PREVIEW / futures_30min / 2024-05-20

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-05-20.parquet
  size:    104 KB
  rows:    3,875

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
2024-05-20 00:00:00	ES	Futures	5660.88	5661.94	5660.35	5661.15	1189.0
2024-05-20 00:30:00	ES	Futures	5661.15	5661.15	5660.08	5661.15	869.0
2024-05-20 01:00:00	ES	Futures	5661.41	5662.21	5660.61	5661.41	1687.0
2024-05-20 01:30:00	ES	Futures	5661.41	5662.47	5660.88	5662.21	1386.0
2024-05-20 02:00:00	ES	Futures	5661.94	5661.94	5658.23	5659.02	3556.0
2024-05-20 02:30:00	ES	Futures	5659.29	5661.15	5658.49	5658.49	2783.0
2024-05-20 03:00:00	ES	Futures	5658.49	5659.02	5656.9	5658.49	5102.0
2024-05-20 03:30:00	ES	Futures	5658.76	5659.55	5656.64	5658.49	3919.0
2024-05-20 04:00:00	ES	Futures	5658.23	5660.08	5657.96	5659.02	4716.0
2024-05-20 04:30:00	ES	Futures	5659.02	5659.29	5656.37	5658.23	3102.0
2024-05-20 05:00:00	ES	Futures	5658.23	5658.76	5656.64	5658.23	3161.0
2024-05-20 05:30:00	ES	Futures	5658.49	5660.08	5658.23	5659.82	2501.0
2024-05-20 06:00:00	ES	Futures	5659.82	5660.61	5658.76	5659.02	2110.0
2024-05-20 06:30:00	ES	Futures	5659.02	5661.41	5658.49	5661.15	2564.0
2024-05-20 07:00:00	ES	Futures	5661.15	5663.0	5659.29	5662.47	4019.0
2024-05-20 07:30:00	ES	Futures	5662.74	5663.53	5661.41	5662.47	5647.0
2024-05-20 08:00:00	ES	Futures	5662.47	5663.8	5660.61	5661.15	9323.0
2024-05-20 08:30:00	ES	Futures	5661.15	5661.15	5654.51	5655.84	18245.0
2024-05-20 09:00:00	ES	Futures	5655.84	5657.17	5653.72	5653.98	16715.0
2024-05-20 09:30:00	ES	Futures	5653.98	5672.02	5652.66	5670.96	118552.0
2024-05-20 10:00:00	ES	Futures	5670.96	5673.35	5666.19	5672.55	78167.0
2024-05-20 10:30:00	ES	Futures	5672.55	5674.68	5669.9	5672.29	54486.0
2024-05-20 11:00:00	ES	Futures	5672.02	5674.41	5668.84	5673.61	50799.0
2024-05-20 11:30:00	ES	Futures	5673.88	5675.47	5667.51	5669.37	55337.0
2024-05-20 12:00:00	ES	Futures	5669.63	5672.02	5665.66	5666.98	43491.0
2024-05-20 12:30:00	ES	Futures	5666.98	5671.76	5666.45	5671.49	40245.0
2024-05-20 13:00:00	ES	Futures	5671.76	5672.55	5660.61	5662.47	52364.0
2024-05-20 13:30:00	ES	Futures	5662.47	5664.33	5659.29	5661.15	46503.0
2024-05-20 14:00:00	ES	Futures	5661.15	5661.94	5649.47	5660.35	73853.0
2024-05-20 14:30:00	ES	Futures	5660.35	5663.27	5657.17	5657.17	41308.0
2024-05-20 15:00:00	ES	Futures	5657.43	5662.74	5655.84	5661.15	46768.0
2024-05-20 15:30:00	ES	Futures	5661.41	5662.21	5653.45	5659.55	113964.0
2024-05-20 16:00:00	ES	Futures	5659.29	5662.21	5655.57	5656.9	43383.0
2024-05-20 16:30:00	ES	Futures	5656.64	5658.76	5656.64	5657.96	4955.0
2024-05-20 18:00:00	ES	Futures	5657.96	5659.55	5657.17	5657.43	1806.0
2024-05-20 18:30:00	ES	Futures	5657.7	5657.7	5655.57	5656.37	1396.0
2024-05-20 19:00:00	ES	Futures	5656.64	5657.7	5656.1	5656.9	907.0
2024-05-20 19:30:00	ES	Futures	5656.9	5657.96	5656.37	5657.7	1124.0
2024-05-20 20:00:00	ES	Futures	5657.7	5659.02	5657.17	5657.96	2512.0
2024-05-20 20:30:00	ES	Futures	5657.96	5660.61	5657.96	5659.29	2170.0
2024-05-20 21:00:00	ES	Futures	5659.29	5659.82	5657.43	5657.96	2195.0
2024-05-20 21:30:00	ES	Futures	5657.96	5659.29	5656.37	5657.17	2308.0
2024-05-20 22:00:00	ES	Futures	5657.17	5659.02	5656.9	5658.49	1859.0
2024-05-20 22:30:00	ES	Futures	5658.49	5658.76	5657.17	5657.7	1081.0
2024-05-20 23:00:00	ES	Futures	5657.7	5659.02	5657.7	5659.02	1340.0
2024-05-20 23:30:00	ES	Futures	5659.02	5659.29	5657.7	5658.49	1051.0
2024-05-20 00:00:00	NQ	Futures	19976.93	19981.75	19975.86	19979.34	738.0
2024-05-20 00:30:00	NQ	Futures	19978.81	19979.61	19974.53	19978.81	620.0
2024-05-20 01:00:00	NQ	Futures	19978.81	19985.49	19977.2	19982.55	1135.0
2024-05-20 01:30:00	NQ	Futures	19982.28	19986.56	19979.34	19984.96	919.0

> showing 50 of 3,875 rows — these rows as CSV

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