PREVIEW / futures_30min / 2024-12-12

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-12.parquet
  size:    102 KB
  rows:    3,638

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
2024-12-12 00:00:00	ES	Futures	6316.8	6317.32	6316.02	6316.8	890.0
2024-12-12 00:30:00	ES	Futures	6316.54	6318.62	6316.54	6318.36	1563.0
2024-12-12 01:00:00	ES	Futures	6318.36	6319.39	6317.06	6317.06	1952.0
2024-12-12 01:30:00	ES	Futures	6317.06	6317.06	6315.24	6316.28	1865.0
2024-12-12 02:00:00	ES	Futures	6316.28	6317.32	6314.72	6316.02	2175.0
2024-12-12 02:30:00	ES	Futures	6316.02	6316.28	6313.94	6314.72	2038.0
2024-12-12 03:00:00	ES	Futures	6314.72	6317.58	6314.46	6317.32	6264.0
2024-12-12 03:30:00	ES	Futures	6317.32	6317.58	6313.17	6314.2	3795.0
2024-12-12 04:00:00	ES	Futures	6314.46	6316.28	6313.69	6314.46	4159.0
2024-12-12 04:30:00	ES	Futures	6314.46	6314.72	6312.65	6313.43	3464.0
2024-12-12 05:00:00	ES	Futures	6313.43	6316.28	6312.91	6315.5	3228.0
2024-12-12 05:30:00	ES	Futures	6315.5	6315.76	6313.94	6314.72	4554.0
2024-12-12 06:00:00	ES	Futures	6314.46	6316.8	6311.09	6312.91	11304.0
2024-12-12 06:30:00	ES	Futures	6313.17	6314.46	6312.65	6312.65	3779.0
2024-12-12 07:00:00	ES	Futures	6312.91	6315.5	6312.13	6314.72	5672.0
2024-12-12 07:30:00	ES	Futures	6314.72	6314.72	6311.09	6311.61	7274.0
2024-12-12 08:00:00	ES	Futures	6311.61	6315.5	6308.75	6314.46	9593.0
2024-12-12 08:30:00	ES	Futures	6314.72	6319.39	6302.27	6309.53	41795.0
2024-12-12 09:00:00	ES	Futures	6309.53	6315.24	6306.94	6313.94	35510.0
2024-12-12 09:30:00	ES	Futures	6313.94	6314.2	6304.86	6309.53	126561.0
2024-12-12 10:00:00	ES	Futures	6309.53	6314.46	6298.63	6313.17	149235.0
2024-12-12 10:30:00	ES	Futures	6313.17	6317.58	6310.57	6315.76	85223.0
2024-12-12 11:00:00	ES	Futures	6315.5	6319.65	6313.94	6316.8	62265.0
2024-12-12 11:30:00	ES	Futures	6316.54	6317.32	6304.86	6305.38	71464.0
2024-12-12 12:00:00	ES	Futures	6305.38	6316.8	6304.86	6312.91	63866.0
2024-12-12 12:30:00	ES	Futures	6312.65	6316.28	6306.16	6315.5	61361.0
2024-12-12 13:00:00	ES	Futures	6315.5	6317.32	6311.87	6312.65	53381.0
2024-12-12 13:30:00	ES	Futures	6312.91	6313.17	6304.34	6304.86	53696.0
2024-12-12 14:00:00	ES	Futures	6304.86	6308.75	6295.0	6296.04	80304.0
2024-12-12 14:30:00	ES	Futures	6296.04	6301.75	6296.04	6298.11	56992.0
2024-12-12 15:00:00	ES	Futures	6297.85	6299.41	6294.22	6295.78	61175.0
2024-12-12 15:30:00	ES	Futures	6296.04	6300.71	6290.33	6290.59	146654.0
2024-12-12 16:00:00	ES	Futures	6290.85	6294.48	6286.18	6294.48	71811.0
2024-12-12 16:30:00	ES	Futures	6294.48	6295.0	6289.29	6289.55	8813.0
2024-12-12 18:00:00	ES	Futures	6296.04	6297.85	6293.18	6295.0	5529.0
2024-12-12 18:30:00	ES	Futures	6295.0	6297.59	6294.22	6296.3	2994.0
2024-12-12 19:00:00	ES	Futures	6296.56	6301.23	6295.0	6300.97	3666.0
2024-12-12 19:30:00	ES	Futures	6300.97	6302.27	6299.93	6299.93	2849.0
2024-12-12 20:00:00	ES	Futures	6299.93	6300.45	6296.82	6296.82	3207.0
2024-12-12 20:30:00	ES	Futures	6296.82	6298.89	6296.3	6296.82	1761.0
2024-12-12 21:00:00	ES	Futures	6296.82	6297.59	6291.63	6297.08	3713.0
2024-12-12 21:30:00	ES	Futures	6296.82	6297.08	6295.0	6296.56	1607.0
2024-12-12 22:00:00	ES	Futures	6296.3	6296.82	6292.14	6292.4	1796.0
2024-12-12 22:30:00	ES	Futures	6292.66	6294.48	6292.66	6293.44	1281.0
2024-12-12 23:00:00	ES	Futures	6293.44	6295.0	6292.4	6295.0	1341.0
2024-12-12 23:30:00	ES	Futures	6295.0	6297.85	6295.0	6297.85	1673.0
2024-12-12 00:00:00	NQ	Futures	22711.37	22713.46	22705.63	22707.72	662.0
2024-12-12 00:30:00	NQ	Futures	22707.72	22714.77	22705.63	22714.5	774.0
2024-12-12 01:00:00	NQ	Futures	22715.03	22722.85	22707.46	22710.33	1468.0
2024-12-12 01:30:00	NQ	Futures	22710.33	22712.94	22704.59	22711.11	907.0

> showing 50 of 3,638 rows — these rows as CSV

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