PREVIEW / futures_30min / 2024-05-27

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-05-27.parquet
  size:    77 KB
  rows:    2,925

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
2024-05-27 00:00:00	ES	Futures	5642.04	5643.37	5641.51	5643.1	576.0
2024-05-27 00:30:00	ES	Futures	5643.37	5643.9	5642.57	5643.9	421.0
2024-05-27 01:00:00	ES	Futures	5643.9	5646.29	5643.64	5644.7	1259.0
2024-05-27 01:30:00	ES	Futures	5644.7	5646.29	5644.17	5646.02	1022.0
2024-05-27 02:00:00	ES	Futures	5646.29	5647.88	5644.17	5647.62	1943.0
2024-05-27 02:30:00	ES	Futures	5647.62	5648.94	5647.08	5648.15	1986.0
2024-05-27 03:00:00	ES	Futures	5647.88	5648.41	5644.96	5646.29	2987.0
2024-05-27 03:30:00	ES	Futures	5646.29	5646.55	5643.9	5645.76	1709.0
2024-05-27 04:00:00	ES	Futures	5646.02	5646.55	5642.31	5645.76	1882.0
2024-05-27 04:30:00	ES	Futures	5645.76	5646.55	5644.7	5644.96	1232.0
2024-05-27 05:00:00	ES	Futures	5644.96	5646.55	5644.7	5645.76	1148.0
2024-05-27 05:30:00	ES	Futures	5645.49	5646.55	5644.17	5644.7	1901.0
2024-05-27 06:00:00	ES	Futures	5644.96	5646.82	5644.43	5645.49	1430.0
2024-05-27 06:30:00	ES	Futures	5645.49	5646.82	5645.23	5645.76	1421.0
2024-05-27 07:00:00	ES	Futures	5645.76	5647.08	5644.96	5645.76	1005.0
2024-05-27 07:30:00	ES	Futures	5645.76	5646.82	5644.96	5646.55	985.0
2024-05-27 08:00:00	ES	Futures	5646.55	5648.15	5646.02	5647.35	2412.0
2024-05-27 08:30:00	ES	Futures	5647.62	5648.41	5643.9	5643.9	2735.0
2024-05-27 09:00:00	ES	Futures	5643.9	5646.29	5643.9	5646.02	2285.0
2024-05-27 09:30:00	ES	Futures	5645.76	5651.06	5644.96	5645.76	8651.0
2024-05-27 10:00:00	ES	Futures	5645.76	5646.29	5643.9	5645.76	4843.0
2024-05-27 10:30:00	ES	Futures	5645.49	5653.72	5645.23	5652.66	7510.0
2024-05-27 11:00:00	ES	Futures	5652.39	5654.78	5652.13	5654.25	5029.0
2024-05-27 11:30:00	ES	Futures	5654.25	5657.7	5653.72	5657.43	4741.0
2024-05-27 12:00:00	ES	Futures	5657.43	5658.76	5656.1	5658.76	3361.0
2024-05-27 12:30:00	ES	Futures	5658.49	5661.15	5656.9	5660.35	4116.0
2024-05-27 18:00:00	ES	Futures	5660.61	5661.41	5653.19	5653.72	3406.0
2024-05-27 18:30:00	ES	Futures	5653.72	5655.31	5651.06	5655.04	3092.0
2024-05-27 19:00:00	ES	Futures	5655.04	5655.31	5653.45	5654.25	880.0
2024-05-27 19:30:00	ES	Futures	5654.25	5654.25	5651.59	5651.86	1014.0
2024-05-27 20:00:00	ES	Futures	5651.86	5652.92	5648.94	5650.53	4343.0
2024-05-27 20:30:00	ES	Futures	5650.27	5651.33	5648.94	5650.27	1451.0
2024-05-27 21:00:00	ES	Futures	5650.0	5651.86	5649.74	5651.59	2089.0
2024-05-27 21:30:00	ES	Futures	5651.59	5653.72	5651.33	5652.92	2772.0
2024-05-27 22:00:00	ES	Futures	5653.19	5654.25	5652.92	5653.19	1691.0
2024-05-27 22:30:00	ES	Futures	5652.92	5654.25	5652.39	5653.72	1125.0
2024-05-27 23:00:00	ES	Futures	5653.72	5655.57	5653.19	5655.04	1693.0
2024-05-27 23:30:00	ES	Futures	5655.04	5656.37	5655.04	5655.57	1361.0
2024-05-27 00:00:00	NQ	Futures	20170.61	20179.43	20167.93	20177.29	643.0
2024-05-27 00:30:00	NQ	Futures	20177.29	20182.11	20176.49	20181.84	403.0
2024-05-27 01:00:00	NQ	Futures	20181.31	20190.94	20179.97	20183.71	1045.0
2024-05-27 01:30:00	NQ	Futures	20184.78	20189.06	20182.64	20188.26	576.0
2024-05-27 02:00:00	NQ	Futures	20187.99	20199.76	20179.97	20197.89	1466.0
2024-05-27 02:30:00	NQ	Futures	20197.62	20211.53	20196.29	20208.06	1570.0
2024-05-27 03:00:00	NQ	Futures	20207.79	20209.13	20195.75	20202.17	1675.0
2024-05-27 03:30:00	NQ	Futures	20202.71	20203.78	20189.6	20194.95	1231.0
2024-05-27 04:00:00	NQ	Futures	20195.75	20199.23	20183.98	20193.88	1125.0
2024-05-27 04:30:00	NQ	Futures	20193.88	20202.71	20193.34	20196.55	1054.0
2024-05-27 05:00:00	NQ	Futures	20197.62	20207.25	20196.55	20201.64	1144.0
2024-05-27 05:30:00	NQ	Futures	20201.9	20204.85	20190.13	20190.67	1182.0

> showing 50 of 2,925 rows — these rows as CSV

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