PREVIEW / futures_30min / 2024-04-17

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-04-17.parquet
  size:    114 KB
  rows:    4,010

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
2024-04-17 00:00:00	ES	Futures	5416.81	5417.34	5415.48	5416.54	1108.0
2024-04-17 00:30:00	ES	Futures	5416.28	5417.87	5414.95	5417.6	1639.0
2024-04-17 01:00:00	ES	Futures	5417.34	5417.34	5411.24	5413.09	4276.0
2024-04-17 01:30:00	ES	Futures	5413.36	5414.42	5399.56	5402.48	6752.0
2024-04-17 02:00:00	ES	Futures	5402.48	5404.07	5386.3	5397.44	19240.0
2024-04-17 02:30:00	ES	Futures	5397.44	5400.89	5395.32	5396.65	6138.0
2024-04-17 03:00:00	ES	Futures	5396.91	5405.13	5396.11	5404.34	13554.0
2024-04-17 03:30:00	ES	Futures	5404.34	5412.83	5398.5	5411.5	11784.0
2024-04-17 04:00:00	ES	Futures	5411.5	5418.66	5409.11	5416.54	12795.0
2024-04-17 04:30:00	ES	Futures	5416.28	5424.5	5414.69	5421.32	9609.0
2024-04-17 05:00:00	ES	Futures	5421.58	5421.58	5414.15	5417.87	12522.0
2024-04-17 05:30:00	ES	Futures	5417.87	5424.77	5417.34	5424.5	5169.0
2024-04-17 06:00:00	ES	Futures	5424.5	5427.42	5422.11	5426.09	5740.0
2024-04-17 06:30:00	ES	Futures	5426.09	5430.07	5423.97	5425.3	11432.0
2024-04-17 07:00:00	ES	Futures	5425.3	5427.42	5419.46	5423.17	8636.0
2024-04-17 07:30:00	ES	Futures	5422.91	5425.56	5418.4	5419.2	12514.0
2024-04-17 08:00:00	ES	Futures	5419.46	5425.03	5413.62	5417.6	18730.0
2024-04-17 08:30:00	ES	Futures	5417.6	5425.56	5416.28	5423.17	17109.0
2024-04-17 09:00:00	ES	Futures	5422.91	5433.79	5421.85	5430.6	39500.0
2024-04-17 09:30:00	ES	Futures	5430.6	5432.19	5419.2	5422.38	173159.0
2024-04-17 10:00:00	ES	Futures	5422.38	5422.91	5402.22	5412.3	127606.0
2024-04-17 10:30:00	ES	Futures	5412.3	5413.62	5388.69	5396.11	97606.0
2024-04-17 11:00:00	ES	Futures	5396.38	5408.32	5387.63	5387.89	101253.0
2024-04-17 11:30:00	ES	Futures	5387.63	5388.95	5375.95	5383.65	111348.0
2024-04-17 12:00:00	ES	Futures	5383.38	5384.44	5366.93	5370.65	117716.0
2024-04-17 12:30:00	ES	Futures	5370.38	5371.44	5355.79	5364.28	116482.0
2024-04-17 13:00:00	ES	Futures	5364.54	5384.71	5362.16	5384.44	115683.0
2024-04-17 13:30:00	ES	Futures	5384.44	5393.2	5376.48	5391.07	90343.0
2024-04-17 14:00:00	ES	Futures	5391.07	5392.67	5379.93	5385.24	70005.0
2024-04-17 14:30:00	ES	Futures	5385.5	5408.85	5379.14	5382.58	133356.0
2024-04-17 15:00:00	ES	Futures	5382.58	5382.58	5369.05	5373.3	108119.0
2024-04-17 15:30:00	ES	Futures	5373.3	5384.71	5369.59	5370.38	175659.0
2024-04-17 16:00:00	ES	Futures	5370.65	5371.97	5365.34	5371.71	59110.0
2024-04-17 16:30:00	ES	Futures	5371.71	5371.71	5369.85	5371.18	8300.0
2024-04-17 18:00:00	ES	Futures	5372.77	5375.69	5371.71	5373.56	2679.0
2024-04-17 18:30:00	ES	Futures	5373.56	5375.69	5372.77	5374.89	2229.0
2024-04-17 19:00:00	ES	Futures	5374.89	5377.01	5372.77	5374.1	2567.0
2024-04-17 19:30:00	ES	Futures	5374.36	5377.01	5373.56	5376.22	1502.0
2024-04-17 20:00:00	ES	Futures	5376.48	5378.61	5374.36	5378.07	3773.0
2024-04-17 20:30:00	ES	Futures	5377.81	5379.14	5374.63	5377.54	2207.0
2024-04-17 21:00:00	ES	Futures	5377.81	5379.67	5376.75	5378.61	3337.0
2024-04-17 21:30:00	ES	Futures	5378.34	5380.73	5376.75	5380.46	2342.0
2024-04-17 22:00:00	ES	Futures	5380.73	5385.5	5379.67	5385.24	4449.0
2024-04-17 22:30:00	ES	Futures	5384.97	5385.24	5383.38	5383.91	2044.0
2024-04-17 23:00:00	ES	Futures	5383.91	5387.89	5383.91	5386.03	2562.0
2024-04-17 23:30:00	ES	Futures	5386.03	5387.63	5385.77	5387.09	1552.0
2024-04-17 00:00:00	NQ	Futures	19184.85	19189.4	19181.64	19184.85	626.0
2024-04-17 00:30:00	NQ	Futures	19184.32	19191.54	19178.43	19190.74	894.0
2024-04-17 01:00:00	NQ	Futures	19189.94	19190.2	19161.85	19167.47	3539.0
2024-04-17 01:30:00	NQ	Futures	19167.47	19170.14	19090.96	19107.55	6207.0

> showing 50 of 4,010 rows — these rows as CSV

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