PREVIEW / futures_30min / 2024-09-20

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-09-20.parquet
  size:    93 KB
  rows:    3,172

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
2024-09-20 00:00:00	ES	Futures	5990.84	5991.62	5989.02	5991.36	1507.0
2024-09-20 00:30:00	ES	Futures	5991.36	5992.91	5991.36	5991.88	1025.0
2024-09-20 01:00:00	ES	Futures	5991.88	5992.14	5986.17	5987.46	1996.0
2024-09-20 01:30:00	ES	Futures	5987.46	5990.32	5985.91	5989.8	2097.0
2024-09-20 02:00:00	ES	Futures	5989.54	5991.62	5988.5	5989.8	3166.0
2024-09-20 02:30:00	ES	Futures	5989.8	5989.8	5986.17	5986.43	3096.0
2024-09-20 03:00:00	ES	Futures	5986.43	5991.62	5985.13	5988.24	6973.0
2024-09-20 03:30:00	ES	Futures	5988.24	5992.91	5987.98	5990.58	7290.0
2024-09-20 04:00:00	ES	Futures	5991.1	5991.88	5983.31	5983.57	9480.0
2024-09-20 04:30:00	ES	Futures	5983.31	5986.69	5982.53	5985.13	5740.0
2024-09-20 05:00:00	ES	Futures	5984.87	5989.02	5984.35	5985.91	5440.0
2024-09-20 05:30:00	ES	Futures	5985.91	5985.91	5982.79	5984.35	5338.0
2024-09-20 06:00:00	ES	Futures	5984.35	5987.46	5982.27	5986.43	6517.0
2024-09-20 06:30:00	ES	Futures	5986.43	5986.69	5979.94	5981.24	7208.0
2024-09-20 07:00:00	ES	Futures	5981.5	5983.31	5978.9	5979.16	6871.0
2024-09-20 07:30:00	ES	Futures	5979.16	5983.83	5978.38	5983.31	7942.0
2024-09-20 08:00:00	ES	Futures	5983.57	5990.58	5983.05	5990.06	18692.0
2024-09-20 08:30:00	ES	Futures	5990.06	5993.43	5988.5	5991.88	25058.0
2024-09-20 09:00:00	ES	Futures	5991.88	5992.14	5978.12	5979.94	49386.0
2024-09-20 09:30:00	ES	Futures	5979.94	5986.95	5970.34	5972.41	145706.0
2024-09-20 10:00:00	ES	Futures	5972.67	5977.86	5964.37	5973.45	111018.0
2024-09-20 10:30:00	ES	Futures	5973.71	5979.16	5963.33	5964.89	90211.0
2024-09-20 11:00:00	ES	Futures	5964.89	5964.89	5951.91	5960.47	107970.0
2024-09-20 11:30:00	ES	Futures	5960.47	5975.27	5957.36	5970.6	116231.0
2024-09-20 12:00:00	ES	Futures	5970.6	5981.75	5968.26	5980.72	54822.0
2024-09-20 12:30:00	ES	Futures	5980.72	5986.95	5977.86	5983.31	45263.0
2024-09-20 13:00:00	ES	Futures	5983.05	5987.2	5980.2	5984.09	49336.0
2024-09-20 13:30:00	ES	Futures	5983.83	5988.76	5980.72	5982.53	37943.0
2024-09-20 14:00:00	ES	Futures	5982.79	5983.05	5964.89	5966.7	72007.0
2024-09-20 14:30:00	ES	Futures	5966.7	5978.64	5961.25	5976.05	60998.0
2024-09-20 15:00:00	ES	Futures	5976.05	5988.5	5971.89	5983.57	72186.0
2024-09-20 15:30:00	ES	Futures	5983.57	5994.99	5979.42	5982.53	185033.0
2024-09-20 16:00:00	ES	Futures	5982.27	5983.05	5973.71	5974.75	58117.0
2024-09-20 16:30:00	ES	Futures	5974.75	5980.2	5973.19	5977.6	15412.0
2024-09-20 00:00:00	NQ	Futures	20926.73	20933.26	20917.08	20931.95	1418.0
2024-09-20 00:30:00	NQ	Futures	20932.21	20939.26	20931.43	20933.26	812.0
2024-09-20 01:00:00	NQ	Futures	20932.73	20932.73	20907.43	20913.69	1197.0
2024-09-20 01:30:00	NQ	Futures	20914.47	20924.65	20902.47	20922.04	1255.0
2024-09-20 02:00:00	NQ	Futures	20922.3	20930.13	20912.64	20919.69	1893.0
2024-09-20 02:30:00	NQ	Futures	20919.17	20920.21	20901.16	20905.6	1971.0
2024-09-20 03:00:00	NQ	Futures	20906.12	20930.39	20897.77	20916.56	3294.0
2024-09-20 03:30:00	NQ	Futures	20917.6	20945.78	20914.99	20934.04	3448.0
2024-09-20 04:00:00	NQ	Futures	20934.56	20939.52	20885.77	20887.34	4066.0
2024-09-20 04:30:00	NQ	Futures	20887.07	20905.86	20880.55	20895.69	3653.0
2024-09-20 05:00:00	NQ	Futures	20895.69	20915.78	20892.55	20898.82	2328.0
2024-09-20 05:30:00	NQ	Futures	20899.08	20899.86	20881.33	20885.51	2366.0
2024-09-20 06:00:00	NQ	Futures	20885.77	20895.42	20875.07	20889.16	3098.0
2024-09-20 06:30:00	NQ	Futures	20888.9	20890.47	20853.16	20864.9	4214.0
2024-09-20 07:00:00	NQ	Futures	20864.9	20878.46	20854.46	20867.25	3417.0
2024-09-20 07:30:00	NQ	Futures	20867.77	20894.12	20862.81	20891.77	3210.0

> showing 50 of 3,172 rows — these rows as CSV

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