PREVIEW / futures_30min / 2023-11-20

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-20.parquet
  size:    107 KB
  rows:    3,886

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
2023-11-20 00:00:00	ES	Futures	4912.76	4914.12	4912.49	4913.31	1791.0
2023-11-20 00:30:00	ES	Futures	4913.31	4913.58	4909.78	4909.78	2917.0
2023-11-20 01:00:00	ES	Futures	4909.78	4911.4	4909.78	4909.78	2544.0
2023-11-20 01:30:00	ES	Futures	4909.78	4911.13	4909.78	4910.59	2184.0
2023-11-20 02:00:00	ES	Futures	4910.86	4912.49	4910.32	4910.86	3487.0
2023-11-20 02:30:00	ES	Futures	4910.59	4913.85	4910.59	4913.03	4197.0
2023-11-20 03:00:00	ES	Futures	4913.03	4917.38	4912.76	4913.58	12117.0
2023-11-20 03:30:00	ES	Futures	4913.58	4916.56	4913.58	4914.66	7106.0
2023-11-20 04:00:00	ES	Futures	4914.66	4921.72	4914.66	4920.64	9796.0
2023-11-20 04:30:00	ES	Futures	4920.91	4924.17	4919.82	4923.9	7686.0
2023-11-20 05:00:00	ES	Futures	4923.62	4924.98	4919.82	4921.18	7155.0
2023-11-20 05:30:00	ES	Futures	4921.18	4921.72	4918.47	4920.37	4040.0
2023-11-20 06:00:00	ES	Futures	4920.37	4921.72	4918.74	4920.09	4865.0
2023-11-20 06:30:00	ES	Futures	4920.09	4923.08	4917.92	4921.18	5654.0
2023-11-20 07:00:00	ES	Futures	4921.18	4922.0	4918.47	4918.47	8345.0
2023-11-20 07:30:00	ES	Futures	4918.74	4919.55	4913.58	4914.93	11919.0
2023-11-20 08:00:00	ES	Futures	4914.93	4917.65	4913.31	4914.93	10601.0
2023-11-20 08:30:00	ES	Futures	4915.21	4921.72	4913.58	4920.09	12860.0
2023-11-20 09:00:00	ES	Futures	4920.37	4923.08	4914.66	4914.93	22047.0
2023-11-20 09:30:00	ES	Futures	4914.66	4932.86	4914.66	4932.59	120534.0
2023-11-20 10:00:00	ES	Futures	4932.59	4934.76	4924.98	4930.41	90789.0
2023-11-20 10:30:00	ES	Futures	4930.41	4937.47	4928.24	4937.47	71960.0
2023-11-20 11:00:00	ES	Futures	4937.75	4939.65	4936.66	4938.29	63512.0
2023-11-20 11:30:00	ES	Futures	4938.29	4941.0	4937.2	4939.38	44420.0
2023-11-20 12:00:00	ES	Futures	4939.1	4942.91	4937.47	4940.46	35686.0
2023-11-20 12:30:00	ES	Futures	4940.73	4941.0	4936.39	4938.02	35382.0
2023-11-20 13:00:00	ES	Futures	4938.02	4950.78	4937.75	4949.42	98907.0
2023-11-20 13:30:00	ES	Futures	4949.69	4954.04	4949.42	4952.68	42976.0
2023-11-20 14:00:00	ES	Futures	4952.68	4954.04	4950.24	4952.95	42422.0
2023-11-20 14:30:00	ES	Futures	4952.95	4960.56	4952.68	4958.66	51510.0
2023-11-20 15:00:00	ES	Futures	4958.66	4965.17	4958.11	4964.09	68562.0
2023-11-20 15:30:00	ES	Futures	4964.09	4964.36	4952.14	4955.67	151535.0
2023-11-20 16:00:00	ES	Futures	4955.67	4956.75	4951.32	4952.95	42640.0
2023-11-20 16:30:00	ES	Futures	4952.68	4954.85	4952.41	4954.58	5010.0
2023-11-20 18:00:00	ES	Futures	4955.13	4957.84	4953.77	4955.67	3926.0
2023-11-20 18:30:00	ES	Futures	4955.94	4957.84	4955.13	4957.84	4200.0
2023-11-20 19:00:00	ES	Futures	4957.57	4959.2	4955.94	4958.93	3826.0
2023-11-20 19:30:00	ES	Futures	4958.93	4960.01	4957.57	4958.38	3363.0
2023-11-20 20:00:00	ES	Futures	4958.38	4960.01	4956.75	4959.74	3831.0
2023-11-20 20:30:00	ES	Futures	4959.47	4960.29	4957.3	4957.84	3128.0
2023-11-20 21:00:00	ES	Futures	4957.84	4958.38	4956.75	4956.75	2099.0
2023-11-20 21:30:00	ES	Futures	4957.03	4959.2	4956.48	4958.93	2733.0
2023-11-20 22:00:00	ES	Futures	4958.93	4960.01	4958.38	4959.2	1730.0
2023-11-20 22:30:00	ES	Futures	4958.93	4960.83	4958.11	4958.93	2887.0
2023-11-20 23:00:00	ES	Futures	4958.93	4959.2	4958.11	4958.66	1289.0
2023-11-20 23:30:00	ES	Futures	4958.38	4958.66	4956.75	4957.3	1633.0
2023-11-20 00:00:00	NQ	Futures	17418.38	17420.3	17412.34	17412.34	1500.0
2023-11-20 00:30:00	NQ	Futures	17412.61	17414.53	17399.7	17401.62	2082.0
2023-11-20 01:00:00	NQ	Futures	17401.62	17408.77	17401.08	17403.0	1685.0
2023-11-20 01:30:00	NQ	Futures	17403.55	17410.96	17403.0	17409.59	1374.0

> showing 50 of 3,886 rows — these rows as CSV

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