PREVIEW / futures_30min / 2024-03-06

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-03-06.parquet
  size:    106 KB
  rows:    3,822

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
2024-03-06 00:00:00	ES	Futures	5469.04	5470.38	5467.97	5468.24	2101.0
2024-03-06 00:30:00	ES	Futures	5468.24	5470.12	5468.24	5469.04	1721.0
2024-03-06 01:00:00	ES	Futures	5469.04	5470.12	5466.89	5467.16	2790.0
2024-03-06 01:30:00	ES	Futures	5467.16	5469.31	5467.16	5469.04	2064.0
2024-03-06 02:00:00	ES	Futures	5469.31	5470.12	5467.43	5468.24	4498.0
2024-03-06 02:30:00	ES	Futures	5468.24	5471.73	5466.89	5470.92	5988.0
2024-03-06 03:00:00	ES	Futures	5470.65	5477.64	5470.65	5477.64	10576.0
2024-03-06 03:30:00	ES	Futures	5477.37	5481.4	5476.29	5478.71	11518.0
2024-03-06 04:00:00	ES	Futures	5478.98	5485.43	5478.71	5483.55	11569.0
2024-03-06 04:30:00	ES	Futures	5483.55	5485.43	5480.86	5483.81	10124.0
2024-03-06 05:00:00	ES	Futures	5483.81	5486.77	5483.81	5484.89	7729.0
2024-03-06 05:30:00	ES	Futures	5485.16	5486.77	5480.86	5481.13	10587.0
2024-03-06 06:00:00	ES	Futures	5481.13	5484.62	5480.59	5483.81	5202.0
2024-03-06 06:30:00	ES	Futures	5484.08	5484.35	5479.52	5481.67	7239.0
2024-03-06 07:00:00	ES	Futures	5481.67	5488.11	5480.86	5485.43	13653.0
2024-03-06 07:30:00	ES	Futures	5485.43	5488.92	5484.89	5487.84	10172.0
2024-03-06 08:00:00	ES	Futures	5487.84	5494.56	5487.31	5491.6	22243.0
2024-03-06 08:30:00	ES	Futures	5491.6	5497.51	5485.69	5497.51	45842.0
2024-03-06 09:00:00	ES	Futures	5497.51	5502.08	5494.56	5500.2	32302.0
2024-03-06 09:30:00	ES	Futures	5499.93	5503.15	5489.99	5492.95	158249.0
2024-03-06 10:00:00	ES	Futures	5492.95	5493.48	5476.83	5486.77	171381.0
2024-03-06 10:30:00	ES	Futures	5487.04	5500.2	5483.28	5498.86	107218.0
2024-03-06 11:00:00	ES	Futures	5498.86	5508.79	5498.86	5508.52	105764.0
2024-03-06 11:30:00	ES	Futures	5508.52	5511.75	5499.39	5507.18	90682.0
2024-03-06 12:00:00	ES	Futures	5507.18	5514.7	5505.84	5513.09	91274.0
2024-03-06 12:30:00	ES	Futures	5513.09	5516.31	5505.3	5508.52	59756.0
2024-03-06 13:00:00	ES	Futures	5508.52	5515.24	5505.57	5514.17	63403.0
2024-03-06 13:30:00	ES	Futures	5514.43	5514.7	5484.62	5495.63	190339.0
2024-03-06 14:00:00	ES	Futures	5495.36	5498.59	5477.64	5495.63	150795.0
2024-03-06 14:30:00	ES	Futures	5495.9	5498.32	5480.59	5485.43	106065.0
2024-03-06 15:00:00	ES	Futures	5485.69	5491.6	5478.44	5484.89	99890.0
2024-03-06 15:30:00	ES	Futures	5485.16	5496.98	5478.44	5492.14	173309.0
2024-03-06 16:00:00	ES	Futures	5492.14	5494.56	5490.8	5493.21	36220.0
2024-03-06 16:30:00	ES	Futures	5493.48	5496.17	5492.68	5493.48	12791.0
2024-03-06 18:00:00	ES	Futures	5494.56	5494.83	5490.53	5492.95	2980.0
2024-03-06 18:30:00	ES	Futures	5492.68	5492.95	5488.65	5488.65	2121.0
2024-03-06 19:00:00	ES	Futures	5488.65	5491.07	5483.55	5483.81	4407.0
2024-03-06 19:30:00	ES	Futures	5483.81	5483.81	5479.79	5482.74	6229.0
2024-03-06 20:00:00	ES	Futures	5482.74	5483.28	5473.88	5482.47	11695.0
2024-03-06 20:30:00	ES	Futures	5482.47	5484.08	5473.88	5474.41	8167.0
2024-03-06 21:00:00	ES	Futures	5474.41	5476.83	5470.12	5471.19	8105.0
2024-03-06 21:30:00	ES	Futures	5471.46	5474.41	5471.19	5474.15	3965.0
2024-03-06 22:00:00	ES	Futures	5474.15	5476.03	5472.8	5473.88	3241.0
2024-03-06 22:30:00	ES	Futures	5474.15	5480.05	5473.88	5479.25	4428.0
2024-03-06 23:00:00	ES	Futures	5479.25	5481.13	5476.56	5479.79	3565.0
2024-03-06 23:30:00	ES	Futures	5479.52	5481.13	5478.44	5480.32	2199.0
2024-03-06 00:00:00	NQ	Futures	19506.74	19512.43	19501.58	19501.85	1301.0
2024-03-06 00:30:00	NQ	Futures	19501.58	19510.53	19501.31	19507.01	907.0
2024-03-06 01:00:00	NQ	Futures	19507.01	19509.45	19491.82	19497.79	1829.0
2024-03-06 01:30:00	NQ	Futures	19498.06	19510.53	19497.79	19507.28	1253.0

> showing 50 of 3,822 rows — these rows as CSV

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