PREVIEW / futures_30min / 2024-12-20

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-20.parquet
  size:    97 KB
  rows:    3,213

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
2024-12-20 00:00:00	ES	Futures	6064.87	6068.71	6062.82	6066.15	4271.0
2024-12-20 00:30:00	ES	Futures	6065.89	6068.97	6064.1	6068.71	2758.0
2024-12-20 01:00:00	ES	Futures	6068.46	6072.05	6064.1	6071.02	4622.0
2024-12-20 01:30:00	ES	Futures	6071.02	6077.94	6070.77	6077.69	4044.0
2024-12-20 02:00:00	ES	Futures	6077.43	6078.97	6069.23	6071.53	4849.0
2024-12-20 02:30:00	ES	Futures	6071.53	6073.84	6067.18	6073.07	5628.0
2024-12-20 03:00:00	ES	Futures	6072.82	6073.84	6056.66	6058.46	12898.0
2024-12-20 03:30:00	ES	Futures	6058.46	6058.72	6041.79	6052.56	15707.0
2024-12-20 04:00:00	ES	Futures	6052.56	6053.59	6034.36	6038.72	15247.0
2024-12-20 04:30:00	ES	Futures	6038.72	6043.33	6032.31	6036.41	12895.0
2024-12-20 05:00:00	ES	Futures	6036.41	6040.51	6028.72	6034.36	12064.0
2024-12-20 05:30:00	ES	Futures	6034.1	6042.82	6031.54	6038.21	11889.0
2024-12-20 06:00:00	ES	Futures	6038.21	6043.85	6035.39	6038.46	8968.0
2024-12-20 06:30:00	ES	Futures	6038.46	6040.26	6031.8	6032.82	9929.0
2024-12-20 07:00:00	ES	Futures	6032.56	6034.62	6015.64	6018.46	21709.0
2024-12-20 07:30:00	ES	Futures	6018.46	6036.67	6016.41	6035.64	22945.0
2024-12-20 08:00:00	ES	Futures	6035.39	6038.97	6027.18	6034.1	19658.0
2024-12-20 08:30:00	ES	Futures	6034.62	6064.1	6034.62	6053.08	69917.0
2024-12-20 09:00:00	ES	Futures	6053.08	6061.79	6045.64	6058.2	60098.0
2024-12-20 09:30:00	ES	Futures	6057.95	6083.07	6048.72	6060.77	217793.0
2024-12-20 10:00:00	ES	Futures	6061.28	6112.81	6061.28	6111.79	176588.0
2024-12-20 10:30:00	ES	Futures	6111.53	6135.12	6110.76	6124.6	144138.0
2024-12-20 11:00:00	ES	Futures	6124.6	6167.93	6122.81	6167.93	127043.0
2024-12-20 11:30:00	ES	Futures	6167.68	6194.85	6166.65	6189.72	144256.0
2024-12-20 12:00:00	ES	Futures	6189.98	6205.11	6183.83	6203.57	86133.0
2024-12-20 12:30:00	ES	Futures	6203.31	6203.57	6184.85	6192.8	83280.0
2024-12-20 13:00:00	ES	Futures	6192.8	6193.31	6167.93	6168.45	79908.0
2024-12-20 13:30:00	ES	Futures	6168.45	6181.01	6164.86	6166.91	78565.0
2024-12-20 14:00:00	ES	Futures	6166.65	6180.49	6162.04	6179.47	59299.0
2024-12-20 14:30:00	ES	Futures	6179.47	6186.65	6167.68	6170.75	56901.0
2024-12-20 15:00:00	ES	Futures	6170.75	6175.11	6160.5	6163.06	52368.0
2024-12-20 15:30:00	ES	Futures	6163.32	6169.73	6139.99	6155.37	296054.0
2024-12-20 16:00:00	ES	Futures	6155.37	6172.55	6142.55	6142.81	106143.0
2024-12-20 16:30:00	ES	Futures	6142.81	6149.73	6140.24	6149.47	12067.0
2024-12-20 00:00:00	NQ	Futures	21872.15	21888.88	21863.4	21872.92	2071.0
2024-12-20 00:30:00	NQ	Futures	21872.41	21889.14	21864.17	21888.36	1501.0
2024-12-20 01:00:00	NQ	Futures	21887.59	21903.29	21860.31	21895.57	2655.0
2024-12-20 01:30:00	NQ	Futures	21896.34	21922.33	21895.57	21918.99	2268.0
2024-12-20 02:00:00	NQ	Futures	21918.47	21927.48	21881.93	21901.23	3368.0
2024-12-20 02:30:00	NQ	Futures	21900.97	21923.88	21884.76	21905.86	3364.0
2024-12-20 03:00:00	NQ	Futures	21904.58	21916.42	21836.64	21840.5	6210.0
2024-12-20 03:30:00	NQ	Futures	21841.27	21844.62	21771.79	21813.22	9496.0
2024-12-20 04:00:00	NQ	Futures	21813.73	21816.05	21748.88	21756.86	10323.0
2024-12-20 04:30:00	NQ	Futures	21756.6	21776.68	21727.01	21743.99	6982.0
2024-12-20 05:00:00	NQ	Futures	21743.48	21769.98	21715.94	21739.88	6968.0
2024-12-20 05:30:00	NQ	Futures	21740.13	21757.89	21723.41	21725.21	6358.0
2024-12-20 06:00:00	NQ	Futures	21725.21	21746.31	21704.1	21728.04	5719.0
2024-12-20 06:30:00	NQ	Futures	21728.29	21736.79	21690.46	21707.71	7018.0
2024-12-20 07:00:00	NQ	Futures	21707.19	21718.26	21623.81	21645.17	12421.0
2024-12-20 07:30:00	NQ	Futures	21645.17	21723.92	21629.47	21719.29	11121.0

> showing 50 of 3,213 rows — these rows as CSV

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