PREVIEW / futures_30min / 2024-03-27

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-03-27.parquet
  size:    104 KB
  rows:    3,952

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
2024-03-27 00:00:00	ES	Futures	5601.19	5604.11	5600.92	5603.84	2309.0
2024-03-27 00:30:00	ES	Futures	5603.84	5605.96	5603.58	5605.96	2794.0
2024-03-27 01:00:00	ES	Futures	5605.96	5607.82	5604.9	5605.43	3831.0
2024-03-27 01:30:00	ES	Futures	5605.7	5609.15	5604.9	5605.7	4808.0
2024-03-27 02:00:00	ES	Futures	5605.7	5606.49	5604.37	5605.17	3257.0
2024-03-27 02:30:00	ES	Futures	5605.43	5606.23	5603.31	5603.58	2327.0
2024-03-27 03:00:00	ES	Futures	5603.31	5604.37	5599.86	5601.19	4430.0
2024-03-27 03:30:00	ES	Futures	5600.92	5601.45	5598.8	5599.86	4260.0
2024-03-27 04:00:00	ES	Futures	5600.13	5606.23	5599.86	5604.64	7858.0
2024-03-27 04:30:00	ES	Futures	5604.9	5607.02	5603.58	5604.37	4409.0
2024-03-27 05:00:00	ES	Futures	5604.64	5608.09	5604.37	5604.64	4566.0
2024-03-27 05:30:00	ES	Futures	5604.64	5607.82	5603.05	5606.76	4270.0
2024-03-27 06:00:00	ES	Futures	5606.76	5610.47	5605.17	5610.47	6148.0
2024-03-27 06:30:00	ES	Futures	5610.47	5612.33	5609.41	5611.27	4620.0
2024-03-27 07:00:00	ES	Futures	5611.27	5611.27	5609.15	5611.0	4642.0
2024-03-27 07:30:00	ES	Futures	5611.0	5611.8	5607.56	5608.09	5535.0
2024-03-27 08:00:00	ES	Futures	5608.35	5609.41	5604.64	5605.7	8933.0
2024-03-27 08:30:00	ES	Futures	5605.7	5613.13	5605.43	5612.86	11018.0
2024-03-27 09:00:00	ES	Futures	5612.86	5618.43	5612.6	5616.84	20219.0
2024-03-27 09:30:00	ES	Futures	5616.84	5617.9	5606.23	5608.09	158400.0
2024-03-27 10:00:00	ES	Futures	5607.82	5608.62	5595.35	5597.74	152301.0
2024-03-27 10:30:00	ES	Futures	5597.74	5602.78	5594.29	5596.68	86443.0
2024-03-27 11:00:00	ES	Futures	5596.68	5600.13	5595.09	5595.35	49708.0
2024-03-27 11:30:00	ES	Futures	5595.35	5599.6	5593.23	5593.76	55257.0
2024-03-27 12:00:00	ES	Futures	5593.76	5600.13	5593.23	5599.86	40308.0
2024-03-27 12:30:00	ES	Futures	5599.86	5604.11	5599.86	5602.25	47161.0
2024-03-27 13:00:00	ES	Futures	5602.51	5604.64	5596.15	5602.78	46486.0
2024-03-27 13:30:00	ES	Futures	5602.78	5604.11	5600.13	5601.19	25850.0
2024-03-27 14:00:00	ES	Futures	5601.45	5609.68	5599.6	5608.88	38953.0
2024-03-27 14:30:00	ES	Futures	5608.88	5610.47	5601.45	5603.05	51973.0
2024-03-27 15:00:00	ES	Futures	5603.05	5611.53	5598.54	5609.68	72603.0
2024-03-27 15:30:00	ES	Futures	5609.94	5635.41	5608.09	5635.15	293579.0
2024-03-27 16:00:00	ES	Futures	5635.15	5638.86	5632.49	5636.21	77703.0
2024-03-27 16:30:00	ES	Futures	5636.47	5637.53	5632.76	5633.02	36639.0
2024-03-27 18:00:00	ES	Futures	5632.76	5633.29	5625.86	5629.57	8714.0
2024-03-27 18:30:00	ES	Futures	5629.31	5630.64	5626.92	5627.98	2809.0
2024-03-27 19:00:00	ES	Futures	5628.25	5630.37	5627.72	5630.11	2656.0
2024-03-27 19:30:00	ES	Futures	5630.11	5630.11	5626.92	5627.98	1869.0
2024-03-27 20:00:00	ES	Futures	5627.72	5632.23	5627.45	5631.96	5129.0
2024-03-27 20:30:00	ES	Futures	5631.96	5632.49	5630.64	5632.49	4201.0
2024-03-27 21:00:00	ES	Futures	5632.23	5632.76	5630.11	5631.17	2771.0
2024-03-27 21:30:00	ES	Futures	5631.17	5631.43	5628.78	5629.04	3187.0
2024-03-27 22:00:00	ES	Futures	5628.78	5629.57	5628.51	5629.04	2531.0
2024-03-27 22:30:00	ES	Futures	5629.31	5629.57	5628.25	5628.51	1966.0
2024-03-27 23:00:00	ES	Futures	5628.51	5629.84	5628.25	5629.84	2679.0
2024-03-27 23:30:00	ES	Futures	5630.11	5630.37	5628.51	5629.57	1608.0
2024-03-27 00:00:00	NQ	Futures	19791.82	19803.86	19790.75	19802.25	1058.0
2024-03-27 00:30:00	NQ	Futures	19802.25	19813.76	19801.99	19812.95	1698.0
2024-03-27 01:00:00	NQ	Futures	19812.95	19817.77	19805.46	19807.87	2239.0
2024-03-27 01:30:00	NQ	Futures	19807.6	19820.98	19803.86	19804.39	2170.0

> showing 50 of 3,952 rows — these rows as CSV

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