PREVIEW / futures_30min / 2023-11-02

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-02.parquet
  size:    113 KB
  rows:    4,002

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
2023-11-02 00:00:00	ES	Futures	4635.23	4635.5	4633.87	4634.42	1660.0
2023-11-02 00:30:00	ES	Futures	4634.69	4635.23	4632.79	4633.87	2095.0
2023-11-02 01:00:00	ES	Futures	4633.87	4634.42	4632.51	4633.87	2113.0
2023-11-02 01:30:00	ES	Futures	4633.87	4634.69	4632.79	4633.33	1895.0
2023-11-02 02:00:00	ES	Futures	4633.06	4634.14	4629.8	4630.61	2705.0
2023-11-02 02:30:00	ES	Futures	4630.61	4632.79	4629.26	4632.51	3715.0
2023-11-02 03:00:00	ES	Futures	4632.51	4634.42	4630.34	4632.79	4452.0
2023-11-02 03:30:00	ES	Futures	4632.79	4635.77	4631.16	4635.77	4572.0
2023-11-02 04:00:00	ES	Futures	4635.77	4643.65	4633.06	4643.38	19081.0
2023-11-02 04:30:00	ES	Futures	4643.65	4646.64	4640.66	4644.46	13565.0
2023-11-02 05:00:00	ES	Futures	4644.73	4648.54	4644.46	4648.54	13908.0
2023-11-02 05:30:00	ES	Futures	4648.54	4650.17	4645.55	4646.36	13946.0
2023-11-02 06:00:00	ES	Futures	4646.36	4646.91	4642.83	4644.46	11083.0
2023-11-02 06:30:00	ES	Futures	4644.19	4647.99	4642.83	4646.64	12282.0
2023-11-02 07:00:00	ES	Futures	4646.64	4648.81	4645.55	4648.26	10745.0
2023-11-02 07:30:00	ES	Futures	4648.54	4651.52	4646.09	4649.08	15880.0
2023-11-02 08:00:00	ES	Futures	4648.81	4657.77	4646.91	4656.14	30756.0
2023-11-02 08:30:00	ES	Futures	4656.41	4668.63	4656.14	4667.0	51567.0
2023-11-02 09:00:00	ES	Futures	4667.0	4667.0	4660.76	4664.56	40051.0
2023-11-02 09:30:00	ES	Futures	4664.29	4680.31	4664.01	4674.06	220489.0
2023-11-02 10:00:00	ES	Futures	4674.06	4684.38	4666.19	4681.94	154889.0
2023-11-02 10:30:00	ES	Futures	4682.21	4694.43	4681.67	4694.16	110455.0
2023-11-02 11:00:00	ES	Futures	4694.43	4694.7	4681.12	4687.1	111795.0
2023-11-02 11:30:00	ES	Futures	4687.37	4693.89	4685.74	4688.18	73984.0
2023-11-02 12:00:00	ES	Futures	4688.46	4690.36	4684.38	4687.91	64202.0
2023-11-02 12:30:00	ES	Futures	4687.91	4696.87	4686.55	4691.99	73689.0
2023-11-02 13:00:00	ES	Futures	4691.99	4699.59	4689.81	4697.69	68857.0
2023-11-02 13:30:00	ES	Futures	4697.69	4708.55	4697.69	4704.75	72273.0
2023-11-02 14:00:00	ES	Futures	4705.02	4705.29	4698.5	4703.39	59655.0
2023-11-02 14:30:00	ES	Futures	4703.39	4706.92	4701.49	4704.75	52634.0
2023-11-02 15:00:00	ES	Futures	4704.48	4707.19	4702.58	4704.48	61693.0
2023-11-02 15:30:00	ES	Futures	4704.48	4711.81	4704.21	4710.18	202677.0
2023-11-02 16:00:00	ES	Futures	4709.91	4710.18	4704.21	4705.56	61073.0
2023-11-02 16:30:00	ES	Futures	4705.56	4713.98	4698.77	4706.92	30518.0
2023-11-02 18:00:00	ES	Futures	4700.68	4706.38	4698.5	4704.21	7576.0
2023-11-02 18:30:00	ES	Futures	4703.93	4705.02	4701.49	4702.3	3176.0
2023-11-02 19:00:00	ES	Futures	4702.3	4703.39	4701.49	4702.3	1796.0
2023-11-02 19:30:00	ES	Futures	4702.3	4702.58	4700.13	4700.95	2379.0
2023-11-02 20:00:00	ES	Futures	4701.22	4704.21	4700.13	4701.49	4223.0
2023-11-02 20:30:00	ES	Futures	4701.49	4703.93	4701.49	4703.39	3519.0
2023-11-02 21:00:00	ES	Futures	4703.39	4706.11	4702.03	4705.29	3190.0
2023-11-02 21:30:00	ES	Futures	4705.29	4706.92	4704.21	4706.11	3421.0
2023-11-02 22:00:00	ES	Futures	4706.38	4708.01	4705.83	4707.46	2990.0
2023-11-02 22:30:00	ES	Futures	4707.74	4708.01	4705.83	4707.46	2365.0
2023-11-02 23:00:00	ES	Futures	4707.46	4708.55	4706.38	4707.74	2181.0
2023-11-02 23:30:00	ES	Futures	4707.74	4708.01	4705.56	4705.56	2012.0
2023-11-02 00:00:00	NQ	Futures	16265.89	16269.18	16260.94	16266.71	839.0
2023-11-02 00:30:00	NQ	Futures	16266.71	16270.56	16260.12	16265.61	1134.0
2023-11-02 01:00:00	NQ	Futures	16265.06	16267.81	16259.02	16264.79	1154.0
2023-11-02 01:30:00	NQ	Futures	16264.24	16267.26	16257.37	16259.57	1098.0

> showing 50 of 4,002 rows — these rows as CSV

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