PREVIEW / futures_30min / 2024-07-03

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-07-03.parquet
  size:    104 KB
  rows:    3,732

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
2024-07-03 00:00:00	ES	Futures	5832.1	5833.93	5831.84	5833.93	904.0
2024-07-03 00:30:00	ES	Futures	5833.93	5834.98	5833.41	5834.46	1466.0
2024-07-03 01:00:00	ES	Futures	5834.46	5834.72	5832.36	5833.15	2610.0
2024-07-03 01:30:00	ES	Futures	5833.41	5834.2	5832.36	5833.67	2199.0
2024-07-03 02:00:00	ES	Futures	5833.93	5836.82	5833.67	5835.51	6354.0
2024-07-03 02:30:00	ES	Futures	5835.51	5837.08	5834.72	5835.51	2656.0
2024-07-03 03:00:00	ES	Futures	5835.77	5838.39	5833.93	5837.6	6406.0
2024-07-03 03:30:00	ES	Futures	5837.87	5839.44	5835.25	5836.03	5399.0
2024-07-03 04:00:00	ES	Futures	5836.29	5838.65	5834.72	5837.08	5257.0
2024-07-03 04:30:00	ES	Futures	5837.34	5843.37	5837.08	5840.23	8657.0
2024-07-03 05:00:00	ES	Futures	5840.23	5841.54	5839.44	5840.75	4054.0
2024-07-03 05:30:00	ES	Futures	5840.75	5842.32	5839.44	5841.27	4379.0
2024-07-03 06:00:00	ES	Futures	5841.27	5842.06	5839.7	5842.06	4603.0
2024-07-03 06:30:00	ES	Futures	5841.8	5842.59	5840.49	5840.49	4054.0
2024-07-03 07:00:00	ES	Futures	5840.75	5842.32	5838.39	5839.18	6547.0
2024-07-03 07:30:00	ES	Futures	5839.44	5840.23	5837.08	5839.7	6519.0
2024-07-03 08:00:00	ES	Futures	5839.44	5840.49	5832.1	5833.93	15962.0
2024-07-03 08:30:00	ES	Futures	5833.41	5835.25	5830.53	5831.84	18685.0
2024-07-03 09:00:00	ES	Futures	5831.84	5835.77	5831.31	5834.98	20670.0
2024-07-03 09:30:00	ES	Futures	5834.98	5845.73	5834.46	5845.21	90416.0
2024-07-03 10:00:00	ES	Futures	5845.21	5851.5	5837.6	5840.75	100742.0
2024-07-03 10:30:00	ES	Futures	5840.49	5848.35	5839.7	5847.04	60235.0
2024-07-03 11:00:00	ES	Futures	5847.3	5854.12	5843.37	5848.88	66308.0
2024-07-03 11:30:00	ES	Futures	5849.14	5853.07	5847.57	5852.55	50414.0
2024-07-03 12:00:00	ES	Futures	5852.55	5861.46	5852.02	5860.94	54235.0
2024-07-03 12:30:00	ES	Futures	5860.94	5868.02	5854.65	5863.03	124419.0
2024-07-03 13:00:00	ES	Futures	5863.3	5864.61	5861.2	5863.03	33724.0
2024-07-03 18:00:00	ES	Futures	5863.03	5863.03	5858.05	5862.77	3398.0
2024-07-03 18:30:00	ES	Futures	5862.51	5863.82	5860.41	5861.46	1119.0
2024-07-03 19:00:00	ES	Futures	5861.46	5863.56	5861.46	5862.77	952.0
2024-07-03 19:30:00	ES	Futures	5862.51	5864.35	5861.99	5862.77	1082.0
2024-07-03 20:00:00	ES	Futures	5862.77	5863.82	5861.2	5861.2	1580.0
2024-07-03 20:30:00	ES	Futures	5861.46	5862.51	5860.68	5861.99	869.0
2024-07-03 21:00:00	ES	Futures	5861.72	5862.51	5860.68	5861.46	969.0
2024-07-03 21:30:00	ES	Futures	5861.46	5864.35	5860.94	5861.46	1691.0
2024-07-03 22:00:00	ES	Futures	5861.2	5861.99	5859.89	5860.41	1235.0
2024-07-03 22:30:00	ES	Futures	5860.68	5862.25	5860.15	5860.68	1110.0
2024-07-03 23:00:00	ES	Futures	5860.94	5861.2	5859.63	5860.41	441.0
2024-07-03 23:30:00	ES	Futures	5860.68	5862.51	5860.41	5860.94	803.0
2024-07-03 00:00:00	NQ	Futures	21367.54	21373.87	21366.48	21373.34	597.0
2024-07-03 00:30:00	NQ	Futures	21373.08	21378.36	21373.08	21376.51	615.0
2024-07-03 01:00:00	NQ	Futures	21376.78	21381.79	21374.14	21378.09	1232.0
2024-07-03 01:30:00	NQ	Futures	21378.62	21380.73	21373.87	21380.47	1035.0
2024-07-03 02:00:00	NQ	Futures	21380.21	21396.57	21378.09	21380.21	3643.0
2024-07-03 02:30:00	NQ	Futures	21379.68	21384.96	21372.29	21375.98	1858.0
2024-07-03 03:00:00	NQ	Futures	21376.51	21386.54	21367.01	21378.89	3208.0
2024-07-03 03:30:00	NQ	Futures	21379.41	21388.39	21365.95	21373.61	2963.0
2024-07-03 04:00:00	NQ	Futures	21373.34	21391.82	21365.69	21387.6	3059.0
2024-07-03 04:30:00	NQ	Futures	21387.33	21418.22	21387.33	21399.74	5389.0
2024-07-03 05:00:00	NQ	Futures	21400.53	21403.17	21390.5	21396.31	2465.0

> showing 50 of 3,732 rows — these rows as CSV

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