PREVIEW / futures_30min / 2024-10-01

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-01.parquet
  size:    118 KB
  rows:    4,065

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
2024-10-01 00:00:00	ES	Futures	6036.25	6036.51	6033.14	6035.48	2456.0
2024-10-01 00:30:00	ES	Futures	6035.22	6035.22	6032.1	6032.62	1461.0
2024-10-01 01:00:00	ES	Futures	6032.62	6033.4	6030.55	6033.14	2120.0
2024-10-01 01:30:00	ES	Futures	6033.4	6034.96	6028.21	6031.58	3245.0
2024-10-01 02:00:00	ES	Futures	6031.58	6034.44	6029.77	6034.44	3523.0
2024-10-01 02:30:00	ES	Futures	6034.44	6037.03	6032.62	6034.18	3437.0
2024-10-01 03:00:00	ES	Futures	6034.44	6035.22	6021.72	6028.47	11366.0
2024-10-01 03:30:00	ES	Futures	6028.47	6034.7	6026.39	6034.18	5587.0
2024-10-01 04:00:00	ES	Futures	6034.18	6035.22	6027.43	6029.77	5081.0
2024-10-01 04:30:00	ES	Futures	6029.77	6033.92	6027.43	6029.77	4330.0
2024-10-01 05:00:00	ES	Futures	6029.51	6030.29	6025.87	6029.77	4952.0
2024-10-01 05:30:00	ES	Futures	6030.03	6031.84	6028.47	6030.8	2427.0
2024-10-01 06:00:00	ES	Futures	6030.55	6035.22	6029.51	6034.44	5074.0
2024-10-01 06:30:00	ES	Futures	6034.7	6039.11	6033.14	6038.59	4263.0
2024-10-01 07:00:00	ES	Futures	6038.33	6040.93	6033.92	6034.7	7119.0
2024-10-01 07:30:00	ES	Futures	6034.44	6035.48	6029.51	6032.1	5436.0
2024-10-01 08:00:00	ES	Futures	6032.1	6035.48	6030.29	6030.8	6543.0
2024-10-01 08:30:00	ES	Futures	6030.8	6032.36	6028.21	6032.36	7621.0
2024-10-01 09:00:00	ES	Futures	6032.1	6033.66	6026.65	6029.77	16983.0
2024-10-01 09:30:00	ES	Futures	6029.77	6030.8	5977.86	5989.8	272414.0
2024-10-01 10:00:00	ES	Futures	5988.24	5997.07	5959.7	5966.96	224967.0
2024-10-01 10:30:00	ES	Futures	5967.22	5980.98	5958.14	5972.93	136879.0
2024-10-01 11:00:00	ES	Futures	5973.19	5973.97	5951.39	5971.63	118868.0
2024-10-01 11:30:00	ES	Futures	5971.63	5987.98	5968.52	5976.3	113627.0
2024-10-01 12:00:00	ES	Futures	5976.3	5989.54	5973.19	5980.98	75015.0
2024-10-01 12:30:00	ES	Futures	5980.72	5982.27	5957.62	5977.08	146150.0
2024-10-01 13:00:00	ES	Futures	5977.08	5977.08	5954.25	5956.32	93141.0
2024-10-01 13:30:00	ES	Futures	5956.32	5987.46	5954.5	5986.95	99461.0
2024-10-01 14:00:00	ES	Futures	5986.95	6001.48	5986.43	5999.14	93283.0
2024-10-01 14:30:00	ES	Futures	5999.4	6004.07	5992.65	5998.36	68983.0
2024-10-01 15:00:00	ES	Futures	5998.1	5999.4	5989.54	5997.07	50476.0
2024-10-01 15:30:00	ES	Futures	5996.81	5996.81	5976.82	5979.94	151673.0
2024-10-01 16:00:00	ES	Futures	5979.94	5986.95	5978.9	5979.94	49500.0
2024-10-01 16:30:00	ES	Futures	5979.94	5980.46	5976.56	5977.6	19384.0
2024-10-01 18:00:00	ES	Futures	5979.68	5983.05	5966.44	5969.3	6159.0
2024-10-01 18:30:00	ES	Futures	5968.78	5973.71	5963.85	5968.0	4256.0
2024-10-01 19:00:00	ES	Futures	5967.74	5971.89	5961.25	5964.63	5246.0
2024-10-01 19:30:00	ES	Futures	5964.37	5973.45	5963.33	5969.82	3483.0
2024-10-01 20:00:00	ES	Futures	5970.08	5976.3	5968.52	5970.6	5233.0
2024-10-01 20:30:00	ES	Futures	5970.6	5979.16	5969.3	5974.49	5421.0
2024-10-01 21:00:00	ES	Futures	5974.75	5978.38	5973.19	5977.6	2689.0
2024-10-01 21:30:00	ES	Futures	5977.6	5982.27	5977.34	5980.72	4246.0
2024-10-01 22:00:00	ES	Futures	5980.98	5983.05	5977.86	5979.68	3322.0
2024-10-01 22:30:00	ES	Futures	5979.68	5979.94	5974.23	5976.82	2443.0
2024-10-01 23:00:00	ES	Futures	5976.56	5977.34	5971.37	5975.53	3025.0
2024-10-01 23:30:00	ES	Futures	5975.27	5980.98	5975.27	5979.68	3080.0
2024-10-01 00:00:00	NQ	Futures	21169.64	21170.95	21144.6	21158.68	1725.0
2024-10-01 00:30:00	NQ	Futures	21157.9	21157.9	21136.77	21141.46	1089.0
2024-10-01 01:00:00	NQ	Futures	21141.2	21149.03	21127.9	21144.6	1325.0
2024-10-01 01:30:00	NQ	Futures	21144.86	21153.99	21116.16	21135.2	2335.0

> showing 50 of 4,065 rows — these rows as CSV

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