PREVIEW / futures_30min / 2024-06-21

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-21.parquet
  size:    91 KB
  rows:    3,128

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
2024-06-21 00:00:00	ES	Futures	5815.06	5817.42	5814.8	5817.16	1101.0
2024-06-21 00:30:00	ES	Futures	5816.89	5818.2	5816.37	5817.94	1048.0
2024-06-21 01:00:00	ES	Futures	5817.94	5819.78	5817.94	5819.52	1681.0
2024-06-21 01:30:00	ES	Futures	5819.52	5819.78	5817.16	5818.99	1799.0
2024-06-21 02:00:00	ES	Futures	5818.99	5820.83	5818.47	5819.25	3587.0
2024-06-21 02:30:00	ES	Futures	5819.25	5820.3	5816.37	5816.63	3300.0
2024-06-21 03:00:00	ES	Futures	5816.63	5817.16	5808.77	5810.6	8272.0
2024-06-21 03:30:00	ES	Futures	5810.6	5811.13	5803.26	5807.19	10489.0
2024-06-21 04:00:00	ES	Futures	5807.19	5809.29	5799.59	5800.9	12525.0
2024-06-21 04:30:00	ES	Futures	5800.9	5803.0	5795.4	5800.64	9642.0
2024-06-21 05:00:00	ES	Futures	5800.64	5806.14	5798.02	5805.88	9897.0
2024-06-21 05:30:00	ES	Futures	5805.62	5808.24	5803.79	5805.88	7123.0
2024-06-21 06:00:00	ES	Futures	5805.62	5809.29	5803.52	5804.05	5809.0
2024-06-21 06:30:00	ES	Futures	5804.05	5807.98	5800.38	5807.19	6918.0
2024-06-21 07:00:00	ES	Futures	5807.19	5813.22	5806.93	5811.39	9218.0
2024-06-21 07:30:00	ES	Futures	5811.39	5811.65	5802.74	5803.79	8639.0
2024-06-21 08:00:00	ES	Futures	5803.52	5806.14	5799.85	5802.21	14205.0
2024-06-21 08:30:00	ES	Futures	5802.21	5811.13	5801.43	5810.34	16944.0
2024-06-21 09:00:00	ES	Futures	5810.34	5813.49	5799.85	5803.52	41368.0
2024-06-21 09:30:00	ES	Futures	5803.52	5807.46	5787.53	5796.44	174746.0
2024-06-21 10:00:00	ES	Futures	5796.71	5806.67	5795.92	5801.69	100359.0
2024-06-21 10:30:00	ES	Futures	5801.69	5807.72	5796.71	5806.93	77693.0
2024-06-21 11:00:00	ES	Futures	5806.93	5811.65	5801.69	5802.21	68248.0
2024-06-21 11:30:00	ES	Futures	5802.21	5814.27	5797.76	5814.01	72188.0
2024-06-21 12:00:00	ES	Futures	5814.01	5815.58	5808.5	5811.39	47924.0
2024-06-21 12:30:00	ES	Futures	5811.39	5812.17	5802.74	5803.79	47585.0
2024-06-21 13:00:00	ES	Futures	5803.79	5806.93	5796.44	5798.8	52597.0
2024-06-21 13:30:00	ES	Futures	5798.54	5803.52	5793.04	5797.23	52549.0
2024-06-21 14:00:00	ES	Futures	5797.49	5805.88	5795.13	5805.36	48961.0
2024-06-21 14:30:00	ES	Futures	5805.1	5805.36	5797.49	5801.43	39518.0
2024-06-21 15:00:00	ES	Futures	5801.43	5807.19	5800.64	5802.47	41125.0
2024-06-21 15:30:00	ES	Futures	5802.21	5811.39	5799.07	5799.33	155921.0
2024-06-21 16:00:00	ES	Futures	5799.07	5808.5	5798.54	5806.41	55945.0
2024-06-21 16:30:00	ES	Futures	5806.14	5807.19	5805.36	5805.88	7204.0
2024-06-21 00:00:00	NQ	Futures	21175.36	21187.24	21171.13	21185.39	954.0
2024-06-21 00:30:00	NQ	Futures	21184.86	21191.72	21179.58	21189.88	1083.0
2024-06-21 01:00:00	NQ	Futures	21189.88	21198.85	21188.29	21196.74	1022.0
2024-06-21 01:30:00	NQ	Futures	21196.74	21199.91	21186.18	21196.21	1589.0
2024-06-21 02:00:00	NQ	Futures	21195.68	21209.41	21194.89	21198.32	2269.0
2024-06-21 02:30:00	NQ	Futures	21198.32	21208.09	21185.12	21191.2	2221.0
2024-06-21 03:00:00	NQ	Futures	21191.72	21193.57	21135.76	21152.13	5105.0
2024-06-21 03:30:00	NQ	Futures	21151.86	21165.06	21122.82	21148.96	6161.0
2024-06-21 04:00:00	NQ	Futures	21148.69	21157.14	21083.49	21088.77	9244.0
2024-06-21 04:30:00	NQ	Futures	21089.3	21104.61	21063.43	21092.73	7156.0
2024-06-21 05:00:00	NQ	Futures	21091.67	21120.45	21083.75	21119.92	5251.0
2024-06-21 05:30:00	NQ	Futures	21119.39	21136.81	21112.0	21127.05	3704.0
2024-06-21 06:00:00	NQ	Futures	21126.52	21149.75	21114.9	21118.07	4124.0
2024-06-21 06:30:00	NQ	Futures	21118.07	21141.3	21100.91	21136.29	4236.0
2024-06-21 07:00:00	NQ	Futures	21136.81	21164.27	21134.7	21149.75	4786.0
2024-06-21 07:30:00	NQ	Futures	21149.75	21150.01	21108.04	21112.26	5279.0

> showing 50 of 3,128 rows — these rows as CSV

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