PREVIEW / futures_30min / 2023-11-24

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-24.parquet
  size:    71 KB
  rows:    2,461

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
2023-11-24 00:00:00	ES	Futures	4963.54	4964.36	4962.73	4963.82	1479.0
2023-11-24 00:30:00	ES	Futures	4963.82	4964.36	4963.0	4964.09	938.0
2023-11-24 01:00:00	ES	Futures	4964.09	4964.09	4962.73	4963.0	1711.0
2023-11-24 01:30:00	ES	Futures	4963.27	4964.36	4962.46	4964.09	1634.0
2023-11-24 02:00:00	ES	Futures	4964.09	4964.09	4959.74	4961.1	3782.0
2023-11-24 02:30:00	ES	Futures	4960.83	4962.46	4960.29	4962.19	2191.0
2023-11-24 03:00:00	ES	Futures	4962.46	4963.54	4961.1	4963.54	5575.0
2023-11-24 03:30:00	ES	Futures	4963.27	4964.63	4961.91	4961.91	4412.0
2023-11-24 04:00:00	ES	Futures	4961.91	4967.07	4961.91	4966.8	6899.0
2023-11-24 04:30:00	ES	Futures	4966.53	4968.43	4965.17	4965.17	4876.0
2023-11-24 05:00:00	ES	Futures	4965.44	4966.8	4964.9	4965.17	3509.0
2023-11-24 05:30:00	ES	Futures	4964.9	4967.62	4963.54	4967.07	4233.0
2023-11-24 06:00:00	ES	Futures	4967.07	4967.62	4962.46	4964.09	4788.0
2023-11-24 06:30:00	ES	Futures	4963.82	4965.99	4963.54	4965.72	3196.0
2023-11-24 07:00:00	ES	Futures	4965.99	4968.16	4965.44	4967.07	5604.0
2023-11-24 07:30:00	ES	Futures	4966.8	4967.62	4964.9	4965.44	3797.0
2023-11-24 08:00:00	ES	Futures	4965.44	4965.72	4961.64	4962.46	7571.0
2023-11-24 08:30:00	ES	Futures	4962.46	4964.9	4960.29	4964.09	9440.0
2023-11-24 09:00:00	ES	Futures	4964.09	4964.36	4959.47	4960.01	14452.0
2023-11-24 09:30:00	ES	Futures	4960.01	4963.54	4956.48	4961.91	80150.0
2023-11-24 10:00:00	ES	Futures	4962.19	4965.17	4957.03	4959.2	46823.0
2023-11-24 10:30:00	ES	Futures	4959.2	4961.91	4956.21	4960.83	34259.0
2023-11-24 11:00:00	ES	Futures	4960.56	4961.91	4958.11	4959.74	31878.0
2023-11-24 11:30:00	ES	Futures	4959.74	4960.56	4957.57	4958.38	29337.0
2023-11-24 12:00:00	ES	Futures	4958.38	4960.56	4957.3	4957.57	26886.0
2023-11-24 12:30:00	ES	Futures	4957.57	4963.0	4957.03	4962.19	56846.0
2023-11-24 13:00:00	ES	Futures	4962.19	4964.09	4961.37	4962.19	21394.0
2023-11-24 00:00:00	NQ	Futures	17645.8	17647.45	17641.41	17644.15	1120.0
2023-11-24 00:30:00	NQ	Futures	17644.43	17646.9	17641.41	17644.98	653.0
2023-11-24 01:00:00	NQ	Futures	17644.98	17644.98	17634.27	17637.29	1636.0
2023-11-24 01:30:00	NQ	Futures	17636.74	17640.03	17627.12	17633.72	1493.0
2023-11-24 02:00:00	NQ	Futures	17633.99	17634.27	17610.37	17615.59	2959.0
2023-11-24 02:30:00	NQ	Futures	17615.31	17616.69	17607.35	17616.69	2087.0
2023-11-24 03:00:00	NQ	Futures	17616.69	17637.29	17610.09	17634.27	3975.0
2023-11-24 03:30:00	NQ	Futures	17634.27	17638.93	17623.55	17625.48	2165.0
2023-11-24 04:00:00	NQ	Futures	17626.3	17654.59	17624.65	17653.22	4643.0
2023-11-24 04:30:00	NQ	Futures	17652.94	17657.06	17638.66	17639.21	3551.0
2023-11-24 05:00:00	NQ	Futures	17639.48	17641.13	17622.18	17622.73	3448.0
2023-11-24 05:30:00	NQ	Futures	17623.0	17636.19	17610.92	17632.07	3755.0
2023-11-24 06:00:00	NQ	Futures	17632.07	17637.84	17605.43	17613.94	4750.0
2023-11-24 06:30:00	NQ	Futures	17613.94	17622.18	17612.84	17621.08	1970.0
2023-11-24 07:00:00	NQ	Futures	17620.81	17632.62	17618.61	17623.55	3775.0
2023-11-24 07:30:00	NQ	Futures	17623.55	17628.5	17614.49	17618.88	2936.0
2023-11-24 08:00:00	NQ	Futures	17619.16	17626.3	17607.35	17618.61	4100.0
2023-11-24 08:30:00	NQ	Futures	17618.06	17637.29	17609.55	17633.99	6205.0
2023-11-24 09:00:00	NQ	Futures	17634.27	17636.74	17606.25	17609.55	7052.0
2023-11-24 09:30:00	NQ	Futures	17609.82	17637.29	17580.71	17607.62	44094.0
2023-11-24 10:00:00	NQ	Futures	17608.45	17618.33	17568.07	17573.56	28911.0
2023-11-24 10:30:00	NQ	Futures	17574.11	17591.14	17558.46	17581.53	21092.0
2023-11-24 11:00:00	NQ	Futures	17581.8	17592.52	17573.84	17588.12	14275.0

> showing 50 of 2,461 rows — these rows as CSV

> unlock the full archive -- $79 one-time