PREVIEW / futures_30min / 2024-08-26

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-08-26.parquet
  size:    99 KB
  rows:    3,720

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
2024-08-26 00:00:00	ES	Futures	5920.71	5923.59	5920.19	5922.81	1115.0
2024-08-26 00:30:00	ES	Futures	5922.81	5924.38	5922.81	5923.33	602.0
2024-08-26 01:00:00	ES	Futures	5923.07	5924.12	5920.97	5923.33	1416.0
2024-08-26 01:30:00	ES	Futures	5923.33	5927.26	5923.07	5924.91	1806.0
2024-08-26 02:00:00	ES	Futures	5925.17	5928.84	5925.17	5928.31	1693.0
2024-08-26 02:30:00	ES	Futures	5928.31	5929.62	5924.64	5925.69	2199.0
2024-08-26 03:00:00	ES	Futures	5925.95	5931.98	5925.17	5931.2	5167.0
2024-08-26 03:30:00	ES	Futures	5931.2	5934.34	5929.89	5933.56	3825.0
2024-08-26 04:00:00	ES	Futures	5933.56	5940.11	5931.2	5936.96	5789.0
2024-08-26 04:30:00	ES	Futures	5936.96	5939.06	5936.18	5939.06	1931.0
2024-08-26 05:00:00	ES	Futures	5939.06	5939.32	5934.61	5937.75	2620.0
2024-08-26 05:30:00	ES	Futures	5937.75	5938.01	5935.39	5937.75	1953.0
2024-08-26 06:00:00	ES	Futures	5937.75	5939.32	5936.18	5939.32	2180.0
2024-08-26 06:30:00	ES	Futures	5939.06	5939.06	5933.82	5937.75	4968.0
2024-08-26 07:00:00	ES	Futures	5937.75	5939.85	5935.13	5935.13	5336.0
2024-08-26 07:30:00	ES	Futures	5935.39	5937.49	5927.26	5934.61	6819.0
2024-08-26 08:00:00	ES	Futures	5934.34	5937.75	5933.29	5935.92	5959.0
2024-08-26 08:30:00	ES	Futures	5936.18	5937.49	5930.15	5937.23	8540.0
2024-08-26 09:00:00	ES	Futures	5936.96	5940.11	5934.08	5936.44	14408.0
2024-08-26 09:30:00	ES	Futures	5936.44	5944.83	5931.72	5935.39	113944.0
2024-08-26 10:00:00	ES	Futures	5935.39	5937.23	5919.4	5923.59	100919.0
2024-08-26 10:30:00	ES	Futures	5923.33	5923.86	5904.98	5915.21	104606.0
2024-08-26 11:00:00	ES	Futures	5914.94	5917.3	5908.39	5909.96	60414.0
2024-08-26 11:30:00	ES	Futures	5910.22	5913.89	5900.79	5902.88	68773.0
2024-08-26 12:00:00	ES	Futures	5902.88	5916.52	5900.26	5915.47	51297.0
2024-08-26 12:30:00	ES	Futures	5915.73	5920.97	5914.94	5919.14	42295.0
2024-08-26 13:00:00	ES	Futures	5919.14	5921.23	5912.06	5913.63	45142.0
2024-08-26 13:30:00	ES	Futures	5913.63	5914.94	5894.76	5898.16	62509.0
2024-08-26 14:00:00	ES	Futures	5898.16	5907.34	5893.18	5905.77	52575.0
2024-08-26 14:30:00	ES	Futures	5906.03	5913.11	5903.41	5912.32	55988.0
2024-08-26 15:00:00	ES	Futures	5912.06	5912.85	5906.82	5908.39	35831.0
2024-08-26 15:30:00	ES	Futures	5908.13	5912.85	5902.1	5911.53	103675.0
2024-08-26 16:00:00	ES	Futures	5911.8	5912.32	5904.72	5905.77	34115.0
2024-08-26 16:30:00	ES	Futures	5905.51	5906.55	5901.57	5903.41	9211.0
2024-08-26 18:00:00	ES	Futures	5903.93	5907.6	5898.95	5900.79	3357.0
2024-08-26 18:30:00	ES	Futures	5900.79	5901.83	5896.85	5900.0	2011.0
2024-08-26 19:00:00	ES	Futures	5900.0	5906.82	5899.48	5906.55	2377.0
2024-08-26 19:30:00	ES	Futures	5906.55	5907.6	5905.24	5906.03	1116.0
2024-08-26 20:00:00	ES	Futures	5906.03	5909.44	5903.93	5908.39	2856.0
2024-08-26 20:30:00	ES	Futures	5908.13	5910.22	5901.05	5902.36	3084.0
2024-08-26 21:00:00	ES	Futures	5902.36	5905.51	5901.31	5904.46	2255.0
2024-08-26 21:30:00	ES	Futures	5904.72	5906.29	5899.74	5905.24	2737.0
2024-08-26 22:00:00	ES	Futures	5905.51	5907.34	5904.46	5906.29	1423.0
2024-08-26 22:30:00	ES	Futures	5906.29	5910.75	5906.29	5908.65	1977.0
2024-08-26 23:00:00	ES	Futures	5908.65	5910.22	5907.6	5908.13	1163.0
2024-08-26 23:30:00	ES	Futures	5908.39	5909.96	5907.34	5908.91	897.0
2024-08-26 00:00:00	NQ	Futures	20868.61	20883.92	20859.37	20878.11	931.0
2024-08-26 00:30:00	NQ	Futures	20878.9	20888.14	20877.85	20883.39	507.0
2024-08-26 01:00:00	NQ	Futures	20881.81	20886.3	20869.14	20881.81	1045.0
2024-08-26 01:30:00	NQ	Futures	20880.49	20902.66	20880.22	20891.31	1090.0

> showing 50 of 3,720 rows — these rows as CSV

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