PREVIEW / futures_30min / 2024-06-06

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-06.parquet
  size:    102 KB
  rows:    3,799

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
2024-06-06 00:00:00	ES	Futures	5698.55	5698.55	5696.69	5697.49	1212.0
2024-06-06 00:30:00	ES	Futures	5697.49	5698.02	5696.69	5697.49	766.0
2024-06-06 01:00:00	ES	Futures	5697.76	5697.76	5694.31	5694.84	2270.0
2024-06-06 01:30:00	ES	Futures	5694.57	5695.63	5693.25	5694.04	3280.0
2024-06-06 02:00:00	ES	Futures	5694.31	5694.84	5691.65	5693.25	4126.0
2024-06-06 02:30:00	ES	Futures	5693.51	5695.37	5691.12	5695.1	4172.0
2024-06-06 03:00:00	ES	Futures	5695.1	5696.69	5693.25	5694.04	6448.0
2024-06-06 03:30:00	ES	Futures	5694.31	5694.84	5691.39	5694.57	5349.0
2024-06-06 04:00:00	ES	Futures	5694.57	5698.29	5693.25	5697.49	7480.0
2024-06-06 04:30:00	ES	Futures	5697.49	5698.02	5692.45	5692.72	4453.0
2024-06-06 05:00:00	ES	Futures	5692.72	5695.1	5692.45	5692.72	3355.0
2024-06-06 05:30:00	ES	Futures	5692.72	5693.51	5690.59	5692.45	5286.0
2024-06-06 06:00:00	ES	Futures	5692.45	5694.57	5692.18	5692.98	2807.0
2024-06-06 06:30:00	ES	Futures	5692.98	5694.84	5692.72	5694.31	2811.0
2024-06-06 07:00:00	ES	Futures	5694.31	5696.43	5693.78	5695.63	4573.0
2024-06-06 07:30:00	ES	Futures	5695.63	5696.43	5693.51	5695.9	4240.0
2024-06-06 08:00:00	ES	Futures	5695.9	5700.14	5692.18	5694.84	16460.0
2024-06-06 08:30:00	ES	Futures	5694.84	5698.55	5686.35	5694.31	29379.0
2024-06-06 09:00:00	ES	Futures	5694.31	5698.55	5691.12	5697.49	24175.0
2024-06-06 09:30:00	ES	Futures	5697.76	5702.0	5690.33	5690.59	142941.0
2024-06-06 10:00:00	ES	Futures	5690.86	5699.61	5690.59	5698.02	101695.0
2024-06-06 10:30:00	ES	Futures	5698.02	5698.29	5690.59	5691.65	74617.0
2024-06-06 11:00:00	ES	Futures	5691.92	5695.1	5689.0	5691.92	51839.0
2024-06-06 11:30:00	ES	Futures	5691.92	5692.45	5687.41	5688.21	58540.0
2024-06-06 12:00:00	ES	Futures	5688.21	5689.8	5681.84	5683.96	69454.0
2024-06-06 12:30:00	ES	Futures	5684.23	5684.49	5678.65	5680.78	54656.0
2024-06-06 13:00:00	ES	Futures	5680.78	5689.53	5679.19	5688.21	58709.0
2024-06-06 13:30:00	ES	Futures	5687.94	5691.65	5686.35	5688.47	41801.0
2024-06-06 14:00:00	ES	Futures	5688.74	5689.53	5672.29	5682.63	89412.0
2024-06-06 14:30:00	ES	Futures	5682.63	5692.72	5679.98	5690.86	56111.0
2024-06-06 15:00:00	ES	Futures	5690.86	5693.51	5686.61	5691.92	59697.0
2024-06-06 15:30:00	ES	Futures	5691.92	5694.31	5686.61	5693.51	117330.0
2024-06-06 16:00:00	ES	Futures	5693.78	5693.78	5687.41	5691.12	33267.0
2024-06-06 16:30:00	ES	Futures	5691.39	5691.65	5689.8	5691.39	4660.0
2024-06-06 18:00:00	ES	Futures	5690.06	5691.39	5689.27	5691.12	1737.0
2024-06-06 18:30:00	ES	Futures	5691.12	5693.25	5691.12	5692.72	1245.0
2024-06-06 19:00:00	ES	Futures	5692.45	5693.51	5691.39	5692.98	1098.0
2024-06-06 19:30:00	ES	Futures	5692.98	5693.25	5691.65	5692.45	809.0
2024-06-06 20:00:00	ES	Futures	5692.45	5693.51	5691.12	5691.92	2187.0
2024-06-06 20:30:00	ES	Futures	5691.65	5693.78	5691.65	5693.51	1328.0
2024-06-06 21:00:00	ES	Futures	5693.78	5694.31	5692.72	5694.31	1669.0
2024-06-06 21:30:00	ES	Futures	5694.31	5696.16	5694.04	5695.37	2484.0
2024-06-06 22:00:00	ES	Futures	5695.1	5696.96	5694.57	5696.96	1638.0
2024-06-06 22:30:00	ES	Futures	5696.96	5697.49	5695.63	5696.96	1642.0
2024-06-06 23:00:00	ES	Futures	5696.96	5697.23	5694.84	5695.1	1487.0
2024-06-06 23:30:00	ES	Futures	5695.1	5695.9	5694.84	5695.1	1056.0
2024-06-06 00:00:00	NQ	Futures	20436.77	20437.84	20428.21	20433.83	1036.0
2024-06-06 00:30:00	NQ	Futures	20433.83	20438.11	20431.69	20436.77	744.0
2024-06-06 01:00:00	NQ	Futures	20437.04	20437.31	20419.65	20423.4	1319.0
2024-06-06 01:30:00	NQ	Futures	20423.4	20427.68	20417.78	20422.06	1446.0

> showing 50 of 3,799 rows — these rows as CSV

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