PREVIEW / futures_30min / 2024-06-14

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-14.parquet
  size:    93 KB
  rows:    3,094

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
2024-06-14 00:00:00	ES	Futures	5774.16	5774.42	5772.85	5773.37	382.0
2024-06-14 00:30:00	ES	Futures	5773.11	5773.37	5771.8	5772.59	299.0
2024-06-14 01:00:00	ES	Futures	5772.59	5773.9	5772.06	5773.64	367.0
2024-06-14 01:30:00	ES	Futures	5773.37	5775.21	5773.11	5774.95	1338.0
2024-06-14 02:00:00	ES	Futures	5774.95	5775.73	5773.37	5774.42	1142.0
2024-06-14 02:30:00	ES	Futures	5774.42	5774.42	5767.34	5768.66	1606.0
2024-06-14 03:00:00	ES	Futures	5768.39	5770.23	5761.05	5767.87	3683.0
2024-06-14 03:30:00	ES	Futures	5768.39	5770.23	5764.72	5765.25	3355.0
2024-06-14 04:00:00	ES	Futures	5764.99	5767.87	5759.74	5761.31	4706.0
2024-06-14 04:30:00	ES	Futures	5761.31	5764.72	5758.69	5758.69	3096.0
2024-06-14 05:00:00	ES	Futures	5758.69	5760.79	5753.97	5754.76	3477.0
2024-06-14 05:30:00	ES	Futures	5755.02	5755.02	5744.54	5744.8	5192.0
2024-06-14 06:00:00	ES	Futures	5744.54	5745.32	5732.48	5737.2	10803.0
2024-06-14 06:30:00	ES	Futures	5737.2	5744.27	5736.93	5737.46	6352.0
2024-06-14 07:00:00	ES	Futures	5737.46	5744.01	5728.28	5743.75	11225.0
2024-06-14 07:30:00	ES	Futures	5744.01	5748.47	5739.82	5741.65	6497.0
2024-06-14 08:00:00	ES	Futures	5741.65	5749.52	5739.82	5747.16	7039.0
2024-06-14 08:30:00	ES	Futures	5746.63	5749.78	5743.75	5745.59	8646.0
2024-06-14 09:00:00	ES	Futures	5745.85	5750.04	5743.49	5749.78	10091.0
2024-06-14 09:30:00	ES	Futures	5750.04	5757.91	5747.68	5756.86	36897.0
2024-06-14 10:00:00	ES	Futures	5756.33	5756.33	5740.08	5750.04	37333.0
2024-06-14 10:30:00	ES	Futures	5750.04	5754.24	5739.03	5753.45	30589.0
2024-06-14 11:00:00	ES	Futures	5753.19	5757.91	5747.94	5755.55	19834.0
2024-06-14 11:30:00	ES	Futures	5755.55	5759.22	5743.23	5755.29	22831.0
2024-06-14 12:00:00	ES	Futures	5755.02	5760.0	5751.61	5752.4	15620.0
2024-06-14 12:30:00	ES	Futures	5752.4	5760.79	5750.57	5759.74	15024.0
2024-06-14 13:00:00	ES	Futures	5759.74	5766.56	5758.43	5762.89	17924.0
2024-06-14 13:30:00	ES	Futures	5762.89	5765.77	5757.38	5759.48	14703.0
2024-06-14 14:00:00	ES	Futures	5759.48	5764.2	5753.19	5760.53	18758.0
2024-06-14 14:30:00	ES	Futures	5760.79	5765.51	5755.02	5762.89	19713.0
2024-06-14 15:00:00	ES	Futures	5762.63	5766.56	5760.79	5765.51	16855.0
2024-06-14 15:30:00	ES	Futures	5765.51	5771.02	5760.53	5769.97	35509.0
2024-06-14 16:00:00	ES	Futures	5770.23	5770.49	5765.77	5767.34	12016.0
2024-06-14 16:30:00	ES	Futures	5767.34	5768.13	5766.03	5767.87	1100.0
2024-06-14 00:00:00	NQ	Futures	21015.38	21015.65	21006.14	21011.16	720.0
2024-06-14 00:30:00	NQ	Futures	21010.9	21012.74	21005.35	21011.16	229.0
2024-06-14 01:00:00	NQ	Futures	21011.69	21015.38	21007.99	21013.54	256.0
2024-06-14 01:30:00	NQ	Futures	21013.27	21020.4	21012.74	21019.34	570.0
2024-06-14 02:00:00	NQ	Futures	21019.34	21031.49	21013.54	21025.94	761.0
2024-06-14 02:30:00	NQ	Futures	21025.68	21025.68	20995.06	21002.18	714.0
2024-06-14 03:00:00	NQ	Futures	21001.39	21018.29	20979.22	21018.02	1643.0
2024-06-14 03:30:00	NQ	Futures	21018.02	21032.01	21011.69	21014.86	1302.0
2024-06-14 04:00:00	NQ	Futures	21014.33	21029.11	20994.0	21004.56	1631.0
2024-06-14 04:30:00	NQ	Futures	21004.03	21017.49	20987.93	20988.98	1257.0
2024-06-14 05:00:00	NQ	Futures	20990.04	20999.54	20968.13	20976.05	1421.0
2024-06-14 05:30:00	NQ	Futures	20975.26	20975.52	20925.63	20926.68	2023.0
2024-06-14 06:00:00	NQ	Futures	20925.36	20929.06	20888.94	20911.11	4137.0
2024-06-14 06:30:00	NQ	Futures	20911.11	20934.34	20903.98	20909.0	2409.0
2024-06-14 07:00:00	NQ	Futures	20908.47	20919.82	20868.87	20919.82	4256.0
2024-06-14 07:30:00	NQ	Futures	20920.61	20938.04	20899.76	20906.09	3512.0

> showing 50 of 3,094 rows — these rows as CSV

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