PREVIEW / futures_30min / 2024-08-09

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-08-09.parquet
  size:    91 KB
  rows:    3,187

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
2024-08-09 00:00:00	ES	Futures	5615.81	5619.48	5612.67	5612.93	2453.0
2024-08-09 00:30:00	ES	Futures	5612.93	5613.72	5587.76	5592.74	8762.0
2024-08-09 01:00:00	ES	Futures	5592.74	5602.97	5588.29	5601.66	6286.0
2024-08-09 01:30:00	ES	Futures	5601.66	5609.78	5600.61	5606.38	4027.0
2024-08-09 02:00:00	ES	Futures	5606.38	5607.42	5599.82	5604.54	4492.0
2024-08-09 02:30:00	ES	Futures	5604.28	5614.24	5603.23	5610.31	3822.0
2024-08-09 03:00:00	ES	Futures	5610.57	5614.77	5602.18	5609.52	9863.0
2024-08-09 03:30:00	ES	Futures	5609.78	5614.5	5604.28	5613.19	6801.0
2024-08-09 04:00:00	ES	Futures	5613.19	5621.58	5612.67	5619.48	10434.0
2024-08-09 04:30:00	ES	Futures	5619.48	5633.38	5617.91	5630.5	13029.0
2024-08-09 05:00:00	ES	Futures	5630.76	5632.33	5626.04	5630.23	6758.0
2024-08-09 05:30:00	ES	Futures	5630.23	5630.5	5620.53	5626.3	9420.0
2024-08-09 06:00:00	ES	Futures	5626.3	5626.56	5612.67	5620.27	7083.0
2024-08-09 06:30:00	ES	Futures	5620.27	5620.53	5613.19	5616.34	4610.0
2024-08-09 07:00:00	ES	Futures	5616.6	5625.51	5607.69	5610.83	10399.0
2024-08-09 07:30:00	ES	Futures	5611.1	5612.14	5600.87	5608.47	11102.0
2024-08-09 08:00:00	ES	Futures	5608.74	5609.0	5592.74	5593.79	15999.0
2024-08-09 08:30:00	ES	Futures	5593.79	5594.05	5578.32	5589.6	28194.0
2024-08-09 09:00:00	ES	Futures	5589.34	5599.56	5585.4	5597.2	22403.0
2024-08-09 09:30:00	ES	Futures	5597.2	5611.36	5583.83	5591.43	150925.0
2024-08-09 10:00:00	ES	Futures	5591.17	5618.44	5586.71	5605.59	127215.0
2024-08-09 10:30:00	ES	Futures	5605.85	5622.37	5592.48	5615.55	94169.0
2024-08-09 11:00:00	ES	Futures	5615.29	5627.61	5608.21	5608.47	76345.0
2024-08-09 11:30:00	ES	Futures	5608.74	5619.22	5600.61	5602.71	66974.0
2024-08-09 12:00:00	ES	Futures	5602.97	5606.64	5597.46	5602.71	51245.0
2024-08-09 12:30:00	ES	Futures	5602.44	5615.03	5601.92	5614.77	45546.0
2024-08-09 13:00:00	ES	Futures	5614.77	5643.34	5613.19	5643.34	66862.0
2024-08-09 13:30:00	ES	Futures	5643.34	5647.27	5624.2	5627.09	70014.0
2024-08-09 14:00:00	ES	Futures	5627.35	5631.28	5617.39	5620.8	61558.0
2024-08-09 14:30:00	ES	Futures	5620.8	5628.92	5614.77	5624.99	57317.0
2024-08-09 15:00:00	ES	Futures	5624.73	5632.85	5618.96	5628.14	56796.0
2024-08-09 15:30:00	ES	Futures	5628.14	5635.48	5621.06	5629.71	135377.0
2024-08-09 16:00:00	ES	Futures	5629.97	5631.54	5626.04	5626.56	37579.0
2024-08-09 16:30:00	ES	Futures	5626.82	5627.61	5622.63	5626.04	6747.0
2024-08-09 00:00:00	NQ	Futures	19603.34	19629.47	19595.95	19602.28	1263.0
2024-08-09 00:30:00	NQ	Futures	19601.23	19606.24	19461.05	19489.3	4175.0
2024-08-09 01:00:00	NQ	Futures	19488.77	19532.86	19466.33	19528.63	3475.0
2024-08-09 01:30:00	NQ	Futures	19527.31	19572.45	19521.51	19549.22	2720.0
2024-08-09 02:00:00	NQ	Futures	19549.22	19556.62	19525.73	19547.11	1907.0
2024-08-09 02:30:00	NQ	Futures	19547.11	19595.95	19539.19	19575.62	2490.0
2024-08-09 03:00:00	NQ	Futures	19576.68	19589.88	19527.31	19579.32	4390.0
2024-08-09 03:30:00	NQ	Futures	19580.37	19599.38	19547.11	19583.81	3540.0
2024-08-09 04:00:00	NQ	Futures	19585.13	19637.13	19585.13	19634.49	6236.0
2024-08-09 04:30:00	NQ	Futures	19635.02	19694.15	19628.68	19679.63	5412.0
2024-08-09 05:00:00	NQ	Futures	19680.42	19690.45	19656.67	19665.64	2743.0
2024-08-09 05:30:00	NQ	Futures	19664.06	19668.81	19624.2	19656.67	4212.0
2024-08-09 06:00:00	NQ	Futures	19657.46	19657.46	19586.45	19627.36	3754.0
2024-08-09 06:30:00	NQ	Futures	19627.63	19631.32	19597.27	19610.47	3148.0
2024-08-09 07:00:00	NQ	Futures	19611.0	19638.45	19554.5	19568.76	5185.0
2024-08-09 07:30:00	NQ	Futures	19570.61	19576.94	19522.3	19562.16	6848.0

> showing 50 of 3,187 rows — these rows as CSV

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