PREVIEW / futures_30min / 2024-12-05

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-05.parquet
  size:    104 KB
  rows:    3,848

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
2024-12-05 00:00:00	ES	Futures	6325.88	6327.18	6325.62	6326.14	868.0
2024-12-05 00:30:00	ES	Futures	6326.4	6328.48	6325.88	6328.48	1380.0
2024-12-05 01:00:00	ES	Futures	6328.48	6329.26	6327.44	6328.48	1884.0
2024-12-05 01:30:00	ES	Futures	6328.48	6329.26	6327.18	6327.96	1832.0
2024-12-05 02:00:00	ES	Futures	6327.96	6328.48	6326.14	6327.96	3097.0
2024-12-05 02:30:00	ES	Futures	6327.7	6328.48	6325.62	6326.14	2351.0
2024-12-05 03:00:00	ES	Futures	6326.14	6330.04	6325.36	6329.26	8568.0
2024-12-05 03:30:00	ES	Futures	6329.0	6329.0	6326.66	6327.96	4332.0
2024-12-05 04:00:00	ES	Futures	6327.96	6328.22	6325.1	6327.7	4972.0
2024-12-05 04:30:00	ES	Futures	6327.44	6328.22	6326.4	6327.7	3262.0
2024-12-05 05:00:00	ES	Futures	6327.7	6329.78	6327.7	6329.0	3287.0
2024-12-05 05:30:00	ES	Futures	6328.74	6329.0	6325.36	6326.4	3522.0
2024-12-05 06:00:00	ES	Futures	6326.4	6328.22	6325.88	6327.7	2790.0
2024-12-05 06:30:00	ES	Futures	6327.96	6329.0	6326.92	6327.18	3355.0
2024-12-05 07:00:00	ES	Futures	6327.18	6329.78	6326.66	6327.7	5729.0
2024-12-05 07:30:00	ES	Futures	6327.7	6330.29	6327.44	6330.04	5069.0
2024-12-05 08:00:00	ES	Futures	6330.29	6330.55	6326.92	6328.74	6956.0
2024-12-05 08:30:00	ES	Futures	6328.74	6330.55	6324.84	6328.22	12349.0
2024-12-05 09:00:00	ES	Futures	6328.48	6331.33	6327.7	6330.81	12811.0
2024-12-05 09:30:00	ES	Futures	6331.07	6333.15	6328.22	6332.63	87835.0
2024-12-05 10:00:00	ES	Futures	6332.63	6337.3	6325.36	6325.62	96981.0
2024-12-05 10:30:00	ES	Futures	6325.36	6327.18	6322.25	6324.07	68997.0
2024-12-05 11:00:00	ES	Futures	6323.81	6331.85	6322.77	6331.07	53747.0
2024-12-05 11:30:00	ES	Futures	6331.07	6332.37	6327.7	6332.37	39986.0
2024-12-05 12:00:00	ES	Futures	6332.37	6336.78	6330.81	6335.23	45074.0
2024-12-05 12:30:00	ES	Futures	6335.23	6339.9	6334.19	6339.12	35981.0
2024-12-05 13:00:00	ES	Futures	6339.12	6339.38	6323.03	6327.96	82542.0
2024-12-05 13:30:00	ES	Futures	6327.7	6333.67	6324.59	6328.22	62425.0
2024-12-05 14:00:00	ES	Futures	6328.22	6331.59	6323.55	6325.36	52966.0
2024-12-05 14:30:00	ES	Futures	6325.62	6329.78	6324.84	6326.4	44981.0
2024-12-05 15:00:00	ES	Futures	6326.4	6328.74	6320.43	6321.73	56869.0
2024-12-05 15:30:00	ES	Futures	6321.99	6328.48	6317.32	6320.69	147531.0
2024-12-05 16:00:00	ES	Futures	6320.95	6321.47	6313.17	6317.32	39156.0
2024-12-05 16:30:00	ES	Futures	6317.32	6318.36	6316.8	6317.58	6231.0
2024-12-05 18:00:00	ES	Futures	6317.32	6317.84	6311.09	6315.5	4611.0
2024-12-05 18:30:00	ES	Futures	6315.76	6316.8	6314.2	6316.02	1308.0
2024-12-05 19:00:00	ES	Futures	6316.28	6316.28	6312.65	6314.2	2219.0
2024-12-05 19:30:00	ES	Futures	6314.46	6315.5	6313.69	6314.46	1647.0
2024-12-05 20:00:00	ES	Futures	6314.46	6314.98	6312.91	6314.72	2459.0
2024-12-05 20:30:00	ES	Futures	6314.98	6316.02	6313.43	6314.98	3158.0
2024-12-05 21:00:00	ES	Futures	6314.98	6317.06	6314.2	6316.8	1673.0
2024-12-05 21:30:00	ES	Futures	6317.06	6318.62	6316.54	6317.06	1713.0
2024-12-05 22:00:00	ES	Futures	6317.06	6317.84	6314.98	6315.24	1982.0
2024-12-05 22:30:00	ES	Futures	6315.24	6316.02	6314.2	6314.46	1161.0
2024-12-05 23:00:00	ES	Futures	6314.2	6314.46	6312.39	6313.17	1828.0
2024-12-05 23:30:00	ES	Futures	6313.17	6316.54	6312.91	6316.54	2058.0
2024-12-05 00:00:00	NQ	Futures	22449.68	22454.9	22447.07	22448.9	612.0
2024-12-05 00:30:00	NQ	Futures	22449.42	22454.11	22444.2	22453.85	762.0
2024-12-05 01:00:00	NQ	Futures	22454.11	22459.33	22445.24	22449.68	1123.0
2024-12-05 01:30:00	NQ	Futures	22449.94	22450.98	22441.07	22442.37	960.0

> showing 50 of 3,848 rows — these rows as CSV

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