PREVIEW / futures_30min / 2024-02-09

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-02-09.parquet
  size:    88 KB
  rows:    3,136

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
2024-02-09 00:00:00	ES	Futures	5387.66	5389.0	5387.66	5388.46	483.0
2024-02-09 00:30:00	ES	Futures	5388.73	5389.0	5386.32	5386.58	1049.0
2024-02-09 01:00:00	ES	Futures	5386.58	5387.12	5386.32	5386.58	1388.0
2024-02-09 01:30:00	ES	Futures	5386.58	5387.66	5386.58	5386.85	1521.0
2024-02-09 02:00:00	ES	Futures	5387.12	5390.08	5386.85	5389.81	2775.0
2024-02-09 02:30:00	ES	Futures	5389.54	5390.88	5388.46	5390.61	3155.0
2024-02-09 03:00:00	ES	Futures	5390.61	5395.99	5390.34	5395.99	9986.0
2024-02-09 03:30:00	ES	Futures	5395.99	5396.79	5393.3	5395.45	5017.0
2024-02-09 04:00:00	ES	Futures	5395.45	5395.72	5390.34	5392.22	6005.0
2024-02-09 04:30:00	ES	Futures	5392.22	5393.84	5391.69	5393.57	3040.0
2024-02-09 05:00:00	ES	Futures	5393.57	5396.79	5393.03	5396.25	4268.0
2024-02-09 05:30:00	ES	Futures	5396.25	5397.6	5395.18	5396.25	4484.0
2024-02-09 06:00:00	ES	Futures	5396.25	5396.79	5393.84	5396.52	3517.0
2024-02-09 06:30:00	ES	Futures	5396.79	5398.4	5395.45	5397.33	5305.0
2024-02-09 07:00:00	ES	Futures	5397.06	5400.55	5397.06	5399.21	7162.0
2024-02-09 07:30:00	ES	Futures	5399.21	5401.09	5398.67	5398.94	6946.0
2024-02-09 08:00:00	ES	Futures	5398.94	5400.28	5398.13	5399.21	7904.0
2024-02-09 08:30:00	ES	Futures	5398.94	5418.01	5396.79	5404.58	74536.0
2024-02-09 09:00:00	ES	Futures	5404.58	5404.85	5391.69	5393.57	41747.0
2024-02-09 09:30:00	ES	Futures	5393.3	5401.89	5389.27	5400.55	127586.0
2024-02-09 10:00:00	ES	Futures	5400.28	5403.77	5396.52	5402.16	88082.0
2024-02-09 10:30:00	ES	Futures	5402.16	5406.19	5400.55	5405.39	63626.0
2024-02-09 11:00:00	ES	Futures	5405.39	5408.34	5401.63	5403.51	57253.0
2024-02-09 11:30:00	ES	Futures	5403.51	5404.85	5398.4	5401.36	50713.0
2024-02-09 12:00:00	ES	Futures	5401.36	5407.53	5398.94	5407.27	35634.0
2024-02-09 12:30:00	ES	Futures	5407.27	5411.29	5404.04	5411.03	55672.0
2024-02-09 13:00:00	ES	Futures	5410.76	5415.06	5409.15	5414.25	47309.0
2024-02-09 13:30:00	ES	Futures	5414.25	5416.13	5411.03	5413.71	40659.0
2024-02-09 14:00:00	ES	Futures	5413.71	5418.28	5412.91	5417.2	39744.0
2024-02-09 14:30:00	ES	Futures	5417.47	5423.92	5417.47	5419.89	50893.0
2024-02-09 15:00:00	ES	Futures	5420.16	5420.43	5414.52	5418.01	62107.0
2024-02-09 15:30:00	ES	Futures	5417.74	5420.96	5413.71	5419.08	129795.0
2024-02-09 16:00:00	ES	Futures	5418.82	5419.89	5416.94	5418.01	41818.0
2024-02-09 16:30:00	ES	Futures	5417.74	5418.28	5416.4	5416.94	39958.0
2024-02-09 00:00:00	NQ	Futures	19379.27	19387.13	19379.27	19385.23	573.0
2024-02-09 00:30:00	NQ	Futures	19384.96	19386.86	19376.83	19378.73	803.0
2024-02-09 01:00:00	NQ	Futures	19378.45	19381.17	19374.93	19376.01	689.0
2024-02-09 01:30:00	NQ	Futures	19375.47	19382.52	19374.93	19376.83	1117.0
2024-02-09 02:00:00	NQ	Futures	19377.37	19400.69	19376.83	19397.71	2309.0
2024-02-09 02:30:00	NQ	Futures	19397.98	19404.49	19394.73	19403.95	1495.0
2024-02-09 03:00:00	NQ	Futures	19403.68	19447.34	19402.59	19442.73	6730.0
2024-02-09 03:30:00	NQ	Futures	19443.0	19445.17	19427.54	19439.48	3399.0
2024-02-09 04:00:00	NQ	Futures	19439.75	19439.75	19400.96	19415.07	5181.0
2024-02-09 04:30:00	NQ	Futures	19415.07	19425.92	19410.73	19423.2	3018.0
2024-02-09 05:00:00	NQ	Futures	19423.2	19439.48	19420.76	19435.14	2862.0
2024-02-09 05:30:00	NQ	Futures	19435.68	19441.92	19429.17	19433.78	2316.0
2024-02-09 06:00:00	NQ	Futures	19434.05	19435.14	19418.05	19430.8	3472.0
2024-02-09 06:30:00	NQ	Futures	19431.07	19445.17	19431.07	19438.39	3502.0
2024-02-09 07:00:00	NQ	Futures	19438.66	19461.17	19437.31	19453.85	5400.0
2024-02-09 07:30:00	NQ	Futures	19453.31	19459.0	19433.78	19434.87	5005.0

> showing 50 of 3,136 rows — these rows as CSV

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