PREVIEW / futures_30min / 2024-03-12

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-03-12.parquet
  size:    102 KB
  rows:    3,769

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
2024-03-12 00:00:00	ES	Futures	5520.07	5520.34	5519.27	5519.81	656.0
2024-03-12 00:30:00	ES	Futures	5519.81	5523.57	5519.81	5523.03	857.0
2024-03-12 01:00:00	ES	Futures	5523.03	5525.45	5522.76	5524.91	964.0
2024-03-12 01:30:00	ES	Futures	5524.91	5528.13	5524.64	5527.59	1577.0
2024-03-12 02:00:00	ES	Futures	5527.86	5527.86	5522.49	5523.57	1371.0
2024-03-12 02:30:00	ES	Futures	5523.57	5525.98	5522.22	5525.18	1308.0
2024-03-12 03:00:00	ES	Futures	5524.91	5526.52	5523.3	5525.45	1564.0
2024-03-12 03:30:00	ES	Futures	5525.45	5527.33	5523.83	5525.71	1661.0
2024-03-12 04:00:00	ES	Futures	5525.71	5528.94	5516.58	5516.58	5061.0
2024-03-12 04:30:00	ES	Futures	5516.85	5519.27	5512.82	5515.78	3624.0
2024-03-12 05:00:00	ES	Futures	5515.78	5517.39	5513.09	5517.39	2012.0
2024-03-12 05:30:00	ES	Futures	5517.12	5518.46	5512.55	5512.82	1780.0
2024-03-12 06:00:00	ES	Futures	5512.82	5518.73	5512.55	5517.39	2409.0
2024-03-12 06:30:00	ES	Futures	5517.39	5520.88	5516.31	5518.46	2103.0
2024-03-12 07:00:00	ES	Futures	5517.93	5517.93	5512.55	5516.05	2962.0
2024-03-12 07:30:00	ES	Futures	5516.05	5518.19	5514.7	5515.78	3278.0
2024-03-12 08:00:00	ES	Futures	5515.51	5520.07	5513.63	5516.85	5868.0
2024-03-12 08:30:00	ES	Futures	5516.85	5541.83	5492.95	5527.86	49351.0
2024-03-12 09:00:00	ES	Futures	5527.86	5529.21	5515.24	5526.25	21561.0
2024-03-12 09:30:00	ES	Futures	5526.25	5530.28	5498.32	5525.98	61601.0
2024-03-12 10:00:00	ES	Futures	5525.98	5544.25	5521.15	5543.44	38806.0
2024-03-12 10:30:00	ES	Futures	5543.44	5559.29	5543.44	5553.38	40434.0
2024-03-12 11:00:00	ES	Futures	5553.38	5559.83	5547.47	5555.8	25467.0
2024-03-12 11:30:00	ES	Futures	5556.07	5557.14	5544.78	5552.57	21617.0
2024-03-12 12:00:00	ES	Futures	5552.3	5553.38	5542.1	5543.98	14349.0
2024-03-12 12:30:00	ES	Futures	5543.98	5545.05	5527.33	5536.46	24218.0
2024-03-12 13:00:00	ES	Futures	5536.46	5547.47	5527.59	5542.1	17398.0
2024-03-12 13:30:00	ES	Futures	5542.1	5551.5	5541.83	5549.35	8436.0
2024-03-12 14:00:00	ES	Futures	5549.62	5558.48	5548.28	5558.48	12331.0
2024-03-12 14:30:00	ES	Futures	5558.48	5566.81	5549.35	5561.97	23906.0
2024-03-12 15:00:00	ES	Futures	5561.97	5566.54	5557.95	5566.0	17892.0
2024-03-12 15:30:00	ES	Futures	5565.73	5568.42	5559.29	5562.24	37560.0
2024-03-12 16:00:00	ES	Futures	5562.24	5565.73	5560.63	5564.39	12428.0
2024-03-12 16:30:00	ES	Futures	5564.12	5564.66	5559.56	5559.83	2683.0
2024-03-12 18:00:00	ES	Futures	5560.9	5564.39	5559.02	5563.59	997.0
2024-03-12 18:30:00	ES	Futures	5564.12	5564.93	5562.78	5563.32	280.0
2024-03-12 19:00:00	ES	Futures	5563.59	5566.54	5562.24	5565.73	645.0
2024-03-12 19:30:00	ES	Futures	5565.73	5566.27	5563.59	5564.66	625.0
2024-03-12 20:00:00	ES	Futures	5564.66	5565.47	5563.05	5564.66	673.0
2024-03-12 20:30:00	ES	Futures	5564.39	5564.39	5560.09	5561.17	2324.0
2024-03-12 21:00:00	ES	Futures	5561.17	5561.17	5559.29	5560.36	1206.0
2024-03-12 21:30:00	ES	Futures	5560.63	5560.9	5559.29	5559.83	870.0
2024-03-12 22:00:00	ES	Futures	5560.09	5561.17	5559.56	5559.83	560.0
2024-03-12 22:30:00	ES	Futures	5559.56	5559.83	5557.14	5557.41	614.0
2024-03-12 23:00:00	ES	Futures	5557.68	5558.48	5555.53	5558.21	543.0
2024-03-12 23:30:00	ES	Futures	5557.95	5559.56	5557.14	5559.29	555.0
2024-03-12 00:00:00	NQ	Futures	19584.57	19587.55	19583.49	19584.57	203.0
2024-03-12 00:30:00	NQ	Futures	19584.57	19606.27	19584.3	19604.37	558.0
2024-03-12 01:00:00	NQ	Futures	19604.64	19622.27	19604.64	19617.12	879.0
2024-03-12 01:30:00	NQ	Futures	19618.74	19629.86	19614.13	19627.69	978.0

> showing 50 of 3,769 rows — these rows as CSV

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