PREVIEW / futures_30min / 2024-08-12

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-08-12.parquet
  size:    107 KB
  rows:    3,918

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
2024-08-12 00:00:00	ES	Futures	5630.23	5631.54	5627.87	5631.28	1458.0
2024-08-12 00:30:00	ES	Futures	5631.28	5634.95	5631.02	5633.9	919.0
2024-08-12 01:00:00	ES	Futures	5633.9	5636.0	5633.38	5633.9	1239.0
2024-08-12 01:30:00	ES	Futures	5633.9	5636.26	5632.07	5634.95	1652.0
2024-08-12 02:00:00	ES	Futures	5635.21	5636.26	5628.66	5631.28	2845.0
2024-08-12 02:30:00	ES	Futures	5631.02	5632.59	5628.14	5631.54	1873.0
2024-08-12 03:00:00	ES	Futures	5631.81	5638.36	5627.09	5635.21	6437.0
2024-08-12 03:30:00	ES	Futures	5635.48	5644.39	5633.64	5643.6	7013.0
2024-08-12 04:00:00	ES	Futures	5643.34	5645.96	5640.46	5641.77	4610.0
2024-08-12 04:30:00	ES	Futures	5641.51	5642.82	5632.33	5633.38	3155.0
2024-08-12 05:00:00	ES	Futures	5633.12	5639.15	5632.07	5636.26	3644.0
2024-08-12 05:30:00	ES	Futures	5636.26	5640.2	5634.69	5636.52	3378.0
2024-08-12 06:00:00	ES	Futures	5636.52	5642.82	5633.64	5641.77	3214.0
2024-08-12 06:30:00	ES	Futures	5642.03	5643.6	5640.2	5642.29	2321.0
2024-08-12 07:00:00	ES	Futures	5642.55	5649.63	5639.93	5646.75	7241.0
2024-08-12 07:30:00	ES	Futures	5646.75	5647.8	5639.93	5647.01	4703.0
2024-08-12 08:00:00	ES	Futures	5646.75	5651.73	5643.87	5650.68	6153.0
2024-08-12 08:30:00	ES	Futures	5650.68	5651.73	5642.03	5643.87	7750.0
2024-08-12 09:00:00	ES	Futures	5643.6	5646.49	5640.46	5642.82	14125.0
2024-08-12 09:30:00	ES	Futures	5642.82	5645.7	5607.95	5612.93	130081.0
2024-08-12 10:00:00	ES	Futures	5612.93	5648.58	5610.57	5642.55	105521.0
2024-08-12 10:30:00	ES	Futures	5642.55	5654.61	5640.98	5653.57	69583.0
2024-08-12 11:00:00	ES	Futures	5653.83	5659.33	5617.91	5628.66	115191.0
2024-08-12 11:30:00	ES	Futures	5628.4	5650.94	5621.06	5649.37	85564.0
2024-08-12 12:00:00	ES	Futures	5649.37	5652.52	5637.84	5641.24	65123.0
2024-08-12 12:30:00	ES	Futures	5640.98	5646.49	5627.09	5627.61	48818.0
2024-08-12 13:00:00	ES	Futures	5627.61	5643.08	5620.27	5634.69	63958.0
2024-08-12 13:30:00	ES	Futures	5634.69	5639.15	5616.86	5623.42	49417.0
2024-08-12 14:00:00	ES	Futures	5623.68	5632.07	5621.58	5625.78	39374.0
2024-08-12 14:30:00	ES	Futures	5626.04	5632.59	5623.68	5632.07	34833.0
2024-08-12 15:00:00	ES	Futures	5632.33	5632.59	5623.42	5626.3	45458.0
2024-08-12 15:30:00	ES	Futures	5626.3	5634.17	5616.86	5633.12	135309.0
2024-08-12 16:00:00	ES	Futures	5632.85	5635.48	5626.82	5629.18	47124.0
2024-08-12 16:30:00	ES	Futures	5629.45	5630.5	5628.66	5628.92	4687.0
2024-08-12 18:00:00	ES	Futures	5633.9	5635.21	5631.02	5634.17	2682.0
2024-08-12 18:30:00	ES	Futures	5633.9	5633.9	5630.23	5631.81	2188.0
2024-08-12 19:00:00	ES	Futures	5632.07	5634.95	5631.54	5634.95	847.0
2024-08-12 19:30:00	ES	Futures	5634.95	5637.31	5629.97	5633.9	2871.0
2024-08-12 20:00:00	ES	Futures	5633.9	5634.95	5628.66	5629.97	4087.0
2024-08-12 20:30:00	ES	Futures	5630.23	5640.46	5629.71	5637.05	3281.0
2024-08-12 21:00:00	ES	Futures	5637.31	5637.84	5629.71	5632.59	4143.0
2024-08-12 21:30:00	ES	Futures	5632.85	5636.26	5632.33	5633.38	1585.0
2024-08-12 22:00:00	ES	Futures	5633.38	5636.0	5633.12	5634.69	1548.0
2024-08-12 22:30:00	ES	Futures	5634.43	5638.1	5633.64	5638.1	1371.0
2024-08-12 23:00:00	ES	Futures	5638.1	5642.29	5636.26	5639.15	4764.0
2024-08-12 23:30:00	ES	Futures	5638.88	5639.15	5636.0	5636.52	1075.0
2024-08-12 00:00:00	NQ	Futures	19679.1	19682.54	19658.51	19680.42	1001.0
2024-08-12 00:30:00	NQ	Futures	19679.37	19695.47	19670.66	19689.93	773.0
2024-08-12 01:00:00	NQ	Futures	19689.13	19702.33	19679.63	19688.61	877.0
2024-08-12 01:30:00	NQ	Futures	19689.4	19695.21	19677.26	19688.61	1212.0

> showing 50 of 3,918 rows — these rows as CSV

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