PREVIEW / futures_30min / 2023-10-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-03.parquet
  size:    114 KB
  rows:    3,963

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
2023-10-03 00:00:00	ES	Futures	4696.06	4696.06	4689.81	4690.63	3903.0
2023-10-03 00:30:00	ES	Futures	4690.63	4693.61	4687.91	4688.46	4286.0
2023-10-03 01:00:00	ES	Futures	4688.18	4689.0	4685.74	4687.91	7430.0
2023-10-03 01:30:00	ES	Futures	4687.64	4690.08	4687.1	4690.08	3845.0
2023-10-03 02:00:00	ES	Futures	4690.36	4694.7	4690.08	4694.16	6891.0
2023-10-03 02:30:00	ES	Futures	4694.16	4696.6	4693.61	4695.79	4978.0
2023-10-03 03:00:00	ES	Futures	4695.79	4698.5	4694.7	4697.42	14226.0
2023-10-03 03:30:00	ES	Futures	4697.42	4703.12	4696.6	4698.23	14101.0
2023-10-03 04:00:00	ES	Futures	4698.23	4709.64	4697.96	4707.19	15633.0
2023-10-03 04:30:00	ES	Futures	4707.19	4709.09	4704.48	4705.83	8413.0
2023-10-03 05:00:00	ES	Futures	4705.56	4706.38	4699.59	4702.3	9246.0
2023-10-03 05:30:00	ES	Futures	4702.03	4703.39	4698.5	4699.59	9600.0
2023-10-03 06:00:00	ES	Futures	4699.59	4703.66	4697.69	4703.39	7797.0
2023-10-03 06:30:00	ES	Futures	4703.39	4705.56	4695.52	4695.52	12911.0
2023-10-03 07:00:00	ES	Futures	4695.52	4695.52	4678.41	4680.85	26878.0
2023-10-03 07:30:00	ES	Futures	4680.85	4683.3	4671.89	4675.42	32103.0
2023-10-03 08:00:00	ES	Futures	4675.42	4677.05	4669.17	4674.88	36497.0
2023-10-03 08:30:00	ES	Futures	4675.15	4675.15	4662.66	4664.56	43049.0
2023-10-03 09:00:00	ES	Futures	4664.56	4673.79	4662.66	4671.62	49053.0
2023-10-03 09:30:00	ES	Futures	4671.89	4689.27	4669.45	4685.2	199867.0
2023-10-03 10:00:00	ES	Futures	4685.47	4686.28	4642.29	4643.65	329542.0
2023-10-03 10:30:00	ES	Futures	4643.92	4650.71	4631.97	4635.23	173363.0
2023-10-03 11:00:00	ES	Futures	4635.23	4639.85	4629.53	4632.79	125481.0
2023-10-03 11:30:00	ES	Futures	4632.51	4636.04	4624.1	4628.71	107648.0
2023-10-03 12:00:00	ES	Futures	4628.71	4643.92	4628.17	4642.56	110773.0
2023-10-03 12:30:00	ES	Futures	4642.83	4644.46	4635.77	4640.39	79159.0
2023-10-03 13:00:00	ES	Futures	4640.39	4647.18	4633.6	4636.32	74260.0
2023-10-03 13:30:00	ES	Futures	4636.32	4637.13	4623.82	4625.73	73118.0
2023-10-03 14:00:00	ES	Futures	4625.73	4628.98	4617.85	4621.65	85938.0
2023-10-03 14:30:00	ES	Futures	4621.38	4633.06	4620.29	4628.44	86272.0
2023-10-03 15:00:00	ES	Futures	4628.71	4632.51	4621.38	4622.74	93431.0
2023-10-03 15:30:00	ES	Futures	4622.74	4635.77	4618.94	4634.69	216651.0
2023-10-03 16:00:00	ES	Futures	4634.42	4637.67	4634.14	4635.23	57699.0
2023-10-03 16:30:00	ES	Futures	4635.23	4635.5	4630.07	4630.34	9739.0
2023-10-03 18:00:00	ES	Futures	4630.34	4631.7	4628.17	4630.88	3153.0
2023-10-03 18:30:00	ES	Futures	4630.88	4633.87	4630.61	4633.06	2591.0
2023-10-03 19:00:00	ES	Futures	4632.79	4632.79	4628.17	4631.16	3688.0
2023-10-03 19:30:00	ES	Futures	4630.88	4634.42	4630.88	4633.33	3443.0
2023-10-03 20:00:00	ES	Futures	4633.33	4636.59	4628.98	4632.79	8356.0
2023-10-03 20:30:00	ES	Futures	4632.79	4635.5	4625.73	4628.71	8449.0
2023-10-03 21:00:00	ES	Futures	4628.71	4629.53	4621.11	4622.19	10593.0
2023-10-03 21:30:00	ES	Futures	4622.19	4622.19	4612.15	4619.75	16790.0
2023-10-03 22:00:00	ES	Futures	4619.48	4621.92	4616.49	4618.39	7262.0
2023-10-03 22:30:00	ES	Futures	4618.39	4621.65	4615.68	4621.38	7898.0
2023-10-03 23:00:00	ES	Futures	4621.11	4622.47	4618.39	4618.66	4445.0
2023-10-03 23:30:00	ES	Futures	4618.94	4619.48	4610.79	4615.13	6491.0
2023-10-03 00:00:00	NQ	Futures	16462.55	16462.82	16436.45	16439.48	2505.0
2023-10-03 00:30:00	NQ	Futures	16439.2	16454.31	16429.04	16430.14	3194.0
2023-10-03 01:00:00	NQ	Futures	16429.31	16434.81	16417.78	16423.27	3750.0
2023-10-03 01:30:00	NQ	Futures	16423.55	16432.88	16419.43	16431.24	2744.0

> showing 50 of 3,963 rows — these rows as CSV

> unlock the full archive -- $79 one-time