PREVIEW / futures_30min / 2024-10-16

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-10-16.parquet
  size:    107 KB
  rows:    3,973

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
2024-10-16 00:00:00	ES	Futures	6091.53	6092.57	6090.24	6090.75	1342.0
2024-10-16 00:30:00	ES	Futures	6090.5	6092.05	6090.5	6091.53	900.0
2024-10-16 01:00:00	ES	Futures	6091.53	6091.79	6088.16	6091.27	1985.0
2024-10-16 01:30:00	ES	Futures	6091.27	6091.53	6088.68	6090.5	2419.0
2024-10-16 02:00:00	ES	Futures	6090.5	6090.5	6085.56	6087.64	3939.0
2024-10-16 02:30:00	ES	Futures	6087.38	6090.5	6087.12	6087.64	3410.0
2024-10-16 03:00:00	ES	Futures	6087.64	6088.42	6078.82	6084.27	10061.0
2024-10-16 03:30:00	ES	Futures	6084.27	6089.72	6084.01	6088.94	5143.0
2024-10-16 04:00:00	ES	Futures	6089.2	6089.98	6082.45	6087.12	7751.0
2024-10-16 04:30:00	ES	Futures	6086.86	6087.64	6084.01	6085.82	3320.0
2024-10-16 05:00:00	ES	Futures	6085.82	6089.72	6084.27	6085.56	3821.0
2024-10-16 05:30:00	ES	Futures	6085.56	6088.68	6084.79	6088.42	2856.0
2024-10-16 06:00:00	ES	Futures	6088.42	6088.94	6085.3	6087.12	3232.0
2024-10-16 06:30:00	ES	Futures	6087.12	6088.94	6086.6	6088.94	2322.0
2024-10-16 07:00:00	ES	Futures	6088.94	6091.79	6087.12	6091.53	4096.0
2024-10-16 07:30:00	ES	Futures	6091.27	6092.57	6088.42	6091.53	8113.0
2024-10-16 08:00:00	ES	Futures	6091.53	6092.31	6087.64	6090.5	9764.0
2024-10-16 08:30:00	ES	Futures	6090.24	6090.5	6085.56	6086.6	7625.0
2024-10-16 09:00:00	ES	Futures	6086.6	6090.24	6083.23	6085.05	17783.0
2024-10-16 09:30:00	ES	Futures	6085.05	6087.12	6076.22	6078.3	106677.0
2024-10-16 10:00:00	ES	Futures	6078.3	6099.32	6077.26	6095.69	88838.0
2024-10-16 10:30:00	ES	Futures	6095.95	6098.02	6081.67	6088.42	75158.0
2024-10-16 11:00:00	ES	Futures	6088.42	6095.17	6084.79	6093.61	46406.0
2024-10-16 11:30:00	ES	Futures	6093.35	6096.72	6087.64	6089.98	43360.0
2024-10-16 12:00:00	ES	Futures	6089.72	6097.5	6089.46	6095.95	28332.0
2024-10-16 12:30:00	ES	Futures	6095.95	6102.17	6094.39	6101.91	29759.0
2024-10-16 13:00:00	ES	Futures	6102.17	6104.51	6096.98	6099.58	39222.0
2024-10-16 13:30:00	ES	Futures	6099.58	6105.29	6099.32	6104.51	27012.0
2024-10-16 14:00:00	ES	Futures	6104.77	6116.45	6102.95	6115.15	45255.0
2024-10-16 14:30:00	ES	Futures	6114.89	6117.23	6111.0	6112.81	37229.0
2024-10-16 15:00:00	ES	Futures	6112.81	6115.15	6109.44	6112.04	36706.0
2024-10-16 15:30:00	ES	Futures	6112.04	6113.85	6108.92	6110.22	101767.0
2024-10-16 16:00:00	ES	Futures	6110.22	6111.0	6107.88	6110.48	35327.0
2024-10-16 16:30:00	ES	Futures	6110.48	6111.26	6106.85	6107.88	17569.0
2024-10-16 18:00:00	ES	Futures	6106.85	6108.92	6104.51	6105.55	3084.0
2024-10-16 18:30:00	ES	Futures	6105.81	6107.1	6104.51	6106.07	1084.0
2024-10-16 19:00:00	ES	Futures	6106.33	6106.59	6103.99	6104.51	838.0
2024-10-16 19:30:00	ES	Futures	6104.77	6105.03	6102.17	6102.95	1301.0
2024-10-16 20:00:00	ES	Futures	6102.69	6102.69	6096.72	6102.43	4474.0
2024-10-16 20:30:00	ES	Futures	6102.69	6105.29	6101.65	6102.69	2594.0
2024-10-16 21:00:00	ES	Futures	6102.69	6104.77	6099.84	6100.1	2557.0
2024-10-16 21:30:00	ES	Futures	6099.84	6102.43	6098.8	6102.43	2180.0
2024-10-16 22:00:00	ES	Futures	6102.43	6103.47	6100.62	6101.4	2168.0
2024-10-16 22:30:00	ES	Futures	6101.65	6102.17	6094.91	6099.58	3432.0
2024-10-16 23:00:00	ES	Futures	6099.58	6101.14	6098.28	6099.06	1403.0
2024-10-16 23:30:00	ES	Futures	6099.06	6099.58	6097.76	6098.02	1185.0
2024-10-16 00:00:00	NQ	Futures	21277.66	21286.01	21272.7	21274.79	1020.0
2024-10-16 00:30:00	NQ	Futures	21274.27	21282.62	21272.96	21280.01	762.0
2024-10-16 01:00:00	NQ	Futures	21280.53	21285.23	21265.4	21283.66	1606.0
2024-10-16 01:30:00	NQ	Futures	21283.4	21288.88	21270.36	21282.1	1681.0

> showing 50 of 3,973 rows — these rows as CSV

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