PREVIEW / futures_30min / 2024-06-18

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-18.parquet
  size:    104 KB
  rows:    3,815

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
2024-06-18 00:00:00	ES	Futures	5816.11	5817.16	5814.53	5814.8	957.0
2024-06-18 00:30:00	ES	Futures	5814.8	5815.06	5813.49	5814.27	982.0
2024-06-18 01:00:00	ES	Futures	5814.27	5816.37	5813.49	5816.11	1077.0
2024-06-18 01:30:00	ES	Futures	5816.37	5817.94	5815.58	5817.68	1367.0
2024-06-18 02:00:00	ES	Futures	5817.94	5819.78	5816.89	5817.16	4175.0
2024-06-18 02:30:00	ES	Futures	5817.42	5819.25	5816.11	5817.42	3624.0
2024-06-18 03:00:00	ES	Futures	5817.42	5819.25	5815.32	5816.11	6607.0
2024-06-18 03:30:00	ES	Futures	5816.11	5818.99	5813.22	5813.49	6262.0
2024-06-18 04:00:00	ES	Futures	5813.49	5816.11	5811.13	5811.65	7963.0
2024-06-18 04:30:00	ES	Futures	5811.91	5817.94	5811.39	5815.58	7349.0
2024-06-18 05:00:00	ES	Futures	5815.32	5821.35	5815.32	5816.37	6822.0
2024-06-18 05:30:00	ES	Futures	5816.63	5819.78	5815.32	5818.2	3683.0
2024-06-18 06:00:00	ES	Futures	5817.94	5820.3	5814.53	5819.78	4497.0
2024-06-18 06:30:00	ES	Futures	5819.78	5821.09	5814.8	5815.58	6057.0
2024-06-18 07:00:00	ES	Futures	5815.85	5816.11	5814.27	5815.32	5803.0
2024-06-18 07:30:00	ES	Futures	5815.32	5816.37	5814.01	5815.32	6477.0
2024-06-18 08:00:00	ES	Futures	5815.58	5819.78	5815.32	5817.42	12519.0
2024-06-18 08:30:00	ES	Futures	5817.68	5823.45	5812.17	5815.32	31457.0
2024-06-18 09:00:00	ES	Futures	5815.32	5818.99	5811.91	5817.16	23806.0
2024-06-18 09:30:00	ES	Futures	5817.42	5829.22	5816.89	5821.87	118599.0
2024-06-18 10:00:00	ES	Futures	5821.87	5825.81	5817.94	5820.56	66510.0
2024-06-18 10:30:00	ES	Futures	5820.56	5826.59	5815.58	5817.16	69655.0
2024-06-18 11:00:00	ES	Futures	5817.42	5820.04	5813.22	5816.63	54397.0
2024-06-18 11:30:00	ES	Futures	5816.63	5824.76	5815.58	5824.5	47207.0
2024-06-18 12:00:00	ES	Futures	5824.23	5827.38	5819.52	5820.04	41756.0
2024-06-18 12:30:00	ES	Futures	5820.04	5825.81	5818.2	5824.76	36336.0
2024-06-18 13:00:00	ES	Futures	5824.76	5828.43	5820.56	5827.12	44074.0
2024-06-18 13:30:00	ES	Futures	5827.12	5832.89	5825.02	5827.38	40691.0
2024-06-18 14:00:00	ES	Futures	5827.64	5827.9	5816.37	5823.71	65618.0
2024-06-18 14:30:00	ES	Futures	5823.45	5826.86	5821.35	5826.59	33249.0
2024-06-18 15:00:00	ES	Futures	5826.86	5827.38	5820.04	5825.28	48337.0
2024-06-18 15:30:00	ES	Futures	5825.55	5832.36	5823.45	5832.1	119551.0
2024-06-18 16:00:00	ES	Futures	5832.1	5833.41	5827.9	5832.62	36831.0
2024-06-18 16:30:00	ES	Futures	5832.89	5832.89	5831.57	5832.62	3840.0
2024-06-18 18:00:00	ES	Futures	5832.36	5834.46	5830.53	5833.93	2126.0
2024-06-18 18:30:00	ES	Futures	5833.93	5837.87	5833.67	5837.08	2068.0
2024-06-18 19:00:00	ES	Futures	5837.08	5837.08	5834.46	5834.98	1097.0
2024-06-18 19:30:00	ES	Futures	5835.25	5836.03	5833.93	5835.51	1041.0
2024-06-18 20:00:00	ES	Futures	5835.51	5835.51	5830.79	5831.05	2762.0
2024-06-18 20:30:00	ES	Futures	5831.31	5832.62	5831.05	5831.57	1337.0
2024-06-18 21:00:00	ES	Futures	5831.31	5832.1	5831.05	5831.31	950.0
2024-06-18 21:30:00	ES	Futures	5831.05	5833.15	5830.79	5831.57	1426.0
2024-06-18 22:00:00	ES	Futures	5831.57	5832.36	5831.57	5832.36	648.0
2024-06-18 22:30:00	ES	Futures	5832.36	5833.93	5832.1	5832.1	920.0
2024-06-18 23:00:00	ES	Futures	5832.1	5833.41	5831.84	5832.62	592.0
2024-06-18 23:30:00	ES	Futures	5832.62	5832.89	5831.05	5831.57	551.0
2024-06-18 00:00:00	NQ	Futures	21312.63	21316.32	21307.61	21307.61	581.0
2024-06-18 00:30:00	NQ	Futures	21308.14	21309.46	21301.28	21306.82	732.0
2024-06-18 01:00:00	NQ	Futures	21307.08	21313.68	21301.01	21313.42	952.0
2024-06-18 01:30:00	NQ	Futures	21313.42	21322.13	21310.52	21319.23	852.0

> showing 50 of 3,815 rows — these rows as CSV

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