PREVIEW / futures_30min / 2024-10-07

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-07.parquet
  size:    114 KB
  rows:    4,043

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
2024-10-07 00:00:00	ES	Futures	6016.79	6019.13	6016.01	6018.09	2042.0
2024-10-07 00:30:00	ES	Futures	6018.35	6019.9	6015.49	6016.53	2161.0
2024-10-07 01:00:00	ES	Futures	6016.79	6017.31	6013.16	6013.94	2378.0
2024-10-07 01:30:00	ES	Futures	6013.94	6013.94	6010.82	6011.86	3418.0
2024-10-07 02:00:00	ES	Futures	6011.6	6014.71	6010.3	6011.08	3507.0
2024-10-07 02:30:00	ES	Futures	6011.08	6015.23	6007.19	6014.71	5699.0
2024-10-07 03:00:00	ES	Futures	6014.97	6014.97	5999.4	6000.44	14201.0
2024-10-07 03:30:00	ES	Futures	6000.7	6003.81	5996.03	5997.85	12669.0
2024-10-07 04:00:00	ES	Futures	5997.85	6003.81	5997.59	6000.7	8085.0
2024-10-07 04:30:00	ES	Futures	6000.7	6004.85	5993.17	5993.69	6807.0
2024-10-07 05:00:00	ES	Futures	5993.69	5993.69	5982.27	5983.05	11917.0
2024-10-07 05:30:00	ES	Futures	5983.31	5991.1	5982.79	5989.8	7555.0
2024-10-07 06:00:00	ES	Futures	5989.8	5992.4	5986.17	5990.84	5681.0
2024-10-07 06:30:00	ES	Futures	5990.84	5993.69	5990.58	5993.43	5664.0
2024-10-07 07:00:00	ES	Futures	5993.17	5993.69	5988.5	5992.14	7686.0
2024-10-07 07:30:00	ES	Futures	5991.88	5996.29	5990.32	5995.25	6688.0
2024-10-07 08:00:00	ES	Futures	5995.25	5998.88	5993.69	5997.07	10519.0
2024-10-07 08:30:00	ES	Futures	5997.07	6001.22	5996.29	5998.36	12935.0
2024-10-07 09:00:00	ES	Futures	5998.36	6002.52	5995.51	6002.26	19918.0
2024-10-07 09:30:00	ES	Futures	6002.0	6005.89	5993.95	5996.29	113006.0
2024-10-07 10:00:00	ES	Futures	5996.03	6009.26	5995.51	6004.07	75929.0
2024-10-07 10:30:00	ES	Futures	6004.33	6005.37	5998.36	6002.26	63578.0
2024-10-07 11:00:00	ES	Futures	6002.26	6007.19	5994.99	6005.89	58818.0
2024-10-07 11:30:00	ES	Futures	6006.15	6007.19	5999.66	6000.44	36197.0
2024-10-07 12:00:00	ES	Futures	6000.44	6000.96	5989.54	5998.62	53796.0
2024-10-07 12:30:00	ES	Futures	5998.62	5999.14	5991.1	5994.99	32383.0
2024-10-07 13:00:00	ES	Futures	5995.25	5998.88	5992.14	5992.4	28266.0
2024-10-07 13:30:00	ES	Futures	5992.65	5994.21	5986.43	5992.91	40219.0
2024-10-07 14:00:00	ES	Futures	5992.91	5993.17	5983.05	5983.31	44947.0
2024-10-07 14:30:00	ES	Futures	5983.31	5983.57	5952.69	5955.02	139649.0
2024-10-07 15:00:00	ES	Futures	5955.02	5970.6	5953.47	5966.18	59879.0
2024-10-07 15:30:00	ES	Futures	5966.18	5975.01	5954.76	5965.92	145445.0
2024-10-07 16:00:00	ES	Futures	5965.92	5969.82	5965.4	5968.0	39549.0
2024-10-07 16:30:00	ES	Futures	5968.26	5972.67	5968.0	5969.04	7783.0
2024-10-07 18:00:00	ES	Futures	5971.63	5973.19	5964.11	5966.18	2820.0
2024-10-07 18:30:00	ES	Futures	5966.44	5967.22	5943.35	5959.18	20906.0
2024-10-07 19:00:00	ES	Futures	5959.18	5968.78	5957.36	5963.07	6894.0
2024-10-07 19:30:00	ES	Futures	5963.07	5967.48	5960.21	5963.07	2952.0
2024-10-07 20:00:00	ES	Futures	5963.33	5972.93	5963.33	5971.63	4381.0
2024-10-07 20:30:00	ES	Futures	5971.63	5973.71	5969.3	5970.34	3322.0
2024-10-07 21:00:00	ES	Futures	5970.34	5971.37	5959.95	5964.11	6587.0
2024-10-07 21:30:00	ES	Futures	5964.37	5967.48	5958.92	5964.37	6342.0
2024-10-07 22:00:00	ES	Futures	5964.11	5965.15	5959.7	5962.03	5469.0
2024-10-07 22:30:00	ES	Futures	5962.29	5968.26	5958.4	5965.92	5833.0
2024-10-07 23:00:00	ES	Futures	5965.92	5968.0	5963.33	5964.11	3247.0
2024-10-07 23:30:00	ES	Futures	5964.37	5966.7	5959.18	5962.55	3114.0
2024-10-07 00:00:00	NQ	Futures	21101.54	21112.76	21096.33	21108.59	1005.0
2024-10-07 00:30:00	NQ	Futures	21109.11	21117.46	21092.15	21099.46	1229.0
2024-10-07 01:00:00	NQ	Futures	21099.46	21102.59	21079.63	21083.54	1460.0
2024-10-07 01:30:00	NQ	Futures	21081.98	21082.5	21064.23	21071.02	1796.0

> showing 50 of 4,043 rows — these rows as CSV

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