PREVIEW / futures_30min / 2024-06-19

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-19.parquet
  size:    79 KB
  rows:    3,087

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
2024-06-19 00:00:00	ES	Futures	5831.84	5832.1	5830.79	5831.57	599.0
2024-06-19 00:30:00	ES	Futures	5831.31	5831.31	5830.26	5831.05	761.0
2024-06-19 01:00:00	ES	Futures	5831.31	5831.84	5830.79	5831.05	926.0
2024-06-19 01:30:00	ES	Futures	5831.05	5834.46	5831.05	5833.41	1529.0
2024-06-19 02:00:00	ES	Futures	5833.67	5835.25	5833.15	5834.2	2418.0
2024-06-19 02:30:00	ES	Futures	5834.2	5836.29	5833.93	5834.46	2626.0
2024-06-19 03:00:00	ES	Futures	5834.46	5836.29	5831.05	5833.41	4141.0
2024-06-19 03:30:00	ES	Futures	5833.15	5834.98	5831.05	5834.46	4180.0
2024-06-19 04:00:00	ES	Futures	5834.46	5836.29	5832.89	5833.67	3014.0
2024-06-19 04:30:00	ES	Futures	5833.67	5834.46	5832.36	5833.15	3141.0
2024-06-19 05:00:00	ES	Futures	5833.15	5836.29	5832.89	5835.25	3090.0
2024-06-19 05:30:00	ES	Futures	5835.25	5835.51	5833.93	5834.72	2092.0
2024-06-19 06:00:00	ES	Futures	5834.98	5835.51	5833.67	5833.93	2747.0
2024-06-19 06:30:00	ES	Futures	5833.93	5836.56	5833.93	5836.29	1680.0
2024-06-19 07:00:00	ES	Futures	5836.29	5837.34	5834.46	5836.03	2266.0
2024-06-19 07:30:00	ES	Futures	5836.03	5837.34	5834.72	5835.25	2840.0
2024-06-19 08:00:00	ES	Futures	5835.51	5835.51	5834.2	5834.98	2003.0
2024-06-19 08:30:00	ES	Futures	5834.98	5836.03	5834.46	5834.72	2677.0
2024-06-19 09:00:00	ES	Futures	5834.98	5836.82	5834.46	5836.29	3113.0
2024-06-19 09:30:00	ES	Futures	5836.56	5837.34	5834.2	5834.46	8090.0
2024-06-19 10:00:00	ES	Futures	5834.46	5835.51	5832.1	5832.36	6025.0
2024-06-19 10:30:00	ES	Futures	5832.36	5834.46	5830.53	5833.67	6141.0
2024-06-19 11:00:00	ES	Futures	5833.67	5834.46	5832.89	5833.41	3286.0
2024-06-19 11:30:00	ES	Futures	5833.67	5834.46	5833.15	5833.67	3420.0
2024-06-19 12:00:00	ES	Futures	5833.67	5833.93	5832.1	5832.89	1988.0
2024-06-19 12:30:00	ES	Futures	5832.89	5832.89	5831.84	5832.36	1993.0
2024-06-19 18:00:00	ES	Futures	5832.62	5834.72	5831.57	5832.89	1511.0
2024-06-19 18:30:00	ES	Futures	5832.89	5833.15	5831.57	5831.84	836.0
2024-06-19 19:00:00	ES	Futures	5831.57	5833.15	5831.31	5833.15	605.0
2024-06-19 19:30:00	ES	Futures	5833.15	5833.93	5832.62	5833.67	697.0
2024-06-19 20:00:00	ES	Futures	5833.41	5835.51	5833.41	5835.51	1510.0
2024-06-19 20:30:00	ES	Futures	5835.25	5837.6	5834.98	5836.82	1826.0
2024-06-19 21:00:00	ES	Futures	5836.82	5838.39	5836.82	5838.13	1686.0
2024-06-19 21:30:00	ES	Futures	5837.87	5839.7	5837.6	5838.13	1938.0
2024-06-19 22:00:00	ES	Futures	5838.13	5838.39	5837.34	5838.39	1005.0
2024-06-19 22:30:00	ES	Futures	5838.39	5838.39	5836.03	5837.08	1341.0
2024-06-19 23:00:00	ES	Futures	5837.08	5838.39	5836.82	5836.82	933.0
2024-06-19 23:30:00	ES	Futures	5836.82	5843.11	5836.82	5841.8	2795.0
2024-06-19 00:00:00	NQ	Futures	21350.9	21354.34	21346.95	21350.38	432.0
2024-06-19 00:30:00	NQ	Futures	21350.38	21350.38	21344.31	21348.53	587.0
2024-06-19 01:00:00	NQ	Futures	21348.79	21350.64	21345.63	21347.21	648.0
2024-06-19 01:30:00	NQ	Futures	21347.74	21357.24	21347.47	21353.28	945.0
2024-06-19 02:00:00	NQ	Futures	21353.28	21363.31	21349.32	21360.94	2007.0
2024-06-19 02:30:00	NQ	Futures	21360.67	21372.55	21360.14	21367.54	1606.0
2024-06-19 03:00:00	NQ	Futures	21367.54	21370.7	21356.45	21360.41	2139.0
2024-06-19 03:30:00	NQ	Futures	21360.14	21368.86	21358.56	21366.22	1737.0
2024-06-19 04:00:00	NQ	Futures	21366.22	21371.23	21357.24	21360.67	1598.0
2024-06-19 04:30:00	NQ	Futures	21360.41	21362.52	21354.34	21360.94	1715.0
2024-06-19 05:00:00	NQ	Futures	21360.41	21371.5	21359.62	21369.12	1499.0
2024-06-19 05:30:00	NQ	Futures	21368.86	21369.65	21363.31	21368.33	1188.0

> showing 50 of 3,087 rows — these rows as CSV

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