PREVIEW / futures_30min / 2025-01-27

all futures 30-min files

  file:    by_date/futures_30min/2025/2025-01-27.parquet
  size:    117 KB
  rows:    4,079

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
2025-01-27 00:00:00	ES	Futures	6229.98	6231.26	6216.39	6217.93	8164.0
2025-01-27 00:30:00	ES	Futures	6217.93	6219.46	6211.52	6214.59	8077.0
2025-01-27 01:00:00	ES	Futures	6214.59	6215.87	6208.44	6210.23	5777.0
2025-01-27 01:30:00	ES	Futures	6209.98	6209.98	6197.42	6202.54	11909.0
2025-01-27 02:00:00	ES	Futures	6202.8	6206.13	6188.7	6193.57	14569.0
2025-01-27 02:30:00	ES	Futures	6193.57	6199.47	6181.52	6182.8	16587.0
2025-01-27 03:00:00	ES	Futures	6183.06	6191.78	6169.47	6174.85	28387.0
2025-01-27 03:30:00	ES	Futures	6174.85	6177.16	6159.98	6171.01	25035.0
2025-01-27 04:00:00	ES	Futures	6170.75	6171.78	6160.5	6164.6	24794.0
2025-01-27 04:30:00	ES	Futures	6164.6	6174.34	6161.27	6163.83	18812.0
2025-01-27 05:00:00	ES	Futures	6164.09	6164.86	6142.81	6143.58	31348.0
2025-01-27 05:30:00	ES	Futures	6143.83	6145.63	6099.74	6125.89	58753.0
2025-01-27 06:00:00	ES	Futures	6125.89	6144.6	6123.32	6132.04	38658.0
2025-01-27 06:30:00	ES	Futures	6132.04	6144.35	6129.48	6134.6	23570.0
2025-01-27 07:00:00	ES	Futures	6134.35	6151.52	6133.32	6147.93	29793.0
2025-01-27 07:30:00	ES	Futures	6147.68	6159.73	6145.37	6153.06	29576.0
2025-01-27 08:00:00	ES	Futures	6153.06	6168.19	6146.14	6165.88	37345.0
2025-01-27 08:30:00	ES	Futures	6166.14	6168.19	6155.63	6160.75	35213.0
2025-01-27 09:00:00	ES	Futures	6160.75	6161.01	6148.7	6151.01	39833.0
2025-01-27 09:30:00	ES	Futures	6151.01	6191.78	6149.73	6191.01	255260.0
2025-01-27 10:00:00	ES	Futures	6190.75	6197.16	6171.01	6195.11	180546.0
2025-01-27 10:30:00	ES	Futures	6195.11	6202.29	6185.11	6185.62	137204.0
2025-01-27 11:00:00	ES	Futures	6185.62	6187.42	6167.16	6169.47	110116.0
2025-01-27 11:30:00	ES	Futures	6169.47	6182.55	6166.65	6172.8	118030.0
2025-01-27 12:00:00	ES	Futures	6173.06	6185.62	6168.19	6181.52	92312.0
2025-01-27 12:30:00	ES	Futures	6181.52	6187.42	6166.14	6166.65	83449.0
2025-01-27 13:00:00	ES	Futures	6166.65	6172.8	6165.11	6166.14	62383.0
2025-01-27 13:30:00	ES	Futures	6166.14	6179.73	6165.37	6171.01	69344.0
2025-01-27 14:00:00	ES	Futures	6171.27	6197.42	6171.01	6195.88	79442.0
2025-01-27 14:30:00	ES	Futures	6195.88	6195.88	6168.19	6175.37	96320.0
2025-01-27 15:00:00	ES	Futures	6175.11	6187.42	6168.96	6180.49	96784.0
2025-01-27 15:30:00	ES	Futures	6180.75	6203.06	6177.16	6201.0	231926.0
2025-01-27 16:00:00	ES	Futures	6201.0	6211.0	6198.44	6207.16	66029.0
2025-01-27 16:30:00	ES	Futures	6207.16	6207.67	6203.06	6204.59	8960.0
2025-01-27 18:00:00	ES	Futures	6214.08	6214.08	6191.01	6194.85	18742.0
2025-01-27 18:30:00	ES	Futures	6194.85	6207.93	6194.08	6206.9	8568.0
2025-01-27 19:00:00	ES	Futures	6206.9	6208.7	6198.7	6199.47	4874.0
2025-01-27 19:30:00	ES	Futures	6199.47	6201.0	6193.31	6197.93	5032.0
2025-01-27 20:00:00	ES	Futures	6198.18	6207.16	6198.18	6205.11	4506.0
2025-01-27 20:30:00	ES	Futures	6204.85	6206.65	6187.42	6189.21	7902.0
2025-01-27 21:00:00	ES	Futures	6189.21	6203.83	6186.14	6199.98	7790.0
2025-01-27 21:30:00	ES	Futures	6199.72	6201.0	6194.34	6198.18	2470.0
2025-01-27 22:00:00	ES	Futures	6198.18	6204.34	6196.9	6203.31	2853.0
2025-01-27 22:30:00	ES	Futures	6203.31	6205.88	6196.9	6197.93	2685.0
2025-01-27 23:00:00	ES	Futures	6197.67	6200.75	6195.88	6197.67	2838.0
2025-01-27 23:30:00	ES	Futures	6197.67	6201.77	6196.13	6201.26	1390.0
2025-01-27 00:00:00	NQ	Futures	22128.98	22138.76	22066.71	22072.88	6508.0
2025-01-27 00:30:00	NQ	Futures	22072.62	22082.92	22040.2	22062.07	7194.0
2025-01-27 01:00:00	NQ	Futures	22063.1	22070.05	22036.85	22046.89	4400.0
2025-01-27 01:30:00	NQ	Futures	22045.86	22045.86	21984.61	22017.04	8669.0

> showing 50 of 4,079 rows — these rows as CSV

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