PREVIEW / futures_30min / 2023-11-17

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-17.parquet
  size:    93 KB
  rows:    3,172

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
2023-11-17 00:00:00	ES	Futures	4919.01	4919.01	4915.75	4915.75	2282.0
2023-11-17 00:30:00	ES	Futures	4916.02	4917.11	4914.66	4916.84	2558.0
2023-11-17 01:00:00	ES	Futures	4916.84	4917.65	4916.02	4916.84	2588.0
2023-11-17 01:30:00	ES	Futures	4916.84	4918.19	4915.48	4917.65	2355.0
2023-11-17 02:00:00	ES	Futures	4917.65	4917.65	4914.12	4917.11	3645.0
2023-11-17 02:30:00	ES	Futures	4917.11	4918.47	4915.75	4917.11	3061.0
2023-11-17 03:00:00	ES	Futures	4917.38	4920.91	4915.75	4920.91	8107.0
2023-11-17 03:30:00	ES	Futures	4920.91	4925.8	4920.37	4922.81	12320.0
2023-11-17 04:00:00	ES	Futures	4922.81	4926.61	4919.28	4920.91	11871.0
2023-11-17 04:30:00	ES	Futures	4921.18	4923.08	4920.37	4921.18	4931.0
2023-11-17 05:00:00	ES	Futures	4921.18	4926.34	4920.37	4926.34	8089.0
2023-11-17 05:30:00	ES	Futures	4926.07	4927.43	4924.44	4925.25	8282.0
2023-11-17 06:00:00	ES	Futures	4925.25	4925.53	4922.0	4924.17	8839.0
2023-11-17 06:30:00	ES	Futures	4924.17	4924.71	4920.09	4923.62	7107.0
2023-11-17 07:00:00	ES	Futures	4923.9	4926.07	4921.72	4924.44	6871.0
2023-11-17 07:30:00	ES	Futures	4924.71	4927.7	4924.44	4924.71	8374.0
2023-11-17 08:00:00	ES	Futures	4924.98	4930.96	4924.98	4930.41	14213.0
2023-11-17 08:30:00	ES	Futures	4930.41	4930.96	4920.91	4922.54	27940.0
2023-11-17 09:00:00	ES	Futures	4922.54	4924.71	4909.23	4912.22	50487.0
2023-11-17 09:30:00	ES	Futures	4912.22	4916.29	4903.53	4911.13	184913.0
2023-11-17 10:00:00	ES	Futures	4910.86	4913.85	4904.07	4912.49	109541.0
2023-11-17 10:30:00	ES	Futures	4912.22	4912.76	4906.24	4910.32	65661.0
2023-11-17 11:00:00	ES	Futures	4910.59	4911.68	4901.9	4907.33	76547.0
2023-11-17 11:30:00	ES	Futures	4907.6	4912.22	4904.62	4911.95	54057.0
2023-11-17 12:00:00	ES	Futures	4911.95	4917.11	4909.78	4910.86	62619.0
2023-11-17 12:30:00	ES	Futures	4910.86	4914.93	4910.32	4914.66	34853.0
2023-11-17 13:00:00	ES	Futures	4914.66	4919.01	4912.22	4917.38	46133.0
2023-11-17 13:30:00	ES	Futures	4917.38	4921.72	4917.38	4920.91	43207.0
2023-11-17 14:00:00	ES	Futures	4921.18	4924.98	4919.28	4919.82	38812.0
2023-11-17 14:30:00	ES	Futures	4920.09	4922.0	4916.56	4920.09	42219.0
2023-11-17 15:00:00	ES	Futures	4920.09	4925.53	4917.38	4921.72	57396.0
2023-11-17 15:30:00	ES	Futures	4921.72	4922.27	4911.95	4918.74	157726.0
2023-11-17 16:00:00	ES	Futures	4918.47	4919.55	4915.21	4916.29	41782.0
2023-11-17 16:30:00	ES	Futures	4916.29	4916.29	4913.31	4913.85	5305.0
2023-11-17 00:00:00	NQ	Futures	17461.78	17462.05	17449.42	17449.69	1397.0
2023-11-17 00:30:00	NQ	Futures	17449.97	17454.63	17443.37	17453.81	2307.0
2023-11-17 01:00:00	NQ	Futures	17452.99	17456.01	17450.24	17454.63	1212.0
2023-11-17 01:30:00	NQ	Futures	17454.36	17456.56	17448.59	17455.18	1298.0
2023-11-17 02:00:00	NQ	Futures	17455.46	17456.56	17441.45	17452.71	2007.0
2023-11-17 02:30:00	NQ	Futures	17453.26	17458.21	17448.87	17455.18	1824.0
2023-11-17 03:00:00	NQ	Futures	17455.46	17462.6	17448.32	17462.05	3548.0
2023-11-17 03:30:00	NQ	Futures	17461.78	17482.1	17459.85	17468.92	7642.0
2023-11-17 04:00:00	NQ	Futures	17469.19	17489.24	17459.3	17466.99	7002.0
2023-11-17 04:30:00	NQ	Futures	17466.45	17473.59	17460.4	17465.35	3092.0
2023-11-17 05:00:00	NQ	Futures	17465.07	17481.83	17460.4	17480.45	4104.0
2023-11-17 05:30:00	NQ	Futures	17480.18	17484.85	17472.21	17475.78	3956.0
2023-11-17 06:00:00	NQ	Futures	17475.78	17476.88	17459.85	17467.82	3921.0
2023-11-17 06:30:00	NQ	Futures	17468.09	17470.84	17447.49	17468.92	4625.0
2023-11-17 07:00:00	NQ	Futures	17468.64	17478.26	17460.95	17473.31	4235.0
2023-11-17 07:30:00	NQ	Futures	17473.59	17485.4	17467.82	17470.02	4844.0

> showing 50 of 3,172 rows — these rows as CSV

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