PREVIEW / futures_30min / 2024-07-17

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-07-17.parquet
  size:    110 KB
  rows:    3,939

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
2024-07-17 00:00:00	ES	Futures	5987.3	5987.82	5985.99	5986.51	1030.0
2024-07-17 00:30:00	ES	Futures	5986.51	5986.78	5984.15	5985.2	1694.0
2024-07-17 01:00:00	ES	Futures	5985.47	5986.78	5982.84	5983.11	3229.0
2024-07-17 01:30:00	ES	Futures	5983.11	5984.68	5981.27	5981.53	3152.0
2024-07-17 02:00:00	ES	Futures	5981.79	5982.06	5962.39	5966.59	16183.0
2024-07-17 02:30:00	ES	Futures	5966.33	5969.74	5964.23	5969.21	8197.0
2024-07-17 03:00:00	ES	Futures	5969.21	5969.74	5958.99	5963.71	14827.0
2024-07-17 03:30:00	ES	Futures	5963.71	5965.54	5953.74	5955.32	13222.0
2024-07-17 04:00:00	ES	Futures	5955.58	5957.15	5944.04	5946.14	22201.0
2024-07-17 04:30:00	ES	Futures	5946.14	5953.22	5945.35	5952.43	14668.0
2024-07-17 05:00:00	ES	Futures	5952.69	5953.74	5950.34	5950.34	5652.0
2024-07-17 05:30:00	ES	Futures	5950.34	5954.53	5947.98	5952.43	8190.0
2024-07-17 06:00:00	ES	Futures	5952.43	5954.53	5950.34	5953.48	5784.0
2024-07-17 06:30:00	ES	Futures	5953.48	5955.05	5945.09	5947.19	7959.0
2024-07-17 07:00:00	ES	Futures	5947.45	5950.6	5933.56	5935.65	20526.0
2024-07-17 07:30:00	ES	Futures	5935.39	5940.64	5930.15	5939.06	18370.0
2024-07-17 08:00:00	ES	Futures	5939.06	5943.52	5935.65	5940.37	17656.0
2024-07-17 08:30:00	ES	Futures	5940.11	5941.95	5931.98	5934.08	23854.0
2024-07-17 09:00:00	ES	Futures	5934.08	5936.96	5927.79	5930.41	31687.0
2024-07-17 09:30:00	ES	Futures	5930.41	5948.76	5930.41	5941.42	211935.0
2024-07-17 10:00:00	ES	Futures	5941.42	5941.95	5920.97	5929.36	215237.0
2024-07-17 10:30:00	ES	Futures	5929.36	5933.82	5923.86	5924.91	145183.0
2024-07-17 11:00:00	ES	Futures	5924.91	5930.15	5919.92	5928.58	120907.0
2024-07-17 11:30:00	ES	Futures	5928.31	5929.36	5919.66	5926.22	101465.0
2024-07-17 12:00:00	ES	Futures	5926.48	5927.79	5914.42	5914.94	105985.0
2024-07-17 12:30:00	ES	Futures	5915.21	5923.07	5912.06	5921.76	113826.0
2024-07-17 13:00:00	ES	Futures	5922.02	5922.02	5907.34	5915.47	84839.0
2024-07-17 13:30:00	ES	Futures	5915.47	5921.23	5912.85	5914.94	72393.0
2024-07-17 14:00:00	ES	Futures	5915.21	5923.86	5909.96	5922.81	71647.0
2024-07-17 14:30:00	ES	Futures	5922.55	5926.74	5914.42	5916.52	68034.0
2024-07-17 15:00:00	ES	Futures	5916.52	5924.91	5912.06	5923.33	90148.0
2024-07-17 15:30:00	ES	Futures	5923.07	5925.69	5911.53	5911.53	204637.0
2024-07-17 16:00:00	ES	Futures	5911.53	5915.47	5905.77	5915.21	78671.0
2024-07-17 16:30:00	ES	Futures	5915.47	5918.09	5914.94	5917.56	20378.0
2024-07-17 18:00:00	ES	Futures	5918.61	5924.91	5917.56	5923.07	6179.0
2024-07-17 18:30:00	ES	Futures	5923.33	5925.17	5920.45	5924.64	2736.0
2024-07-17 19:00:00	ES	Futures	5924.64	5924.64	5922.81	5923.59	1997.0
2024-07-17 19:30:00	ES	Futures	5923.59	5924.91	5923.07	5923.86	2692.0
2024-07-17 20:00:00	ES	Futures	5923.86	5927.79	5923.59	5927.0	3737.0
2024-07-17 20:30:00	ES	Futures	5927.0	5928.84	5926.48	5926.74	3349.0
2024-07-17 21:00:00	ES	Futures	5926.74	5929.62	5924.91	5928.05	3411.0
2024-07-17 21:30:00	ES	Futures	5928.05	5928.84	5926.74	5928.58	2592.0
2024-07-17 22:00:00	ES	Futures	5928.84	5929.1	5925.95	5926.74	3404.0
2024-07-17 22:30:00	ES	Futures	5926.74	5928.84	5925.69	5927.79	2210.0
2024-07-17 23:00:00	ES	Futures	5927.79	5928.31	5924.91	5925.95	1886.0
2024-07-17 23:30:00	ES	Futures	5925.95	5926.48	5920.97	5925.17	2571.0
2024-07-17 00:00:00	NQ	Futures	21684.05	21686.69	21675.6	21677.19	902.0
2024-07-17 00:30:00	NQ	Futures	21677.72	21679.3	21664.25	21672.44	1499.0
2024-07-17 01:00:00	NQ	Futures	21672.17	21683.52	21654.22	21661.08	3127.0
2024-07-17 01:30:00	NQ	Futures	21661.61	21672.96	21655.28	21656.07	1667.0

> showing 50 of 3,939 rows — these rows as CSV

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