PREVIEW / futures_30min / 2023-10-26

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-10-26.parquet
  size:    113 KB
  rows:    4,001

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
2023-10-26 00:00:00	ES	Futures	4543.71	4544.53	4539.64	4541.0	4110.0
2023-10-26 00:30:00	ES	Futures	4541.0	4543.44	4540.73	4541.81	2696.0
2023-10-26 01:00:00	ES	Futures	4541.54	4545.62	4540.18	4541.27	4382.0
2023-10-26 01:30:00	ES	Futures	4541.27	4544.26	4539.91	4540.73	5241.0
2023-10-26 02:00:00	ES	Futures	4540.46	4545.34	4537.74	4544.26	7451.0
2023-10-26 02:30:00	ES	Futures	4543.99	4544.8	4540.46	4541.27	6998.0
2023-10-26 03:00:00	ES	Futures	4541.27	4541.27	4533.12	4533.4	23773.0
2023-10-26 03:30:00	ES	Futures	4533.4	4544.53	4530.68	4540.73	20155.0
2023-10-26 04:00:00	ES	Futures	4540.46	4547.24	4538.83	4540.73	15046.0
2023-10-26 04:30:00	ES	Futures	4540.46	4545.34	4540.46	4543.17	7863.0
2023-10-26 05:00:00	ES	Futures	4543.17	4550.5	4539.1	4549.15	12187.0
2023-10-26 05:30:00	ES	Futures	4549.15	4550.5	4543.99	4545.34	8066.0
2023-10-26 06:00:00	ES	Futures	4545.07	4549.96	4541.27	4548.6	8021.0
2023-10-26 06:30:00	ES	Futures	4548.6	4550.78	4540.18	4541.0	8172.0
2023-10-26 07:00:00	ES	Futures	4541.0	4541.27	4532.85	4535.3	20454.0
2023-10-26 07:30:00	ES	Futures	4535.3	4540.73	4531.22	4539.64	14985.0
2023-10-26 08:00:00	ES	Futures	4539.64	4544.8	4537.2	4542.36	25272.0
2023-10-26 08:30:00	ES	Futures	4542.36	4561.64	4535.84	4559.74	78513.0
2023-10-26 09:00:00	ES	Futures	4560.01	4564.08	4557.56	4558.38	51753.0
2023-10-26 09:30:00	ES	Futures	4558.11	4567.61	4545.07	4546.7	238951.0
2023-10-26 10:00:00	ES	Futures	4546.43	4551.05	4536.38	4546.7	177102.0
2023-10-26 10:30:00	ES	Futures	4546.43	4562.72	4534.75	4557.02	155815.0
2023-10-26 11:00:00	ES	Futures	4557.02	4559.74	4533.4	4535.3	137967.0
2023-10-26 11:30:00	ES	Futures	4535.3	4541.27	4529.87	4536.65	100256.0
2023-10-26 12:00:00	ES	Futures	4536.65	4536.65	4512.49	4520.36	150917.0
2023-10-26 12:30:00	ES	Futures	4520.09	4522.26	4510.86	4511.13	95460.0
2023-10-26 13:00:00	ES	Futures	4511.13	4522.53	4508.68	4511.94	101771.0
2023-10-26 13:30:00	ES	Futures	4511.94	4527.96	4503.8	4526.88	108334.0
2023-10-26 14:00:00	ES	Futures	4526.88	4534.48	4523.89	4533.4	90044.0
2023-10-26 14:30:00	ES	Futures	4533.4	4548.33	4529.87	4548.06	116695.0
2023-10-26 15:00:00	ES	Futures	4548.06	4552.68	4533.12	4533.67	105539.0
2023-10-26 15:30:00	ES	Futures	4533.4	4534.21	4512.49	4515.2	228270.0
2023-10-26 16:00:00	ES	Futures	4515.2	4527.42	4507.6	4524.98	103114.0
2023-10-26 16:30:00	ES	Futures	4524.71	4525.79	4514.11	4519.27	13829.0
2023-10-26 18:00:00	ES	Futures	4526.33	4535.57	4526.06	4532.85	10225.0
2023-10-26 18:30:00	ES	Futures	4532.85	4536.11	4531.49	4534.75	4337.0
2023-10-26 19:00:00	ES	Futures	4534.48	4539.64	4534.48	4538.28	5138.0
2023-10-26 19:30:00	ES	Futures	4538.55	4541.27	4536.93	4540.46	5760.0
2023-10-26 20:00:00	ES	Futures	4540.18	4540.18	4531.22	4533.12	7335.0
2023-10-26 20:30:00	ES	Futures	4533.12	4535.84	4529.87	4532.58	4554.0
2023-10-26 21:00:00	ES	Futures	4532.31	4536.38	4531.49	4535.02	4182.0
2023-10-26 21:30:00	ES	Futures	4535.02	4540.46	4533.67	4538.55	5129.0
2023-10-26 22:00:00	ES	Futures	4538.55	4542.36	4538.55	4541.0	5374.0
2023-10-26 22:30:00	ES	Futures	4541.0	4542.9	4538.83	4539.1	4198.0
2023-10-26 23:00:00	ES	Futures	4539.1	4540.18	4536.93	4537.47	2350.0
2023-10-26 23:30:00	ES	Futures	4537.47	4539.64	4535.3	4539.64	2943.0
2023-10-26 00:00:00	NQ	Futures	15734.14	15737.16	15720.13	15726.72	1823.0
2023-10-26 00:30:00	NQ	Futures	15726.45	15739.63	15725.9	15728.37	1772.0
2023-10-26 01:00:00	NQ	Futures	15727.82	15743.75	15722.6	15724.25	2277.0
2023-10-26 01:30:00	NQ	Futures	15723.98	15741.28	15720.95	15724.8	3036.0

> showing 50 of 4,001 rows — these rows as CSV

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