PREVIEW / futures_30min / 2024-02-23

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-02-23.parquet
  size:    88 KB
  rows:    3,037

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
2024-02-23 00:00:00	ES	Futures	5481.93	5483.28	5481.13	5482.74	1623.0
2024-02-23 00:30:00	ES	Futures	5482.74	5483.01	5480.59	5482.74	1566.0
2024-02-23 01:00:00	ES	Futures	5482.47	5483.81	5480.59	5481.67	2263.0
2024-02-23 01:30:00	ES	Futures	5481.67	5481.93	5478.98	5480.86	2518.0
2024-02-23 02:00:00	ES	Futures	5480.59	5480.59	5476.83	5477.91	4703.0
2024-02-23 02:30:00	ES	Futures	5478.17	5481.13	5477.91	5479.25	2654.0
2024-02-23 03:00:00	ES	Futures	5479.52	5479.79	5473.61	5476.03	8345.0
2024-02-23 03:30:00	ES	Futures	5475.76	5477.64	5473.61	5474.95	6803.0
2024-02-23 04:00:00	ES	Futures	5474.95	5476.56	5470.65	5471.73	6154.0
2024-02-23 04:30:00	ES	Futures	5472.0	5474.15	5470.92	5473.61	5295.0
2024-02-23 05:00:00	ES	Futures	5473.61	5475.76	5471.46	5474.95	5141.0
2024-02-23 05:30:00	ES	Futures	5474.95	5478.71	5474.68	5475.22	6069.0
2024-02-23 06:00:00	ES	Futures	5474.95	5478.44	5474.41	5476.83	3819.0
2024-02-23 06:30:00	ES	Futures	5476.83	5478.71	5476.03	5478.44	5572.0
2024-02-23 07:00:00	ES	Futures	5478.44	5480.86	5476.29	5480.59	6426.0
2024-02-23 07:30:00	ES	Futures	5480.59	5482.2	5478.44	5480.59	7364.0
2024-02-23 08:00:00	ES	Futures	5480.32	5484.62	5477.91	5483.28	10876.0
2024-02-23 08:30:00	ES	Futures	5483.28	5487.84	5481.67	5487.04	21120.0
2024-02-23 09:00:00	ES	Futures	5486.77	5496.44	5486.5	5494.56	39362.0
2024-02-23 09:30:00	ES	Futures	5494.56	5504.5	5492.95	5499.66	160634.0
2024-02-23 10:00:00	ES	Futures	5499.66	5502.08	5494.02	5494.56	88041.0
2024-02-23 10:30:00	ES	Futures	5494.56	5499.12	5485.43	5488.38	102761.0
2024-02-23 11:00:00	ES	Futures	5488.38	5489.72	5471.19	5482.74	116329.0
2024-02-23 11:30:00	ES	Futures	5482.74	5486.77	5477.91	5486.23	70874.0
2024-02-23 12:00:00	ES	Futures	5486.23	5491.6	5480.86	5483.55	68746.0
2024-02-23 12:30:00	ES	Futures	5483.81	5488.11	5478.44	5487.84	57621.0
2024-02-23 13:00:00	ES	Futures	5487.57	5491.33	5484.35	5490.8	39246.0
2024-02-23 13:30:00	ES	Futures	5490.8	5492.41	5484.62	5486.5	33957.0
2024-02-23 14:00:00	ES	Futures	5486.77	5487.31	5476.83	5478.71	49270.0
2024-02-23 14:30:00	ES	Futures	5478.71	5484.89	5477.91	5484.62	47724.0
2024-02-23 15:00:00	ES	Futures	5484.35	5486.77	5478.71	5479.79	57743.0
2024-02-23 15:30:00	ES	Futures	5480.05	5489.19	5477.64	5478.98	141763.0
2024-02-23 16:00:00	ES	Futures	5478.98	5479.52	5475.49	5477.1	54585.0
2024-02-23 16:30:00	ES	Futures	5476.83	5477.91	5473.34	5473.61	11901.0
2024-02-23 00:00:00	NQ	Futures	19580.77	19586.2	19575.89	19583.49	1485.0
2024-02-23 00:30:00	NQ	Futures	19583.22	19584.3	19572.91	19581.05	1311.0
2024-02-23 01:00:00	NQ	Futures	19580.77	19586.2	19574.54	19579.69	1264.0
2024-02-23 01:30:00	NQ	Futures	19579.15	19582.67	19565.04	19572.1	2032.0
2024-02-23 02:00:00	NQ	Futures	19571.82	19571.82	19557.18	19563.69	2554.0
2024-02-23 02:30:00	NQ	Futures	19564.5	19581.05	19561.52	19575.35	1506.0
2024-02-23 03:00:00	NQ	Futures	19575.62	19576.16	19541.18	19557.18	4699.0
2024-02-23 03:30:00	NQ	Futures	19557.18	19570.47	19546.06	19551.21	3248.0
2024-02-23 04:00:00	NQ	Futures	19550.67	19559.35	19525.99	19532.5	5090.0
2024-02-23 04:30:00	NQ	Futures	19532.5	19548.5	19528.7	19544.98	3299.0
2024-02-23 05:00:00	NQ	Futures	19544.7	19549.86	19529.52	19542.26	2876.0
2024-02-23 05:30:00	NQ	Futures	19542.26	19558.54	19541.45	19547.69	2986.0
2024-02-23 06:00:00	NQ	Futures	19547.42	19561.79	19542.53	19553.38	2806.0
2024-02-23 06:30:00	NQ	Futures	19553.11	19567.49	19550.4	19566.67	3054.0
2024-02-23 07:00:00	NQ	Futures	19566.4	19571.82	19550.13	19566.94	4374.0
2024-02-23 07:30:00	NQ	Futures	19566.94	19576.98	19562.6	19572.37	4099.0

> showing 50 of 3,037 rows — these rows as CSV

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