PREVIEW / futures_30min / 2024-10-04

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-04.parquet
  size:    96 KB
  rows:    3,214

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
2024-10-04 00:00:00	ES	Futures	5971.89	5976.82	5971.11	5975.01	1852.0
2024-10-04 00:30:00	ES	Futures	5974.75	5976.3	5968.26	5970.34	2980.0
2024-10-04 01:00:00	ES	Futures	5970.6	5974.49	5969.82	5973.71	2450.0
2024-10-04 01:30:00	ES	Futures	5973.71	5974.23	5969.82	5971.11	2491.0
2024-10-04 02:00:00	ES	Futures	5971.37	5972.67	5969.04	5970.08	2229.0
2024-10-04 02:30:00	ES	Futures	5969.82	5970.85	5965.66	5965.66	2723.0
2024-10-04 03:00:00	ES	Futures	5965.92	5975.27	5962.29	5973.45	8382.0
2024-10-04 03:30:00	ES	Futures	5973.45	5977.86	5971.11	5975.79	5249.0
2024-10-04 04:00:00	ES	Futures	5975.79	5977.6	5969.04	5972.15	4490.0
2024-10-04 04:30:00	ES	Futures	5972.41	5976.05	5969.04	5969.3	4072.0
2024-10-04 05:00:00	ES	Futures	5969.56	5973.71	5968.52	5971.89	3334.0
2024-10-04 05:30:00	ES	Futures	5971.89	5977.86	5971.37	5976.82	3321.0
2024-10-04 06:00:00	ES	Futures	5977.08	5983.83	5976.82	5981.5	5828.0
2024-10-04 06:30:00	ES	Futures	5981.5	5985.39	5979.42	5979.94	5650.0
2024-10-04 07:00:00	ES	Futures	5980.2	5986.95	5978.64	5986.17	7298.0
2024-10-04 07:30:00	ES	Futures	5986.17	5987.72	5982.01	5984.61	8378.0
2024-10-04 08:00:00	ES	Futures	5984.61	5989.8	5981.5	5987.72	12850.0
2024-10-04 08:30:00	ES	Futures	5987.46	6021.46	5986.17	6020.42	89262.0
2024-10-04 09:00:00	ES	Futures	6020.42	6024.32	6011.6	6014.2	39639.0
2024-10-04 09:30:00	ES	Futures	6014.2	6018.35	5988.5	5991.36	162772.0
2024-10-04 10:00:00	ES	Futures	5991.36	6002.0	5971.89	5977.08	162227.0
2024-10-04 10:30:00	ES	Futures	5977.08	5990.32	5968.52	5989.54	113837.0
2024-10-04 11:00:00	ES	Futures	5989.28	5997.07	5971.63	5976.3	98148.0
2024-10-04 11:30:00	ES	Futures	5976.3	5994.21	5971.11	5993.95	79374.0
2024-10-04 12:00:00	ES	Futures	5994.21	5997.85	5983.31	5987.2	54524.0
2024-10-04 12:30:00	ES	Futures	5987.46	6005.63	5984.61	6000.7	56747.0
2024-10-04 13:00:00	ES	Futures	6000.96	6006.67	5997.07	6001.22	34336.0
2024-10-04 13:30:00	ES	Futures	6000.96	6006.15	5985.39	5992.14	57229.0
2024-10-04 14:00:00	ES	Futures	5992.4	5998.88	5986.69	5998.1	48563.0
2024-10-04 14:30:00	ES	Futures	5998.36	6006.41	5995.77	6005.63	34344.0
2024-10-04 15:00:00	ES	Futures	6005.63	6013.42	6002.0	6011.86	43430.0
2024-10-04 15:30:00	ES	Futures	6011.6	6025.87	6010.04	6020.68	122255.0
2024-10-04 16:00:00	ES	Futures	6020.68	6021.98	6018.35	6019.9	39369.0
2024-10-04 16:30:00	ES	Futures	6020.16	6020.16	6015.23	6016.27	19661.0
2024-10-04 00:00:00	NQ	Futures	20885.77	20909.51	20881.6	20900.64	1116.0
2024-10-04 00:30:00	NQ	Futures	20899.86	20907.69	20865.42	20877.42	2285.0
2024-10-04 01:00:00	NQ	Futures	20878.2	20903.25	20873.77	20899.6	1640.0
2024-10-04 01:30:00	NQ	Futures	20900.9	20904.3	20878.99	20888.9	1642.0
2024-10-04 02:00:00	NQ	Futures	20889.68	20893.08	20874.81	20880.81	1605.0
2024-10-04 02:30:00	NQ	Futures	20879.77	20885.25	20863.07	20865.94	1288.0
2024-10-04 03:00:00	NQ	Futures	20866.46	20906.38	20843.5	20894.12	4188.0
2024-10-04 03:30:00	NQ	Futures	20894.38	20914.21	20881.6	20907.43	2137.0
2024-10-04 04:00:00	NQ	Futures	20906.9	20917.34	20872.2	20890.99	2942.0
2024-10-04 04:30:00	NQ	Futures	20892.81	20908.73	20873.77	20875.59	2306.0
2024-10-04 05:00:00	NQ	Futures	20876.64	20894.38	20867.77	20886.55	1895.0
2024-10-04 05:30:00	NQ	Futures	20886.03	20915.51	20883.16	20912.12	1909.0
2024-10-04 06:00:00	NQ	Futures	20912.38	20948.65	20911.34	20932.21	4007.0
2024-10-04 06:30:00	NQ	Futures	20932.21	20953.87	20922.56	20926.21	2666.0
2024-10-04 07:00:00	NQ	Futures	20926.47	20952.56	20918.12	20950.22	2307.0
2024-10-04 07:30:00	NQ	Futures	20951.26	20962.22	20928.04	20938.47	4047.0

> showing 50 of 3,214 rows — these rows as CSV

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