PREVIEW / futures_30min / 2024-06-25

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-06-25.parquet
  size:    106 KB
  rows:    3,893

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
2024-06-25 00:00:00	ES	Futures	5792.25	5792.77	5791.46	5791.73	1164.0
2024-06-25 00:30:00	ES	Futures	5791.99	5793.3	5791.46	5793.04	1313.0
2024-06-25 01:00:00	ES	Futures	5793.3	5793.3	5792.51	5792.77	1247.0
2024-06-25 01:30:00	ES	Futures	5793.04	5794.35	5792.51	5792.77	2519.0
2024-06-25 02:00:00	ES	Futures	5792.77	5792.77	5787.79	5789.89	4147.0
2024-06-25 02:30:00	ES	Futures	5789.89	5792.51	5789.1	5789.37	3556.0
2024-06-25 03:00:00	ES	Futures	5789.37	5790.15	5783.07	5783.86	9791.0
2024-06-25 03:30:00	ES	Futures	5784.12	5785.96	5780.72	5781.76	6651.0
2024-06-25 04:00:00	ES	Futures	5781.5	5790.15	5779.14	5789.63	10453.0
2024-06-25 04:30:00	ES	Futures	5789.37	5791.99	5788.58	5791.73	8691.0
2024-06-25 05:00:00	ES	Futures	5791.73	5795.92	5790.68	5795.66	8608.0
2024-06-25 05:30:00	ES	Futures	5795.66	5796.71	5793.56	5796.18	6466.0
2024-06-25 06:00:00	ES	Futures	5796.44	5797.23	5793.82	5794.87	6126.0
2024-06-25 06:30:00	ES	Futures	5794.87	5796.44	5792.25	5795.4	6253.0
2024-06-25 07:00:00	ES	Futures	5795.4	5798.28	5793.04	5795.66	14530.0
2024-06-25 07:30:00	ES	Futures	5795.66	5796.44	5790.42	5795.13	11409.0
2024-06-25 08:00:00	ES	Futures	5795.4	5798.02	5794.61	5796.97	9775.0
2024-06-25 08:30:00	ES	Futures	5796.71	5796.71	5791.2	5795.13	15824.0
2024-06-25 09:00:00	ES	Futures	5795.13	5799.85	5794.09	5796.18	17278.0
2024-06-25 09:30:00	ES	Futures	5796.18	5797.23	5785.96	5787.53	104418.0
2024-06-25 10:00:00	ES	Futures	5787.01	5798.02	5786.22	5796.44	86827.0
2024-06-25 10:30:00	ES	Futures	5796.44	5799.33	5790.15	5792.77	67375.0
2024-06-25 11:00:00	ES	Futures	5792.77	5801.43	5791.2	5796.97	64326.0
2024-06-25 11:30:00	ES	Futures	5796.97	5800.9	5795.4	5799.85	48145.0
2024-06-25 12:00:00	ES	Futures	5799.85	5800.12	5790.15	5792.25	42227.0
2024-06-25 12:30:00	ES	Futures	5791.99	5792.25	5780.45	5784.91	74725.0
2024-06-25 13:00:00	ES	Futures	5784.91	5793.04	5779.93	5792.77	52001.0
2024-06-25 13:30:00	ES	Futures	5793.04	5798.02	5790.15	5795.92	42510.0
2024-06-25 14:00:00	ES	Futures	5795.92	5805.62	5794.35	5805.36	45914.0
2024-06-25 14:30:00	ES	Futures	5805.36	5805.62	5794.09	5800.64	55687.0
2024-06-25 15:00:00	ES	Futures	5800.64	5807.98	5798.8	5807.98	48364.0
2024-06-25 15:30:00	ES	Futures	5807.72	5809.29	5797.76	5804.57	127937.0
2024-06-25 16:00:00	ES	Futures	5804.57	5805.62	5800.9	5803.0	35892.0
2024-06-25 16:30:00	ES	Futures	5803.0	5804.83	5802.74	5804.31	5214.0
2024-06-25 18:00:00	ES	Futures	5804.31	5807.19	5802.74	5806.41	3125.0
2024-06-25 18:30:00	ES	Futures	5806.14	5806.14	5803.52	5805.88	1265.0
2024-06-25 19:00:00	ES	Futures	5805.88	5805.88	5803.52	5804.83	1055.0
2024-06-25 19:30:00	ES	Futures	5805.1	5805.1	5803.0	5803.26	1026.0
2024-06-25 20:00:00	ES	Futures	5803.52	5806.41	5802.21	5805.62	2519.0
2024-06-25 20:30:00	ES	Futures	5805.62	5807.98	5805.1	5807.46	1932.0
2024-06-25 21:00:00	ES	Futures	5807.46	5810.08	5806.93	5808.5	2677.0
2024-06-25 21:30:00	ES	Futures	5808.77	5810.6	5808.24	5810.08	2967.0
2024-06-25 22:00:00	ES	Futures	5810.34	5811.39	5809.82	5810.34	2015.0
2024-06-25 22:30:00	ES	Futures	5810.34	5810.6	5809.03	5810.08	1341.0
2024-06-25 23:00:00	ES	Futures	5810.08	5811.65	5808.5	5809.29	2229.0
2024-06-25 23:30:00	ES	Futures	5809.29	5809.55	5807.46	5809.29	1328.0
2024-06-25 00:00:00	NQ	Futures	20901.08	20903.19	20897.65	20899.76	726.0
2024-06-25 00:30:00	NQ	Futures	20899.76	20909.53	20898.44	20908.21	986.0
2024-06-25 01:00:00	NQ	Futures	20908.47	20914.54	20905.83	20911.64	996.0
2024-06-25 01:30:00	NQ	Futures	20911.64	20918.5	20910.58	20912.43	1322.0

> showing 50 of 3,893 rows — these rows as CSV

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