PREVIEW / futures_30min / 2024-06-20

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-20.parquet
  size:    108 KB
  rows:    3,903

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
2024-06-20 00:00:00	ES	Futures	5841.8	5844.16	5841.01	5843.11	1617.0
2024-06-20 00:30:00	ES	Futures	5843.37	5845.99	5843.11	5845.21	1903.0
2024-06-20 01:00:00	ES	Futures	5844.95	5849.93	5844.68	5847.3	4366.0
2024-06-20 01:30:00	ES	Futures	5847.3	5850.19	5847.3	5849.14	2189.0
2024-06-20 02:00:00	ES	Futures	5848.88	5849.93	5846.78	5849.14	3863.0
2024-06-20 02:30:00	ES	Futures	5849.14	5849.4	5846.26	5846.78	3454.0
2024-06-20 03:00:00	ES	Futures	5846.78	5854.91	5846.26	5854.38	9347.0
2024-06-20 03:30:00	ES	Futures	5854.38	5859.89	5849.4	5852.02	11546.0
2024-06-20 04:00:00	ES	Futures	5852.02	5854.12	5850.45	5851.24	7126.0
2024-06-20 04:30:00	ES	Futures	5851.5	5854.12	5849.4	5853.33	5091.0
2024-06-20 05:00:00	ES	Futures	5853.33	5854.65	5850.71	5853.6	4674.0
2024-06-20 05:30:00	ES	Futures	5853.6	5854.12	5850.71	5853.6	5100.0
2024-06-20 06:00:00	ES	Futures	5853.6	5855.43	5852.02	5854.65	3944.0
2024-06-20 06:30:00	ES	Futures	5854.65	5855.69	5853.33	5853.6	4487.0
2024-06-20 07:00:00	ES	Futures	5853.33	5856.22	5852.29	5853.6	6114.0
2024-06-20 07:30:00	ES	Futures	5853.86	5854.12	5848.88	5850.45	9141.0
2024-06-20 08:00:00	ES	Futures	5850.45	5852.81	5846.52	5851.5	10685.0
2024-06-20 08:30:00	ES	Futures	5851.24	5852.02	5841.27	5842.59	23443.0
2024-06-20 09:00:00	ES	Futures	5842.59	5844.16	5839.96	5841.27	21639.0
2024-06-20 09:30:00	ES	Futures	5841.27	5848.09	5834.46	5842.06	120795.0
2024-06-20 10:00:00	ES	Futures	5842.32	5844.68	5829.48	5836.29	115149.0
2024-06-20 10:30:00	ES	Futures	5836.29	5839.7	5832.1	5838.39	69039.0
2024-06-20 11:00:00	ES	Futures	5838.39	5841.8	5832.62	5833.67	54232.0
2024-06-20 11:30:00	ES	Futures	5833.93	5837.08	5828.43	5828.69	61976.0
2024-06-20 12:00:00	ES	Futures	5828.69	5831.57	5812.96	5813.49	93385.0
2024-06-20 12:30:00	ES	Futures	5813.49	5821.09	5802.74	5816.63	135783.0
2024-06-20 13:00:00	ES	Futures	5816.37	5816.63	5800.12	5803.26	91551.0
2024-06-20 13:30:00	ES	Futures	5803.26	5814.27	5794.35	5814.01	89001.0
2024-06-20 14:00:00	ES	Futures	5814.27	5825.81	5813.22	5824.76	76356.0
2024-06-20 14:30:00	ES	Futures	5824.76	5826.07	5814.8	5815.06	57532.0
2024-06-20 15:00:00	ES	Futures	5815.06	5816.63	5800.64	5815.32	84254.0
2024-06-20 15:30:00	ES	Futures	5815.58	5822.66	5809.03	5814.8	152828.0
2024-06-20 16:00:00	ES	Futures	5815.06	5815.85	5808.77	5813.49	45360.0
2024-06-20 16:30:00	ES	Futures	5813.75	5815.32	5813.22	5813.75	4429.0
2024-06-20 18:00:00	ES	Futures	5814.8	5816.63	5812.7	5815.58	3354.0
2024-06-20 18:30:00	ES	Futures	5815.58	5816.11	5814.27	5815.32	1025.0
2024-06-20 19:00:00	ES	Futures	5815.32	5817.94	5814.8	5816.89	1381.0
2024-06-20 19:30:00	ES	Futures	5817.16	5817.42	5814.53	5816.89	2328.0
2024-06-20 20:00:00	ES	Futures	5816.63	5817.68	5813.22	5814.01	2007.0
2024-06-20 20:30:00	ES	Futures	5814.01	5815.06	5810.6	5811.39	2308.0
2024-06-20 21:00:00	ES	Futures	5811.13	5812.96	5810.08	5812.44	2078.0
2024-06-20 21:30:00	ES	Futures	5812.17	5812.96	5810.6	5812.7	1795.0
2024-06-20 22:00:00	ES	Futures	5812.96	5813.49	5812.17	5812.96	1459.0
2024-06-20 22:30:00	ES	Futures	5813.22	5816.11	5812.96	5815.85	1586.0
2024-06-20 23:00:00	ES	Futures	5815.85	5817.42	5815.85	5817.16	1470.0
2024-06-20 23:30:00	ES	Futures	5816.89	5816.89	5814.8	5815.06	1011.0
2024-06-20 00:00:00	NQ	Futures	21424.82	21432.74	21417.69	21427.99	1591.0
2024-06-20 00:30:00	NQ	Futures	21428.25	21450.43	21427.46	21442.77	2313.0
2024-06-20 01:00:00	NQ	Futures	21443.03	21470.75	21441.19	21459.67	4277.0
2024-06-20 01:30:00	NQ	Futures	21460.19	21468.11	21458.61	21464.42	1626.0

> showing 50 of 3,903 rows — these rows as CSV

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