PREVIEW / futures_30min / 2023-11-23

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-23.parquet
  size:    76 KB
  rows:    2,958

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
2023-11-23 00:00:00	ES	Futures	4959.47	4960.56	4959.2	4960.56	1108.0
2023-11-23 00:30:00	ES	Futures	4960.56	4963.27	4960.56	4963.0	1802.0
2023-11-23 01:00:00	ES	Futures	4963.27	4965.72	4963.0	4965.17	2829.0
2023-11-23 01:30:00	ES	Futures	4965.17	4965.17	4962.19	4963.82	2413.0
2023-11-23 02:00:00	ES	Futures	4963.82	4965.99	4962.46	4965.72	3410.0
2023-11-23 02:30:00	ES	Futures	4965.44	4966.53	4964.36	4965.17	2324.0
2023-11-23 03:00:00	ES	Futures	4965.17	4965.44	4961.1	4962.46	5291.0
2023-11-23 03:30:00	ES	Futures	4962.46	4966.26	4961.91	4965.72	4166.0
2023-11-23 04:00:00	ES	Futures	4965.72	4966.26	4963.27	4964.9	3137.0
2023-11-23 04:30:00	ES	Futures	4964.9	4966.8	4963.27	4965.17	3749.0
2023-11-23 05:00:00	ES	Futures	4965.44	4966.53	4962.19	4964.09	2356.0
2023-11-23 05:30:00	ES	Futures	4964.09	4964.09	4961.37	4963.27	2630.0
2023-11-23 06:00:00	ES	Futures	4963.27	4964.36	4961.37	4963.54	2414.0
2023-11-23 06:30:00	ES	Futures	4963.54	4964.36	4962.46	4963.54	1704.0
2023-11-23 07:00:00	ES	Futures	4963.27	4965.72	4962.73	4964.09	2242.0
2023-11-23 07:30:00	ES	Futures	4963.82	4964.09	4961.37	4961.91	2232.0
2023-11-23 08:00:00	ES	Futures	4962.19	4964.36	4961.64	4962.73	2982.0
2023-11-23 08:30:00	ES	Futures	4962.73	4964.09	4961.91	4963.82	2347.0
2023-11-23 09:00:00	ES	Futures	4963.82	4965.72	4963.0	4964.36	3946.0
2023-11-23 09:30:00	ES	Futures	4964.36	4965.17	4961.37	4962.46	8024.0
2023-11-23 10:00:00	ES	Futures	4962.46	4965.44	4962.46	4964.9	4450.0
2023-11-23 10:30:00	ES	Futures	4965.17	4967.07	4964.9	4967.07	3972.0
2023-11-23 11:00:00	ES	Futures	4966.8	4967.07	4965.17	4965.99	4152.0
2023-11-23 11:30:00	ES	Futures	4966.26	4966.8	4964.9	4965.17	2352.0
2023-11-23 12:00:00	ES	Futures	4965.44	4965.44	4964.09	4964.63	1560.0
2023-11-23 12:30:00	ES	Futures	4964.63	4964.9	4962.19	4963.54	2347.0
2023-11-23 18:00:00	ES	Futures	4966.26	4966.26	4963.0	4964.9	1971.0
2023-11-23 18:30:00	ES	Futures	4964.9	4965.44	4963.27	4964.9	1421.0
2023-11-23 19:00:00	ES	Futures	4964.9	4965.99	4963.82	4965.44	1729.0
2023-11-23 19:30:00	ES	Futures	4965.44	4966.26	4963.82	4965.72	1396.0
2023-11-23 20:00:00	ES	Futures	4965.72	4966.53	4964.09	4964.36	1569.0
2023-11-23 20:30:00	ES	Futures	4964.09	4966.26	4963.82	4965.99	1608.0
2023-11-23 21:00:00	ES	Futures	4965.99	4965.99	4963.27	4964.9	2053.0
2023-11-23 21:30:00	ES	Futures	4964.63	4965.17	4963.54	4964.63	1662.0
2023-11-23 22:00:00	ES	Futures	4964.63	4965.17	4963.54	4964.63	1216.0
2023-11-23 22:30:00	ES	Futures	4964.63	4964.63	4963.0	4964.09	1282.0
2023-11-23 23:00:00	ES	Futures	4964.09	4964.36	4963.0	4963.82	822.0
2023-11-23 23:30:00	ES	Futures	4963.82	4964.09	4963.27	4963.54	622.0
2023-11-23 00:00:00	NQ	Futures	17632.34	17636.74	17631.79	17636.46	577.0
2023-11-23 00:30:00	NQ	Futures	17636.74	17649.65	17636.74	17648.82	1234.0
2023-11-23 01:00:00	NQ	Futures	17649.1	17660.08	17649.1	17658.16	1894.0
2023-11-23 01:30:00	NQ	Futures	17657.89	17657.89	17647.17	17654.04	1373.0
2023-11-23 02:00:00	NQ	Futures	17653.77	17667.5	17653.77	17666.13	2573.0
2023-11-23 02:30:00	NQ	Futures	17665.85	17669.42	17659.53	17662.83	1736.0
2023-11-23 03:00:00	NQ	Futures	17663.1	17665.85	17647.72	17651.84	2559.0
2023-11-23 03:30:00	NQ	Futures	17651.29	17668.05	17647.45	17666.4	2026.0
2023-11-23 04:00:00	NQ	Futures	17665.85	17667.22	17654.32	17662.56	1747.0
2023-11-23 04:30:00	NQ	Futures	17662.56	17672.99	17655.69	17668.6	2139.0
2023-11-23 05:00:00	NQ	Futures	17668.6	17673.54	17654.59	17661.73	1638.0
2023-11-23 05:30:00	NQ	Futures	17661.46	17662.83	17649.65	17656.51	1606.0

> showing 50 of 2,958 rows — these rows as CSV

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