PREVIEW / futures_30min / 2024-08-07

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-08-07.parquet
  size:    120 KB
  rows:    4,107

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
2024-08-07 00:00:00	ES	Futures	5568.1	5575.44	5567.31	5571.25	5329.0
2024-08-07 00:30:00	ES	Futures	5571.25	5578.32	5568.89	5573.34	4690.0
2024-08-07 01:00:00	ES	Futures	5573.34	5574.13	5566.79	5573.34	5715.0
2024-08-07 01:30:00	ES	Futures	5573.61	5575.18	5558.66	5560.76	8040.0
2024-08-07 02:00:00	ES	Futures	5561.02	5564.43	5540.84	5553.68	13365.0
2024-08-07 02:30:00	ES	Futures	5553.94	5557.88	5551.06	5557.09	4382.0
2024-08-07 03:00:00	ES	Futures	5557.09	5562.59	5536.9	5541.62	16647.0
2024-08-07 03:30:00	ES	Futures	5541.62	5559.97	5538.48	5546.6	16445.0
2024-08-07 04:00:00	ES	Futures	5546.86	5571.25	5544.24	5567.58	14506.0
2024-08-07 04:30:00	ES	Futures	5567.31	5577.54	5562.33	5577.54	7919.0
2024-08-07 05:00:00	ES	Futures	5577.28	5585.93	5573.08	5584.62	12967.0
2024-08-07 05:30:00	ES	Futures	5584.62	5586.71	5574.13	5581.73	9598.0
2024-08-07 06:00:00	ES	Futures	5581.73	5586.45	5579.64	5585.4	8851.0
2024-08-07 06:30:00	ES	Futures	5585.4	5590.65	5584.35	5588.55	11739.0
2024-08-07 07:00:00	ES	Futures	5588.55	5593.53	5587.5	5588.29	8804.0
2024-08-07 07:30:00	ES	Futures	5588.02	5589.07	5577.8	5580.68	15742.0
2024-08-07 08:00:00	ES	Futures	5580.68	5583.57	5575.7	5579.11	15153.0
2024-08-07 08:30:00	ES	Futures	5579.37	5588.29	5579.37	5585.67	15969.0
2024-08-07 09:00:00	ES	Futures	5585.4	5589.07	5577.8	5586.98	22532.0
2024-08-07 09:30:00	ES	Futures	5586.98	5615.29	5582.26	5613.98	198936.0
2024-08-07 10:00:00	ES	Futures	5613.72	5620.01	5584.35	5589.34	183085.0
2024-08-07 10:30:00	ES	Futures	5589.6	5613.98	5586.71	5607.69	124547.0
2024-08-07 11:00:00	ES	Futures	5607.69	5615.03	5590.91	5597.72	94662.0
2024-08-07 11:30:00	ES	Futures	5597.99	5602.97	5571.51	5581.99	102603.0
2024-08-07 12:00:00	ES	Futures	5582.26	5582.78	5558.4	5578.06	109533.0
2024-08-07 12:30:00	ES	Futures	5578.06	5580.16	5546.08	5550.54	90932.0
2024-08-07 13:00:00	ES	Futures	5550.27	5553.94	5521.17	5535.59	126738.0
2024-08-07 13:30:00	ES	Futures	5535.59	5549.75	5512.52	5518.55	99693.0
2024-08-07 14:00:00	ES	Futures	5518.29	5520.39	5491.02	5504.13	122868.0
2024-08-07 14:30:00	ES	Futures	5503.87	5505.18	5484.99	5491.55	105852.0
2024-08-07 15:00:00	ES	Futures	5491.55	5519.08	5489.98	5508.33	109025.0
2024-08-07 15:30:00	ES	Futures	5508.06	5515.93	5476.34	5483.16	215526.0
2024-08-07 16:00:00	ES	Futures	5483.16	5488.4	5464.28	5469.53	87387.0
2024-08-07 16:30:00	ES	Futures	5469.26	5472.93	5449.6	5455.37	38897.0
2024-08-07 18:00:00	ES	Futures	5461.66	5471.36	5455.89	5470.31	13183.0
2024-08-07 18:30:00	ES	Futures	5470.31	5472.93	5461.14	5466.64	7039.0
2024-08-07 19:00:00	ES	Futures	5466.64	5467.95	5446.98	5449.34	6959.0
2024-08-07 19:30:00	ES	Futures	5449.08	5455.37	5434.13	5455.37	20606.0
2024-08-07 20:00:00	ES	Futures	5455.11	5474.77	5451.18	5464.28	14423.0
2024-08-07 20:30:00	ES	Futures	5464.55	5471.1	5454.85	5463.76	8334.0
2024-08-07 21:00:00	ES	Futures	5463.76	5478.18	5461.4	5477.13	7709.0
2024-08-07 21:30:00	ES	Futures	5477.13	5478.18	5467.69	5476.34	5267.0
2024-08-07 22:00:00	ES	Futures	5476.34	5487.09	5476.34	5483.95	9811.0
2024-08-07 22:30:00	ES	Futures	5483.42	5486.83	5480.54	5484.73	4489.0
2024-08-07 23:00:00	ES	Futures	5484.99	5492.86	5484.47	5489.98	5266.0
2024-08-07 23:30:00	ES	Futures	5490.24	5494.43	5478.96	5484.73	5655.0
2024-08-07 00:00:00	NQ	Futures	19415.91	19444.95	19399.55	19425.15	2088.0
2024-08-07 00:30:00	NQ	Futures	19425.15	19470.03	19410.11	19427.79	2486.0
2024-08-07 01:00:00	NQ	Futures	19428.06	19428.85	19388.19	19427.0	2330.0
2024-08-07 01:30:00	NQ	Futures	19427.26	19437.56	19339.36	19353.35	3246.0

> showing 50 of 4,107 rows — these rows as CSV

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