PREVIEW / futures_30min / 2023-11-14

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-14.parquet
  size:    116 KB
  rows:    4,025

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
2023-11-14 00:00:00	ES	Futures	4809.3	4809.3	4807.67	4808.21	1093.0
2023-11-14 00:30:00	ES	Futures	4808.21	4809.03	4807.4	4807.94	1922.0
2023-11-14 01:00:00	ES	Futures	4807.94	4809.03	4806.58	4808.76	2855.0
2023-11-14 01:30:00	ES	Futures	4808.76	4810.93	4807.94	4809.57	2500.0
2023-11-14 02:00:00	ES	Futures	4809.3	4810.93	4807.94	4810.66	3086.0
2023-11-14 02:30:00	ES	Futures	4810.66	4813.37	4810.38	4812.83	3529.0
2023-11-14 03:00:00	ES	Futures	4813.1	4813.92	4809.03	4811.2	7902.0
2023-11-14 03:30:00	ES	Futures	4811.47	4815.0	4810.93	4814.46	5897.0
2023-11-14 04:00:00	ES	Futures	4814.19	4819.62	4813.64	4817.45	8678.0
2023-11-14 04:30:00	ES	Futures	4817.17	4817.99	4814.19	4816.9	9426.0
2023-11-14 05:00:00	ES	Futures	4816.9	4818.8	4814.19	4818.53	7029.0
2023-11-14 05:30:00	ES	Futures	4818.53	4818.8	4809.57	4810.66	7511.0
2023-11-14 06:00:00	ES	Futures	4810.93	4812.56	4807.94	4808.76	8568.0
2023-11-14 06:30:00	ES	Futures	4809.03	4812.29	4808.48	4812.01	5975.0
2023-11-14 07:00:00	ES	Futures	4812.01	4812.29	4808.76	4809.84	8979.0
2023-11-14 07:30:00	ES	Futures	4809.84	4811.2	4806.04	4810.93	9564.0
2023-11-14 08:00:00	ES	Futures	4810.93	4814.73	4809.03	4812.01	16437.0
2023-11-14 08:30:00	ES	Futures	4812.01	4877.46	4801.42	4875.02	193200.0
2023-11-14 09:00:00	ES	Futures	4875.02	4875.29	4868.77	4873.39	73584.0
2023-11-14 09:30:00	ES	Futures	4873.39	4892.12	4870.4	4890.49	240328.0
2023-11-14 10:00:00	ES	Futures	4890.77	4901.63	4887.51	4900.81	158436.0
2023-11-14 10:30:00	ES	Futures	4901.09	4906.79	4899.18	4902.44	107909.0
2023-11-14 11:00:00	ES	Futures	4902.44	4910.59	4902.17	4907.6	86479.0
2023-11-14 11:30:00	ES	Futures	4907.6	4908.96	4895.93	4896.47	77611.0
2023-11-14 12:00:00	ES	Futures	4896.74	4899.73	4890.22	4892.94	81013.0
2023-11-14 12:30:00	ES	Futures	4892.67	4900.54	4892.12	4899.73	48709.0
2023-11-14 13:00:00	ES	Futures	4900.0	4901.9	4896.74	4901.09	39737.0
2023-11-14 13:30:00	ES	Futures	4901.09	4904.07	4894.02	4894.3	47854.0
2023-11-14 14:00:00	ES	Futures	4894.3	4898.1	4888.32	4897.83	63686.0
2023-11-14 14:30:00	ES	Futures	4897.83	4908.15	4897.56	4907.33	63221.0
2023-11-14 15:00:00	ES	Futures	4907.06	4914.39	4906.24	4911.95	78143.0
2023-11-14 15:30:00	ES	Futures	4911.95	4912.76	4894.84	4899.73	215220.0
2023-11-14 16:00:00	ES	Futures	4899.46	4906.52	4898.91	4904.89	67518.0
2023-11-14 16:30:00	ES	Futures	4904.89	4905.43	4903.53	4903.8	27698.0
2023-11-14 18:00:00	ES	Futures	4904.89	4908.42	4903.8	4907.87	4603.0
2023-11-14 18:30:00	ES	Futures	4907.6	4909.5	4905.43	4905.97	3391.0
2023-11-14 19:00:00	ES	Futures	4906.24	4906.79	4903.53	4905.43	3979.0
2023-11-14 19:30:00	ES	Futures	4905.16	4905.97	4903.53	4905.43	3727.0
2023-11-14 20:00:00	ES	Futures	4905.7	4907.33	4904.34	4905.16	3298.0
2023-11-14 20:30:00	ES	Futures	4904.89	4906.79	4903.26	4905.7	3966.0
2023-11-14 21:00:00	ES	Futures	4905.97	4907.33	4904.89	4907.06	2451.0
2023-11-14 21:30:00	ES	Futures	4906.79	4912.22	4906.52	4911.95	5149.0
2023-11-14 22:00:00	ES	Futures	4911.68	4913.31	4910.86	4910.86	5047.0
2023-11-14 22:30:00	ES	Futures	4911.13	4911.95	4910.05	4911.95	3342.0
2023-11-14 23:00:00	ES	Futures	4911.95	4912.76	4911.4	4911.95	2030.0
2023-11-14 23:30:00	ES	Futures	4911.68	4912.22	4910.59	4910.59	1665.0
2023-11-14 00:00:00	NQ	Futures	17108.56	17108.56	17101.69	17104.16	1099.0
2023-11-14 00:30:00	NQ	Futures	17103.61	17108.28	17100.87	17104.71	1156.0
2023-11-14 01:00:00	NQ	Futures	17104.16	17109.66	17098.12	17108.56	1334.0
2023-11-14 01:30:00	NQ	Futures	17108.56	17114.33	17106.09	17110.21	1121.0

> showing 50 of 4,025 rows — these rows as CSV

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