PREVIEW / futures_30min / 2024-10-11

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-11.parquet
  size:    91 KB
  rows:    3,135

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
2024-10-11 00:00:00	ES	Futures	6055.98	6056.24	6054.16	6054.42	825.0
2024-10-11 00:30:00	ES	Futures	6054.68	6054.68	6051.57	6052.09	1145.0
2024-10-11 01:00:00	ES	Futures	6052.09	6052.6	6048.45	6049.75	1797.0
2024-10-11 01:30:00	ES	Futures	6049.75	6051.31	6048.97	6051.05	1240.0
2024-10-11 02:00:00	ES	Futures	6051.05	6051.83	6048.45	6050.53	1769.0
2024-10-11 02:30:00	ES	Futures	6050.79	6050.79	6047.93	6048.19	1924.0
2024-10-11 03:00:00	ES	Futures	6048.45	6049.23	6039.37	6043.78	6284.0
2024-10-11 03:30:00	ES	Futures	6043.52	6047.93	6041.7	6046.64	3851.0
2024-10-11 04:00:00	ES	Futures	6046.38	6046.9	6040.67	6044.3	4836.0
2024-10-11 04:30:00	ES	Futures	6044.3	6045.6	6037.55	6038.59	3773.0
2024-10-11 05:00:00	ES	Futures	6038.85	6043.52	6038.33	6040.93	3014.0
2024-10-11 05:30:00	ES	Futures	6040.93	6043.0	6037.81	6039.89	3263.0
2024-10-11 06:00:00	ES	Futures	6039.89	6044.56	6038.33	6044.04	2801.0
2024-10-11 06:30:00	ES	Futures	6043.78	6047.93	6040.93	6047.93	5699.0
2024-10-11 07:00:00	ES	Futures	6047.67	6049.49	6044.56	6045.08	4531.0
2024-10-11 07:30:00	ES	Futures	6045.08	6046.12	6043.78	6044.56	3809.0
2024-10-11 08:00:00	ES	Futures	6044.56	6053.12	6043.78	6048.19	13506.0
2024-10-11 08:30:00	ES	Futures	6048.19	6060.13	6043.52	6047.67	24247.0
2024-10-11 09:00:00	ES	Futures	6047.93	6049.75	6044.56	6046.38	15182.0
2024-10-11 09:30:00	ES	Futures	6046.12	6062.21	6045.08	6061.43	95260.0
2024-10-11 10:00:00	ES	Futures	6060.65	6089.72	6056.5	6086.08	132053.0
2024-10-11 10:30:00	ES	Futures	6086.34	6088.94	6074.66	6078.82	78163.0
2024-10-11 11:00:00	ES	Futures	6078.82	6086.34	6077.78	6080.11	44477.0
2024-10-11 11:30:00	ES	Futures	6080.11	6084.79	6079.34	6084.79	42000.0
2024-10-11 12:00:00	ES	Futures	6084.53	6084.53	6071.81	6074.92	47307.0
2024-10-11 12:30:00	ES	Futures	6075.18	6077.26	6067.66	6076.48	43115.0
2024-10-11 13:00:00	ES	Futures	6076.48	6078.56	6071.29	6076.22	29345.0
2024-10-11 13:30:00	ES	Futures	6076.22	6081.67	6073.89	6079.08	32373.0
2024-10-11 14:00:00	ES	Futures	6079.08	6087.38	6077.78	6082.45	34205.0
2024-10-11 14:30:00	ES	Futures	6082.71	6085.56	6075.7	6085.05	41492.0
2024-10-11 15:00:00	ES	Futures	6085.3	6091.79	6084.01	6089.2	45559.0
2024-10-11 15:30:00	ES	Futures	6088.94	6091.53	6082.19	6082.71	116165.0
2024-10-11 16:00:00	ES	Futures	6082.71	6084.53	6077.52	6078.56	39327.0
2024-10-11 16:30:00	ES	Futures	6078.3	6078.82	6075.7	6076.22	10933.0
2024-10-11 00:00:00	NQ	Futures	21348.89	21349.15	21338.98	21341.06	582.0
2024-10-11 00:30:00	NQ	Futures	21341.85	21342.37	21324.62	21327.49	945.0
2024-10-11 01:00:00	NQ	Futures	21327.23	21328.54	21305.58	21314.97	1165.0
2024-10-11 01:30:00	NQ	Futures	21313.41	21319.41	21307.93	21318.36	793.0
2024-10-11 02:00:00	NQ	Futures	21318.36	21325.15	21306.88	21316.28	1305.0
2024-10-11 02:30:00	NQ	Futures	21316.01	21317.06	21302.71	21305.58	1293.0
2024-10-11 03:00:00	NQ	Futures	21306.1	21309.75	21260.96	21288.1	3993.0
2024-10-11 03:30:00	NQ	Futures	21287.31	21306.1	21274.79	21301.4	2103.0
2024-10-11 04:00:00	NQ	Futures	21300.36	21302.71	21254.7	21271.92	4128.0
2024-10-11 04:30:00	NQ	Futures	21273.49	21282.1	21242.44	21248.44	2760.0
2024-10-11 05:00:00	NQ	Futures	21249.48	21272.7	21245.05	21262.01	2237.0
2024-10-11 05:30:00	NQ	Futures	21261.74	21271.4	21248.7	21257.83	1867.0
2024-10-11 06:00:00	NQ	Futures	21258.09	21275.57	21247.92	21272.44	1904.0
2024-10-11 06:30:00	NQ	Futures	21271.4	21279.75	21259.66	21271.92	2729.0
2024-10-11 07:00:00	NQ	Futures	21271.14	21276.62	21252.35	21256.79	2307.0
2024-10-11 07:30:00	NQ	Futures	21257.05	21266.44	21253.4	21256.53	1986.0

> showing 50 of 3,135 rows — these rows as CSV

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