PREVIEW / futures_30min / 2025-01-14

all futures 30-min files

  file:    by_date/futures_30min/2025/2025-01-14.parquet
  size:    110 KB
  rows:    4,019

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
2025-01-14 00:00:00	ES	Futures	6042.56	6043.08	6040.51	6041.03	1664.0
2025-01-14 00:30:00	ES	Futures	6041.03	6046.41	6040.51	6046.41	1844.0
2025-01-14 01:00:00	ES	Futures	6046.41	6047.95	6045.64	6047.18	2393.0
2025-01-14 01:30:00	ES	Futures	6046.92	6046.92	6041.54	6043.08	2309.0
2025-01-14 02:00:00	ES	Futures	6043.33	6046.67	6038.21	6043.59	3672.0
2025-01-14 02:30:00	ES	Futures	6043.59	6048.2	6042.82	6046.15	2617.0
2025-01-14 03:00:00	ES	Futures	6046.15	6057.18	6044.87	6054.36	9261.0
2025-01-14 03:30:00	ES	Futures	6054.36	6064.36	6050.0	6059.23	9427.0
2025-01-14 04:00:00	ES	Futures	6059.23	6061.79	6052.56	6055.64	9038.0
2025-01-14 04:30:00	ES	Futures	6055.64	6059.23	6053.59	6056.15	4503.0
2025-01-14 05:00:00	ES	Futures	6056.15	6057.95	6051.02	6052.56	4117.0
2025-01-14 05:30:00	ES	Futures	6052.56	6057.95	6052.31	6056.15	2801.0
2025-01-14 06:00:00	ES	Futures	6056.15	6056.15	6047.95	6049.23	4629.0
2025-01-14 06:30:00	ES	Futures	6049.49	6050.0	6044.61	6046.41	4522.0
2025-01-14 07:00:00	ES	Futures	6046.15	6048.97	6031.54	6039.23	11664.0
2025-01-14 07:30:00	ES	Futures	6039.23	6043.33	6037.69	6039.74	7794.0
2025-01-14 08:00:00	ES	Futures	6039.74	6039.74	6024.36	6027.69	18895.0
2025-01-14 08:30:00	ES	Futures	6029.49	6069.48	6027.69	6047.69	74609.0
2025-01-14 09:00:00	ES	Futures	6047.95	6055.9	6041.28	6053.33	34584.0
2025-01-14 09:30:00	ES	Futures	6053.33	6060.51	6028.72	6032.31	162066.0
2025-01-14 10:00:00	ES	Futures	6032.31	6056.66	6030.77	6041.54	145747.0
2025-01-14 10:30:00	ES	Futures	6041.54	6046.15	6027.18	6027.44	110817.0
2025-01-14 11:00:00	ES	Futures	6027.69	6029.23	6010.52	6017.44	126288.0
2025-01-14 11:30:00	ES	Futures	6017.69	6023.59	5995.9	5995.9	105003.0
2025-01-14 12:00:00	ES	Futures	5995.9	6009.75	5993.85	6005.39	88017.0
2025-01-14 12:30:00	ES	Futures	6005.39	6014.36	5991.54	6011.03	77108.0
2025-01-14 13:00:00	ES	Futures	6010.77	6032.05	6009.49	6029.49	59764.0
2025-01-14 13:30:00	ES	Futures	6029.74	6048.46	6027.44	6045.38	78261.0
2025-01-14 14:00:00	ES	Futures	6045.64	6049.23	6039.23	6041.28	67123.0
2025-01-14 14:30:00	ES	Futures	6041.28	6048.46	6013.59	6015.13	90566.0
2025-01-14 15:00:00	ES	Futures	6015.39	6018.46	5997.95	6014.36	159891.0
2025-01-14 15:30:00	ES	Futures	6014.36	6033.33	6004.88	6032.05	193167.0
2025-01-14 16:00:00	ES	Futures	6032.31	6043.85	6030.0	6043.33	51593.0
2025-01-14 16:30:00	ES	Futures	6043.33	6045.38	6041.03	6041.79	9640.0
2025-01-14 18:00:00	ES	Futures	6041.79	6041.79	6035.9	6036.15	5192.0
2025-01-14 18:30:00	ES	Futures	6036.41	6037.18	6034.36	6036.67	2100.0
2025-01-14 19:00:00	ES	Futures	6036.67	6036.92	6034.36	6034.62	2712.0
2025-01-14 19:30:00	ES	Futures	6034.62	6037.44	6034.36	6037.18	1767.0
2025-01-14 20:00:00	ES	Futures	6036.92	6038.72	6036.15	6037.95	2795.0
2025-01-14 20:30:00	ES	Futures	6037.95	6038.21	6035.39	6037.44	1990.0
2025-01-14 21:00:00	ES	Futures	6037.44	6038.21	6035.64	6037.18	1923.0
2025-01-14 21:30:00	ES	Futures	6037.18	6037.18	6033.33	6033.85	2429.0
2025-01-14 22:00:00	ES	Futures	6033.85	6034.36	6032.82	6033.85	1177.0
2025-01-14 22:30:00	ES	Futures	6034.1	6034.87	6032.82	6033.33	1074.0
2025-01-14 23:00:00	ES	Futures	6033.33	6033.59	6031.03	6031.8	1784.0
2025-01-14 23:30:00	ES	Futures	6032.05	6034.62	6032.05	6034.36	1138.0
2025-01-14 00:00:00	NQ	Futures	21662.16	21664.73	21645.17	21649.29	1404.0
2025-01-14 00:30:00	NQ	Futures	21647.75	21678.37	21644.66	21676.83	1865.0
2025-01-14 01:00:00	NQ	Futures	21676.31	21686.86	21671.16	21677.08	1942.0
2025-01-14 01:30:00	NQ	Futures	21676.83	21678.37	21659.07	21664.99	1675.0

> showing 50 of 4,019 rows — these rows as CSV

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