PREVIEW / futures_30min / 2024-12-31

all futures 30-min files

  file:    by_date/futures_30min/2024/2024-12-31.parquet
  size:    75 KB
  rows:    2,483

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
2024-12-31 00:00:00	ES	Futures	6107.43	6108.97	6106.15	6107.17	1032.0
2024-12-31 00:30:00	ES	Futures	6107.17	6108.71	6104.09	6108.2	1597.0
2024-12-31 01:00:00	ES	Futures	6108.2	6108.2	6102.56	6105.12	1366.0
2024-12-31 01:30:00	ES	Futures	6105.38	6105.89	6100.25	6103.58	1524.0
2024-12-31 02:00:00	ES	Futures	6103.33	6109.48	6103.07	6105.63	1919.0
2024-12-31 02:30:00	ES	Futures	6105.63	6109.48	6102.04	6105.89	2409.0
2024-12-31 03:00:00	ES	Futures	6106.15	6108.71	6101.02	6102.81	3941.0
2024-12-31 03:30:00	ES	Futures	6102.81	6107.94	6102.04	6105.12	2853.0
2024-12-31 04:00:00	ES	Futures	6105.38	6126.4	6103.84	6125.89	8725.0
2024-12-31 04:30:00	ES	Futures	6125.63	6130.24	6122.55	6127.42	4936.0
2024-12-31 05:00:00	ES	Futures	6127.42	6128.71	6125.12	6126.4	2686.0
2024-12-31 05:30:00	ES	Futures	6126.14	6132.3	6125.37	6129.22	2708.0
2024-12-31 06:00:00	ES	Futures	6129.48	6132.81	6125.89	6128.45	3843.0
2024-12-31 06:30:00	ES	Futures	6128.45	6131.78	6127.94	6130.76	4130.0
2024-12-31 07:00:00	ES	Futures	6130.76	6135.89	6130.24	6134.09	7562.0
2024-12-31 07:30:00	ES	Futures	6134.09	6134.09	6123.58	6124.6	7920.0
2024-12-31 08:00:00	ES	Futures	6124.35	6129.22	6120.25	6126.91	11594.0
2024-12-31 08:30:00	ES	Futures	6126.66	6132.55	6123.84	6125.37	7184.0
2024-12-31 09:00:00	ES	Futures	6125.63	6131.01	6122.04	6124.6	15588.0
2024-12-31 09:30:00	ES	Futures	6124.86	6132.55	6111.02	6126.14	113162.0
2024-12-31 10:00:00	ES	Futures	6125.89	6132.81	6106.66	6121.53	99443.0
2024-12-31 10:30:00	ES	Futures	6121.53	6126.91	6110.76	6112.04	70782.0
2024-12-31 11:00:00	ES	Futures	6112.04	6113.32	6092.56	6093.84	80400.0
2024-12-31 11:30:00	ES	Futures	6093.84	6103.58	6089.74	6094.86	65435.0
2024-12-31 12:00:00	ES	Futures	6094.86	6098.71	6081.28	6082.81	65998.0
2024-12-31 12:30:00	ES	Futures	6082.81	6098.2	6072.82	6097.17	73550.0
2024-12-31 13:00:00	ES	Futures	6096.92	6102.04	6071.53	6073.84	76180.0
2024-12-31 13:30:00	ES	Futures	6073.84	6089.99	6073.07	6077.69	55876.0
2024-12-31 14:00:00	ES	Futures	6077.94	6090.25	6069.48	6073.59	70004.0
2024-12-31 14:30:00	ES	Futures	6073.33	6088.71	6068.2	6088.46	55421.0
2024-12-31 15:00:00	ES	Futures	6088.46	6098.45	6076.41	6097.68	74764.0
2024-12-31 15:30:00	ES	Futures	6097.94	6100.76	6074.61	6086.4	186497.0
2024-12-31 16:00:00	ES	Futures	6086.66	6092.81	6082.05	6088.46	49811.0
2024-12-31 16:30:00	ES	Futures	6088.2	6092.3	6087.43	6089.74	5458.0
2024-12-31 00:00:00	NQ	Futures	22039.43	22047.4	22028.1	22033.25	1230.0
2024-12-31 00:30:00	NQ	Futures	22034.28	22039.68	22015.49	22036.6	1469.0
2024-12-31 01:00:00	NQ	Futures	22036.08	22038.65	22010.35	22022.18	988.0
2024-12-31 01:30:00	NQ	Futures	22022.44	22024.5	21997.99	22008.03	1387.0
2024-12-31 02:00:00	NQ	Futures	22008.55	22038.4	22004.17	22018.84	1743.0
2024-12-31 02:30:00	NQ	Futures	22018.32	22038.65	22001.08	22022.7	2268.0
2024-12-31 03:00:00	NQ	Futures	22023.73	22034.28	21987.19	22001.6	3261.0
2024-12-31 03:30:00	NQ	Futures	22000.31	22024.5	21997.99	22013.18	2056.0
2024-12-31 04:00:00	NQ	Futures	22014.21	22129.24	22007.26	22123.58	5664.0
2024-12-31 04:30:00	NQ	Futures	22123.06	22143.14	22104.02	22120.49	3631.0
2024-12-31 05:00:00	NQ	Futures	22119.72	22124.61	22107.88	22112.77	2128.0
2024-12-31 05:30:00	NQ	Futures	22112.26	22142.11	22107.11	22128.21	2000.0
2024-12-31 06:00:00	NQ	Futures	22129.24	22151.63	22108.14	22119.2	2891.0
2024-12-31 06:30:00	NQ	Futures	22119.72	22137.99	22117.92	22133.1	1874.0
2024-12-31 07:00:00	NQ	Futures	22133.36	22157.29	22126.67	22145.2	3064.0
2024-12-31 07:30:00	NQ	Futures	22145.71	22146.23	22090.9	22095.79	4033.0

> showing 50 of 2,483 rows — these rows as CSV

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