PREVIEW / futures_30min / 2023-11-22

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-22.parquet
  size:    105 KB
  rows:    3,778

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
2023-11-22 00:00:00	ES	Futures	4943.18	4945.08	4941.0	4941.82	2427.0
2023-11-22 00:30:00	ES	Futures	4942.09	4942.63	4940.19	4940.73	2187.0
2023-11-22 01:00:00	ES	Futures	4940.73	4941.28	4937.75	4938.56	3109.0
2023-11-22 01:30:00	ES	Futures	4938.56	4940.73	4938.02	4939.92	2240.0
2023-11-22 02:00:00	ES	Futures	4939.92	4941.0	4939.1	4939.65	2957.0
2023-11-22 02:30:00	ES	Futures	4939.65	4942.91	4938.02	4941.82	4061.0
2023-11-22 03:00:00	ES	Futures	4941.82	4945.08	4941.28	4944.26	6919.0
2023-11-22 03:30:00	ES	Futures	4944.53	4945.89	4939.65	4942.63	5837.0
2023-11-22 04:00:00	ES	Futures	4942.36	4946.98	4941.82	4944.26	7535.0
2023-11-22 04:30:00	ES	Futures	4944.26	4945.89	4942.91	4944.26	4862.0
2023-11-22 05:00:00	ES	Futures	4944.26	4949.15	4943.72	4947.52	6930.0
2023-11-22 05:30:00	ES	Futures	4947.79	4952.41	4947.52	4952.41	7622.0
2023-11-22 06:00:00	ES	Futures	4952.41	4954.04	4949.97	4953.5	9138.0
2023-11-22 06:30:00	ES	Futures	4953.22	4953.77	4949.15	4950.24	7822.0
2023-11-22 07:00:00	ES	Futures	4950.51	4955.67	4949.97	4954.31	10068.0
2023-11-22 07:30:00	ES	Futures	4954.58	4957.03	4953.77	4954.85	12083.0
2023-11-22 08:00:00	ES	Futures	4954.85	4959.47	4952.95	4958.38	18801.0
2023-11-22 08:30:00	ES	Futures	4958.38	4960.56	4953.5	4958.93	29068.0
2023-11-22 09:00:00	ES	Futures	4959.2	4962.46	4956.21	4960.29	32804.0
2023-11-22 09:30:00	ES	Futures	4960.29	4975.49	4952.68	4959.2	227165.0
2023-11-22 10:00:00	ES	Futures	4959.2	4960.29	4947.79	4959.74	138751.0
2023-11-22 10:30:00	ES	Futures	4959.74	4965.72	4952.14	4954.85	108647.0
2023-11-22 11:00:00	ES	Futures	4954.58	4962.73	4954.04	4960.01	72501.0
2023-11-22 11:30:00	ES	Futures	4960.29	4966.26	4958.93	4965.44	52586.0
2023-11-22 12:00:00	ES	Futures	4965.72	4970.06	4961.64	4964.36	62518.0
2023-11-22 12:30:00	ES	Futures	4964.36	4964.63	4955.67	4961.1	56751.0
2023-11-22 13:00:00	ES	Futures	4961.1	4966.26	4960.01	4965.72	45004.0
2023-11-22 13:30:00	ES	Futures	4965.99	4966.8	4962.19	4963.27	34114.0
2023-11-22 14:00:00	ES	Futures	4963.54	4966.8	4962.46	4964.9	41002.0
2023-11-22 14:30:00	ES	Futures	4965.17	4965.44	4948.06	4958.38	100215.0
2023-11-22 15:00:00	ES	Futures	4958.11	4963.27	4955.94	4963.0	58969.0
2023-11-22 15:30:00	ES	Futures	4963.27	4964.09	4959.47	4960.56	108883.0
2023-11-22 16:00:00	ES	Futures	4960.29	4961.64	4958.66	4960.83	29749.0
2023-11-22 16:30:00	ES	Futures	4961.1	4961.1	4958.93	4959.47	4816.0
2023-11-22 18:00:00	ES	Futures	4957.57	4959.2	4956.48	4956.48	2166.0
2023-11-22 18:30:00	ES	Futures	4956.75	4957.3	4956.21	4957.03	1310.0
2023-11-22 19:00:00	ES	Futures	4956.75	4957.57	4955.4	4955.94	1835.0
2023-11-22 19:30:00	ES	Futures	4956.21	4958.66	4955.67	4958.38	1229.0
2023-11-22 20:00:00	ES	Futures	4958.11	4960.29	4957.03	4959.74	2664.0
2023-11-22 20:30:00	ES	Futures	4959.74	4962.46	4959.47	4961.91	2871.0
2023-11-22 21:00:00	ES	Futures	4962.19	4962.19	4961.37	4961.64	1232.0
2023-11-22 21:30:00	ES	Futures	4961.37	4962.19	4959.74	4960.29	2006.0
2023-11-22 22:00:00	ES	Futures	4960.01	4960.56	4958.93	4959.74	982.0
2023-11-22 22:30:00	ES	Futures	4959.74	4959.74	4958.38	4959.2	923.0
2023-11-22 23:00:00	ES	Futures	4959.2	4959.74	4958.66	4959.47	499.0
2023-11-22 23:30:00	ES	Futures	4959.47	4960.56	4959.2	4959.47	523.0
2023-11-22 00:00:00	NQ	Futures	17547.2	17554.06	17537.03	17541.15	1732.0
2023-11-22 00:30:00	NQ	Futures	17541.15	17545.55	17534.84	17535.94	1343.0
2023-11-22 01:00:00	NQ	Futures	17536.21	17538.13	17519.46	17524.67	3030.0
2023-11-22 01:30:00	NQ	Futures	17524.95	17535.39	17524.12	17531.82	1759.0

> showing 50 of 3,778 rows — these rows as CSV

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