PREVIEW / futures_30min / 2024-06-10

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-10.parquet
  size:    94 KB
  rows:    3,437

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
2024-06-10 00:00:00	ES	Futures	5683.43	5684.49	5682.63	5684.23	1122.0
2024-06-10 00:30:00	ES	Futures	5683.96	5685.55	5683.43	5685.02	962.0
2024-06-10 01:00:00	ES	Futures	5685.02	5686.08	5684.23	5685.29	1427.0
2024-06-10 01:30:00	ES	Futures	5685.02	5685.82	5683.16	5684.76	1816.0
2024-06-10 02:00:00	ES	Futures	5684.76	5684.76	5676.8	5677.06	5775.0
2024-06-10 02:30:00	ES	Futures	5677.06	5678.92	5672.55	5673.88	6330.0
2024-06-10 03:00:00	ES	Futures	5673.88	5678.12	5670.43	5675.74	16050.0
2024-06-10 03:30:00	ES	Futures	5676.0	5678.65	5672.82	5677.59	9596.0
2024-06-10 04:00:00	ES	Futures	5677.59	5678.65	5673.08	5673.61	9247.0
2024-06-10 04:30:00	ES	Futures	5673.61	5676.0	5669.1	5670.7	6656.0
2024-06-10 05:00:00	ES	Futures	5670.7	5672.02	5664.86	5668.04	7646.0
2024-06-10 05:30:00	ES	Futures	5668.04	5672.55	5667.78	5670.7	5655.0
2024-06-10 06:00:00	ES	Futures	5670.7	5673.88	5668.57	5673.61	5656.0
2024-06-10 06:30:00	ES	Futures	5673.61	5679.19	5673.35	5675.47	8482.0
2024-06-10 07:00:00	ES	Futures	5675.47	5679.72	5674.94	5679.45	5789.0
2024-06-10 07:30:00	ES	Futures	5679.45	5681.31	5677.33	5678.39	7100.0
2024-06-10 08:00:00	ES	Futures	5678.12	5682.37	5677.86	5681.04	8050.0
2024-06-10 08:30:00	ES	Futures	5681.04	5681.31	5672.29	5673.61	12049.0
2024-06-10 09:00:00	ES	Futures	5673.35	5675.47	5669.9	5674.41	21003.0
2024-06-10 09:30:00	ES	Futures	5674.41	5675.47	5667.78	5673.61	119010.0
2024-06-10 10:00:00	ES	Futures	5673.35	5679.19	5672.55	5678.39	76863.0
2024-06-10 10:30:00	ES	Futures	5678.39	5682.1	5677.06	5680.25	58991.0
2024-06-10 11:00:00	ES	Futures	5680.25	5687.41	5679.98	5687.41	55971.0
2024-06-10 11:30:00	ES	Futures	5687.41	5694.57	5686.35	5689.8	66639.0
2024-06-10 12:00:00	ES	Futures	5689.8	5695.37	5689.0	5692.72	43697.0
2024-06-10 12:30:00	ES	Futures	5692.72	5694.57	5689.8	5692.18	34189.0
2024-06-10 13:00:00	ES	Futures	5692.18	5692.45	5685.82	5686.35	44424.0
2024-06-10 13:30:00	ES	Futures	5686.35	5701.47	5685.29	5696.69	78382.0
2024-06-10 14:00:00	ES	Futures	5696.69	5699.88	5687.41	5688.47	72687.0
2024-06-10 14:30:00	ES	Futures	5688.47	5696.43	5686.08	5693.78	63593.0
2024-06-10 15:00:00	ES	Futures	5693.78	5704.65	5692.72	5700.14	63430.0
2024-06-10 15:30:00	ES	Futures	5700.14	5702.27	5690.33	5701.47	141863.0
2024-06-10 16:00:00	ES	Futures	5701.2	5702.27	5693.25	5695.37	39714.0
2024-06-10 16:30:00	ES	Futures	5695.37	5698.29	5695.1	5698.02	3901.0
2024-06-10 18:00:00	ES	Futures	5698.29	5699.88	5697.49	5699.08	2395.0
2024-06-10 18:30:00	ES	Futures	5698.82	5699.35	5697.49	5697.49	827.0
2024-06-10 19:00:00	ES	Futures	5697.76	5698.29	5693.25	5693.25	1999.0
2024-06-10 19:30:00	ES	Futures	5693.25	5695.9	5693.25	5694.57	1576.0
2024-06-10 20:00:00	ES	Futures	5694.57	5695.1	5692.45	5693.25	2068.0
2024-06-10 20:30:00	ES	Futures	5693.25	5693.78	5691.92	5692.45	1619.0
2024-06-10 21:00:00	ES	Futures	5692.45	5693.78	5691.65	5693.51	2365.0
2024-06-10 21:30:00	ES	Futures	5693.25	5695.63	5692.98	5695.37	2015.0
2024-06-10 22:00:00	ES	Futures	5695.1	5695.37	5693.51	5693.78	1646.0
2024-06-10 22:30:00	ES	Futures	5693.51	5694.57	5692.45	5693.25	1433.0
2024-06-10 23:00:00	ES	Futures	5693.25	5694.31	5692.98	5694.04	1354.0
2024-06-10 23:30:00	ES	Futures	5694.04	5694.57	5691.92	5694.31	994.0
2024-06-10 00:00:00	NQ	Futures	20376.58	20378.72	20369.63	20376.32	645.0
2024-06-10 00:30:00	NQ	Futures	20376.32	20381.93	20373.64	20379.53	710.0
2024-06-10 01:00:00	NQ	Futures	20379.79	20385.41	20376.58	20379.79	861.0
2024-06-10 01:30:00	NQ	Futures	20379.53	20380.6	20370.97	20376.85	991.0

> showing 50 of 3,437 rows — these rows as CSV

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