PREVIEW / futures_30min / 2023-11-09

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-09.parquet
  size:    114 KB
  rows:    3,987

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
2023-11-09 00:00:00	ES	Futures	4775.63	4776.71	4775.35	4775.63	1690.0
2023-11-09 00:30:00	ES	Futures	4775.35	4777.53	4774.0	4774.27	2640.0
2023-11-09 01:00:00	ES	Futures	4774.27	4775.63	4773.45	4775.63	2249.0
2023-11-09 01:30:00	ES	Futures	4775.35	4779.43	4775.08	4779.16	4066.0
2023-11-09 02:00:00	ES	Futures	4779.16	4779.43	4774.81	4776.98	3516.0
2023-11-09 02:30:00	ES	Futures	4776.71	4777.8	4775.35	4776.98	2649.0
2023-11-09 03:00:00	ES	Futures	4776.98	4778.88	4772.1	4774.0	8866.0
2023-11-09 03:30:00	ES	Futures	4774.27	4784.59	4773.72	4779.43	12084.0
2023-11-09 04:00:00	ES	Futures	4779.43	4781.6	4776.17	4780.79	6980.0
2023-11-09 04:30:00	ES	Futures	4780.79	4781.87	4777.25	4779.7	5386.0
2023-11-09 05:00:00	ES	Futures	4779.7	4785.4	4779.16	4783.5	6838.0
2023-11-09 05:30:00	ES	Futures	4783.5	4790.29	4782.96	4789.2	11941.0
2023-11-09 06:00:00	ES	Futures	4788.93	4789.75	4781.6	4782.69	7928.0
2023-11-09 06:30:00	ES	Futures	4782.69	4784.04	4780.51	4781.33	6326.0
2023-11-09 07:00:00	ES	Futures	4781.06	4784.59	4781.06	4782.69	7146.0
2023-11-09 07:30:00	ES	Futures	4782.69	4785.94	4782.41	4785.94	5870.0
2023-11-09 08:00:00	ES	Futures	4785.67	4788.93	4785.4	4788.39	14507.0
2023-11-09 08:30:00	ES	Futures	4788.12	4792.73	4784.86	4791.38	24525.0
2023-11-09 09:00:00	ES	Futures	4791.38	4793.55	4787.3	4789.2	26649.0
2023-11-09 09:30:00	ES	Futures	4789.2	4789.75	4773.18	4783.23	149144.0
2023-11-09 10:00:00	ES	Futures	4782.96	4786.22	4766.39	4768.02	142387.0
2023-11-09 10:30:00	ES	Futures	4768.02	4773.72	4763.41	4772.91	96183.0
2023-11-09 11:00:00	ES	Futures	4772.91	4783.23	4772.64	4778.34	100402.0
2023-11-09 11:30:00	ES	Futures	4778.34	4785.4	4777.25	4782.41	73289.0
2023-11-09 12:00:00	ES	Futures	4782.41	4783.23	4775.08	4775.9	61509.0
2023-11-09 12:30:00	ES	Futures	4775.9	4781.87	4774.54	4780.24	48909.0
2023-11-09 13:00:00	ES	Futures	4779.97	4781.06	4753.09	4766.66	257404.0
2023-11-09 13:30:00	ES	Futures	4766.94	4769.38	4753.36	4756.62	109950.0
2023-11-09 14:00:00	ES	Futures	4756.34	4756.34	4739.51	4749.56	202338.0
2023-11-09 14:30:00	ES	Futures	4749.56	4752.0	4736.52	4738.97	116844.0
2023-11-09 15:00:00	ES	Futures	4738.97	4744.12	4734.35	4738.15	110433.0
2023-11-09 15:30:00	ES	Futures	4738.15	4741.14	4733.53	4739.24	193684.0
2023-11-09 16:00:00	ES	Futures	4738.97	4743.04	4738.42	4742.77	43615.0
2023-11-09 16:30:00	ES	Futures	4743.04	4743.04	4740.87	4741.14	8182.0
2023-11-09 18:00:00	ES	Futures	4740.87	4741.41	4732.99	4735.16	5870.0
2023-11-09 18:30:00	ES	Futures	4735.16	4736.52	4734.62	4736.25	3354.0
2023-11-09 19:00:00	ES	Futures	4735.98	4736.52	4730.82	4732.18	6200.0
2023-11-09 19:30:00	ES	Futures	4732.18	4736.52	4729.73	4736.25	7339.0
2023-11-09 20:00:00	ES	Futures	4736.52	4739.51	4735.98	4738.42	5348.0
2023-11-09 20:30:00	ES	Futures	4738.42	4740.59	4736.79	4739.24	4185.0
2023-11-09 21:00:00	ES	Futures	4738.97	4741.41	4737.34	4740.87	5963.0
2023-11-09 21:30:00	ES	Futures	4740.87	4741.41	4738.15	4739.51	2552.0
2023-11-09 22:00:00	ES	Futures	4739.51	4741.41	4739.24	4740.05	2041.0
2023-11-09 22:30:00	ES	Futures	4739.78	4740.87	4738.97	4740.05	2451.0
2023-11-09 23:00:00	ES	Futures	4740.05	4742.22	4739.78	4742.22	1875.0
2023-11-09 23:30:00	ES	Futures	4741.95	4743.58	4741.95	4742.5	3543.0
2023-11-09 00:00:00	NQ	Futures	16888.55	16894.32	16887.18	16889.38	1200.0
2023-11-09 00:30:00	NQ	Futures	16889.1	16898.99	16883.33	16884.98	1976.0
2023-11-09 01:00:00	NQ	Futures	16884.98	16889.38	16879.21	16888.83	1944.0
2023-11-09 01:30:00	NQ	Futures	16889.38	16911.07	16888.28	16908.88	3107.0

> showing 50 of 3,987 rows — these rows as CSV

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