PREVIEW / futures_30min / 2025-03-27

all futures 30-min files

  file:    by_date/futures_30min/2025/2025-03-27.parquet
  size:    109 KB
  rows:    4,040

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
2025-03-27 00:00:00	ES	Futures	5859.43	5862.74	5858.67	5860.45	3012.0
2025-03-27 00:30:00	ES	Futures	5860.2	5861.72	5859.18	5861.21	1999.0
2025-03-27 01:00:00	ES	Futures	5860.96	5861.47	5858.16	5860.7	2627.0
2025-03-27 01:30:00	ES	Futures	5860.96	5865.02	5857.15	5857.4	4466.0
2025-03-27 02:00:00	ES	Futures	5857.66	5866.04	5856.39	5865.02	6193.0
2025-03-27 02:30:00	ES	Futures	5865.02	5866.04	5856.39	5857.66	3871.0
2025-03-27 03:00:00	ES	Futures	5857.66	5859.94	5853.34	5854.61	5275.0
2025-03-27 03:30:00	ES	Futures	5854.61	5855.88	5847.24	5848.26	7759.0
2025-03-27 04:00:00	ES	Futures	5848.51	5853.34	5835.81	5848.0	16638.0
2025-03-27 04:30:00	ES	Futures	5848.26	5857.91	5846.73	5857.15	8091.0
2025-03-27 05:00:00	ES	Futures	5857.4	5859.43	5852.07	5858.42	7305.0
2025-03-27 05:30:00	ES	Futures	5858.42	5860.96	5853.84	5858.42	6252.0
2025-03-27 06:00:00	ES	Futures	5858.67	5863.24	5856.13	5857.15	5733.0
2025-03-27 06:30:00	ES	Futures	5857.15	5859.18	5846.48	5846.73	6121.0
2025-03-27 07:00:00	ES	Futures	5846.99	5853.34	5837.59	5838.35	9480.0
2025-03-27 07:30:00	ES	Futures	5838.09	5852.07	5838.09	5850.8	10513.0
2025-03-27 08:00:00	ES	Futures	5850.54	5851.3	5842.16	5844.19	10425.0
2025-03-27 08:30:00	ES	Futures	5843.94	5854.1	5842.67	5844.95	21332.0
2025-03-27 09:00:00	ES	Futures	5844.95	5847.49	5832.0	5835.81	23128.0
2025-03-27 09:30:00	ES	Futures	5835.55	5848.26	5812.44	5846.99	176473.0
2025-03-27 10:00:00	ES	Futures	5846.73	5859.69	5838.6	5858.93	112448.0
2025-03-27 10:30:00	ES	Futures	5858.93	5872.14	5856.13	5872.14	94646.0
2025-03-27 11:00:00	ES	Futures	5872.14	5873.15	5861.72	5862.74	69161.0
2025-03-27 11:30:00	ES	Futures	5862.74	5862.99	5841.9	5843.18	91635.0
2025-03-27 12:00:00	ES	Futures	5843.18	5863.24	5841.14	5849.78	78116.0
2025-03-27 12:30:00	ES	Futures	5849.78	5856.89	5828.95	5829.46	78289.0
2025-03-27 13:00:00	ES	Futures	5829.46	5845.46	5826.41	5830.98	68318.0
2025-03-27 13:30:00	ES	Futures	5830.98	5841.4	5827.17	5829.71	65598.0
2025-03-27 14:00:00	ES	Futures	5829.71	5850.54	5828.69	5842.92	69863.0
2025-03-27 14:30:00	ES	Futures	5842.92	5855.88	5837.08	5839.11	70286.0
2025-03-27 15:00:00	ES	Futures	5839.11	5864.51	5837.59	5861.72	76690.0
2025-03-27 15:30:00	ES	Futures	5861.72	5862.48	5830.22	5833.27	184117.0
2025-03-27 16:00:00	ES	Futures	5833.52	5838.6	5832.25	5836.06	45114.0
2025-03-27 16:30:00	ES	Futures	5836.06	5838.35	5833.78	5834.03	6531.0
2025-03-27 18:00:00	ES	Futures	5834.54	5837.59	5831.49	5833.78	2582.0
2025-03-27 18:30:00	ES	Futures	5833.78	5836.32	5832.0	5832.51	1303.0
2025-03-27 19:00:00	ES	Futures	5832.51	5833.52	5824.63	5828.69	2822.0
2025-03-27 19:30:00	ES	Futures	5828.19	5830.22	5824.38	5828.69	2148.0
2025-03-27 20:00:00	ES	Futures	5828.69	5829.71	5820.31	5829.2	4965.0
2025-03-27 20:30:00	ES	Futures	5828.95	5834.54	5828.95	5833.78	3372.0
2025-03-27 21:00:00	ES	Futures	5833.78	5836.32	5832.51	5835.55	3346.0
2025-03-27 21:30:00	ES	Futures	5835.55	5836.32	5829.97	5830.98	3444.0
2025-03-27 22:00:00	ES	Futures	5830.98	5836.06	5830.22	5836.06	2380.0
2025-03-27 22:30:00	ES	Futures	5836.32	5838.09	5835.05	5835.05	2620.0
2025-03-27 23:00:00	ES	Futures	5835.3	5835.81	5834.28	5835.81	1616.0
2025-03-27 23:30:00	ES	Futures	5835.81	5838.35	5832.51	5837.84	2743.0
2025-03-27 00:00:00	NQ	Futures	20509.23	20522.47	20500.06	20507.7	1496.0
2025-03-27 00:30:00	NQ	Futures	20507.19	20513.05	20502.1	20508.97	1026.0
2025-03-27 01:00:00	NQ	Futures	20508.72	20509.48	20493.44	20503.62	1215.0
2025-03-27 01:30:00	NQ	Futures	20502.86	20518.9	20486.56	20488.85	2113.0

> showing 50 of 4,040 rows — these rows as CSV

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