PREVIEW / futures_30min / 2024-11-01

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-11-01.parquet
  size:    97 KB
  rows:    3,240

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
2024-11-01 00:00:00	ES	Futures	5967.22	5969.04	5966.96	5968.78	1627.0
2024-11-01 00:30:00	ES	Futures	5968.52	5970.08	5964.89	5966.96	2932.0
2024-11-01 01:00:00	ES	Futures	5966.96	5972.67	5966.44	5972.67	5385.0
2024-11-01 01:30:00	ES	Futures	5972.67	5973.71	5970.6	5972.41	5604.0
2024-11-01 02:00:00	ES	Futures	5972.67	5972.67	5967.22	5968.26	3967.0
2024-11-01 02:30:00	ES	Futures	5968.26	5970.08	5963.07	5965.15	3493.0
2024-11-01 03:00:00	ES	Futures	5965.4	5967.48	5959.18	5959.44	5616.0
2024-11-01 03:30:00	ES	Futures	5959.44	5970.34	5959.44	5969.04	7805.0
2024-11-01 04:00:00	ES	Futures	5969.04	5974.75	5967.48	5973.19	14808.0
2024-11-01 04:30:00	ES	Futures	5973.19	5976.3	5969.82	5972.93	9551.0
2024-11-01 05:00:00	ES	Futures	5972.93	5977.34	5971.89	5976.05	7221.0
2024-11-01 05:30:00	ES	Futures	5976.05	5976.05	5972.41	5975.01	6589.0
2024-11-01 06:00:00	ES	Futures	5975.01	5979.68	5974.23	5977.34	6859.0
2024-11-01 06:30:00	ES	Futures	5977.6	5981.5	5976.05	5980.2	8108.0
2024-11-01 07:00:00	ES	Futures	5980.2	5981.24	5975.79	5979.68	8342.0
2024-11-01 07:30:00	ES	Futures	5979.68	5983.83	5978.38	5980.72	11141.0
2024-11-01 08:00:00	ES	Futures	5980.98	5982.79	5976.82	5979.68	17186.0
2024-11-01 08:30:00	ES	Futures	5979.16	5989.28	5972.93	5986.17	51835.0
2024-11-01 09:00:00	ES	Futures	5986.17	5986.17	5978.12	5979.94	31074.0
2024-11-01 09:30:00	ES	Futures	5980.2	6001.48	5974.75	5999.66	141161.0
2024-11-01 10:00:00	ES	Futures	5999.66	6024.32	5993.69	6024.32	138799.0
2024-11-01 10:30:00	ES	Futures	6024.06	6024.84	5996.29	6012.64	138883.0
2024-11-01 11:00:00	ES	Futures	6012.64	6021.98	6007.71	6020.68	81479.0
2024-11-01 11:30:00	ES	Futures	6020.68	6021.72	6001.22	6004.33	81004.0
2024-11-01 12:00:00	ES	Futures	6004.33	6011.08	6000.44	6000.96	52443.0
2024-11-01 12:30:00	ES	Futures	6001.22	6010.56	5993.69	5997.07	68891.0
2024-11-01 13:00:00	ES	Futures	5997.07	6006.41	5988.24	6004.33	69941.0
2024-11-01 13:30:00	ES	Futures	6004.59	6005.11	5982.27	5982.79	89478.0
2024-11-01 14:00:00	ES	Futures	5982.53	5989.02	5977.08	5985.91	67453.0
2024-11-01 14:30:00	ES	Futures	5985.91	5991.62	5982.53	5988.24	52175.0
2024-11-01 15:00:00	ES	Futures	5988.24	5996.55	5983.05	5983.57	57410.0
2024-11-01 15:30:00	ES	Futures	5983.31	5988.76	5971.63	5976.05	169318.0
2024-11-01 16:00:00	ES	Futures	5976.05	5984.87	5975.27	5980.46	44840.0
2024-11-01 16:30:00	ES	Futures	5980.2	5981.24	5977.34	5978.64	6046.0
2024-11-01 00:00:00	NQ	Futures	20964.04	20973.18	20960.91	20970.05	1048.0
2024-11-01 00:30:00	NQ	Futures	20968.74	20977.35	20949.69	20957.52	1828.0
2024-11-01 01:00:00	NQ	Futures	20958.04	20996.14	20953.61	20995.09	2402.0
2024-11-01 01:30:00	NQ	Futures	20996.14	21005.53	20987.0	20998.75	2471.0
2024-11-01 02:00:00	NQ	Futures	20999.79	21001.62	20959.61	20967.17	1963.0
2024-11-01 02:30:00	NQ	Futures	20966.91	20975.52	20937.69	20952.04	2213.0
2024-11-01 03:00:00	NQ	Futures	20952.56	20970.31	20930.65	20934.3	2724.0
2024-11-01 03:30:00	NQ	Futures	20935.87	20975.79	20933.78	20966.65	2427.0
2024-11-01 04:00:00	NQ	Futures	20967.7	20994.83	20962.48	20983.35	5195.0
2024-11-01 04:30:00	NQ	Futures	20982.83	20989.87	20958.3	20973.18	2862.0
2024-11-01 05:00:00	NQ	Futures	20973.96	20990.4	20965.87	20986.74	2364.0
2024-11-01 05:30:00	NQ	Futures	20986.74	20987.0	20964.04	20971.87	2219.0
2024-11-01 06:00:00	NQ	Futures	20972.39	20989.61	20965.09	20982.83	1808.0
2024-11-01 06:30:00	NQ	Futures	20983.09	20999.01	20975.52	20989.87	2120.0
2024-11-01 07:00:00	NQ	Futures	20989.35	20993.79	20969.78	20989.87	2899.0
2024-11-01 07:30:00	NQ	Futures	20990.14	21010.49	20978.39	20985.44	3658.0

> showing 50 of 3,240 rows — these rows as CSV

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