PREVIEW / futures_30min / 2024-09-03

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-09-03.parquet
  size:    112 KB
  rows:    3,934

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
2024-09-03 00:00:00	ES	Futures	5928.05	5928.31	5925.43	5926.22	1442.0
2024-09-03 00:30:00	ES	Futures	5926.22	5927.53	5925.69	5926.48	703.0
2024-09-03 01:00:00	ES	Futures	5926.48	5930.15	5926.48	5928.84	2505.0
2024-09-03 01:30:00	ES	Futures	5928.84	5930.67	5927.26	5930.67	2278.0
2024-09-03 02:00:00	ES	Futures	5930.67	5930.67	5921.5	5927.0	3860.0
2024-09-03 02:30:00	ES	Futures	5927.0	5932.25	5927.0	5930.67	3088.0
2024-09-03 03:00:00	ES	Futures	5930.41	5939.06	5930.41	5937.49	6580.0
2024-09-03 03:30:00	ES	Futures	5937.75	5941.95	5936.7	5937.75	4253.0
2024-09-03 04:00:00	ES	Futures	5938.01	5940.11	5929.36	5930.67	6223.0
2024-09-03 04:30:00	ES	Futures	5930.94	5930.94	5913.63	5913.89	10853.0
2024-09-03 05:00:00	ES	Futures	5913.89	5917.04	5904.19	5907.86	17994.0
2024-09-03 05:30:00	ES	Futures	5907.6	5910.75	5901.83	5903.67	10129.0
2024-09-03 06:00:00	ES	Futures	5903.67	5908.39	5900.26	5907.6	10373.0
2024-09-03 06:30:00	ES	Futures	5907.86	5910.49	5902.36	5908.39	7458.0
2024-09-03 07:00:00	ES	Futures	5908.65	5909.18	5901.05	5906.82	9453.0
2024-09-03 07:30:00	ES	Futures	5907.08	5910.22	5902.62	5906.29	8523.0
2024-09-03 08:00:00	ES	Futures	5906.29	5910.22	5902.88	5906.03	10107.0
2024-09-03 08:30:00	ES	Futures	5906.29	5911.01	5901.57	5902.1	14070.0
2024-09-03 09:00:00	ES	Futures	5901.83	5907.08	5897.38	5899.74	29624.0
2024-09-03 09:30:00	ES	Futures	5900.0	5903.93	5875.62	5885.32	176912.0
2024-09-03 10:00:00	ES	Futures	5885.32	5885.32	5856.48	5865.66	168403.0
2024-09-03 10:30:00	ES	Futures	5865.92	5865.92	5843.63	5846.52	126094.0
2024-09-03 11:00:00	ES	Futures	5846.78	5861.46	5844.42	5857.27	95424.0
2024-09-03 11:30:00	ES	Futures	5857.53	5863.82	5847.83	5849.14	82064.0
2024-09-03 12:00:00	ES	Futures	5849.14	5859.1	5844.95	5849.66	71729.0
2024-09-03 12:30:00	ES	Futures	5849.93	5850.45	5839.96	5841.54	56177.0
2024-09-03 13:00:00	ES	Futures	5841.54	5852.02	5839.44	5849.66	57756.0
2024-09-03 13:30:00	ES	Futures	5849.66	5850.71	5834.72	5835.51	61128.0
2024-09-03 14:00:00	ES	Futures	5835.51	5836.56	5821.09	5822.4	84111.0
2024-09-03 14:30:00	ES	Futures	5822.4	5830.79	5816.37	5818.2	71106.0
2024-09-03 15:00:00	ES	Futures	5817.94	5823.45	5814.53	5816.63	69441.0
2024-09-03 15:30:00	ES	Futures	5816.89	5819.52	5785.17	5812.96	304152.0
2024-09-03 16:00:00	ES	Futures	5812.96	5816.89	5801.95	5803.52	73019.0
2024-09-03 16:30:00	ES	Futures	5803.52	5808.24	5801.43	5807.98	11269.0
2024-09-03 18:00:00	ES	Futures	5807.98	5810.6	5798.54	5806.41	7002.0
2024-09-03 18:30:00	ES	Futures	5806.67	5809.82	5803.0	5803.52	3545.0
2024-09-03 19:00:00	ES	Futures	5803.52	5806.41	5800.64	5802.47	3134.0
2024-09-03 19:30:00	ES	Futures	5802.47	5804.57	5796.71	5801.95	4424.0
2024-09-03 20:00:00	ES	Futures	5801.69	5807.98	5801.43	5801.95	5044.0
2024-09-03 20:30:00	ES	Futures	5802.21	5802.47	5776.78	5778.88	18541.0
2024-09-03 21:00:00	ES	Futures	5778.88	5786.74	5775.47	5784.12	13781.0
2024-09-03 21:30:00	ES	Futures	5784.12	5796.18	5784.12	5787.79	9929.0
2024-09-03 22:00:00	ES	Futures	5787.53	5794.35	5784.91	5792.51	7292.0
2024-09-03 22:30:00	ES	Futures	5792.51	5794.87	5783.6	5787.01	4996.0
2024-09-03 23:00:00	ES	Futures	5787.01	5791.2	5784.12	5785.7	3209.0
2024-09-03 23:30:00	ES	Futures	5785.7	5787.01	5779.67	5783.07	4780.0
2024-09-03 00:00:00	NQ	Futures	20655.84	20658.74	20642.9	20648.98	1100.0
2024-09-03 00:30:00	NQ	Futures	20650.03	20654.52	20642.64	20647.13	606.0
2024-09-03 01:00:00	NQ	Futures	20647.39	20665.87	20643.96	20652.94	1681.0
2024-09-03 01:30:00	NQ	Futures	20651.35	20661.91	20638.68	20661.38	1279.0

> showing 50 of 3,934 rows — these rows as CSV

> unlock the full archive -- $79 one-time