PREVIEW / futures_30min / 2024-12-17

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-17.parquet
  size:    107 KB
  rows:    3,959

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
2024-12-17 00:00:00	ES	Futures	6306.12	6306.63	6304.84	6305.86	1184.0
2024-12-17 00:30:00	ES	Futures	6305.86	6306.12	6302.79	6303.3	1450.0
2024-12-17 01:00:00	ES	Futures	6303.3	6304.07	6298.43	6298.68	1966.0
2024-12-17 01:30:00	ES	Futures	6298.68	6299.97	6297.15	6298.94	2035.0
2024-12-17 02:00:00	ES	Futures	6298.94	6300.48	6298.17	6299.97	1954.0
2024-12-17 02:30:00	ES	Futures	6299.97	6299.97	6291.51	6292.53	5104.0
2024-12-17 03:00:00	ES	Futures	6292.28	6293.04	6288.94	6292.02	5836.0
2024-12-17 03:30:00	ES	Futures	6291.76	6293.81	6288.94	6289.71	5349.0
2024-12-17 04:00:00	ES	Futures	6289.46	6294.07	6289.2	6290.74	7392.0
2024-12-17 04:30:00	ES	Futures	6290.74	6295.35	6290.74	6295.35	3576.0
2024-12-17 05:00:00	ES	Futures	6295.61	6296.38	6291.25	6293.3	3674.0
2024-12-17 05:30:00	ES	Futures	6293.04	6296.38	6293.04	6295.35	2674.0
2024-12-17 06:00:00	ES	Futures	6295.61	6299.71	6293.56	6298.17	4670.0
2024-12-17 06:30:00	ES	Futures	6298.43	6298.68	6290.74	6293.04	6313.0
2024-12-17 07:00:00	ES	Futures	6293.3	6295.61	6289.71	6290.74	9579.0
2024-12-17 07:30:00	ES	Futures	6290.74	6292.02	6287.92	6287.92	7382.0
2024-12-17 08:00:00	ES	Futures	6288.17	6288.17	6281.25	6285.35	16550.0
2024-12-17 08:30:00	ES	Futures	6285.1	6288.94	6282.28	6288.17	17789.0
2024-12-17 09:00:00	ES	Futures	6287.92	6291.51	6283.3	6283.56	25426.0
2024-12-17 09:30:00	ES	Futures	6283.81	6291.25	6277.66	6285.87	135735.0
2024-12-17 10:00:00	ES	Futures	6285.87	6286.12	6273.05	6273.3	113482.0
2024-12-17 10:30:00	ES	Futures	6273.3	6282.28	6273.3	6281.51	73549.0
2024-12-17 11:00:00	ES	Futures	6281.51	6294.07	6280.48	6286.38	99210.0
2024-12-17 11:30:00	ES	Futures	6286.38	6294.84	6285.35	6292.28	56029.0
2024-12-17 12:00:00	ES	Futures	6292.28	6292.53	6284.84	6288.17	48207.0
2024-12-17 12:30:00	ES	Futures	6288.17	6292.79	6285.87	6290.74	41119.0
2024-12-17 13:00:00	ES	Futures	6290.74	6290.99	6282.53	6285.1	40703.0
2024-12-17 13:30:00	ES	Futures	6285.1	6287.15	6283.3	6285.35	32270.0
2024-12-17 14:00:00	ES	Futures	6285.1	6285.87	6278.17	6278.69	37706.0
2024-12-17 14:30:00	ES	Futures	6278.69	6279.71	6274.59	6275.87	51329.0
2024-12-17 15:00:00	ES	Futures	6275.87	6277.15	6270.23	6272.28	51880.0
2024-12-17 15:30:00	ES	Futures	6272.53	6289.71	6271.0	6284.07	158999.0
2024-12-17 16:00:00	ES	Futures	6284.07	6287.15	6278.17	6285.1	50630.0
2024-12-17 16:30:00	ES	Futures	6285.1	6286.38	6280.99	6282.02	7001.0
2024-12-17 18:00:00	ES	Futures	6283.05	6284.07	6269.46	6276.64	7672.0
2024-12-17 18:30:00	ES	Futures	6276.64	6281.25	6276.64	6279.71	2369.0
2024-12-17 19:00:00	ES	Futures	6279.97	6284.07	6279.2	6282.79	2541.0
2024-12-17 19:30:00	ES	Futures	6282.53	6283.05	6281.25	6282.53	980.0
2024-12-17 20:00:00	ES	Futures	6282.53	6285.87	6282.53	6285.61	2174.0
2024-12-17 20:30:00	ES	Futures	6285.35	6289.97	6285.35	6289.71	2814.0
2024-12-17 21:00:00	ES	Futures	6289.71	6291.51	6289.46	6290.99	2110.0
2024-12-17 21:30:00	ES	Futures	6290.74	6291.76	6290.22	6290.99	1601.0
2024-12-17 22:00:00	ES	Futures	6291.25	6291.76	6286.89	6287.4	2027.0
2024-12-17 22:30:00	ES	Futures	6287.15	6289.46	6285.61	6286.89	1676.0
2024-12-17 23:00:00	ES	Futures	6286.89	6290.99	6286.89	6290.99	1549.0
2024-12-17 23:30:00	ES	Futures	6290.99	6293.3	6290.48	6292.79	1542.0
2024-12-17 00:00:00	NQ	Futures	23074.22	23077.56	23068.04	23074.48	647.0
2024-12-17 00:30:00	NQ	Futures	23074.99	23075.5	23059.55	23064.18	757.0
2024-12-17 01:00:00	NQ	Futures	23064.44	23069.07	23045.14	23045.4	913.0
2024-12-17 01:30:00	NQ	Futures	23045.91	23051.06	23043.08	23049.26	935.0

> showing 50 of 3,959 rows — these rows as CSV

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