PREVIEW / futures_30min / 2024-12-04

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-04.parquet
  size:    107 KB
  rows:    3,953

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
2024-12-04 00:00:00	ES	Futures	6302.79	6304.34	6302.01	6303.82	1735.0
2024-12-04 00:30:00	ES	Futures	6303.82	6305.12	6303.3	6303.82	1918.0
2024-12-04 01:00:00	ES	Futures	6303.82	6304.34	6300.97	6301.23	1811.0
2024-12-04 01:30:00	ES	Futures	6301.49	6303.04	6299.93	6303.04	2569.0
2024-12-04 02:00:00	ES	Futures	6302.79	6303.82	6300.71	6302.01	2865.0
2024-12-04 02:30:00	ES	Futures	6302.01	6303.3	6300.71	6303.04	2382.0
2024-12-04 03:00:00	ES	Futures	6303.04	6305.9	6302.79	6304.34	7244.0
2024-12-04 03:30:00	ES	Futures	6304.34	6308.24	6303.3	6307.98	5133.0
2024-12-04 04:00:00	ES	Futures	6307.98	6311.61	6307.2	6309.01	8039.0
2024-12-04 04:30:00	ES	Futures	6308.75	6309.27	6306.68	6308.75	3938.0
2024-12-04 05:00:00	ES	Futures	6308.75	6309.53	6306.42	6307.72	4157.0
2024-12-04 05:30:00	ES	Futures	6307.46	6311.35	6306.94	6310.05	3345.0
2024-12-04 06:00:00	ES	Futures	6310.05	6312.91	6309.27	6310.57	5594.0
2024-12-04 06:30:00	ES	Futures	6310.31	6313.94	6309.53	6313.17	5358.0
2024-12-04 07:00:00	ES	Futures	6313.17	6314.46	6312.13	6312.65	5859.0
2024-12-04 07:30:00	ES	Futures	6312.65	6313.69	6310.57	6311.09	5617.0
2024-12-04 08:00:00	ES	Futures	6311.35	6313.69	6311.09	6312.39	7270.0
2024-12-04 08:30:00	ES	Futures	6312.39	6316.8	6310.83	6316.54	19081.0
2024-12-04 09:00:00	ES	Futures	6316.28	6317.84	6311.09	6311.61	18994.0
2024-12-04 09:30:00	ES	Futures	6311.61	6317.32	6310.31	6314.46	85708.0
2024-12-04 10:00:00	ES	Futures	6313.69	6315.24	6303.82	6311.35	107119.0
2024-12-04 10:30:00	ES	Futures	6311.09	6318.62	6310.05	6317.32	80129.0
2024-12-04 11:00:00	ES	Futures	6317.32	6320.17	6317.06	6318.62	42651.0
2024-12-04 11:30:00	ES	Futures	6318.62	6320.17	6315.76	6318.88	39985.0
2024-12-04 12:00:00	ES	Futures	6318.88	6320.17	6315.24	6318.88	33215.0
2024-12-04 12:30:00	ES	Futures	6318.88	6320.69	6314.2	6319.39	40394.0
2024-12-04 13:00:00	ES	Futures	6319.39	6319.91	6312.91	6313.69	31306.0
2024-12-04 13:30:00	ES	Futures	6313.94	6320.95	6306.68	6314.72	76505.0
2024-12-04 14:00:00	ES	Futures	6314.72	6324.33	6312.39	6323.29	63378.0
2024-12-04 14:30:00	ES	Futures	6323.55	6326.92	6321.99	6324.84	46227.0
2024-12-04 15:00:00	ES	Futures	6324.59	6331.07	6323.81	6328.74	45281.0
2024-12-04 15:30:00	ES	Futures	6328.48	6334.71	6327.18	6331.33	134240.0
2024-12-04 16:00:00	ES	Futures	6331.33	6331.85	6327.96	6327.96	32502.0
2024-12-04 16:30:00	ES	Futures	6328.22	6329.0	6326.66	6327.7	43922.0
2024-12-04 18:00:00	ES	Futures	6327.44	6329.0	6324.84	6327.18	3362.0
2024-12-04 18:30:00	ES	Futures	6327.44	6327.96	6325.88	6326.14	2078.0
2024-12-04 19:00:00	ES	Futures	6326.14	6326.14	6324.33	6324.59	3498.0
2024-12-04 19:30:00	ES	Futures	6324.59	6325.62	6323.29	6323.55	2247.0
2024-12-04 20:00:00	ES	Futures	6323.55	6326.4	6323.03	6325.88	2717.0
2024-12-04 20:30:00	ES	Futures	6325.88	6328.22	6325.62	6327.18	2684.0
2024-12-04 21:00:00	ES	Futures	6327.18	6327.96	6325.88	6327.18	1362.0
2024-12-04 21:30:00	ES	Futures	6327.18	6328.74	6324.84	6325.36	2955.0
2024-12-04 22:00:00	ES	Futures	6325.36	6327.18	6324.84	6326.66	1616.0
2024-12-04 22:30:00	ES	Futures	6326.92	6327.96	6326.4	6327.44	1565.0
2024-12-04 23:00:00	ES	Futures	6327.44	6327.44	6325.36	6325.62	1066.0
2024-12-04 23:30:00	ES	Futures	6325.62	6326.92	6324.33	6326.14	1403.0
2024-12-04 00:00:00	NQ	Futures	22283.48	22292.35	22277.48	22289.22	1204.0
2024-12-04 00:30:00	NQ	Futures	22289.22	22300.96	22286.35	22289.22	1729.0
2024-12-04 01:00:00	NQ	Futures	22288.96	22294.7	22272.26	22274.87	1553.0
2024-12-04 01:30:00	NQ	Futures	22275.65	22287.39	22269.13	22285.56	1568.0

> showing 50 of 3,953 rows — these rows as CSV

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