PREVIEW / futures_30min / 2024-06-07

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-07.parquet
  size:    91 KB
  rows:    3,058

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
2024-06-07 00:00:00	ES	Futures	5695.37	5697.49	5695.1	5697.49	760.0
2024-06-07 00:30:00	ES	Futures	5697.49	5698.02	5695.63	5697.49	1208.0
2024-06-07 01:00:00	ES	Futures	5697.49	5698.82	5697.23	5698.29	1498.0
2024-06-07 01:30:00	ES	Futures	5698.29	5700.67	5698.02	5698.82	2723.0
2024-06-07 02:00:00	ES	Futures	5698.82	5699.88	5697.23	5699.88	4042.0
2024-06-07 02:30:00	ES	Futures	5699.61	5700.67	5697.76	5698.02	2563.0
2024-06-07 03:00:00	ES	Futures	5698.29	5700.41	5694.84	5695.37	5288.0
2024-06-07 03:30:00	ES	Futures	5695.1	5695.9	5693.51	5694.84	3765.0
2024-06-07 04:00:00	ES	Futures	5694.84	5696.96	5693.25	5696.43	4921.0
2024-06-07 04:30:00	ES	Futures	5696.43	5696.43	5689.8	5691.39	5598.0
2024-06-07 05:00:00	ES	Futures	5691.39	5692.45	5689.53	5691.92	4115.0
2024-06-07 05:30:00	ES	Futures	5692.18	5693.78	5690.86	5692.18	3647.0
2024-06-07 06:00:00	ES	Futures	5692.18	5693.25	5689.8	5690.86	3242.0
2024-06-07 06:30:00	ES	Futures	5690.86	5692.18	5687.94	5689.0	4563.0
2024-06-07 07:00:00	ES	Futures	5689.27	5689.53	5685.02	5687.67	6171.0
2024-06-07 07:30:00	ES	Futures	5687.41	5695.37	5687.41	5693.51	7725.0
2024-06-07 08:00:00	ES	Futures	5693.51	5696.96	5693.25	5695.37	13464.0
2024-06-07 08:30:00	ES	Futures	5695.1	5709.16	5655.04	5666.45	119571.0
2024-06-07 09:00:00	ES	Futures	5666.19	5681.31	5664.06	5679.98	55249.0
2024-06-07 09:30:00	ES	Futures	5679.98	5687.41	5667.78	5684.23	158465.0
2024-06-07 10:00:00	ES	Futures	5684.23	5692.18	5682.37	5690.86	86484.0
2024-06-07 10:30:00	ES	Futures	5690.59	5709.96	5687.94	5698.29	119881.0
2024-06-07 11:00:00	ES	Futures	5698.29	5698.55	5683.7	5694.31	97751.0
2024-06-07 11:30:00	ES	Futures	5694.57	5699.61	5691.39	5696.96	60209.0
2024-06-07 12:00:00	ES	Futures	5696.96	5704.92	5692.72	5704.39	43626.0
2024-06-07 12:30:00	ES	Futures	5704.39	5709.69	5693.78	5709.16	78864.0
2024-06-07 13:00:00	ES	Futures	5709.16	5715.0	5702.53	5707.57	59499.0
2024-06-07 13:30:00	ES	Futures	5707.31	5709.96	5703.59	5704.12	41233.0
2024-06-07 14:00:00	ES	Futures	5704.12	5704.39	5678.65	5691.65	137701.0
2024-06-07 14:30:00	ES	Futures	5691.39	5699.61	5689.27	5695.63	57511.0
2024-06-07 15:00:00	ES	Futures	5695.63	5699.35	5681.84	5691.92	91470.0
2024-06-07 15:30:00	ES	Futures	5691.92	5693.51	5681.31	5683.7	139394.0
2024-06-07 16:00:00	ES	Futures	5683.7	5684.23	5678.39	5679.19	45296.0
2024-06-07 16:30:00	ES	Futures	5679.19	5682.9	5678.39	5681.04	9367.0
2024-06-07 00:00:00	NQ	Futures	20418.58	20430.09	20418.31	20429.55	772.0
2024-06-07 00:30:00	NQ	Futures	20429.82	20430.62	20418.58	20426.07	1099.0
2024-06-07 01:00:00	NQ	Futures	20425.81	20431.96	20423.93	20427.14	847.0
2024-06-07 01:30:00	NQ	Futures	20427.41	20437.58	20426.07	20429.82	1812.0
2024-06-07 02:00:00	NQ	Futures	20429.82	20434.1	20419.92	20433.03	1844.0
2024-06-07 02:30:00	NQ	Futures	20433.03	20438.11	20426.34	20426.61	1444.0
2024-06-07 03:00:00	NQ	Futures	20426.61	20439.98	20415.37	20418.85	2611.0
2024-06-07 03:30:00	NQ	Futures	20418.31	20422.6	20408.42	20416.44	2520.0
2024-06-07 04:00:00	NQ	Futures	20416.44	20432.76	20411.09	20427.95	3904.0
2024-06-07 04:30:00	NQ	Futures	20427.41	20432.23	20408.42	20412.7	3100.0
2024-06-07 05:00:00	NQ	Futures	20412.43	20419.92	20405.47	20417.24	2557.0
2024-06-07 05:30:00	NQ	Futures	20416.44	20420.46	20410.02	20414.57	1852.0
2024-06-07 06:00:00	NQ	Futures	20413.77	20417.78	20401.19	20409.22	2157.0
2024-06-07 06:30:00	NQ	Futures	20409.22	20414.03	20399.05	20404.14	2136.0
2024-06-07 07:00:00	NQ	Futures	20404.4	20404.94	20386.21	20395.31	3352.0
2024-06-07 07:30:00	NQ	Futures	20395.04	20435.17	20393.7	20424.2	6628.0

> showing 50 of 3,058 rows — these rows as CSV

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