PREVIEW / futures_30min / 2024-10-09

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-09.parquet
  size:    109 KB
  rows:    3,972

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
2024-10-09 00:00:00	ES	Futures	6010.82	6011.86	6010.3	6011.08	704.0
2024-10-09 00:30:00	ES	Futures	6011.08	6012.12	6007.97	6009.26	1452.0
2024-10-09 01:00:00	ES	Futures	6009.52	6013.94	6008.23	6008.75	4000.0
2024-10-09 01:30:00	ES	Futures	6008.49	6011.86	6007.71	6008.75	2683.0
2024-10-09 02:00:00	ES	Futures	6008.49	6010.82	6005.63	6006.41	3275.0
2024-10-09 02:30:00	ES	Futures	6006.67	6007.97	6004.07	6006.93	3552.0
2024-10-09 03:00:00	ES	Futures	6006.93	6008.49	6000.96	6004.85	7708.0
2024-10-09 03:30:00	ES	Futures	6004.59	6007.45	6002.52	6006.93	5592.0
2024-10-09 04:00:00	ES	Futures	6006.93	6009.52	6002.26	6003.04	5751.0
2024-10-09 04:30:00	ES	Futures	6003.55	6009.78	6002.52	6008.75	3509.0
2024-10-09 05:00:00	ES	Futures	6008.75	6014.2	6008.23	6012.9	3590.0
2024-10-09 05:30:00	ES	Futures	6012.9	6016.27	6011.86	6014.71	3696.0
2024-10-09 06:00:00	ES	Futures	6014.45	6019.39	6013.16	6018.09	3728.0
2024-10-09 06:30:00	ES	Futures	6018.09	6022.24	6017.05	6018.61	4507.0
2024-10-09 07:00:00	ES	Futures	6018.61	6020.94	6016.53	6017.57	4183.0
2024-10-09 07:30:00	ES	Futures	6017.57	6020.16	6015.75	6016.53	6120.0
2024-10-09 08:00:00	ES	Futures	6016.53	6020.94	6016.01	6019.39	9387.0
2024-10-09 08:30:00	ES	Futures	6019.13	6019.9	6013.16	6018.35	11153.0
2024-10-09 09:00:00	ES	Futures	6018.61	6026.39	6018.09	6020.94	21550.0
2024-10-09 09:30:00	ES	Futures	6020.42	6027.43	6014.45	6025.35	95032.0
2024-10-09 10:00:00	ES	Futures	6025.35	6034.7	6024.06	6031.32	83755.0
2024-10-09 10:30:00	ES	Futures	6031.32	6040.41	6029.25	6039.63	69890.0
2024-10-09 11:00:00	ES	Futures	6039.63	6050.79	6039.63	6048.45	66417.0
2024-10-09 11:30:00	ES	Futures	6048.45	6062.47	6047.93	6060.91	68058.0
2024-10-09 12:00:00	ES	Futures	6060.91	6061.17	6049.23	6054.16	54162.0
2024-10-09 12:30:00	ES	Futures	6053.9	6056.76	6046.38	6050.01	38903.0
2024-10-09 13:00:00	ES	Futures	6050.01	6057.54	6047.15	6055.98	38219.0
2024-10-09 13:30:00	ES	Futures	6055.98	6057.8	6040.41	6048.45	62226.0
2024-10-09 14:00:00	ES	Futures	6048.45	6056.76	6045.34	6054.94	52305.0
2024-10-09 14:30:00	ES	Futures	6054.94	6055.98	6050.79	6053.64	35786.0
2024-10-09 15:00:00	ES	Futures	6053.38	6059.35	6048.19	6058.31	45171.0
2024-10-09 15:30:00	ES	Futures	6058.31	6069.21	6057.8	6062.21	156114.0
2024-10-09 16:00:00	ES	Futures	6062.47	6063.25	6053.64	6054.68	50366.0
2024-10-09 16:30:00	ES	Futures	6054.94	6059.35	6053.9	6058.83	7901.0
2024-10-09 18:00:00	ES	Futures	6058.31	6060.91	6056.5	6060.13	2699.0
2024-10-09 18:30:00	ES	Futures	6059.87	6061.43	6059.61	6060.39	1179.0
2024-10-09 19:00:00	ES	Futures	6060.39	6062.99	6059.61	6059.87	1371.0
2024-10-09 19:30:00	ES	Futures	6060.13	6062.99	6058.57	6061.17	1636.0
2024-10-09 20:00:00	ES	Futures	6061.43	6061.95	6058.83	6061.43	2323.0
2024-10-09 20:30:00	ES	Futures	6061.17	6063.5	6060.65	6061.95	1931.0
2024-10-09 21:00:00	ES	Futures	6061.69	6064.54	6060.91	6061.95	3064.0
2024-10-09 21:30:00	ES	Futures	6062.21	6064.02	6060.65	6062.21	2454.0
2024-10-09 22:00:00	ES	Futures	6061.95	6062.99	6059.87	6061.43	1985.0
2024-10-09 22:30:00	ES	Futures	6061.43	6065.06	6061.43	6064.02	2347.0
2024-10-09 23:00:00	ES	Futures	6064.02	6065.32	6063.25	6063.5	1673.0
2024-10-09 23:30:00	ES	Futures	6063.76	6065.06	6062.21	6064.54	1504.0
2024-10-09 00:00:00	NQ	Futures	21120.33	21129.72	21118.77	21125.03	601.0
2024-10-09 00:30:00	NQ	Futures	21124.51	21129.72	21105.46	21114.33	1023.0
2024-10-09 01:00:00	NQ	Futures	21114.07	21135.72	21110.94	21115.11	2174.0
2024-10-09 01:30:00	NQ	Futures	21114.59	21132.07	21109.37	21115.37	1475.0

> showing 50 of 3,972 rows — these rows as CSV

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