PREVIEW / futures_30min / 2023-11-21

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-21.parquet
  size:    105 KB
  rows:    3,901

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
2023-11-21 00:00:00	ES	Futures	4957.57	4958.66	4956.75	4956.75	1960.0
2023-11-21 00:30:00	ES	Futures	4957.03	4959.2	4955.94	4956.48	2962.0
2023-11-21 01:00:00	ES	Futures	4956.48	4957.3	4953.77	4955.13	3263.0
2023-11-21 01:30:00	ES	Futures	4955.13	4957.84	4954.85	4957.3	2351.0
2023-11-21 02:00:00	ES	Futures	4957.3	4957.57	4954.31	4955.13	2891.0
2023-11-21 02:30:00	ES	Futures	4955.13	4955.13	4950.51	4951.32	5648.0
2023-11-21 03:00:00	ES	Futures	4951.32	4954.04	4950.24	4951.6	6845.0
2023-11-21 03:30:00	ES	Futures	4951.87	4953.5	4949.97	4951.05	5377.0
2023-11-21 04:00:00	ES	Futures	4951.05	4952.95	4949.15	4952.14	7839.0
2023-11-21 04:30:00	ES	Futures	4951.87	4954.04	4948.06	4948.61	6204.0
2023-11-21 05:00:00	ES	Futures	4948.61	4952.41	4947.79	4951.32	5365.0
2023-11-21 05:30:00	ES	Futures	4951.6	4953.77	4950.51	4950.51	4002.0
2023-11-21 06:00:00	ES	Futures	4950.51	4951.6	4948.06	4949.15	4833.0
2023-11-21 06:30:00	ES	Futures	4949.42	4950.51	4947.52	4948.34	6423.0
2023-11-21 07:00:00	ES	Futures	4948.61	4950.78	4947.52	4950.51	6302.0
2023-11-21 07:30:00	ES	Futures	4950.24	4952.68	4945.35	4946.16	12259.0
2023-11-21 08:00:00	ES	Futures	4945.89	4947.79	4943.99	4945.08	15552.0
2023-11-21 08:30:00	ES	Futures	4945.08	4946.44	4940.46	4941.28	25292.0
2023-11-21 09:00:00	ES	Futures	4941.0	4943.99	4939.1	4942.63	25395.0
2023-11-21 09:30:00	ES	Futures	4942.36	4944.26	4937.2	4938.56	119352.0
2023-11-21 10:00:00	ES	Futures	4938.29	4942.36	4930.14	4931.23	100420.0
2023-11-21 10:30:00	ES	Futures	4931.5	4938.02	4929.06	4937.2	73352.0
2023-11-21 11:00:00	ES	Futures	4936.93	4938.29	4932.86	4935.03	52196.0
2023-11-21 11:30:00	ES	Futures	4934.76	4939.65	4931.77	4939.38	41181.0
2023-11-21 12:00:00	ES	Futures	4939.38	4942.63	4937.75	4942.09	32965.0
2023-11-21 12:30:00	ES	Futures	4941.82	4946.98	4941.55	4946.16	36415.0
2023-11-21 13:00:00	ES	Futures	4946.44	4946.44	4936.39	4938.83	55166.0
2023-11-21 13:30:00	ES	Futures	4938.83	4946.71	4938.02	4943.72	38151.0
2023-11-21 14:00:00	ES	Futures	4943.45	4946.44	4939.1	4943.18	54256.0
2023-11-21 14:30:00	ES	Futures	4943.18	4943.99	4938.56	4943.72	43578.0
2023-11-21 15:00:00	ES	Futures	4943.99	4947.52	4941.28	4943.18	50553.0
2023-11-21 15:30:00	ES	Futures	4943.45	4945.89	4939.1	4943.45	106742.0
2023-11-21 16:00:00	ES	Futures	4943.45	4943.99	4927.97	4941.0	55596.0
2023-11-21 16:30:00	ES	Futures	4941.28	4942.09	4937.75	4940.19	9310.0
2023-11-21 18:00:00	ES	Futures	4939.92	4939.92	4934.76	4935.84	3921.0
2023-11-21 18:30:00	ES	Futures	4935.84	4937.47	4935.84	4937.2	2135.0
2023-11-21 19:00:00	ES	Futures	4937.2	4940.19	4937.2	4939.92	5653.0
2023-11-21 19:30:00	ES	Futures	4939.92	4941.0	4938.56	4940.73	2519.0
2023-11-21 20:00:00	ES	Futures	4940.46	4941.55	4939.92	4941.55	2727.0
2023-11-21 20:30:00	ES	Futures	4941.82	4943.72	4941.0	4942.63	2613.0
2023-11-21 21:00:00	ES	Futures	4942.36	4943.18	4941.28	4943.18	1823.0
2023-11-21 21:30:00	ES	Futures	4943.18	4946.71	4943.18	4945.35	3880.0
2023-11-21 22:00:00	ES	Futures	4945.35	4946.44	4943.99	4944.26	1844.0
2023-11-21 22:30:00	ES	Futures	4944.26	4944.26	4942.09	4943.18	2096.0
2023-11-21 23:00:00	ES	Futures	4942.91	4943.18	4941.82	4942.63	1559.0
2023-11-21 23:30:00	ES	Futures	4942.63	4943.18	4941.82	4942.91	864.0
2023-11-21 00:00:00	NQ	Futures	17698.54	17703.48	17694.42	17695.79	1257.0
2023-11-21 00:30:00	NQ	Futures	17696.06	17701.01	17688.92	17692.49	2250.0
2023-11-21 01:00:00	NQ	Futures	17692.49	17694.14	17676.84	17682.61	2436.0
2023-11-21 01:30:00	NQ	Futures	17682.61	17691.67	17680.68	17691.12	1544.0

> showing 50 of 3,901 rows — these rows as CSV

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