PREVIEW / futures_30min / 2024-04-12

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-04-12.parquet
  size:    97 KB
  rows:    3,169

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
2024-04-12 00:00:00	ES	Futures	5565.11	5566.97	5564.58	5566.43	1362.0
2024-04-12 00:30:00	ES	Futures	5566.7	5566.97	5564.84	5565.11	1342.0
2024-04-12 01:00:00	ES	Futures	5565.11	5566.97	5564.58	5565.37	1906.0
2024-04-12 01:30:00	ES	Futures	5565.37	5566.17	5564.05	5564.31	2545.0
2024-04-12 02:00:00	ES	Futures	5564.31	5567.5	5562.72	5566.43	5438.0
2024-04-12 02:30:00	ES	Futures	5566.7	5569.88	5564.84	5567.5	5267.0
2024-04-12 03:00:00	ES	Futures	5567.5	5569.88	5563.52	5565.37	10614.0
2024-04-12 03:30:00	ES	Futures	5565.37	5567.23	5563.52	5565.9	8129.0
2024-04-12 04:00:00	ES	Futures	5565.9	5568.56	5563.78	5567.5	9281.0
2024-04-12 04:30:00	ES	Futures	5567.5	5567.5	5559.8	5560.33	8953.0
2024-04-12 05:00:00	ES	Futures	5560.33	5561.13	5555.29	5556.35	8827.0
2024-04-12 05:30:00	ES	Futures	5556.09	5559.01	5553.7	5556.35	10817.0
2024-04-12 06:00:00	ES	Futures	5556.35	5556.88	5551.05	5555.56	9834.0
2024-04-12 06:30:00	ES	Futures	5555.29	5555.82	5533.54	5539.37	26983.0
2024-04-12 07:00:00	ES	Futures	5539.37	5544.41	5536.46	5544.15	17625.0
2024-04-12 07:30:00	ES	Futures	5544.41	5552.64	5543.62	5549.19	18813.0
2024-04-12 08:00:00	ES	Futures	5548.93	5553.7	5542.82	5545.21	18980.0
2024-04-12 08:30:00	ES	Futures	5544.95	5545.48	5520.54	5521.33	58656.0
2024-04-12 09:00:00	ES	Futures	5521.6	5523.46	5512.05	5522.66	63371.0
2024-04-12 09:30:00	ES	Futures	5522.66	5538.05	5518.95	5532.74	158775.0
2024-04-12 10:00:00	ES	Futures	5533.01	5533.01	5513.38	5516.03	157107.0
2024-04-12 10:30:00	ES	Futures	5516.03	5519.21	5496.66	5499.85	128270.0
2024-04-12 11:00:00	ES	Futures	5499.85	5513.38	5498.52	5513.38	92691.0
2024-04-12 11:30:00	ES	Futures	5513.38	5518.95	5508.87	5511.78	79113.0
2024-04-12 12:00:00	ES	Futures	5512.05	5513.38	5494.27	5494.8	93610.0
2024-04-12 12:30:00	ES	Futures	5494.8	5496.93	5480.48	5481.27	129718.0
2024-04-12 13:00:00	ES	Futures	5481.01	5487.11	5469.34	5471.72	113357.0
2024-04-12 13:30:00	ES	Futures	5471.72	5488.44	5467.48	5480.21	102153.0
2024-04-12 14:00:00	ES	Futures	5480.21	5490.56	5474.38	5482.07	87186.0
2024-04-12 14:30:00	ES	Futures	5482.34	5482.87	5470.13	5470.93	86638.0
2024-04-12 15:00:00	ES	Futures	5470.93	5475.97	5465.09	5469.6	98887.0
2024-04-12 15:30:00	ES	Futures	5469.6	5485.52	5466.95	5483.93	199183.0
2024-04-12 16:00:00	ES	Futures	5483.93	5487.38	5483.66	5485.25	53619.0
2024-04-12 16:30:00	ES	Futures	5485.25	5486.32	5482.34	5482.6	9571.0
2024-04-12 00:00:00	NQ	Futures	19782.73	19787.81	19781.12	19785.94	577.0
2024-04-12 00:30:00	NQ	Futures	19785.94	19788.34	19778.45	19780.85	798.0
2024-04-12 01:00:00	NQ	Futures	19780.59	19790.48	19777.91	19785.67	980.0
2024-04-12 01:30:00	NQ	Futures	19785.4	19789.95	19780.85	19782.73	1162.0
2024-04-12 02:00:00	NQ	Futures	19783.26	19799.04	19774.17	19795.03	3409.0
2024-04-12 02:30:00	NQ	Futures	19795.03	19803.59	19786.2	19792.62	3384.0
2024-04-12 03:00:00	NQ	Futures	19792.36	19796.37	19765.61	19773.9	5021.0
2024-04-12 03:30:00	NQ	Futures	19773.9	19781.39	19758.92	19762.4	4424.0
2024-04-12 04:00:00	NQ	Futures	19762.4	19775.77	19749.55	19770.69	5815.0
2024-04-12 04:30:00	NQ	Futures	19771.49	19772.29	19734.31	19735.11	5688.0
2024-04-12 05:00:00	NQ	Futures	19735.11	19737.52	19705.15	19711.03	6779.0
2024-04-12 05:30:00	NQ	Futures	19710.77	19724.14	19699.26	19715.05	5749.0
2024-04-12 06:00:00	NQ	Futures	19715.05	19716.65	19694.72	19707.02	5107.0
2024-04-12 06:30:00	NQ	Futures	19706.75	19709.7	19645.5	19670.64	11527.0
2024-04-12 07:00:00	NQ	Futures	19670.91	19682.41	19662.62	19676.53	6447.0
2024-04-12 07:30:00	NQ	Futures	19677.06	19719.86	19673.32	19701.4	9794.0

> showing 50 of 3,169 rows — these rows as CSV

> unlock the full archive -- $79 one-time