PREVIEW / futures_30min / 2024-02-13

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-02-13.parquet
  size:    114 KB
  rows:    3,980

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
2024-02-13 00:00:00	ES	Futures	5407.0	5409.41	5406.73	5409.41	1266.0
2024-02-13 00:30:00	ES	Futures	5409.15	5409.41	5408.07	5408.07	1397.0
2024-02-13 01:00:00	ES	Futures	5408.34	5413.44	5408.34	5412.91	3556.0
2024-02-13 01:30:00	ES	Futures	5412.91	5413.98	5411.29	5412.37	2597.0
2024-02-13 02:00:00	ES	Futures	5412.37	5412.64	5410.76	5412.37	2998.0
2024-02-13 02:30:00	ES	Futures	5412.37	5414.25	5410.76	5414.25	3953.0
2024-02-13 03:00:00	ES	Futures	5414.25	5414.79	5408.07	5408.07	8904.0
2024-02-13 03:30:00	ES	Futures	5408.07	5408.34	5397.6	5398.67	13730.0
2024-02-13 04:00:00	ES	Futures	5398.94	5402.16	5397.33	5398.94	10306.0
2024-02-13 04:30:00	ES	Futures	5399.21	5400.28	5395.99	5398.13	8968.0
2024-02-13 05:00:00	ES	Futures	5398.13	5399.48	5394.11	5395.72	8835.0
2024-02-13 05:30:00	ES	Futures	5395.72	5398.94	5392.76	5395.72	8570.0
2024-02-13 06:00:00	ES	Futures	5395.72	5398.67	5394.91	5397.06	6922.0
2024-02-13 06:30:00	ES	Futures	5397.06	5397.06	5393.57	5394.64	5935.0
2024-02-13 07:00:00	ES	Futures	5394.64	5395.18	5390.08	5392.49	12730.0
2024-02-13 07:30:00	ES	Futures	5392.49	5396.52	5391.42	5394.91	12228.0
2024-02-13 08:00:00	ES	Futures	5394.64	5399.48	5393.57	5397.06	16677.0
2024-02-13 08:30:00	ES	Futures	5397.06	5401.89	5344.95	5348.18	138802.0
2024-02-13 09:00:00	ES	Futures	5348.18	5348.44	5336.9	5344.68	77408.0
2024-02-13 09:30:00	ES	Futures	5344.95	5352.47	5335.28	5337.43	232229.0
2024-02-13 10:00:00	ES	Futures	5337.16	5348.71	5330.72	5348.71	156400.0
2024-02-13 10:30:00	ES	Futures	5348.98	5353.28	5344.68	5345.22	130759.0
2024-02-13 11:00:00	ES	Futures	5345.49	5357.85	5345.49	5355.97	82438.0
2024-02-13 11:30:00	ES	Futures	5355.97	5359.19	5349.79	5350.86	81656.0
2024-02-13 12:00:00	ES	Futures	5350.86	5351.67	5343.61	5344.95	65704.0
2024-02-13 12:30:00	ES	Futures	5344.95	5353.55	5340.92	5342.54	63397.0
2024-02-13 13:00:00	ES	Futures	5342.54	5344.42	5339.58	5341.73	56053.0
2024-02-13 13:30:00	ES	Futures	5341.73	5342.27	5332.33	5334.75	66008.0
2024-02-13 14:00:00	ES	Futures	5334.48	5334.75	5315.14	5318.63	118311.0
2024-02-13 14:30:00	ES	Futures	5318.63	5327.76	5307.62	5310.57	116539.0
2024-02-13 15:00:00	ES	Futures	5310.57	5312.45	5303.59	5310.04	109071.0
2024-02-13 15:30:00	ES	Futures	5310.04	5342.27	5308.69	5341.46	281741.0
2024-02-13 16:00:00	ES	Futures	5341.46	5342.8	5337.7	5340.12	65181.0
2024-02-13 16:30:00	ES	Futures	5340.39	5344.15	5339.85	5343.07	9837.0
2024-02-13 18:00:00	ES	Futures	5344.15	5345.22	5339.85	5341.73	7119.0
2024-02-13 18:30:00	ES	Futures	5341.73	5343.61	5340.92	5342.27	4089.0
2024-02-13 19:00:00	ES	Futures	5342.27	5342.27	5338.51	5339.31	5586.0
2024-02-13 19:30:00	ES	Futures	5339.58	5343.07	5338.78	5342.27	3642.0
2024-02-13 20:00:00	ES	Futures	5342.0	5342.54	5338.24	5340.39	5054.0
2024-02-13 20:30:00	ES	Futures	5340.39	5342.0	5338.24	5341.19	4422.0
2024-02-13 21:00:00	ES	Futures	5341.46	5343.34	5340.92	5342.27	4107.0
2024-02-13 21:30:00	ES	Futures	5342.27	5342.27	5339.04	5339.85	3043.0
2024-02-13 22:00:00	ES	Futures	5339.85	5340.92	5339.31	5340.66	2470.0
2024-02-13 22:30:00	ES	Futures	5340.66	5340.92	5338.78	5339.58	2625.0
2024-02-13 23:00:00	ES	Futures	5339.85	5340.12	5338.78	5339.31	2332.0
2024-02-13 23:30:00	ES	Futures	5339.04	5341.73	5338.78	5340.92	2212.0
2024-02-13 00:00:00	NQ	Futures	19450.32	19463.88	19449.51	19463.07	1106.0
2024-02-13 00:30:00	NQ	Futures	19462.8	19465.51	19458.19	19461.71	1263.0
2024-02-13 01:00:00	NQ	Futures	19461.71	19483.68	19461.17	19482.33	2680.0
2024-02-13 01:30:00	NQ	Futures	19482.33	19483.41	19472.56	19475.0	1784.0

> showing 50 of 3,980 rows — these rows as CSV

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