PREVIEW / futures_30min / 2024-03-15

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-03-15.parquet
  size:    88 KB
  rows:    3,106

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
2024-03-15 00:00:00	ES	Futures	5535.93	5535.93	5533.01	5533.54	2119.0
2024-03-15 00:30:00	ES	Futures	5533.54	5533.54	5530.88	5532.21	2169.0
2024-03-15 01:00:00	ES	Futures	5531.95	5533.54	5530.62	5532.74	2416.0
2024-03-15 01:30:00	ES	Futures	5532.48	5532.48	5528.76	5531.15	2936.0
2024-03-15 02:00:00	ES	Futures	5530.88	5533.27	5530.09	5530.88	2531.0
2024-03-15 02:30:00	ES	Futures	5530.88	5531.95	5529.03	5530.62	2094.0
2024-03-15 03:00:00	ES	Futures	5530.62	5536.19	5529.56	5536.19	4178.0
2024-03-15 03:30:00	ES	Futures	5535.93	5536.99	5530.35	5530.62	3450.0
2024-03-15 04:00:00	ES	Futures	5530.62	5537.25	5530.35	5535.66	8694.0
2024-03-15 04:30:00	ES	Futures	5535.93	5538.58	5533.54	5537.52	6956.0
2024-03-15 05:00:00	ES	Futures	5537.78	5542.03	5537.52	5540.17	6941.0
2024-03-15 05:30:00	ES	Futures	5540.17	5546.54	5540.17	5544.41	9902.0
2024-03-15 06:00:00	ES	Futures	5544.68	5548.39	5544.41	5546.54	6698.0
2024-03-15 06:30:00	ES	Futures	5546.54	5550.78	5546.01	5548.39	8497.0
2024-03-15 07:00:00	ES	Futures	5548.13	5549.99	5546.27	5548.93	7559.0
2024-03-15 07:30:00	ES	Futures	5548.93	5550.52	5543.62	5544.68	11395.0
2024-03-15 08:00:00	ES	Futures	5544.95	5545.21	5539.64	5542.03	16323.0
2024-03-15 08:30:00	ES	Futures	5542.03	5544.15	5534.86	5539.64	27832.0
2024-03-15 09:00:00	ES	Futures	5539.37	5540.7	5501.97	5503.29	95435.0
2024-03-15 09:30:00	ES	Futures	5503.29	5516.29	5497.19	5499.85	205205.0
2024-03-15 10:00:00	ES	Futures	5499.31	5509.4	5489.23	5505.95	168048.0
2024-03-15 10:30:00	ES	Futures	5506.21	5520.01	5503.56	5513.38	113025.0
2024-03-15 11:00:00	ES	Futures	5513.64	5514.7	5503.03	5509.13	90710.0
2024-03-15 11:30:00	ES	Futures	5509.4	5510.72	5496.66	5498.25	83560.0
2024-03-15 12:00:00	ES	Futures	5498.52	5500.38	5490.03	5492.42	79939.0
2024-03-15 12:30:00	ES	Futures	5492.42	5498.25	5483.93	5484.99	91558.0
2024-03-15 13:00:00	ES	Futures	5484.99	5499.58	5484.72	5494.54	74369.0
2024-03-15 13:30:00	ES	Futures	5494.8	5501.44	5491.62	5501.17	56386.0
2024-03-15 14:00:00	ES	Futures	5501.17	5503.29	5493.21	5497.19	72524.0
2024-03-15 14:30:00	ES	Futures	5497.19	5508.07	5496.13	5504.09	75065.0
2024-03-15 15:00:00	ES	Futures	5503.82	5508.07	5497.99	5503.82	75029.0
2024-03-15 15:30:00	ES	Futures	5503.56	5504.62	5494.27	5499.85	198057.0
2024-03-15 16:00:00	ES	Futures	5500.11	5504.36	5497.99	5503.56	68154.0
2024-03-15 16:30:00	ES	Futures	5503.56	5504.89	5498.78	5500.38	33759.0
2024-03-15 00:00:00	NQ	Futures	19521.91	19522.44	19507.2	19510.14	1026.0
2024-03-15 00:30:00	NQ	Futures	19510.14	19510.14	19495.96	19500.78	1341.0
2024-03-15 01:00:00	NQ	Futures	19501.04	19508.27	19493.02	19501.85	1426.0
2024-03-15 01:30:00	NQ	Futures	19502.11	19502.11	19480.18	19492.22	2050.0
2024-03-15 02:00:00	NQ	Futures	19491.15	19498.37	19483.92	19486.6	1374.0
2024-03-15 02:30:00	NQ	Futures	19486.6	19499.44	19484.46	19494.09	1560.0
2024-03-15 03:00:00	NQ	Futures	19495.69	19516.02	19486.6	19516.02	2633.0
2024-03-15 03:30:00	NQ	Futures	19515.49	19520.04	19483.12	19486.06	2803.0
2024-03-15 04:00:00	NQ	Futures	19484.99	19527.53	19484.46	19521.37	4829.0
2024-03-15 04:30:00	NQ	Futures	19521.91	19543.84	19512.01	19537.69	3960.0
2024-03-15 05:00:00	NQ	Futures	19537.69	19554.81	19532.07	19542.24	3367.0
2024-03-15 05:30:00	NQ	Futures	19542.77	19583.7	19542.77	19570.06	5149.0
2024-03-15 06:00:00	NQ	Futures	19570.06	19595.21	19570.06	19587.18	3700.0
2024-03-15 06:30:00	NQ	Futures	19586.38	19605.64	19583.97	19589.86	4568.0
2024-03-15 07:00:00	NQ	Futures	19589.59	19590.39	19573.0	19582.63	5319.0
2024-03-15 07:30:00	NQ	Futures	19582.36	19591.73	19553.47	19561.5	4854.0

> showing 50 of 3,106 rows — these rows as CSV

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