PREVIEW / futures_30min / 2023-11-06

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-06.parquet
  size:    111 KB
  rows:    4,037

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
2023-11-06 00:00:00	ES	Futures	4754.72	4756.62	4754.17	4754.17	2276.0
2023-11-06 00:30:00	ES	Futures	4754.17	4755.8	4753.9	4755.8	1731.0
2023-11-06 01:00:00	ES	Futures	4755.53	4756.89	4754.44	4755.26	1968.0
2023-11-06 01:30:00	ES	Futures	4755.53	4759.33	4755.26	4758.52	3722.0
2023-11-06 02:00:00	ES	Futures	4758.52	4759.6	4756.07	4759.06	4155.0
2023-11-06 02:30:00	ES	Futures	4759.06	4760.96	4757.7	4758.25	4292.0
2023-11-06 03:00:00	ES	Futures	4758.25	4760.69	4756.62	4757.97	8886.0
2023-11-06 03:30:00	ES	Futures	4758.25	4762.86	4757.43	4759.88	6894.0
2023-11-06 04:00:00	ES	Futures	4760.15	4761.78	4757.97	4760.42	7159.0
2023-11-06 04:30:00	ES	Futures	4760.42	4762.59	4758.25	4761.5	6815.0
2023-11-06 05:00:00	ES	Futures	4761.5	4763.95	4761.23	4762.05	5232.0
2023-11-06 05:30:00	ES	Futures	4762.32	4762.32	4759.33	4762.05	5396.0
2023-11-06 06:00:00	ES	Futures	4761.78	4763.13	4760.15	4760.96	5662.0
2023-11-06 06:30:00	ES	Futures	4761.23	4765.03	4761.23	4762.86	7043.0
2023-11-06 07:00:00	ES	Futures	4762.59	4762.86	4759.33	4759.88	6196.0
2023-11-06 07:30:00	ES	Futures	4759.88	4763.41	4757.7	4761.23	10479.0
2023-11-06 08:00:00	ES	Futures	4761.23	4762.05	4756.07	4757.97	15955.0
2023-11-06 08:30:00	ES	Futures	4757.7	4762.05	4757.43	4759.6	14781.0
2023-11-06 09:00:00	ES	Futures	4759.88	4763.95	4758.79	4760.42	22558.0
2023-11-06 09:30:00	ES	Futures	4760.42	4768.02	4755.53	4760.15	179161.0
2023-11-06 10:00:00	ES	Futures	4760.15	4762.05	4752.27	4758.25	107637.0
2023-11-06 10:30:00	ES	Futures	4758.25	4765.03	4756.07	4759.88	78849.0
2023-11-06 11:00:00	ES	Futures	4759.88	4763.95	4758.79	4760.15	49697.0
2023-11-06 11:30:00	ES	Futures	4760.15	4762.32	4755.8	4761.23	53349.0
2023-11-06 12:00:00	ES	Futures	4761.5	4762.32	4754.17	4755.53	45589.0
2023-11-06 12:30:00	ES	Futures	4755.53	4756.89	4749.56	4754.99	62084.0
2023-11-06 13:00:00	ES	Futures	4754.72	4755.26	4740.59	4746.84	79574.0
2023-11-06 13:30:00	ES	Futures	4746.57	4750.37	4743.85	4747.65	54584.0
2023-11-06 14:00:00	ES	Futures	4747.38	4749.28	4740.87	4747.65	62995.0
2023-11-06 14:30:00	ES	Futures	4747.38	4757.16	4746.3	4756.07	71643.0
2023-11-06 15:00:00	ES	Futures	4756.34	4758.25	4753.09	4755.53	58836.0
2023-11-06 15:30:00	ES	Futures	4755.53	4763.68	4751.73	4762.59	151536.0
2023-11-06 16:00:00	ES	Futures	4762.32	4763.41	4757.97	4758.25	45069.0
2023-11-06 16:30:00	ES	Futures	4757.97	4759.33	4757.7	4757.97	4159.0
2023-11-06 18:00:00	ES	Futures	4757.7	4757.7	4752.54	4753.63	4826.0
2023-11-06 18:30:00	ES	Futures	4753.9	4754.44	4752.27	4753.9	2882.0
2023-11-06 19:00:00	ES	Futures	4753.9	4754.72	4752.54	4753.9	5091.0
2023-11-06 19:30:00	ES	Futures	4753.9	4753.9	4752.0	4752.54	3929.0
2023-11-06 20:00:00	ES	Futures	4752.81	4754.72	4750.91	4753.63	4847.0
2023-11-06 20:30:00	ES	Futures	4753.09	4756.62	4752.81	4754.44	4452.0
2023-11-06 21:00:00	ES	Futures	4754.72	4755.26	4752.54	4753.36	2521.0
2023-11-06 21:30:00	ES	Futures	4753.36	4753.9	4752.27	4752.81	1898.0
2023-11-06 22:00:00	ES	Futures	4752.81	4753.09	4751.19	4751.73	2311.0
2023-11-06 22:30:00	ES	Futures	4751.73	4754.17	4750.91	4752.27	3988.0
2023-11-06 23:00:00	ES	Futures	4752.27	4752.81	4751.46	4752.0	1415.0
2023-11-06 23:30:00	ES	Futures	4752.0	4752.54	4750.1	4751.19	2098.0
2023-11-06 00:00:00	NQ	Futures	16676.79	16682.28	16673.22	16673.49	1197.0
2023-11-06 00:30:00	NQ	Futures	16673.76	16680.36	16671.29	16678.16	1096.0
2023-11-06 01:00:00	NQ	Futures	16678.16	16685.58	16676.24	16680.63	1186.0
2023-11-06 01:30:00	NQ	Futures	16680.91	16692.99	16680.36	16688.32	1852.0

> showing 50 of 4,037 rows — these rows as CSV

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