PREVIEW / futures_30min / 2023-11-16

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-16.parquet
  size:    110 KB
  rows:    3,975

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
2023-11-16 00:00:00	ES	Futures	4901.63	4904.62	4901.36	4902.99	4026.0
2023-11-16 00:30:00	ES	Futures	4902.99	4905.7	4902.99	4904.34	2827.0
2023-11-16 01:00:00	ES	Futures	4904.34	4907.6	4904.34	4905.7	3691.0
2023-11-16 01:30:00	ES	Futures	4905.7	4908.69	4904.89	4907.87	2402.0
2023-11-16 02:00:00	ES	Futures	4907.87	4908.15	4904.62	4905.7	4394.0
2023-11-16 02:30:00	ES	Futures	4905.43	4906.79	4904.34	4905.16	4388.0
2023-11-16 03:00:00	ES	Futures	4905.16	4907.87	4903.26	4905.7	10692.0
2023-11-16 03:30:00	ES	Futures	4905.97	4908.42	4904.62	4906.79	6894.0
2023-11-16 04:00:00	ES	Futures	4906.79	4911.4	4903.8	4907.6	8920.0
2023-11-16 04:30:00	ES	Futures	4907.6	4907.87	4904.07	4904.62	6366.0
2023-11-16 05:00:00	ES	Futures	4904.89	4909.23	4903.53	4908.69	4176.0
2023-11-16 05:30:00	ES	Futures	4908.69	4909.78	4905.43	4906.79	5624.0
2023-11-16 06:00:00	ES	Futures	4906.79	4908.69	4906.24	4908.69	3305.0
2023-11-16 06:30:00	ES	Futures	4908.96	4908.96	4904.62	4907.87	5172.0
2023-11-16 07:00:00	ES	Futures	4907.6	4908.15	4898.1	4899.18	16512.0
2023-11-16 07:30:00	ES	Futures	4899.18	4903.26	4898.64	4899.73	14161.0
2023-11-16 08:00:00	ES	Futures	4899.46	4902.44	4896.47	4900.54	19016.0
2023-11-16 08:30:00	ES	Futures	4900.54	4912.49	4900.27	4912.22	44308.0
2023-11-16 09:00:00	ES	Futures	4911.95	4911.95	4898.64	4902.44	36960.0
2023-11-16 09:30:00	ES	Futures	4902.17	4915.75	4901.09	4914.39	147612.0
2023-11-16 10:00:00	ES	Futures	4914.66	4916.56	4902.71	4910.05	120206.0
2023-11-16 10:30:00	ES	Futures	4910.05	4913.85	4897.01	4899.73	132993.0
2023-11-16 11:00:00	ES	Futures	4899.73	4902.71	4891.58	4892.12	108164.0
2023-11-16 11:30:00	ES	Futures	4892.4	4898.64	4889.95	4896.74	80689.0
2023-11-16 12:00:00	ES	Futures	4897.01	4903.8	4895.65	4902.17	58795.0
2023-11-16 12:30:00	ES	Futures	4902.17	4909.5	4900.54	4904.89	57048.0
2023-11-16 13:00:00	ES	Futures	4904.89	4906.24	4898.1	4904.07	51871.0
2023-11-16 13:30:00	ES	Futures	4904.07	4905.43	4895.11	4898.64	53602.0
2023-11-16 14:00:00	ES	Futures	4898.64	4902.44	4897.28	4898.64	45401.0
2023-11-16 14:30:00	ES	Futures	4898.64	4908.69	4898.64	4905.97	61355.0
2023-11-16 15:00:00	ES	Futures	4905.7	4907.33	4903.26	4905.97	45163.0
2023-11-16 15:30:00	ES	Futures	4906.24	4914.39	4904.62	4913.03	142542.0
2023-11-16 16:00:00	ES	Futures	4912.76	4916.02	4912.49	4916.02	45315.0
2023-11-16 16:30:00	ES	Futures	4915.75	4920.09	4915.75	4919.01	30358.0
2023-11-16 18:00:00	ES	Futures	4918.19	4918.74	4914.39	4915.21	4494.0
2023-11-16 18:30:00	ES	Futures	4915.21	4916.02	4914.39	4914.39	2293.0
2023-11-16 19:00:00	ES	Futures	4914.39	4916.29	4913.58	4914.93	2700.0
2023-11-16 19:30:00	ES	Futures	4914.66	4917.65	4914.66	4916.29	2103.0
2023-11-16 20:00:00	ES	Futures	4916.29	4917.11	4914.93	4916.84	3007.0
2023-11-16 20:30:00	ES	Futures	4916.56	4918.19	4916.02	4917.11	2846.0
2023-11-16 21:00:00	ES	Futures	4917.11	4917.92	4916.29	4917.38	1945.0
2023-11-16 21:30:00	ES	Futures	4917.11	4919.28	4916.02	4918.47	2442.0
2023-11-16 22:00:00	ES	Futures	4918.74	4919.82	4918.47	4919.82	2305.0
2023-11-16 22:30:00	ES	Futures	4919.82	4921.18	4919.01	4920.91	2274.0
2023-11-16 23:00:00	ES	Futures	4920.91	4921.18	4918.19	4919.01	1989.0
2023-11-16 23:30:00	ES	Futures	4918.74	4919.55	4918.47	4919.01	1096.0
2023-11-16 00:00:00	NQ	Futures	17414.53	17425.8	17409.59	17420.03	2227.0
2023-11-16 00:30:00	NQ	Futures	17420.03	17429.91	17420.03	17424.97	1588.0
2023-11-16 01:00:00	NQ	Futures	17424.97	17435.13	17424.42	17428.82	1943.0
2023-11-16 01:30:00	NQ	Futures	17429.09	17437.61	17424.97	17435.96	1705.0

> showing 50 of 3,975 rows — these rows as CSV

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