PREVIEW / futures_30min / 2023-11-03

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-03.parquet
  size:    95 KB
  rows:    3,175

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
2023-11-03 00:00:00	ES	Futures	4705.56	4706.38	4705.29	4706.11	1318.0
2023-11-03 00:30:00	ES	Futures	4705.83	4706.65	4704.75	4706.11	1290.0
2023-11-03 01:00:00	ES	Futures	4706.11	4707.19	4705.83	4706.11	1026.0
2023-11-03 01:30:00	ES	Futures	4706.38	4708.55	4706.38	4707.74	1297.0
2023-11-03 02:00:00	ES	Futures	4707.74	4708.82	4706.65	4707.46	1705.0
2023-11-03 02:30:00	ES	Futures	4707.19	4708.82	4705.56	4705.83	2328.0
2023-11-03 03:00:00	ES	Futures	4705.83	4707.74	4703.12	4706.11	4733.0
2023-11-03 03:30:00	ES	Futures	4706.11	4706.38	4702.03	4703.12	4867.0
2023-11-03 04:00:00	ES	Futures	4703.12	4704.48	4701.22	4702.03	9375.0
2023-11-03 04:30:00	ES	Futures	4702.03	4705.29	4701.49	4702.85	6202.0
2023-11-03 05:00:00	ES	Futures	4703.12	4703.66	4699.05	4700.4	8695.0
2023-11-03 05:30:00	ES	Futures	4700.4	4704.21	4699.59	4702.85	7329.0
2023-11-03 06:00:00	ES	Futures	4703.12	4705.02	4702.3	4702.58	7894.0
2023-11-03 06:30:00	ES	Futures	4702.85	4703.66	4701.22	4701.49	5896.0
2023-11-03 07:00:00	ES	Futures	4701.22	4704.75	4699.59	4703.93	9811.0
2023-11-03 07:30:00	ES	Futures	4703.93	4707.46	4702.85	4707.19	13255.0
2023-11-03 08:00:00	ES	Futures	4707.19	4711.54	4703.39	4706.38	21515.0
2023-11-03 08:30:00	ES	Futures	4706.11	4737.34	4705.29	4731.63	111771.0
2023-11-03 09:00:00	ES	Futures	4731.63	4739.78	4727.83	4735.43	57564.0
2023-11-03 09:30:00	ES	Futures	4735.43	4755.8	4734.08	4752.27	205732.0
2023-11-03 10:00:00	ES	Futures	4752.54	4761.23	4738.69	4743.58	201819.0
2023-11-03 10:30:00	ES	Futures	4743.58	4747.11	4736.25	4746.84	128380.0
2023-11-03 11:00:00	ES	Futures	4746.84	4749.01	4739.78	4744.67	86236.0
2023-11-03 11:30:00	ES	Futures	4744.67	4758.52	4744.67	4755.8	75697.0
2023-11-03 12:00:00	ES	Futures	4755.8	4764.22	4754.44	4762.05	69674.0
2023-11-03 12:30:00	ES	Futures	4762.32	4765.58	4760.42	4764.49	61583.0
2023-11-03 13:00:00	ES	Futures	4764.49	4766.12	4754.17	4756.89	66061.0
2023-11-03 13:30:00	ES	Futures	4757.16	4765.58	4755.26	4763.13	56876.0
2023-11-03 14:00:00	ES	Futures	4763.13	4764.49	4756.07	4764.22	59228.0
2023-11-03 14:30:00	ES	Futures	4764.49	4769.11	4761.5	4768.29	58900.0
2023-11-03 15:00:00	ES	Futures	4768.29	4770.47	4759.6	4761.23	73647.0
2023-11-03 15:30:00	ES	Futures	4760.96	4761.78	4751.73	4752.27	172912.0
2023-11-03 16:00:00	ES	Futures	4752.0	4757.7	4751.73	4757.16	44900.0
2023-11-03 16:30:00	ES	Futures	4757.43	4757.43	4756.07	4756.07	16898.0
2023-11-03 00:00:00	NQ	Futures	16432.88	16435.91	16431.24	16432.33	625.0
2023-11-03 00:30:00	NQ	Futures	16432.06	16434.53	16426.57	16432.33	873.0
2023-11-03 01:00:00	NQ	Futures	16431.79	16437.55	16430.69	16435.63	542.0
2023-11-03 01:30:00	NQ	Futures	16436.73	16444.42	16436.73	16441.95	957.0
2023-11-03 02:00:00	NQ	Futures	16441.95	16443.6	16434.53	16437.83	1284.0
2023-11-03 02:30:00	NQ	Futures	16437.0	16441.4	16428.49	16429.31	1158.0
2023-11-03 03:00:00	NQ	Futures	16429.04	16438.65	16418.33	16434.26	3117.0
2023-11-03 03:30:00	NQ	Futures	16435.08	16436.18	16417.23	16422.17	2056.0
2023-11-03 04:00:00	NQ	Futures	16421.9	16427.39	16413.38	16416.13	4727.0
2023-11-03 04:30:00	NQ	Futures	16415.85	16428.21	16413.66	16418.05	3399.0
2023-11-03 05:00:00	NQ	Futures	16418.05	16419.7	16406.24	16412.01	3808.0
2023-11-03 05:30:00	NQ	Futures	16412.83	16428.21	16408.99	16422.72	2909.0
2023-11-03 06:00:00	NQ	Futures	16422.72	16430.96	16420.52	16421.9	2389.0
2023-11-03 06:30:00	NQ	Futures	16421.62	16423.55	16411.19	16418.33	2928.0
2023-11-03 07:00:00	NQ	Futures	16418.05	16428.21	16404.59	16425.74	3682.0
2023-11-03 07:30:00	NQ	Futures	16425.19	16450.74	16420.52	16449.09	7646.0

> showing 50 of 3,175 rows — these rows as CSV

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