PREVIEW / futures_30min / 2024-12-06

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-06.parquet
  size:    89 KB
  rows:    3,086

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
2024-12-06 00:00:00	ES	Futures	6316.54	6316.54	6315.24	6316.28	1156.0
2024-12-06 00:30:00	ES	Futures	6316.28	6316.8	6314.98	6316.54	985.0
2024-12-06 01:00:00	ES	Futures	6316.54	6318.1	6316.02	6317.84	956.0
2024-12-06 01:30:00	ES	Futures	6317.58	6317.84	6316.28	6316.8	1279.0
2024-12-06 02:00:00	ES	Futures	6316.8	6318.62	6316.54	6317.06	1927.0
2024-12-06 02:30:00	ES	Futures	6317.06	6317.06	6315.76	6317.06	2214.0
2024-12-06 03:00:00	ES	Futures	6316.8	6319.14	6316.02	6318.62	4637.0
2024-12-06 03:30:00	ES	Futures	6318.88	6320.95	6317.84	6319.39	4026.0
2024-12-06 04:00:00	ES	Futures	6319.14	6319.91	6314.98	6316.8	4774.0
2024-12-06 04:30:00	ES	Futures	6316.8	6318.88	6316.54	6316.54	2648.0
2024-12-06 05:00:00	ES	Futures	6316.8	6317.06	6314.2	6316.54	2830.0
2024-12-06 05:30:00	ES	Futures	6316.54	6317.84	6311.87	6312.39	3017.0
2024-12-06 06:00:00	ES	Futures	6312.39	6314.2	6309.79	6311.61	3977.0
2024-12-06 06:30:00	ES	Futures	6311.61	6314.72	6310.57	6314.46	3567.0
2024-12-06 07:00:00	ES	Futures	6314.46	6318.36	6313.43	6318.1	5210.0
2024-12-06 07:30:00	ES	Futures	6318.1	6318.1	6314.72	6315.24	5016.0
2024-12-06 08:00:00	ES	Futures	6315.5	6317.58	6312.39	6314.2	9423.0
2024-12-06 08:30:00	ES	Futures	6313.69	6333.15	6307.46	6326.66	44879.0
2024-12-06 09:00:00	ES	Futures	6326.66	6331.33	6324.59	6326.4	25641.0
2024-12-06 09:30:00	ES	Futures	6326.66	6343.79	6325.62	6343.01	118589.0
2024-12-06 10:00:00	ES	Futures	6342.49	6343.79	6336.52	6341.71	81821.0
2024-12-06 10:30:00	ES	Futures	6341.45	6342.75	6334.71	6339.38	62950.0
2024-12-06 11:00:00	ES	Futures	6339.38	6340.16	6327.7	6332.63	85802.0
2024-12-06 11:30:00	ES	Futures	6332.63	6335.49	6329.78	6330.55	46522.0
2024-12-06 12:00:00	ES	Futures	6330.55	6331.07	6325.1	6329.0	59716.0
2024-12-06 12:30:00	ES	Futures	6329.26	6329.78	6322.51	6325.62	51831.0
2024-12-06 13:00:00	ES	Futures	6325.62	6336.26	6324.84	6333.15	57495.0
2024-12-06 13:30:00	ES	Futures	6332.89	6333.15	6327.7	6332.89	46436.0
2024-12-06 14:00:00	ES	Futures	6332.89	6333.15	6322.25	6323.55	55611.0
2024-12-06 14:30:00	ES	Futures	6323.55	6328.74	6321.99	6325.36	45577.0
2024-12-06 15:00:00	ES	Futures	6325.36	6329.78	6323.29	6328.22	40003.0
2024-12-06 15:30:00	ES	Futures	6328.22	6333.67	6326.4	6330.81	116183.0
2024-12-06 16:00:00	ES	Futures	6330.81	6331.85	6328.22	6328.48	35376.0
2024-12-06 16:30:00	ES	Futures	6328.48	6329.0	6327.7	6329.0	11455.0
2024-12-06 00:00:00	NQ	Futures	22409.76	22413.15	22405.32	22412.63	581.0
2024-12-06 00:30:00	NQ	Futures	22412.63	22415.76	22406.89	22414.46	739.0
2024-12-06 01:00:00	NQ	Futures	22414.19	22421.24	22411.32	22417.85	999.0
2024-12-06 01:30:00	NQ	Futures	22417.59	22419.41	22412.37	22413.67	794.0
2024-12-06 02:00:00	NQ	Futures	22414.19	22424.37	22412.37	22417.33	1177.0
2024-12-06 02:30:00	NQ	Futures	22417.33	22417.33	22407.41	22413.41	1149.0
2024-12-06 03:00:00	NQ	Futures	22413.41	22426.46	22408.98	22418.11	2160.0
2024-12-06 03:30:00	NQ	Futures	22417.85	22433.5	22414.46	22426.46	2408.0
2024-12-06 04:00:00	NQ	Futures	22426.46	22427.24	22401.41	22405.58	3378.0
2024-12-06 04:30:00	NQ	Futures	22406.11	22416.8	22405.58	22407.67	1764.0
2024-12-06 05:00:00	NQ	Futures	22408.19	22410.8	22390.97	22406.11	2097.0
2024-12-06 05:30:00	NQ	Futures	22404.54	22412.63	22387.58	22389.93	1635.0
2024-12-06 06:00:00	NQ	Futures	22390.45	22399.58	22380.8	22390.45	2297.0
2024-12-06 06:30:00	NQ	Futures	22390.45	22400.37	22380.28	22397.76	2086.0
2024-12-06 07:00:00	NQ	Futures	22398.02	22422.8	22393.06	22421.76	2703.0
2024-12-06 07:30:00	NQ	Futures	22420.72	22420.98	22408.72	22415.76	2058.0

> showing 50 of 3,086 rows — these rows as CSV

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