PREVIEW / futures_30min / 2024-06-17

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-17.parquet
  size:    106 KB
  rows:    3,855

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
2024-06-17 00:00:00	ES	Futures	5768.13	5769.44	5767.87	5767.87	428.0
2024-06-17 00:30:00	ES	Futures	5767.87	5767.87	5765.77	5766.3	703.0
2024-06-17 01:00:00	ES	Futures	5766.56	5768.39	5765.25	5768.39	742.0
2024-06-17 01:30:00	ES	Futures	5768.13	5771.02	5768.13	5769.97	2213.0
2024-06-17 02:00:00	ES	Futures	5769.97	5770.23	5763.94	5768.92	4951.0
2024-06-17 02:30:00	ES	Futures	5768.92	5772.85	5768.39	5771.28	3347.0
2024-06-17 03:00:00	ES	Futures	5771.54	5777.04	5769.97	5775.21	7893.0
2024-06-17 03:30:00	ES	Futures	5775.21	5777.57	5771.28	5772.33	5797.0
2024-06-17 04:00:00	ES	Futures	5772.33	5777.04	5770.75	5771.54	7033.0
2024-06-17 04:30:00	ES	Futures	5771.8	5771.8	5763.67	5766.3	9254.0
2024-06-17 05:00:00	ES	Futures	5766.03	5768.39	5764.72	5767.08	4274.0
2024-06-17 05:30:00	ES	Futures	5767.34	5768.66	5766.56	5767.08	2913.0
2024-06-17 06:00:00	ES	Futures	5767.34	5768.13	5760.27	5760.79	5751.0
2024-06-17 06:30:00	ES	Futures	5760.79	5765.25	5760.53	5764.99	3555.0
2024-06-17 07:00:00	ES	Futures	5765.25	5770.23	5764.99	5769.97	5463.0
2024-06-17 07:30:00	ES	Futures	5769.97	5769.97	5766.56	5768.92	5074.0
2024-06-17 08:00:00	ES	Futures	5768.92	5771.02	5766.56	5767.34	6961.0
2024-06-17 08:30:00	ES	Futures	5767.34	5767.61	5761.58	5764.72	12546.0
2024-06-17 09:00:00	ES	Futures	5764.46	5764.99	5761.84	5762.1	11319.0
2024-06-17 09:30:00	ES	Futures	5762.36	5766.3	5756.86	5762.36	92318.0
2024-06-17 10:00:00	ES	Futures	5762.36	5770.75	5760.0	5764.46	84155.0
2024-06-17 10:30:00	ES	Futures	5764.72	5772.33	5763.67	5771.54	52160.0
2024-06-17 11:00:00	ES	Futures	5771.54	5783.6	5771.54	5781.5	51686.0
2024-06-17 11:30:00	ES	Futures	5781.24	5782.29	5777.57	5779.67	39080.0
2024-06-17 12:00:00	ES	Futures	5779.93	5798.54	5779.67	5798.28	48663.0
2024-06-17 12:30:00	ES	Futures	5798.28	5804.05	5795.66	5798.54	57775.0
2024-06-17 13:00:00	ES	Futures	5798.54	5810.6	5798.54	5809.03	48740.0
2024-06-17 13:30:00	ES	Futures	5808.77	5822.14	5808.24	5820.56	60062.0
2024-06-17 14:00:00	ES	Futures	5820.56	5831.57	5819.52	5827.12	87910.0
2024-06-17 14:30:00	ES	Futures	5826.86	5828.69	5821.09	5824.5	43993.0
2024-06-17 15:00:00	ES	Futures	5824.5	5831.05	5821.35	5830.0	47043.0
2024-06-17 15:30:00	ES	Futures	5830.26	5830.26	5814.01	5817.42	147612.0
2024-06-17 16:00:00	ES	Futures	5817.42	5817.68	5812.44	5817.42	44284.0
2024-06-17 16:30:00	ES	Futures	5817.68	5817.94	5815.58	5817.16	6366.0
2024-06-17 18:00:00	ES	Futures	5817.94	5824.5	5816.63	5822.92	4193.0
2024-06-17 18:30:00	ES	Futures	5822.92	5822.92	5820.83	5821.61	1820.0
2024-06-17 19:00:00	ES	Futures	5821.61	5823.71	5819.25	5822.4	2343.0
2024-06-17 19:30:00	ES	Futures	5822.4	5823.71	5821.87	5822.4	1242.0
2024-06-17 20:00:00	ES	Futures	5822.4	5822.66	5818.99	5819.25	2704.0
2024-06-17 20:30:00	ES	Futures	5819.25	5820.3	5816.63	5817.68	4117.0
2024-06-17 21:00:00	ES	Futures	5817.68	5817.68	5812.96	5815.06	3233.0
2024-06-17 21:30:00	ES	Futures	5814.8	5817.16	5811.65	5812.96	2544.0
2024-06-17 22:00:00	ES	Futures	5812.96	5816.11	5812.96	5815.32	1471.0
2024-06-17 22:30:00	ES	Futures	5815.32	5816.37	5814.53	5816.11	1104.0
2024-06-17 23:00:00	ES	Futures	5815.85	5818.47	5815.58	5817.68	2195.0
2024-06-17 23:30:00	ES	Futures	5817.42	5817.42	5815.32	5816.11	1214.0
2024-06-17 00:00:00	NQ	Futures	21077.42	21082.17	21074.25	21076.36	330.0
2024-06-17 00:30:00	NQ	Futures	21076.1	21076.1	21067.65	21069.24	465.0
2024-06-17 01:00:00	NQ	Futures	21070.03	21076.63	21063.16	21075.83	667.0
2024-06-17 01:30:00	NQ	Futures	21075.04	21084.81	21070.82	21076.63	1071.0

> showing 50 of 3,855 rows — these rows as CSV

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