PREVIEW / futures_30min / 2024-09-13

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-09-13.parquet
  size:    88 KB
  rows:    3,044

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
2024-09-13 00:00:00	ES	Futures	5877.72	5877.98	5876.67	5877.19	666.0
2024-09-13 00:30:00	ES	Futures	5877.45	5878.24	5876.14	5877.72	831.0
2024-09-13 01:00:00	ES	Futures	5877.72	5881.65	5877.19	5881.65	1404.0
2024-09-13 01:30:00	ES	Futures	5881.39	5885.84	5876.67	5876.67	4123.0
2024-09-13 02:00:00	ES	Futures	5876.93	5878.5	5874.31	5875.36	3140.0
2024-09-13 02:30:00	ES	Futures	5875.36	5877.45	5875.36	5876.93	2174.0
2024-09-13 03:00:00	ES	Futures	5876.67	5887.94	5876.67	5886.37	8511.0
2024-09-13 03:30:00	ES	Futures	5886.37	5886.89	5878.76	5879.29	6543.0
2024-09-13 04:00:00	ES	Futures	5879.29	5883.48	5875.62	5880.6	6150.0
2024-09-13 04:30:00	ES	Futures	5880.86	5885.06	5878.5	5881.39	4294.0
2024-09-13 05:00:00	ES	Futures	5881.65	5886.63	5880.86	5885.84	3913.0
2024-09-13 05:30:00	ES	Futures	5885.84	5891.09	5885.58	5886.89	5003.0
2024-09-13 06:00:00	ES	Futures	5886.89	5889.51	5885.32	5888.73	3522.0
2024-09-13 06:30:00	ES	Futures	5888.46	5889.25	5885.06	5889.25	3204.0
2024-09-13 07:00:00	ES	Futures	5889.25	5889.78	5883.48	5886.89	3690.0
2024-09-13 07:30:00	ES	Futures	5886.89	5887.94	5881.39	5885.84	5136.0
2024-09-13 08:00:00	ES	Futures	5885.58	5888.73	5884.79	5885.84	7846.0
2024-09-13 08:30:00	ES	Futures	5885.84	5888.46	5877.72	5885.58	15547.0
2024-09-13 09:00:00	ES	Futures	5885.84	5887.94	5879.03	5880.34	19250.0
2024-09-13 09:30:00	ES	Futures	5880.6	5897.12	5877.72	5893.71	97633.0
2024-09-13 10:00:00	ES	Futures	5893.71	5908.91	5882.96	5895.28	94889.0
2024-09-13 10:30:00	ES	Futures	5895.54	5911.01	5886.37	5903.41	81702.0
2024-09-13 11:00:00	ES	Futures	5903.15	5906.29	5899.74	5903.41	47745.0
2024-09-13 11:30:00	ES	Futures	5903.67	5913.37	5901.57	5912.06	47440.0
2024-09-13 12:00:00	ES	Futures	5911.8	5914.94	5899.74	5900.52	51869.0
2024-09-13 12:30:00	ES	Futures	5900.26	5907.34	5897.9	5907.08	46061.0
2024-09-13 13:00:00	ES	Futures	5907.08	5913.63	5906.29	5912.58	41495.0
2024-09-13 13:30:00	ES	Futures	5912.85	5915.99	5908.91	5910.75	42712.0
2024-09-13 14:00:00	ES	Futures	5911.01	5915.47	5896.85	5898.69	82393.0
2024-09-13 14:30:00	ES	Futures	5898.43	5903.67	5895.28	5898.95	60125.0
2024-09-13 15:00:00	ES	Futures	5898.69	5904.72	5894.49	5902.62	54782.0
2024-09-13 15:30:00	ES	Futures	5902.88	5908.39	5896.85	5903.93	116310.0
2024-09-13 16:00:00	ES	Futures	5903.93	5905.77	5898.95	5903.93	41500.0
2024-09-13 16:30:00	ES	Futures	5903.93	5904.19	5899.74	5900.52	5111.0
2024-09-13 00:00:00	NQ	Futures	20539.42	20539.42	20529.92	20533.09	571.0
2024-09-13 00:30:00	NQ	Futures	20533.35	20542.33	20527.28	20536.25	652.0
2024-09-13 01:00:00	NQ	Futures	20537.57	20557.9	20533.61	20557.9	1053.0
2024-09-13 01:30:00	NQ	Futures	20557.11	20578.49	20532.3	20532.3	2792.0
2024-09-13 02:00:00	NQ	Futures	20533.35	20539.69	20516.98	20521.21	1696.0
2024-09-13 02:30:00	NQ	Futures	20521.21	20532.56	20521.21	20527.02	916.0
2024-09-13 03:00:00	NQ	Futures	20527.54	20565.56	20526.75	20560.01	4213.0
2024-09-13 03:30:00	NQ	Futures	20560.54	20564.24	20520.42	20522.26	2754.0
2024-09-13 04:00:00	NQ	Futures	20522.79	20545.23	20511.44	20534.41	3026.0
2024-09-13 04:30:00	NQ	Futures	20535.99	20556.32	20525.17	20540.74	2326.0
2024-09-13 05:00:00	NQ	Futures	20541.27	20558.17	20534.93	20552.62	1828.0
2024-09-13 05:30:00	NQ	Futures	20552.89	20567.93	20544.44	20551.3	2003.0
2024-09-13 06:00:00	NQ	Futures	20550.51	20562.13	20541.53	20556.58	1754.0
2024-09-13 06:30:00	NQ	Futures	20556.32	20559.22	20542.59	20558.43	1491.0
2024-09-13 07:00:00	NQ	Futures	20558.69	20559.75	20533.88	20549.45	2195.0
2024-09-13 07:30:00	NQ	Futures	20548.13	20555.26	20526.49	20541.53	2547.0

> showing 50 of 3,044 rows — these rows as CSV

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