PREVIEW / futures_30min / 2023-11-10

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-10.parquet
  size:    92 KB
  rows:    3,165

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
2023-11-10 00:00:00	ES	Futures	4742.77	4743.04	4740.32	4741.95	2763.0
2023-11-10 00:30:00	ES	Futures	4741.95	4744.12	4740.32	4743.04	3230.0
2023-11-10 01:00:00	ES	Futures	4742.77	4743.85	4741.41	4743.31	2595.0
2023-11-10 01:30:00	ES	Futures	4743.31	4745.21	4742.77	4743.58	3662.0
2023-11-10 02:00:00	ES	Futures	4743.85	4747.11	4743.04	4746.84	6594.0
2023-11-10 02:30:00	ES	Futures	4746.84	4750.1	4745.21	4748.47	6694.0
2023-11-10 03:00:00	ES	Futures	4748.74	4750.91	4747.65	4749.28	10207.0
2023-11-10 03:30:00	ES	Futures	4749.01	4750.37	4743.04	4744.94	8244.0
2023-11-10 04:00:00	ES	Futures	4744.94	4745.21	4736.25	4737.34	10502.0
2023-11-10 04:30:00	ES	Futures	4737.06	4743.58	4735.71	4743.04	7391.0
2023-11-10 05:00:00	ES	Futures	4743.31	4743.31	4735.71	4737.34	8916.0
2023-11-10 05:30:00	ES	Futures	4737.06	4739.51	4734.35	4738.15	7220.0
2023-11-10 06:00:00	ES	Futures	4738.15	4738.69	4734.62	4735.98	6572.0
2023-11-10 06:30:00	ES	Futures	4735.98	4738.15	4731.63	4737.88	8230.0
2023-11-10 07:00:00	ES	Futures	4737.88	4744.67	4735.71	4744.4	9862.0
2023-11-10 07:30:00	ES	Futures	4744.4	4750.37	4744.12	4749.01	17954.0
2023-11-10 08:00:00	ES	Futures	4749.28	4753.9	4746.3	4752.0	19655.0
2023-11-10 08:30:00	ES	Futures	4752.0	4760.96	4749.28	4759.06	27564.0
2023-11-10 09:00:00	ES	Futures	4759.33	4763.95	4755.8	4762.05	31805.0
2023-11-10 09:30:00	ES	Futures	4761.78	4764.76	4749.28	4759.33	171600.0
2023-11-10 10:00:00	ES	Futures	4759.88	4760.42	4746.57	4748.74	157777.0
2023-11-10 10:30:00	ES	Futures	4748.74	4755.53	4744.4	4755.26	89182.0
2023-11-10 11:00:00	ES	Futures	4754.99	4771.82	4754.72	4769.11	113210.0
2023-11-10 11:30:00	ES	Futures	4768.84	4770.74	4763.41	4770.19	61321.0
2023-11-10 12:00:00	ES	Futures	4770.47	4778.34	4769.65	4776.71	69633.0
2023-11-10 12:30:00	ES	Futures	4776.71	4795.18	4776.71	4792.73	127981.0
2023-11-10 13:00:00	ES	Futures	4792.73	4797.35	4786.22	4794.91	83218.0
2023-11-10 13:30:00	ES	Futures	4794.63	4803.32	4794.63	4800.34	75148.0
2023-11-10 14:00:00	ES	Futures	4800.61	4804.95	4799.25	4803.87	55781.0
2023-11-10 14:30:00	ES	Futures	4803.87	4805.5	4800.34	4801.97	50247.0
2023-11-10 15:00:00	ES	Futures	4801.97	4810.38	4801.42	4809.84	63701.0
2023-11-10 15:30:00	ES	Futures	4809.84	4815.82	4808.21	4812.29	220235.0
2023-11-10 16:00:00	ES	Futures	4812.29	4817.99	4812.01	4813.92	64757.0
2023-11-10 16:30:00	ES	Futures	4813.64	4815.0	4803.32	4806.04	18613.0
2023-11-10 00:00:00	NQ	Futures	16752.32	16754.24	16741.61	16746.55	2129.0
2023-11-10 00:30:00	NQ	Futures	16746.55	16756.16	16740.78	16750.67	1702.0
2023-11-10 01:00:00	NQ	Futures	16750.4	16753.14	16742.43	16749.85	1256.0
2023-11-10 01:30:00	NQ	Futures	16750.67	16756.99	16747.37	16751.22	1616.0
2023-11-10 02:00:00	NQ	Futures	16752.04	16767.15	16747.1	16766.33	3448.0
2023-11-10 02:30:00	NQ	Futures	16765.78	16775.94	16756.99	16768.52	3865.0
2023-11-10 03:00:00	NQ	Futures	16768.52	16779.51	16764.4	16770.72	4981.0
2023-11-10 03:30:00	NQ	Futures	16770.17	16776.21	16744.35	16753.69	4775.0
2023-11-10 04:00:00	NQ	Futures	16753.14	16758.36	16715.51	16718.53	6692.0
2023-11-10 04:30:00	NQ	Futures	16718.53	16747.1	16709.47	16743.8	5107.0
2023-11-10 05:00:00	NQ	Futures	16743.53	16745.73	16719.36	16727.05	5330.0
2023-11-10 05:30:00	NQ	Futures	16727.32	16738.59	16717.44	16734.74	3242.0
2023-11-10 06:00:00	NQ	Futures	16734.19	16736.39	16719.63	16724.85	2930.0
2023-11-10 06:30:00	NQ	Futures	16724.58	16732.82	16707.55	16731.44	5207.0
2023-11-10 07:00:00	NQ	Futures	16731.99	16761.38	16723.2	16758.91	6648.0
2023-11-10 07:30:00	NQ	Futures	16759.19	16790.77	16758.36	16783.9	9989.0

> showing 50 of 3,165 rows — these rows as CSV

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