PREVIEW / futures_30min / 2024-09-09

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-09-09.parquet
  size:    108 KB
  rows:    3,914

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
2024-09-09 00:00:00	ES	Futures	5699.97	5708.88	5699.71	5706.0	5897.0
2024-09-09 00:30:00	ES	Futures	5705.74	5709.93	5705.21	5706.26	3453.0
2024-09-09 01:00:00	ES	Futures	5706.52	5706.78	5703.64	5703.9	3899.0
2024-09-09 01:30:00	ES	Futures	5703.9	5706.26	5700.76	5703.11	4940.0
2024-09-09 02:00:00	ES	Futures	5703.11	5707.83	5702.07	5707.31	5196.0
2024-09-09 02:30:00	ES	Futures	5707.31	5708.88	5703.64	5707.57	4211.0
2024-09-09 03:00:00	ES	Futures	5707.83	5714.65	5707.31	5712.03	14144.0
2024-09-09 03:30:00	ES	Futures	5712.03	5719.89	5712.03	5719.37	8971.0
2024-09-09 04:00:00	ES	Futures	5719.37	5719.63	5711.5	5714.13	10880.0
2024-09-09 04:30:00	ES	Futures	5714.13	5718.06	5712.03	5717.01	9212.0
2024-09-09 05:00:00	ES	Futures	5717.01	5724.61	5715.7	5723.04	11792.0
2024-09-09 05:30:00	ES	Futures	5723.04	5724.61	5719.89	5724.09	8496.0
2024-09-09 06:00:00	ES	Futures	5724.35	5729.59	5723.56	5726.45	11616.0
2024-09-09 06:30:00	ES	Futures	5726.45	5726.97	5720.42	5722.51	8214.0
2024-09-09 07:00:00	ES	Futures	5722.51	5730.12	5721.73	5728.81	9045.0
2024-09-09 07:30:00	ES	Futures	5729.07	5729.07	5718.84	5721.2	10492.0
2024-09-09 08:00:00	ES	Futures	5721.2	5722.51	5712.29	5712.55	13055.0
2024-09-09 08:30:00	ES	Futures	5712.55	5723.04	5712.55	5721.73	11104.0
2024-09-09 09:00:00	ES	Futures	5721.73	5729.86	5719.37	5728.02	22986.0
2024-09-09 09:30:00	ES	Futures	5727.76	5736.93	5722.25	5734.84	172035.0
2024-09-09 10:00:00	ES	Futures	5734.84	5746.37	5728.28	5728.81	125009.0
2024-09-09 10:30:00	ES	Futures	5729.07	5729.59	5714.13	5714.13	120394.0
2024-09-09 11:00:00	ES	Futures	5713.86	5724.09	5707.31	5723.56	79633.0
2024-09-09 11:30:00	ES	Futures	5723.56	5742.18	5722.51	5742.18	79547.0
2024-09-09 12:00:00	ES	Futures	5742.18	5753.19	5739.82	5751.61	66419.0
2024-09-09 12:30:00	ES	Futures	5751.88	5759.74	5750.57	5757.91	61098.0
2024-09-09 13:00:00	ES	Futures	5757.91	5760.27	5754.24	5756.33	46078.0
2024-09-09 13:30:00	ES	Futures	5756.33	5756.33	5737.72	5739.56	71613.0
2024-09-09 14:00:00	ES	Futures	5739.82	5740.6	5730.38	5731.17	74217.0
2024-09-09 14:30:00	ES	Futures	5731.17	5736.93	5722.78	5732.74	71505.0
2024-09-09 15:00:00	ES	Futures	5732.48	5738.24	5725.66	5737.46	60080.0
2024-09-09 15:30:00	ES	Futures	5737.46	5747.42	5730.9	5746.11	178315.0
2024-09-09 16:00:00	ES	Futures	5746.11	5756.86	5744.01	5756.33	57740.0
2024-09-09 16:30:00	ES	Futures	5756.33	5757.38	5752.66	5754.5	8926.0
2024-09-09 18:00:00	ES	Futures	5755.29	5758.69	5751.35	5754.24	3829.0
2024-09-09 18:30:00	ES	Futures	5754.24	5754.5	5750.04	5750.3	1640.0
2024-09-09 19:00:00	ES	Futures	5750.57	5756.07	5750.3	5755.29	2097.0
2024-09-09 19:30:00	ES	Futures	5755.29	5756.6	5752.14	5753.71	4585.0
2024-09-09 20:00:00	ES	Futures	5753.45	5753.97	5740.08	5741.65	8562.0
2024-09-09 20:30:00	ES	Futures	5741.65	5749.78	5740.6	5748.21	4096.0
2024-09-09 21:00:00	ES	Futures	5747.94	5750.04	5746.9	5747.68	2502.0
2024-09-09 21:30:00	ES	Futures	5747.42	5750.04	5743.49	5749.52	4888.0
2024-09-09 22:00:00	ES	Futures	5749.26	5749.52	5741.65	5743.49	3071.0
2024-09-09 22:30:00	ES	Futures	5743.49	5747.42	5742.96	5746.11	1312.0
2024-09-09 23:00:00	ES	Futures	5746.11	5746.37	5741.39	5743.23	2734.0
2024-09-09 23:30:00	ES	Futures	5743.23	5744.27	5740.6	5743.23	1797.0
2024-09-09 00:00:00	NQ	Futures	19575.09	19612.58	19572.19	19603.87	2833.0
2024-09-09 00:30:00	NQ	Futures	19602.81	19623.93	19601.49	19605.98	2246.0
2024-09-09 01:00:00	NQ	Futures	19607.04	19612.58	19596.48	19599.38	1661.0
2024-09-09 01:30:00	NQ	Futures	19599.38	19613.37	19579.58	19591.2	2125.0

> showing 50 of 3,914 rows — these rows as CSV

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