PREVIEW / futures_30min / 2023-11-07

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-07.parquet
  size:    111 KB
  rows:    4,009

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
2023-11-07 00:00:00	ES	Futures	4750.91	4751.46	4749.28	4749.56	2144.0
2023-11-07 00:30:00	ES	Futures	4749.56	4752.54	4749.56	4752.27	2511.0
2023-11-07 01:00:00	ES	Futures	4752.0	4752.54	4748.47	4748.74	2932.0
2023-11-07 01:30:00	ES	Futures	4749.01	4750.91	4748.47	4750.1	3251.0
2023-11-07 02:00:00	ES	Futures	4750.1	4750.91	4748.74	4749.01	3383.0
2023-11-07 02:30:00	ES	Futures	4749.01	4749.28	4746.03	4747.65	5580.0
2023-11-07 03:00:00	ES	Futures	4747.93	4754.44	4746.3	4750.64	9743.0
2023-11-07 03:30:00	ES	Futures	4750.64	4756.34	4750.37	4754.44	6237.0
2023-11-07 04:00:00	ES	Futures	4754.72	4754.99	4748.2	4750.1	7267.0
2023-11-07 04:30:00	ES	Futures	4750.1	4752.81	4748.2	4748.47	5456.0
2023-11-07 05:00:00	ES	Futures	4748.47	4754.99	4747.38	4754.72	7012.0
2023-11-07 05:30:00	ES	Futures	4754.44	4754.72	4750.91	4751.73	4827.0
2023-11-07 06:00:00	ES	Futures	4751.46	4752.54	4747.93	4748.47	4681.0
2023-11-07 06:30:00	ES	Futures	4748.2	4748.47	4742.5	4747.65	9793.0
2023-11-07 07:00:00	ES	Futures	4747.65	4752.0	4747.11	4749.56	12547.0
2023-11-07 07:30:00	ES	Futures	4749.56	4752.0	4747.11	4751.73	11197.0
2023-11-07 08:00:00	ES	Futures	4752.0	4757.16	4750.1	4751.73	17722.0
2023-11-07 08:30:00	ES	Futures	4752.0	4758.52	4751.46	4758.25	19990.0
2023-11-07 09:00:00	ES	Futures	4758.25	4763.13	4753.63	4762.05	36625.0
2023-11-07 09:30:00	ES	Futures	4762.05	4762.86	4749.28	4760.69	150120.0
2023-11-07 10:00:00	ES	Futures	4760.42	4771.01	4758.79	4770.47	120129.0
2023-11-07 10:30:00	ES	Futures	4770.47	4781.33	4769.11	4778.61	108419.0
2023-11-07 11:00:00	ES	Futures	4778.61	4778.88	4774.54	4776.98	60536.0
2023-11-07 11:30:00	ES	Futures	4776.71	4782.14	4772.37	4775.08	72482.0
2023-11-07 12:00:00	ES	Futures	4775.35	4775.35	4766.12	4768.84	63243.0
2023-11-07 12:30:00	ES	Futures	4768.84	4774.27	4763.95	4773.45	64616.0
2023-11-07 13:00:00	ES	Futures	4773.18	4779.16	4771.55	4776.71	52032.0
2023-11-07 13:30:00	ES	Futures	4776.98	4781.6	4775.63	4779.16	60612.0
2023-11-07 14:00:00	ES	Futures	4779.16	4781.6	4777.25	4780.24	35765.0
2023-11-07 14:30:00	ES	Futures	4780.24	4781.6	4774.27	4775.35	47014.0
2023-11-07 15:00:00	ES	Futures	4775.63	4779.43	4772.37	4778.88	53701.0
2023-11-07 15:30:00	ES	Futures	4778.88	4782.96	4768.02	4775.63	171482.0
2023-11-07 16:00:00	ES	Futures	4775.35	4776.98	4774.0	4776.71	38673.0
2023-11-07 16:30:00	ES	Futures	4776.44	4776.98	4775.08	4776.71	4689.0
2023-11-07 18:00:00	ES	Futures	4776.71	4776.71	4773.45	4774.54	3504.0
2023-11-07 18:30:00	ES	Futures	4774.54	4775.08	4773.18	4774.0	2156.0
2023-11-07 19:00:00	ES	Futures	4774.0	4775.9	4773.45	4775.63	2912.0
2023-11-07 19:30:00	ES	Futures	4775.63	4775.9	4772.64	4773.18	2859.0
2023-11-07 20:00:00	ES	Futures	4773.45	4773.72	4771.28	4772.91	3602.0
2023-11-07 20:30:00	ES	Futures	4772.91	4774.0	4771.28	4772.91	3076.0
2023-11-07 21:00:00	ES	Futures	4773.18	4775.63	4771.55	4774.54	2725.0
2023-11-07 21:30:00	ES	Futures	4774.54	4775.35	4773.45	4775.08	1803.0
2023-11-07 22:00:00	ES	Futures	4775.08	4775.63	4772.64	4773.18	2206.0
2023-11-07 22:30:00	ES	Futures	4773.18	4773.45	4768.29	4769.92	3924.0
2023-11-07 23:00:00	ES	Futures	4770.19	4771.28	4769.92	4771.01	1817.0
2023-11-07 23:30:00	ES	Futures	4771.01	4772.37	4771.01	4771.82	1449.0
2023-11-07 00:00:00	NQ	Futures	16705.63	16706.17	16695.74	16698.21	1245.0
2023-11-07 00:30:00	NQ	Futures	16698.21	16711.39	16697.66	16708.1	1416.0
2023-11-07 01:00:00	NQ	Futures	16708.1	16713.59	16691.89	16692.99	1694.0
2023-11-07 01:30:00	NQ	Futures	16693.27	16702.05	16691.89	16699.03	1520.0

> showing 50 of 4,009 rows — these rows as CSV

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