PREVIEW / futures_30min / 2024-03-04

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-03-04.parquet
  size:    101 KB
  rows:    3,833

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
2024-03-04 00:00:00	ES	Futures	5523.3	5523.57	5522.76	5523.03	1122.0
2024-03-04 00:30:00	ES	Futures	5522.76	5523.03	5521.95	5522.22	1549.0
2024-03-04 01:00:00	ES	Futures	5521.95	5523.3	5521.42	5522.49	2018.0
2024-03-04 01:30:00	ES	Futures	5522.22	5523.83	5521.95	5522.76	1963.0
2024-03-04 02:00:00	ES	Futures	5523.03	5524.64	5521.95	5523.03	2870.0
2024-03-04 02:30:00	ES	Futures	5523.03	5524.91	5521.95	5524.1	3276.0
2024-03-04 03:00:00	ES	Futures	5524.37	5526.52	5523.57	5524.64	6437.0
2024-03-04 03:30:00	ES	Futures	5524.64	5525.71	5523.57	5525.45	5911.0
2024-03-04 04:00:00	ES	Futures	5525.45	5527.59	5524.37	5524.64	6754.0
2024-03-04 04:30:00	ES	Futures	5524.64	5525.18	5521.69	5522.22	6507.0
2024-03-04 05:00:00	ES	Futures	5521.95	5522.49	5520.34	5521.42	5687.0
2024-03-04 05:30:00	ES	Futures	5521.69	5523.83	5521.42	5521.69	4843.0
2024-03-04 06:00:00	ES	Futures	5521.95	5522.49	5516.85	5519.81	11640.0
2024-03-04 06:30:00	ES	Futures	5520.07	5521.95	5519.27	5521.69	4670.0
2024-03-04 07:00:00	ES	Futures	5521.69	5523.03	5520.07	5522.76	6310.0
2024-03-04 07:30:00	ES	Futures	5522.76	5523.83	5520.07	5520.07	6095.0
2024-03-04 08:00:00	ES	Futures	5520.34	5522.76	5517.66	5518.73	14100.0
2024-03-04 08:30:00	ES	Futures	5519.0	5520.88	5515.51	5515.78	16116.0
2024-03-04 09:00:00	ES	Futures	5515.78	5518.73	5513.63	5517.66	29056.0
2024-03-04 09:30:00	ES	Futures	5517.66	5523.83	5517.12	5522.49	147607.0
2024-03-04 10:00:00	ES	Futures	5522.76	5524.1	5517.93	5522.49	68999.0
2024-03-04 10:30:00	ES	Futures	5522.49	5526.79	5521.69	5524.64	65797.0
2024-03-04 11:00:00	ES	Futures	5524.37	5526.25	5519.81	5521.95	54980.0
2024-03-04 11:30:00	ES	Futures	5521.95	5526.25	5519.0	5525.18	48832.0
2024-03-04 12:00:00	ES	Futures	5525.18	5529.47	5522.49	5529.47	38407.0
2024-03-04 12:30:00	ES	Futures	5529.21	5530.01	5525.98	5527.59	35363.0
2024-03-04 13:00:00	ES	Futures	5527.59	5528.94	5520.88	5523.83	43819.0
2024-03-04 13:30:00	ES	Futures	5523.83	5527.06	5523.03	5525.45	34967.0
2024-03-04 14:00:00	ES	Futures	5525.71	5528.4	5523.83	5527.06	38578.0
2024-03-04 14:30:00	ES	Futures	5527.06	5540.49	5526.52	5537.0	97041.0
2024-03-04 15:00:00	ES	Futures	5537.0	5541.29	5532.43	5533.5	59607.0
2024-03-04 15:30:00	ES	Futures	5533.77	5535.38	5519.0	5519.81	189452.0
2024-03-04 16:00:00	ES	Futures	5519.81	5520.61	5514.97	5515.51	50085.0
2024-03-04 16:30:00	ES	Futures	5515.51	5516.85	5515.24	5516.05	6231.0
2024-03-04 18:00:00	ES	Futures	5515.51	5517.39	5510.67	5514.17	5078.0
2024-03-04 18:30:00	ES	Futures	5514.43	5515.51	5512.02	5512.28	2515.0
2024-03-04 19:00:00	ES	Futures	5512.28	5516.31	5511.21	5512.82	3984.0
2024-03-04 19:30:00	ES	Futures	5512.82	5515.24	5510.67	5512.82	8275.0
2024-03-04 20:00:00	ES	Futures	5513.09	5514.17	5509.87	5510.4	4436.0
2024-03-04 20:30:00	ES	Futures	5510.4	5512.28	5509.06	5511.75	5907.0
2024-03-04 21:00:00	ES	Futures	5512.02	5512.55	5510.14	5510.4	3030.0
2024-03-04 21:30:00	ES	Futures	5510.67	5512.02	5509.06	5510.67	4077.0
2024-03-04 22:00:00	ES	Futures	5510.94	5512.02	5510.67	5511.48	2828.0
2024-03-04 22:30:00	ES	Futures	5511.48	5513.9	5510.94	5512.82	2717.0
2024-03-04 23:00:00	ES	Futures	5512.82	5513.9	5511.21	5511.75	1818.0
2024-03-04 23:30:00	ES	Futures	5512.02	5512.28	5511.21	5511.48	1116.0
2024-03-04 00:00:00	NQ	Futures	19905.41	19911.37	19904.59	19908.12	1060.0
2024-03-04 00:30:00	NQ	Futures	19907.58	19909.48	19902.15	19903.78	1025.0
2024-03-04 01:00:00	NQ	Futures	19903.24	19911.65	19898.63	19907.03	1240.0
2024-03-04 01:30:00	NQ	Futures	19906.49	19914.36	19903.78	19908.12	1004.0

> showing 50 of 3,833 rows — these rows as CSV

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