PREVIEW / futures_30min / 2024-10-10

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-10.parquet
  size:    110 KB
  rows:    3,986

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
2024-10-10 00:00:00	ES	Futures	6064.54	6064.8	6062.73	6062.99	730.0
2024-10-10 00:30:00	ES	Futures	6063.25	6063.76	6062.47	6063.25	848.0
2024-10-10 01:00:00	ES	Futures	6062.99	6064.8	6061.69	6062.21	1966.0
2024-10-10 01:30:00	ES	Futures	6062.47	6062.47	6058.05	6058.31	2495.0
2024-10-10 02:00:00	ES	Futures	6058.31	6059.09	6055.2	6058.57	4057.0
2024-10-10 02:30:00	ES	Futures	6058.57	6060.65	6057.54	6058.83	2795.0
2024-10-10 03:00:00	ES	Futures	6059.09	6060.91	6053.38	6053.38	6792.0
2024-10-10 03:30:00	ES	Futures	6053.38	6055.2	6051.05	6052.6	7352.0
2024-10-10 04:00:00	ES	Futures	6052.35	6055.72	6050.27	6054.94	6796.0
2024-10-10 04:30:00	ES	Futures	6055.2	6056.24	6052.35	6052.6	3710.0
2024-10-10 05:00:00	ES	Futures	6052.86	6053.38	6050.53	6053.12	4363.0
2024-10-10 05:30:00	ES	Futures	6053.38	6056.24	6052.86	6055.98	3685.0
2024-10-10 06:00:00	ES	Futures	6055.98	6057.02	6053.12	6053.38	3716.0
2024-10-10 06:30:00	ES	Futures	6053.64	6056.24	6051.05	6051.57	6051.0
2024-10-10 07:00:00	ES	Futures	6051.57	6054.16	6050.01	6053.9	8419.0
2024-10-10 07:30:00	ES	Futures	6053.64	6057.02	6053.64	6057.02	8175.0
2024-10-10 08:00:00	ES	Futures	6056.76	6060.91	6054.16	6059.35	16638.0
2024-10-10 08:30:00	ES	Futures	6058.83	6066.62	6036.25	6042.48	68620.0
2024-10-10 09:00:00	ES	Futures	6042.48	6048.45	6040.67	6047.15	25990.0
2024-10-10 09:30:00	ES	Futures	6047.41	6052.6	6034.18	6043.0	119169.0
2024-10-10 10:00:00	ES	Futures	6043.0	6056.24	6042.22	6048.97	73384.0
2024-10-10 10:30:00	ES	Futures	6048.97	6052.09	6040.15	6043.52	55539.0
2024-10-10 11:00:00	ES	Futures	6043.52	6055.2	6039.89	6052.6	46759.0
2024-10-10 11:30:00	ES	Futures	6052.6	6059.61	6047.93	6059.35	37572.0
2024-10-10 12:00:00	ES	Futures	6059.35	6065.84	6058.05	6061.69	47485.0
2024-10-10 12:30:00	ES	Futures	6061.69	6061.95	6046.9	6051.31	66400.0
2024-10-10 13:00:00	ES	Futures	6051.31	6055.72	6041.45	6053.12	56677.0
2024-10-10 13:30:00	ES	Futures	6053.12	6056.5	6036.25	6051.57	55719.0
2024-10-10 14:00:00	ES	Futures	6051.57	6051.57	6041.96	6042.48	33394.0
2024-10-10 14:30:00	ES	Futures	6042.48	6043.78	6032.88	6041.7	45870.0
2024-10-10 15:00:00	ES	Futures	6041.96	6044.04	6036.77	6042.74	43530.0
2024-10-10 15:30:00	ES	Futures	6042.74	6055.2	6041.7	6050.79	114425.0
2024-10-10 16:00:00	ES	Futures	6050.79	6053.9	6048.71	6052.6	34020.0
2024-10-10 16:30:00	ES	Futures	6052.86	6055.2	6052.6	6053.12	19823.0
2024-10-10 18:00:00	ES	Futures	6053.12	6054.42	6051.05	6053.38	1965.0
2024-10-10 18:30:00	ES	Futures	6053.38	6054.68	6052.09	6052.86	1146.0
2024-10-10 19:00:00	ES	Futures	6053.12	6059.35	6053.12	6058.31	2585.0
2024-10-10 19:30:00	ES	Futures	6058.31	6058.83	6057.02	6057.8	1422.0
2024-10-10 20:00:00	ES	Futures	6057.54	6060.13	6055.46	6055.98	3536.0
2024-10-10 20:30:00	ES	Futures	6055.98	6057.54	6055.2	6055.72	1578.0
2024-10-10 21:00:00	ES	Futures	6055.72	6058.83	6055.2	6057.28	2224.0
2024-10-10 21:30:00	ES	Futures	6057.28	6057.8	6054.94	6055.72	1325.0
2024-10-10 22:00:00	ES	Futures	6055.98	6056.76	6054.94	6055.98	1063.0
2024-10-10 22:30:00	ES	Futures	6055.72	6055.98	6053.38	6054.94	1201.0
2024-10-10 23:00:00	ES	Futures	6054.94	6057.54	6053.38	6054.94	2008.0
2024-10-10 23:30:00	ES	Futures	6055.2	6056.5	6053.9	6055.98	722.0
2024-10-10 00:00:00	NQ	Futures	21363.5	21365.59	21356.2	21357.5	453.0
2024-10-10 00:30:00	NQ	Futures	21357.24	21362.98	21355.93	21357.24	442.0
2024-10-10 01:00:00	NQ	Futures	21356.98	21367.68	21352.8	21356.46	927.0
2024-10-10 01:30:00	NQ	Futures	21356.72	21358.54	21331.41	21335.32	1483.0

> showing 50 of 3,986 rows — these rows as CSV

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