PREVIEW / futures_30min / 2024-09-06

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-09-06.parquet
  size:    94 KB
  rows:    3,087

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
2024-09-06 00:00:00	ES	Futures	5771.8	5776.52	5770.23	5774.69	2211.0
2024-09-06 00:30:00	ES	Futures	5774.95	5776.78	5773.37	5775.73	1293.0
2024-09-06 01:00:00	ES	Futures	5775.73	5775.73	5767.61	5770.49	2483.0
2024-09-06 01:30:00	ES	Futures	5770.23	5774.95	5762.89	5771.54	4347.0
2024-09-06 02:00:00	ES	Futures	5771.8	5774.42	5764.46	5765.25	5658.0
2024-09-06 02:30:00	ES	Futures	5765.25	5768.39	5762.36	5764.72	4336.0
2024-09-06 03:00:00	ES	Futures	5764.99	5764.99	5732.48	5740.6	27587.0
2024-09-06 03:30:00	ES	Futures	5740.6	5746.11	5737.46	5745.32	19457.0
2024-09-06 04:00:00	ES	Futures	5745.59	5749.52	5742.7	5747.16	12864.0
2024-09-06 04:30:00	ES	Futures	5746.9	5748.21	5736.15	5740.6	13569.0
2024-09-06 05:00:00	ES	Futures	5740.34	5744.01	5735.1	5742.96	9054.0
2024-09-06 05:30:00	ES	Futures	5742.7	5747.68	5739.29	5745.85	9909.0
2024-09-06 06:00:00	ES	Futures	5745.85	5747.16	5742.96	5745.85	6196.0
2024-09-06 06:30:00	ES	Futures	5745.85	5746.11	5739.29	5741.91	7896.0
2024-09-06 07:00:00	ES	Futures	5741.91	5747.16	5741.65	5744.01	10875.0
2024-09-06 07:30:00	ES	Futures	5744.27	5751.35	5743.23	5750.57	13920.0
2024-09-06 08:00:00	ES	Futures	5750.57	5757.12	5737.46	5746.11	20933.0
2024-09-06 08:30:00	ES	Futures	5746.11	5788.58	5736.15	5782.03	115366.0
2024-09-06 09:00:00	ES	Futures	5782.03	5791.46	5777.04	5783.6	42293.0
2024-09-06 09:30:00	ES	Futures	5783.86	5801.69	5762.1	5762.89	221761.0
2024-09-06 10:00:00	ES	Futures	5763.15	5766.82	5728.28	5728.54	195437.0
2024-09-06 10:30:00	ES	Futures	5728.54	5734.05	5696.04	5703.11	220776.0
2024-09-06 11:00:00	ES	Futures	5703.38	5737.72	5689.48	5694.99	263419.0
2024-09-06 11:30:00	ES	Futures	5694.99	5707.57	5682.14	5685.55	138964.0
2024-09-06 12:00:00	ES	Futures	5685.55	5690.79	5677.42	5678.47	86801.0
2024-09-06 12:30:00	ES	Futures	5678.47	5692.1	5675.85	5680.57	82865.0
2024-09-06 13:00:00	ES	Futures	5680.83	5700.49	5678.21	5688.17	79969.0
2024-09-06 13:30:00	ES	Futures	5687.91	5690.53	5677.95	5685.81	60900.0
2024-09-06 14:00:00	ES	Futures	5686.07	5688.43	5673.49	5679.52	57118.0
2024-09-06 14:30:00	ES	Futures	5679.26	5686.6	5674.8	5684.24	59607.0
2024-09-06 15:00:00	ES	Futures	5683.98	5699.18	5683.45	5693.41	76662.0
2024-09-06 15:30:00	ES	Futures	5693.41	5696.82	5675.85	5684.24	229930.0
2024-09-06 16:00:00	ES	Futures	5684.5	5684.76	5665.36	5665.63	79179.0
2024-09-06 16:30:00	ES	Futures	5665.89	5666.94	5656.45	5666.67	23976.0
2024-09-06 00:00:00	NQ	Futures	19926.46	19955.23	19917.48	19944.41	1196.0
2024-09-06 00:30:00	NQ	Futures	19944.93	19954.97	19933.85	19952.33	712.0
2024-09-06 01:00:00	NQ	Futures	19952.59	19952.59	19908.24	19924.34	1348.0
2024-09-06 01:30:00	NQ	Futures	19923.29	19943.88	19883.95	19929.36	2447.0
2024-09-06 02:00:00	NQ	Futures	19928.04	19942.29	19893.72	19901.11	2729.0
2024-09-06 02:30:00	NQ	Futures	19900.06	19919.86	19880.79	19896.63	2635.0
2024-09-06 03:00:00	NQ	Futures	19898.47	19899.26	19754.07	19794.73	10374.0
2024-09-06 03:30:00	NQ	Futures	19794.73	19832.21	19780.21	19829.31	4950.0
2024-09-06 04:00:00	NQ	Futures	19828.78	19843.3	19790.5	19820.07	5518.0
2024-09-06 04:30:00	NQ	Futures	19819.28	19827.73	19756.98	19774.4	5281.0
2024-09-06 05:00:00	NQ	Futures	19772.29	19794.46	19749.06	19788.92	3763.0
2024-09-06 05:30:00	NQ	Futures	19787.6	19815.58	19772.03	19809.77	3263.0
2024-09-06 06:00:00	NQ	Futures	19809.25	19814.0	19789.45	19802.38	2410.0
2024-09-06 06:30:00	NQ	Futures	19801.86	19805.02	19769.39	19788.39	2899.0
2024-09-06 07:00:00	NQ	Futures	19786.81	19824.56	19786.81	19807.14	3698.0
2024-09-06 07:30:00	NQ	Futures	19807.93	19838.29	19803.44	19833.27	4156.0

> showing 50 of 3,087 rows — these rows as CSV

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