PREVIEW / futures_30min / 2024-08-01

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-08-01.parquet
  size:    119 KB
  rows:    4,083

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
2024-08-01 00:00:00	ES	Futures	5864.35	5865.39	5862.77	5863.3	2430.0
2024-08-01 00:30:00	ES	Futures	5863.56	5864.08	5860.68	5863.03	2269.0
2024-08-01 01:00:00	ES	Futures	5863.03	5863.82	5859.63	5863.3	2733.0
2024-08-01 01:30:00	ES	Futures	5863.03	5868.8	5862.25	5868.54	3297.0
2024-08-01 02:00:00	ES	Futures	5868.28	5868.54	5850.98	5854.38	10831.0
2024-08-01 02:30:00	ES	Futures	5854.38	5858.05	5847.04	5848.09	7837.0
2024-08-01 03:00:00	ES	Futures	5848.35	5858.58	5847.3	5852.81	12464.0
2024-08-01 03:30:00	ES	Futures	5852.81	5855.17	5843.9	5845.99	11119.0
2024-08-01 04:00:00	ES	Futures	5845.99	5847.3	5829.22	5837.08	22953.0
2024-08-01 04:30:00	ES	Futures	5837.08	5840.49	5828.95	5832.89	12412.0
2024-08-01 05:00:00	ES	Futures	5833.15	5844.68	5831.31	5839.44	10584.0
2024-08-01 05:30:00	ES	Futures	5839.18	5849.66	5838.65	5848.09	7853.0
2024-08-01 06:00:00	ES	Futures	5847.83	5851.24	5846.78	5851.24	5885.0
2024-08-01 06:30:00	ES	Futures	5851.24	5852.55	5845.73	5851.76	7186.0
2024-08-01 07:00:00	ES	Futures	5851.76	5857.79	5849.66	5857.53	12317.0
2024-08-01 07:30:00	ES	Futures	5857.53	5858.84	5847.57	5848.35	12532.0
2024-08-01 08:00:00	ES	Futures	5848.62	5861.46	5846.52	5858.32	16049.0
2024-08-01 08:30:00	ES	Futures	5858.58	5865.92	5853.6	5858.84	28346.0
2024-08-01 09:00:00	ES	Futures	5858.84	5860.41	5843.9	5849.4	40587.0
2024-08-01 09:30:00	ES	Futures	5849.4	5873.26	5847.57	5864.61	196979.0
2024-08-01 10:00:00	ES	Futures	5864.35	5868.02	5819.78	5820.3	229483.0
2024-08-01 10:30:00	ES	Futures	5820.56	5824.76	5792.77	5795.13	218999.0
2024-08-01 11:00:00	ES	Futures	5795.13	5797.49	5779.4	5781.24	183538.0
2024-08-01 11:30:00	ES	Futures	5780.98	5785.96	5760.27	5766.03	175320.0
2024-08-01 12:00:00	ES	Futures	5766.3	5783.86	5762.63	5769.7	132223.0
2024-08-01 12:30:00	ES	Futures	5769.7	5769.7	5749.26	5755.29	125873.0
2024-08-01 13:00:00	ES	Futures	5755.55	5757.91	5735.62	5740.08	124524.0
2024-08-01 13:30:00	ES	Futures	5740.34	5743.49	5720.68	5743.23	143063.0
2024-08-01 14:00:00	ES	Futures	5743.23	5746.11	5713.86	5718.58	138564.0
2024-08-01 14:30:00	ES	Futures	5718.58	5724.61	5709.67	5715.44	124475.0
2024-08-01 15:00:00	ES	Futures	5715.44	5733.53	5712.03	5731.17	135465.0
2024-08-01 15:30:00	ES	Futures	5731.43	5752.66	5727.76	5747.42	313645.0
2024-08-01 16:00:00	ES	Futures	5747.42	5752.4	5715.17	5722.25	94872.0
2024-08-01 16:30:00	ES	Futures	5721.99	5738.77	5716.22	5737.46	32678.0
2024-08-01 18:00:00	ES	Futures	5730.12	5739.56	5716.22	5731.95	13054.0
2024-08-01 18:30:00	ES	Futures	5732.21	5734.05	5710.98	5717.27	8745.0
2024-08-01 19:00:00	ES	Futures	5717.01	5732.48	5714.39	5731.43	5680.0
2024-08-01 19:30:00	ES	Futures	5731.17	5734.05	5725.92	5726.71	4364.0
2024-08-01 20:00:00	ES	Futures	5726.71	5730.38	5714.39	5719.37	9528.0
2024-08-01 20:30:00	ES	Futures	5719.37	5724.61	5716.22	5723.04	5455.0
2024-08-01 21:00:00	ES	Futures	5723.3	5724.35	5716.22	5718.84	5194.0
2024-08-01 21:30:00	ES	Futures	5719.11	5727.5	5717.8	5721.73	5530.0
2024-08-01 22:00:00	ES	Futures	5721.73	5722.51	5684.76	5697.35	25649.0
2024-08-01 22:30:00	ES	Futures	5697.35	5702.59	5691.06	5700.23	13058.0
2024-08-01 23:00:00	ES	Futures	5700.49	5705.74	5699.97	5703.64	5690.0
2024-08-01 23:30:00	ES	Futures	5703.9	5709.14	5702.33	5707.31	5937.0
2024-08-01 00:00:00	NQ	Futures	20785.45	20789.68	20775.42	20781.23	1264.0
2024-08-01 00:30:00	NQ	Futures	20781.23	20783.34	20757.74	20769.62	1384.0
2024-08-01 01:00:00	NQ	Futures	20769.62	20771.2	20751.14	20764.86	1520.0
2024-08-01 01:30:00	NQ	Futures	20765.13	20794.17	20760.11	20792.05	2034.0

> showing 50 of 4,083 rows — these rows as CSV

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