PREVIEW / futures_30min / 2024-06-11

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-11.parquet
  size:    97 KB
  rows:    3,489

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
2024-06-11 00:00:00	ES	Futures	5694.31	5695.63	5692.98	5695.1	973.0
2024-06-11 00:30:00	ES	Futures	5695.1	5695.37	5693.78	5694.31	706.0
2024-06-11 01:00:00	ES	Futures	5694.31	5696.69	5693.78	5694.57	1207.0
2024-06-11 01:30:00	ES	Futures	5694.84	5698.29	5693.78	5698.29	1923.0
2024-06-11 02:00:00	ES	Futures	5698.02	5702.27	5698.02	5702.27	3684.0
2024-06-11 02:30:00	ES	Futures	5702.0	5702.8	5698.29	5698.55	3597.0
2024-06-11 03:00:00	ES	Futures	5698.55	5699.88	5694.31	5695.63	5296.0
2024-06-11 03:30:00	ES	Futures	5695.9	5698.82	5695.37	5695.63	5054.0
2024-06-11 04:00:00	ES	Futures	5695.63	5698.02	5692.72	5694.57	4691.0
2024-06-11 04:30:00	ES	Futures	5694.31	5694.84	5687.94	5688.74	5725.0
2024-06-11 05:00:00	ES	Futures	5688.74	5691.39	5686.08	5686.88	6928.0
2024-06-11 05:30:00	ES	Futures	5687.14	5688.47	5683.16	5683.16	7642.0
2024-06-11 06:00:00	ES	Futures	5683.16	5686.88	5679.98	5685.02	8753.0
2024-06-11 06:30:00	ES	Futures	5685.29	5687.41	5683.16	5685.82	5319.0
2024-06-11 07:00:00	ES	Futures	5685.82	5686.08	5677.33	5680.51	11507.0
2024-06-11 07:30:00	ES	Futures	5680.51	5684.49	5679.45	5683.16	10049.0
2024-06-11 08:00:00	ES	Futures	5683.16	5687.67	5682.1	5684.23	13467.0
2024-06-11 08:30:00	ES	Futures	5683.96	5686.08	5680.78	5683.7	13088.0
2024-06-11 09:00:00	ES	Futures	5683.7	5686.61	5682.1	5682.9	17575.0
2024-06-11 09:30:00	ES	Futures	5683.16	5683.43	5660.88	5668.57	199016.0
2024-06-11 10:00:00	ES	Futures	5668.57	5679.98	5666.45	5678.92	114865.0
2024-06-11 10:30:00	ES	Futures	5678.92	5689.53	5677.33	5689.53	96186.0
2024-06-11 11:00:00	ES	Futures	5689.27	5690.06	5681.84	5686.88	73874.0
2024-06-11 11:30:00	ES	Futures	5686.88	5690.59	5678.39	5680.25	92847.0
2024-06-11 12:00:00	ES	Futures	5680.51	5682.9	5677.33	5680.51	48965.0
2024-06-11 12:30:00	ES	Futures	5680.51	5685.02	5679.45	5683.16	37562.0
2024-06-11 13:00:00	ES	Futures	5683.16	5690.86	5678.92	5684.76	69237.0
2024-06-11 13:30:00	ES	Futures	5684.76	5695.37	5684.23	5694.84	48348.0
2024-06-11 14:00:00	ES	Futures	5694.84	5705.98	5691.92	5705.71	74899.0
2024-06-11 14:30:00	ES	Futures	5705.71	5710.22	5702.0	5705.45	72156.0
2024-06-11 15:00:00	ES	Futures	5705.45	5709.69	5701.2	5702.27	63466.0
2024-06-11 15:30:00	ES	Futures	5702.27	5714.73	5699.08	5713.41	133647.0
2024-06-11 16:00:00	ES	Futures	5713.41	5715.8	5709.69	5713.41	39865.0
2024-06-11 16:30:00	ES	Futures	5713.41	5713.94	5711.82	5713.14	6313.0
2024-06-11 18:00:00	ES	Futures	5713.94	5713.94	5709.16	5712.61	3516.0
2024-06-11 18:30:00	ES	Futures	5712.61	5715.0	5712.35	5715.0	1348.0
2024-06-11 19:00:00	ES	Futures	5714.73	5717.12	5714.73	5716.33	1513.0
2024-06-11 19:30:00	ES	Futures	5716.59	5716.86	5713.41	5714.2	1393.0
2024-06-11 20:00:00	ES	Futures	5714.2	5715.53	5712.61	5712.88	2143.0
2024-06-11 20:30:00	ES	Futures	5712.61	5712.88	5710.49	5711.82	1503.0
2024-06-11 21:00:00	ES	Futures	5712.08	5714.2	5711.82	5713.94	1350.0
2024-06-11 21:30:00	ES	Futures	5713.94	5716.33	5713.67	5714.73	2105.0
2024-06-11 22:00:00	ES	Futures	5714.73	5715.53	5713.94	5714.73	1123.0
2024-06-11 22:30:00	ES	Futures	5715.0	5715.8	5714.47	5715.0	1059.0
2024-06-11 23:00:00	ES	Futures	5715.0	5716.59	5714.47	5716.59	1257.0
2024-06-11 23:30:00	ES	Futures	5716.59	5717.12	5716.33	5716.86	1038.0
2024-06-11 00:00:00	NQ	Futures	20427.68	20430.35	20422.86	20427.68	505.0
2024-06-11 00:30:00	NQ	Futures	20427.41	20429.55	20423.13	20425.27	439.0
2024-06-11 01:00:00	NQ	Futures	20425.27	20433.56	20423.13	20428.21	904.0
2024-06-11 01:30:00	NQ	Futures	20428.21	20443.73	20424.74	20442.93	1284.0

> showing 50 of 3,489 rows — these rows as CSV

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