PREVIEW / futures_30min / 2024-07-09

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-07-09.parquet
  size:    103 KB
  rows:    3,879

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
2024-07-09 00:00:00	ES	Futures	5912.32	5912.85	5912.06	5912.85	1204.0
2024-07-09 00:30:00	ES	Futures	5912.85	5913.63	5911.53	5913.37	1648.0
2024-07-09 01:00:00	ES	Futures	5913.37	5914.42	5911.53	5912.32	2575.0
2024-07-09 01:30:00	ES	Futures	5912.32	5913.63	5911.27	5912.58	2279.0
2024-07-09 02:00:00	ES	Futures	5912.32	5912.32	5910.22	5910.22	2794.0
2024-07-09 02:30:00	ES	Futures	5909.96	5910.49	5908.39	5910.22	2907.0
2024-07-09 03:00:00	ES	Futures	5909.96	5911.27	5907.6	5911.27	8538.0
2024-07-09 03:30:00	ES	Futures	5911.27	5913.11	5910.75	5912.32	4717.0
2024-07-09 04:00:00	ES	Futures	5912.32	5913.89	5910.22	5910.75	5483.0
2024-07-09 04:30:00	ES	Futures	5910.75	5913.89	5910.75	5912.85	4226.0
2024-07-09 05:00:00	ES	Futures	5912.85	5914.16	5912.58	5913.89	3495.0
2024-07-09 05:30:00	ES	Futures	5913.89	5914.42	5912.32	5912.32	3758.0
2024-07-09 06:00:00	ES	Futures	5912.58	5913.11	5911.53	5912.32	4538.0
2024-07-09 06:30:00	ES	Futures	5912.32	5913.89	5911.8	5912.58	3437.0
2024-07-09 07:00:00	ES	Futures	5912.32	5913.37	5909.96	5911.27	5766.0
2024-07-09 07:30:00	ES	Futures	5911.27	5911.8	5909.44	5910.22	6266.0
2024-07-09 08:00:00	ES	Futures	5910.49	5912.06	5907.34	5908.39	9549.0
2024-07-09 08:30:00	ES	Futures	5908.39	5910.22	5906.82	5909.96	12278.0
2024-07-09 09:00:00	ES	Futures	5909.7	5912.06	5908.91	5909.96	13241.0
2024-07-09 09:30:00	ES	Futures	5910.22	5916.52	5908.39	5914.42	87474.0
2024-07-09 10:00:00	ES	Futures	5914.68	5917.3	5903.93	5908.13	106281.0
2024-07-09 10:30:00	ES	Futures	5907.86	5917.3	5905.24	5911.27	83694.0
2024-07-09 11:00:00	ES	Futures	5911.01	5913.37	5904.72	5908.13	69406.0
2024-07-09 11:30:00	ES	Futures	5908.39	5913.37	5905.77	5912.85	48111.0
2024-07-09 12:00:00	ES	Futures	5913.11	5916.25	5911.27	5914.68	37630.0
2024-07-09 12:30:00	ES	Futures	5914.94	5915.47	5908.91	5915.47	46290.0
2024-07-09 13:00:00	ES	Futures	5915.47	5920.45	5904.98	5907.86	84248.0
2024-07-09 13:30:00	ES	Futures	5907.6	5911.27	5907.08	5908.91	36499.0
2024-07-09 14:00:00	ES	Futures	5908.91	5908.91	5904.72	5904.72	40496.0
2024-07-09 14:30:00	ES	Futures	5904.98	5909.44	5903.41	5906.29	48844.0
2024-07-09 15:00:00	ES	Futures	5906.29	5906.55	5902.1	5904.98	38366.0
2024-07-09 15:30:00	ES	Futures	5904.98	5908.13	5902.62	5905.77	110404.0
2024-07-09 16:00:00	ES	Futures	5906.03	5907.86	5904.46	5907.08	34216.0
2024-07-09 16:30:00	ES	Futures	5906.82	5907.6	5906.03	5906.03	8141.0
2024-07-09 18:00:00	ES	Futures	5905.77	5907.6	5905.51	5906.55	1713.0
2024-07-09 18:30:00	ES	Futures	5906.55	5908.13	5906.55	5907.34	1550.0
2024-07-09 19:00:00	ES	Futures	5907.6	5908.91	5907.6	5908.13	755.0
2024-07-09 19:30:00	ES	Futures	5908.13	5908.91	5907.6	5907.86	824.0
2024-07-09 20:00:00	ES	Futures	5907.6	5910.22	5907.6	5908.91	2468.0
2024-07-09 20:30:00	ES	Futures	5908.91	5910.22	5908.91	5909.96	1611.0
2024-07-09 21:00:00	ES	Futures	5909.96	5910.75	5907.6	5908.91	2125.0
2024-07-09 21:30:00	ES	Futures	5908.91	5909.7	5907.08	5907.34	2101.0
2024-07-09 22:00:00	ES	Futures	5907.6	5909.7	5907.34	5909.44	1774.0
2024-07-09 22:30:00	ES	Futures	5909.18	5909.96	5908.91	5909.7	894.0
2024-07-09 23:00:00	ES	Futures	5909.7	5909.96	5909.44	5909.44	777.0
2024-07-09 23:30:00	ES	Futures	5909.7	5909.96	5908.39	5908.65	886.0
2024-07-09 00:00:00	NQ	Futures	21893.92	21895.5	21890.48	21893.92	874.0
2024-07-09 00:30:00	NQ	Futures	21894.44	21900.52	21888.64	21897.88	1118.0
2024-07-09 01:00:00	NQ	Futures	21898.14	21902.63	21883.09	21886.0	2265.0
2024-07-09 01:30:00	NQ	Futures	21886.0	21893.39	21880.45	21884.94	1443.0

> showing 50 of 3,879 rows — these rows as CSV

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