PREVIEW / futures_30min / 2024-02-29

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-02-29.parquet
  size:    107 KB
  rows:    3,884

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
2024-02-29 00:00:00	ES	Futures	5462.6	5463.4	5460.18	5460.18	2914.0
2024-02-29 00:30:00	ES	Futures	5460.18	5462.06	5459.64	5460.45	2498.0
2024-02-29 01:00:00	ES	Futures	5460.45	5460.45	5458.3	5459.1	2588.0
2024-02-29 01:30:00	ES	Futures	5458.84	5459.64	5456.42	5456.69	3506.0
2024-02-29 02:00:00	ES	Futures	5456.42	5459.64	5454.81	5455.88	5195.0
2024-02-29 02:30:00	ES	Futures	5455.88	5456.42	5450.78	5451.85	7007.0
2024-02-29 03:00:00	ES	Futures	5452.12	5453.19	5436.27	5444.87	23327.0
2024-02-29 03:30:00	ES	Futures	5444.87	5447.82	5442.72	5445.94	8932.0
2024-02-29 04:00:00	ES	Futures	5445.94	5446.75	5439.23	5440.3	13084.0
2024-02-29 04:30:00	ES	Futures	5440.57	5446.48	5440.03	5444.87	7345.0
2024-02-29 05:00:00	ES	Futures	5444.6	5447.29	5442.99	5445.67	5393.0
2024-02-29 05:30:00	ES	Futures	5445.41	5446.21	5441.38	5442.45	7040.0
2024-02-29 06:00:00	ES	Futures	5442.45	5448.9	5442.18	5445.14	6595.0
2024-02-29 06:30:00	ES	Futures	5445.14	5448.63	5444.6	5448.63	4908.0
2024-02-29 07:00:00	ES	Futures	5448.36	5448.9	5442.18	5444.06	7901.0
2024-02-29 07:30:00	ES	Futures	5444.06	5445.67	5441.65	5444.87	6427.0
2024-02-29 08:00:00	ES	Futures	5444.6	5446.21	5439.77	5441.65	14238.0
2024-02-29 08:30:00	ES	Futures	5441.91	5477.64	5441.91	5474.41	86369.0
2024-02-29 09:00:00	ES	Futures	5474.41	5479.79	5474.15	5477.1	50934.0
2024-02-29 09:30:00	ES	Futures	5477.1	5485.16	5476.56	5481.4	140280.0
2024-02-29 10:00:00	ES	Futures	5481.4	5484.08	5462.6	5472.53	127360.0
2024-02-29 10:30:00	ES	Futures	5472.53	5474.15	5465.01	5469.85	75682.0
2024-02-29 11:00:00	ES	Futures	5470.12	5473.07	5464.48	5467.16	56850.0
2024-02-29 11:30:00	ES	Futures	5467.16	5467.43	5447.02	5461.52	122724.0
2024-02-29 12:00:00	ES	Futures	5461.25	5466.62	5459.64	5460.45	78064.0
2024-02-29 12:30:00	ES	Futures	5460.45	5469.85	5460.18	5469.04	68903.0
2024-02-29 13:00:00	ES	Futures	5469.04	5474.68	5469.04	5473.61	66162.0
2024-02-29 13:30:00	ES	Futures	5473.61	5474.95	5470.65	5473.88	50349.0
2024-02-29 14:00:00	ES	Futures	5474.15	5479.25	5469.85	5472.8	79135.0
2024-02-29 14:30:00	ES	Futures	5473.07	5474.68	5466.89	5473.34	50050.0
2024-02-29 15:00:00	ES	Futures	5473.34	5478.17	5472.26	5477.64	55821.0
2024-02-29 15:30:00	ES	Futures	5477.64	5494.83	5474.68	5475.76	284653.0
2024-02-29 16:00:00	ES	Futures	5475.49	5482.74	5471.73	5482.47	125379.0
2024-02-29 16:30:00	ES	Futures	5482.47	5482.47	5478.71	5480.05	8243.0
2024-02-29 18:00:00	ES	Futures	5480.86	5483.55	5476.56	5477.64	8414.0
2024-02-29 18:30:00	ES	Futures	5477.64	5478.44	5473.07	5476.56	9915.0
2024-02-29 19:00:00	ES	Futures	5476.29	5481.13	5476.29	5479.79	3619.0
2024-02-29 19:30:00	ES	Futures	5479.79	5482.2	5478.44	5481.93	2871.0
2024-02-29 20:00:00	ES	Futures	5481.67	5483.55	5480.32	5482.2	3887.0
2024-02-29 20:30:00	ES	Futures	5482.2	5490.8	5481.93	5490.53	7884.0
2024-02-29 21:00:00	ES	Futures	5490.53	5490.8	5488.92	5490.26	3764.0
2024-02-29 21:30:00	ES	Futures	5490.53	5492.41	5489.45	5491.6	2976.0
2024-02-29 22:00:00	ES	Futures	5491.87	5493.48	5491.87	5492.95	3224.0
2024-02-29 22:30:00	ES	Futures	5492.95	5492.95	5491.6	5492.41	1988.0
2024-02-29 23:00:00	ES	Futures	5492.68	5492.95	5490.53	5490.8	2070.0
2024-02-29 23:30:00	ES	Futures	5490.53	5491.07	5489.72	5489.72	1809.0
2024-02-29 00:00:00	NQ	Futures	19446.8	19451.14	19434.87	19435.95	2069.0
2024-02-29 00:30:00	NQ	Futures	19435.68	19445.17	19433.51	19439.2	1292.0
2024-02-29 01:00:00	NQ	Futures	19438.66	19439.48	19428.63	19429.17	1463.0
2024-02-29 01:30:00	NQ	Futures	19429.17	19434.59	19419.14	19420.76	1465.0

> showing 50 of 3,884 rows — these rows as CSV

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