PREVIEW / futures_30min / 2024-12-03

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-03.parquet
  size:    107 KB
  rows:    3,958

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
2024-12-03 00:00:00	ES	Futures	6295.78	6296.56	6295.0	6295.78	1352.0
2024-12-03 00:30:00	ES	Futures	6295.78	6297.59	6295.78	6297.08	1148.0
2024-12-03 01:00:00	ES	Futures	6297.08	6298.37	6295.26	6295.26	1726.0
2024-12-03 01:30:00	ES	Futures	6295.52	6296.04	6293.7	6293.7	1595.0
2024-12-03 02:00:00	ES	Futures	6293.7	6295.52	6292.4	6295.0	2167.0
2024-12-03 02:30:00	ES	Futures	6295.0	6295.26	6292.4	6292.92	2473.0
2024-12-03 03:00:00	ES	Futures	6292.66	6297.59	6292.4	6295.78	7627.0
2024-12-03 03:30:00	ES	Futures	6295.78	6296.82	6293.96	6296.04	5437.0
2024-12-03 04:00:00	ES	Futures	6296.04	6296.82	6293.7	6294.74	4881.0
2024-12-03 04:30:00	ES	Futures	6294.48	6296.04	6293.18	6295.52	2786.0
2024-12-03 05:00:00	ES	Futures	6295.78	6296.3	6293.96	6294.22	2378.0
2024-12-03 05:30:00	ES	Futures	6293.96	6294.22	6291.37	6291.37	3657.0
2024-12-03 06:00:00	ES	Futures	6291.37	6292.14	6288.25	6290.33	5893.0
2024-12-03 06:30:00	ES	Futures	6290.33	6294.74	6289.81	6294.22	3090.0
2024-12-03 07:00:00	ES	Futures	6294.22	6296.04	6291.63	6293.96	4534.0
2024-12-03 07:30:00	ES	Futures	6293.96	6297.34	6293.18	6293.96	6021.0
2024-12-03 08:00:00	ES	Futures	6293.96	6296.3	6293.18	6294.48	4718.0
2024-12-03 08:30:00	ES	Futures	6294.48	6298.37	6291.63	6291.89	13160.0
2024-12-03 09:00:00	ES	Futures	6292.14	6295.0	6284.62	6289.29	32446.0
2024-12-03 09:30:00	ES	Futures	6289.29	6292.92	6282.54	6288.25	95788.0
2024-12-03 10:00:00	ES	Futures	6288.25	6291.37	6279.17	6279.43	73900.0
2024-12-03 10:30:00	ES	Futures	6279.43	6284.88	6277.87	6283.32	65490.0
2024-12-03 11:00:00	ES	Futures	6283.58	6289.81	6282.8	6289.03	61917.0
2024-12-03 11:30:00	ES	Futures	6289.03	6290.33	6278.13	6280.21	64846.0
2024-12-03 12:00:00	ES	Futures	6280.21	6285.4	6279.95	6284.36	28873.0
2024-12-03 12:30:00	ES	Futures	6284.36	6292.4	6284.1	6292.4	38078.0
2024-12-03 13:00:00	ES	Futures	6292.4	6293.96	6290.07	6290.59	30056.0
2024-12-03 13:30:00	ES	Futures	6290.85	6292.66	6287.73	6289.29	34432.0
2024-12-03 14:00:00	ES	Futures	6289.29	6291.37	6286.44	6291.37	34960.0
2024-12-03 14:30:00	ES	Futures	6291.37	6297.08	6290.85	6295.78	37082.0
2024-12-03 15:00:00	ES	Futures	6295.52	6296.56	6293.18	6295.0	32137.0
2024-12-03 15:30:00	ES	Futures	6294.74	6297.08	6290.33	6293.7	121782.0
2024-12-03 16:00:00	ES	Futures	6293.7	6301.75	6292.14	6300.97	46368.0
2024-12-03 16:30:00	ES	Futures	6300.97	6302.01	6297.59	6297.85	20820.0
2024-12-03 18:00:00	ES	Futures	6298.11	6298.63	6293.96	6298.11	3982.0
2024-12-03 18:30:00	ES	Futures	6298.11	6300.97	6297.59	6300.45	2763.0
2024-12-03 19:00:00	ES	Futures	6300.45	6300.45	6297.34	6297.85	2110.0
2024-12-03 19:30:00	ES	Futures	6298.11	6298.37	6296.04	6297.85	3693.0
2024-12-03 20:00:00	ES	Futures	6297.85	6299.15	6296.3	6297.85	2579.0
2024-12-03 20:30:00	ES	Futures	6297.59	6298.89	6296.56	6297.59	2022.0
2024-12-03 21:00:00	ES	Futures	6297.85	6299.67	6297.85	6299.15	1502.0
2024-12-03 21:30:00	ES	Futures	6299.41	6301.75	6298.89	6300.97	2588.0
2024-12-03 22:00:00	ES	Futures	6300.97	6301.49	6298.63	6298.89	1844.0
2024-12-03 22:30:00	ES	Futures	6298.89	6301.49	6298.63	6300.97	1582.0
2024-12-03 23:00:00	ES	Futures	6300.71	6303.04	6300.19	6302.01	2265.0
2024-12-03 23:30:00	ES	Futures	6302.01	6303.56	6301.75	6303.04	1440.0
2024-12-03 00:00:00	NQ	Futures	22151.2	22157.72	22148.06	22153.8	693.0
2024-12-03 00:30:00	NQ	Futures	22153.8	22160.85	22153.02	22157.98	535.0
2024-12-03 01:00:00	NQ	Futures	22158.24	22164.76	22154.33	22155.89	910.0
2024-12-03 01:30:00	NQ	Futures	22156.15	22160.85	22151.72	22153.54	842.0

> showing 50 of 3,958 rows — these rows as CSV

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