PREVIEW / futures_30min / 2024-07-10

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-07-10.parquet
  size:    104 KB
  rows:    3,867

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
2024-07-10 00:00:00	ES	Futures	5908.39	5908.65	5907.34	5907.86	1099.0
2024-07-10 00:30:00	ES	Futures	5908.13	5909.7	5908.13	5909.44	839.0
2024-07-10 01:00:00	ES	Futures	5909.44	5909.96	5907.08	5907.08	2306.0
2024-07-10 01:30:00	ES	Futures	5907.34	5907.6	5904.72	5904.72	2959.0
2024-07-10 02:00:00	ES	Futures	5904.72	5907.86	5904.72	5907.6	3820.0
2024-07-10 02:30:00	ES	Futures	5907.6	5908.91	5906.55	5906.82	3940.0
2024-07-10 03:00:00	ES	Futures	5907.08	5909.7	5906.55	5907.86	6358.0
2024-07-10 03:30:00	ES	Futures	5907.86	5910.22	5907.34	5909.18	3911.0
2024-07-10 04:00:00	ES	Futures	5909.44	5911.53	5908.65	5911.53	5990.0
2024-07-10 04:30:00	ES	Futures	5911.53	5912.85	5910.49	5912.85	3679.0
2024-07-10 05:00:00	ES	Futures	5912.85	5914.16	5911.8	5913.63	4499.0
2024-07-10 05:30:00	ES	Futures	5913.63	5914.16	5912.32	5913.89	3555.0
2024-07-10 06:00:00	ES	Futures	5913.63	5914.94	5912.85	5914.42	4801.0
2024-07-10 06:30:00	ES	Futures	5914.68	5915.21	5913.63	5913.89	3391.0
2024-07-10 07:00:00	ES	Futures	5913.89	5914.94	5912.85	5913.63	3660.0
2024-07-10 07:30:00	ES	Futures	5913.63	5919.92	5913.63	5918.88	9944.0
2024-07-10 08:00:00	ES	Futures	5918.88	5921.23	5918.09	5920.71	10409.0
2024-07-10 08:30:00	ES	Futures	5920.45	5921.23	5918.09	5918.35	10111.0
2024-07-10 09:00:00	ES	Futures	5918.35	5920.19	5917.56	5917.83	12384.0
2024-07-10 09:30:00	ES	Futures	5917.83	5921.23	5914.94	5920.45	101786.0
2024-07-10 10:00:00	ES	Futures	5920.45	5925.17	5918.61	5920.97	79509.0
2024-07-10 10:30:00	ES	Futures	5920.97	5921.23	5915.99	5917.56	59721.0
2024-07-10 11:00:00	ES	Futures	5917.3	5924.38	5914.68	5924.38	57933.0
2024-07-10 11:30:00	ES	Futures	5924.38	5927.79	5923.86	5926.48	56115.0
2024-07-10 12:00:00	ES	Futures	5926.48	5938.8	5925.95	5937.49	68118.0
2024-07-10 12:30:00	ES	Futures	5937.75	5942.21	5934.87	5941.95	55486.0
2024-07-10 13:00:00	ES	Futures	5941.95	5946.4	5939.59	5942.47	51363.0
2024-07-10 13:30:00	ES	Futures	5942.47	5947.71	5940.64	5946.93	39560.0
2024-07-10 14:00:00	ES	Futures	5947.19	5947.71	5942.99	5944.83	34316.0
2024-07-10 14:30:00	ES	Futures	5944.83	5951.91	5944.31	5950.34	49168.0
2024-07-10 15:00:00	ES	Futures	5950.07	5950.86	5946.66	5949.81	40220.0
2024-07-10 15:30:00	ES	Futures	5950.07	5967.38	5949.02	5962.92	216146.0
2024-07-10 16:00:00	ES	Futures	5962.66	5963.71	5959.51	5962.13	68401.0
2024-07-10 16:30:00	ES	Futures	5962.13	5962.13	5960.3	5961.08	16644.0
2024-07-10 18:00:00	ES	Futures	5960.82	5962.66	5959.25	5962.13	3206.0
2024-07-10 18:30:00	ES	Futures	5961.87	5961.87	5959.25	5961.08	1839.0
2024-07-10 19:00:00	ES	Futures	5960.82	5961.35	5959.51	5959.77	1085.0
2024-07-10 19:30:00	ES	Futures	5959.77	5960.56	5959.25	5960.04	1356.0
2024-07-10 20:00:00	ES	Futures	5960.04	5960.3	5957.41	5957.68	3621.0
2024-07-10 20:30:00	ES	Futures	5957.68	5958.72	5956.36	5956.89	3193.0
2024-07-10 21:00:00	ES	Futures	5956.89	5957.94	5955.32	5957.41	2550.0
2024-07-10 21:30:00	ES	Futures	5957.68	5960.82	5957.41	5960.04	2392.0
2024-07-10 22:00:00	ES	Futures	5960.3	5960.82	5959.51	5960.3	1242.0
2024-07-10 22:30:00	ES	Futures	5960.3	5961.08	5958.99	5959.25	1224.0
2024-07-10 23:00:00	ES	Futures	5959.25	5959.51	5958.2	5959.25	1305.0
2024-07-10 23:30:00	ES	Futures	5959.25	5961.87	5959.25	5961.61	1634.0
2024-07-10 00:00:00	NQ	Futures	21867.78	21867.78	21861.71	21867.25	613.0
2024-07-10 00:30:00	NQ	Futures	21867.25	21875.97	21867.25	21874.38	868.0
2024-07-10 01:00:00	NQ	Futures	21874.12	21875.7	21860.65	21862.5	1252.0
2024-07-10 01:30:00	NQ	Futures	21862.77	21865.14	21853.79	21855.11	1374.0

> showing 50 of 3,867 rows — these rows as CSV

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