PREVIEW / futures_30min / 2024-10-15

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-15.parquet
  size:    110 KB
  rows:    3,974

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
2024-10-15 00:00:00	ES	Futures	6139.55	6139.55	6137.99	6138.25	722.0
2024-10-15 00:30:00	ES	Futures	6138.25	6139.29	6138.25	6138.77	508.0
2024-10-15 01:00:00	ES	Futures	6138.51	6139.03	6136.17	6136.43	1545.0
2024-10-15 01:30:00	ES	Futures	6136.43	6136.43	6134.35	6134.61	2684.0
2024-10-15 02:00:00	ES	Futures	6134.87	6136.17	6133.32	6135.65	2595.0
2024-10-15 02:30:00	ES	Futures	6135.91	6136.43	6133.32	6133.58	2868.0
2024-10-15 03:00:00	ES	Futures	6133.58	6136.43	6132.28	6133.58	5011.0
2024-10-15 03:30:00	ES	Futures	6133.84	6136.95	6133.58	6134.61	4353.0
2024-10-15 04:00:00	ES	Futures	6134.61	6134.61	6127.35	6127.87	8307.0
2024-10-15 04:30:00	ES	Futures	6127.61	6131.24	6127.35	6129.68	5429.0
2024-10-15 05:00:00	ES	Futures	6129.68	6131.76	6127.09	6130.72	4046.0
2024-10-15 05:30:00	ES	Futures	6130.72	6132.02	6128.39	6128.9	5306.0
2024-10-15 06:00:00	ES	Futures	6129.16	6132.02	6127.09	6130.2	5179.0
2024-10-15 06:30:00	ES	Futures	6130.2	6135.65	6130.2	6133.84	7829.0
2024-10-15 07:00:00	ES	Futures	6133.84	6135.65	6130.98	6132.28	6403.0
2024-10-15 07:30:00	ES	Futures	6132.02	6134.1	6130.98	6133.58	6437.0
2024-10-15 08:00:00	ES	Futures	6133.58	6136.17	6132.54	6134.1	6723.0
2024-10-15 08:30:00	ES	Futures	6134.35	6136.43	6130.98	6135.39	11313.0
2024-10-15 09:00:00	ES	Futures	6135.65	6139.03	6135.13	6136.43	18940.0
2024-10-15 09:30:00	ES	Futures	6136.17	6139.29	6130.98	6132.28	92451.0
2024-10-15 10:00:00	ES	Futures	6132.28	6136.69	6121.64	6122.16	90388.0
2024-10-15 10:30:00	ES	Futures	6122.16	6122.94	6101.65	6108.92	190818.0
2024-10-15 11:00:00	ES	Futures	6108.92	6117.75	6107.36	6112.55	69951.0
2024-10-15 11:30:00	ES	Futures	6112.81	6116.19	6101.4	6102.95	78074.0
2024-10-15 12:00:00	ES	Futures	6103.21	6112.3	6102.17	6110.48	56010.0
2024-10-15 12:30:00	ES	Futures	6110.74	6115.15	6105.55	6107.1	38860.0
2024-10-15 13:00:00	ES	Futures	6107.36	6108.92	6096.72	6099.84	54544.0
2024-10-15 13:30:00	ES	Futures	6099.84	6106.59	6096.98	6098.54	44398.0
2024-10-15 14:00:00	ES	Futures	6098.54	6102.95	6092.05	6093.61	54407.0
2024-10-15 14:30:00	ES	Futures	6093.87	6096.2	6087.9	6089.46	44788.0
2024-10-15 15:00:00	ES	Futures	6089.46	6090.24	6076.22	6080.89	95277.0
2024-10-15 15:30:00	ES	Futures	6080.89	6090.5	6072.85	6086.34	181622.0
2024-10-15 16:00:00	ES	Futures	6086.34	6088.16	6081.41	6085.3	44393.0
2024-10-15 16:30:00	ES	Futures	6085.05	6085.56	6082.97	6084.01	5311.0
2024-10-15 18:00:00	ES	Futures	6084.27	6084.79	6076.74	6083.49	3578.0
2024-10-15 18:30:00	ES	Futures	6083.49	6086.86	6082.45	6086.34	1610.0
2024-10-15 19:00:00	ES	Futures	6086.34	6088.68	6086.08	6088.16	1996.0
2024-10-15 19:30:00	ES	Futures	6087.9	6089.2	6085.82	6086.34	1901.0
2024-10-15 20:00:00	ES	Futures	6086.6	6089.2	6084.79	6087.9	3127.0
2024-10-15 20:30:00	ES	Futures	6087.64	6089.98	6086.08	6087.12	2841.0
2024-10-15 21:00:00	ES	Futures	6086.86	6088.68	6084.01	6087.38	2789.0
2024-10-15 21:30:00	ES	Futures	6087.64	6090.75	6086.34	6088.94	3806.0
2024-10-15 22:00:00	ES	Futures	6088.94	6091.01	6087.9	6089.46	2556.0
2024-10-15 22:30:00	ES	Futures	6089.46	6091.01	6089.46	6089.98	1489.0
2024-10-15 23:00:00	ES	Futures	6089.72	6091.01	6088.94	6091.01	1398.0
2024-10-15 23:30:00	ES	Futures	6091.01	6092.57	6089.72	6091.79	1532.0
2024-10-15 00:00:00	NQ	Futures	21534.14	21534.4	21525.79	21526.31	478.0
2024-10-15 00:30:00	NQ	Futures	21525.79	21532.31	21525.01	21529.96	353.0
2024-10-15 01:00:00	NQ	Futures	21529.44	21531.01	21520.31	21521.35	650.0
2024-10-15 01:30:00	NQ	Futures	21521.35	21521.61	21505.44	21507.0	1247.0

> showing 50 of 3,974 rows — these rows as CSV

> unlock the full archive -- $79 one-time