5345.49	3919.0
2024-02-07 05:00:00	ES	Futures	5345.49	5346.03	5344.42	5344.95	3388.0
2024-02-07 05:30:00	ES	Futures	5345.22	5345.22	5339.58	5340.92	4948.0
2024-02-07 06:00:00	ES	Futures	5340.92	5344.42	5340.92	5344.15	4507.0
2024-02-07 06:30:00	ES	Futures	5344.15	5345.76	5342.0	5344.42	6274.0
2024-02-07 07:00:00	ES	Futures	5344.42	5344.95	5340.39	5344.95	7343.0
2024-02-07 07:30:00	ES	Futures	5344.68	5354.35	5344.68	5353.82	14875.0
2024-02-07 08:00:00	ES	Futures	5353.55	5360.53	5352.74	5359.46	19310.0
2024-02-07 08:30:00	ES	Futures	5359.73	5362.95	5358.38	5360.8	19806.0
2024-02-07 09:00:00	ES	Futures	5360.8	5369.39	5360.8	5369.13	31664.0
2024-02-07 09:30:00	ES	Futures	5369.13	5371.01	5358.92	5364.56	157204.0
2024-02-07 10:00:00	ES	Futures	5364.56	5387.39	5360.53	5387.39	142311.0
2024-02-07 10:30:00	ES	Futures	5387.39	5388.2	5377.18	5379.6	114830.0
2024-02-07 11:00:00	ES	Futures	5379.6	5383.63	5375.04	5378.26	72503.0
2024-02-07 11:30:00	ES	Futures	5378.26	5386.05	5375.3	5383.09	61966.0
2024-02-07 12:00:00	ES	Futures	5383.09	5386.05	5379.06	5380.14	46448.0
2024-02-07 12:30:00	ES	Futures	5380.41	5383.36	5374.5	5382.82	51916.0
2024-02-07 13:00:00	ES	Futures	5382.82	5390.08	5377.45	5389.54	77788.0
2024-02-07 13:30:00	ES	Futures	5389.81	5392.49	5383.36	5388.46	53985.0
2024-02-07 14:00:00	ES	Futures	5388.2	5390.61	5385.78	5387.12	39554.0
2024-02-07 14:30:00	ES	Futures	5387.12	5391.42	5385.24	5391.15	41815.0
2024-02-07 15:00:00	ES	Futures	5391.15	5393.3	5386.32	5389.54	55838.0
2024-02-07 15:30:00	ES	Futures	5389.54	5390.61	5383.36	5388.46	116392.0
2024-02-07 16:00:00	ES	Futures	5388.46	5388.73	5385.24	5387.12	47742.0
2024-02-07 16:30:00	ES	Futures	5387.12	5389.27	5386.32	5388.46	8571.0
2024-02-07 18:00:00	ES	Futures	5388.73	5389.27	5384.17	5385.78	3463.0
2024-02-07 18:30:00	ES	Futures	5386.05	5386.58	5384.97	5386.58	1475.0
2024-02-07 19:00:00	ES	Futures	5386.32	5386.85	5385.24	5385.78	1878.0
2024-02-07 19:30:00	ES	Futures	5386.05	5386.32	5384.44	5384.97	1500.0
2024-02-07 20:00:00	ES	Futures	5384.97	5386.58	5383.9	5384.7	2348.0
2024-02-07 20:30:00	ES	Futures	5384.7	5387.66	5384.44	5387.39	2108.0
2024-02-07 21:00:00	ES	Futures	5387.39	5388.73	5386.32	5386.85	1828.0
2024-02-07 21:30:00	ES	Futures	5386.58	5386.58	5384.97	5385.78	1461.0
2024-02-07 22:00:00	ES	Futures	5385.78	5386.58	5385.24	5385.51	757.0
2024-02-07 22:30:00	ES	Futures	5385.51	5386.05	5385.24	5385.78	990.0
2024-02-07 23:00:00	ES	Futures	5385.51	5386.58	5385.51	5386.32	832.0
2024-02-07 23:30:00	ES	Futures	5386.32	5387.12	5386.05	5386.58	854.0
2024-02-07 00:00:00	NQ	Futures	19156.88	19162.03	19150.1	19159.86	1236.0
2024-02-07 00:30:00	NQ	Futures	19160.13	19163.93	19150.1	19161.76	1364.0
2024-02-07 01:00:00	NQ	Futures	19162.58	19162.58	19133.01	19136.54	1590.0
2024-02-07 01:30:00	NQ	Futures	19137.08	19147.66	19125.15	19145.22	2758.0

> showing 50 of 3,977 rows — these rows as CSV

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