PREVIEW / futures_30min / 2023-11-27

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-27.parquet
  size:    105 KB
  rows:    3,894

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
2023-11-27 00:00:00	ES	Futures	4948.06	4948.34	4945.62	4945.62	2492.0
2023-11-27 00:30:00	ES	Futures	4945.89	4949.15	4944.53	4944.53	4186.0
2023-11-27 01:00:00	ES	Futures	4944.81	4948.88	4944.81	4947.79	3714.0
2023-11-27 01:30:00	ES	Futures	4948.06	4948.61	4946.71	4947.52	3098.0
2023-11-27 02:00:00	ES	Futures	4947.79	4952.14	4947.52	4951.32	7232.0
2023-11-27 02:30:00	ES	Futures	4951.05	4952.95	4950.51	4952.41	3883.0
2023-11-27 03:00:00	ES	Futures	4952.68	4955.94	4951.05	4954.31	11411.0
2023-11-27 03:30:00	ES	Futures	4954.58	4956.21	4952.95	4954.04	5941.0
2023-11-27 04:00:00	ES	Futures	4953.77	4954.04	4950.51	4951.6	6101.0
2023-11-27 04:30:00	ES	Futures	4951.6	4951.6	4947.25	4948.06	4772.0
2023-11-27 05:00:00	ES	Futures	4948.06	4955.67	4948.06	4954.85	7242.0
2023-11-27 05:30:00	ES	Futures	4955.13	4958.38	4953.22	4958.38	7210.0
2023-11-27 06:00:00	ES	Futures	4958.38	4958.93	4955.13	4955.4	5956.0
2023-11-27 06:30:00	ES	Futures	4955.4	4956.75	4952.41	4954.31	4718.0
2023-11-27 07:00:00	ES	Futures	4954.31	4958.11	4953.77	4954.58	6692.0
2023-11-27 07:30:00	ES	Futures	4954.58	4956.21	4953.5	4954.58	5538.0
2023-11-27 08:00:00	ES	Futures	4954.85	4958.38	4954.04	4958.11	9235.0
2023-11-27 08:30:00	ES	Futures	4957.84	4958.38	4953.22	4954.58	12954.0
2023-11-27 09:00:00	ES	Futures	4954.58	4956.21	4949.97	4954.85	20464.0
2023-11-27 09:30:00	ES	Futures	4954.58	4961.1	4948.34	4953.22	129922.0
2023-11-27 10:00:00	ES	Futures	4953.22	4961.1	4950.24	4954.58	100851.0
2023-11-27 10:30:00	ES	Futures	4954.31	4959.47	4954.31	4956.21	53240.0
2023-11-27 11:00:00	ES	Futures	4956.48	4957.3	4949.97	4957.3	67467.0
2023-11-27 11:30:00	ES	Futures	4957.03	4963.27	4953.77	4958.93	55766.0
2023-11-27 12:00:00	ES	Futures	4959.2	4961.1	4956.21	4958.11	41926.0
2023-11-27 12:30:00	ES	Futures	4958.11	4961.37	4957.3	4960.56	29321.0
2023-11-27 13:00:00	ES	Futures	4960.83	4964.09	4958.38	4961.37	41817.0
2023-11-27 13:30:00	ES	Futures	4961.37	4962.73	4958.11	4960.01	30357.0
2023-11-27 14:00:00	ES	Futures	4960.29	4961.91	4957.3	4958.38	33143.0
2023-11-27 14:30:00	ES	Futures	4958.38	4958.93	4948.88	4954.58	70929.0
2023-11-27 15:00:00	ES	Futures	4954.58	4958.38	4952.95	4958.38	45418.0
2023-11-27 15:30:00	ES	Futures	4958.38	4961.91	4951.87	4953.5	129781.0
2023-11-27 16:00:00	ES	Futures	4953.5	4955.4	4951.6	4954.58	41533.0
2023-11-27 16:30:00	ES	Futures	4954.31	4955.4	4954.31	4954.85	5015.0
2023-11-27 18:00:00	ES	Futures	4954.85	4957.03	4954.85	4957.03	2882.0
2023-11-27 18:30:00	ES	Futures	4957.03	4957.57	4955.94	4957.57	2251.0
2023-11-27 19:00:00	ES	Futures	4957.57	4957.57	4952.68	4953.22	4027.0
2023-11-27 19:30:00	ES	Futures	4953.22	4955.94	4952.95	4955.13	3970.0
2023-11-27 20:00:00	ES	Futures	4955.13	4956.48	4954.04	4954.58	3904.0
2023-11-27 20:30:00	ES	Futures	4954.58	4956.48	4952.95	4955.67	3748.0
2023-11-27 21:00:00	ES	Futures	4955.94	4957.84	4955.94	4957.57	3144.0
2023-11-27 21:30:00	ES	Futures	4957.57	4958.38	4956.75	4957.03	2057.0
2023-11-27 22:00:00	ES	Futures	4956.75	4957.3	4954.04	4956.48	3044.0
2023-11-27 22:30:00	ES	Futures	4956.48	4956.48	4954.04	4954.04	2288.0
2023-11-27 23:00:00	ES	Futures	4954.04	4954.85	4953.5	4953.5	1928.0
2023-11-27 23:30:00	ES	Futures	4953.5	4954.58	4953.22	4954.04	1477.0
2023-11-27 00:00:00	NQ	Futures	17520.55	17522.48	17512.31	17515.34	1681.0
2023-11-27 00:30:00	NQ	Futures	17515.06	17527.42	17513.96	17513.96	1706.0
2023-11-27 01:00:00	NQ	Futures	17513.96	17532.36	17513.96	17529.62	1743.0
2023-11-27 01:30:00	NQ	Futures	17529.89	17532.36	17525.22	17529.89	1201.0

> showing 50 of 3,894 rows — these rows as CSV

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