PREVIEW / futures_30min / 2023-11-29

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-29.parquet
  size:    106 KB
  rows:    3,932

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
2023-11-29 00:00:00	ES	Futures	4963.82	4964.63	4962.19	4963.27	3413.0
2023-11-29 00:30:00	ES	Futures	4963.0	4964.09	4961.64	4963.54	2935.0
2023-11-29 01:00:00	ES	Futures	4963.54	4963.82	4961.64	4962.46	2620.0
2023-11-29 01:30:00	ES	Futures	4962.19	4965.72	4962.19	4965.17	5211.0
2023-11-29 02:00:00	ES	Futures	4965.17	4965.17	4962.73	4963.82	4692.0
2023-11-29 02:30:00	ES	Futures	4963.82	4964.36	4961.64	4962.19	4949.0
2023-11-29 03:00:00	ES	Futures	4962.46	4965.44	4961.1	4961.1	10663.0
2023-11-29 03:30:00	ES	Futures	4961.1	4969.79	4961.1	4967.35	10824.0
2023-11-29 04:00:00	ES	Futures	4967.62	4973.05	4966.26	4973.05	11251.0
2023-11-29 04:30:00	ES	Futures	4972.78	4974.68	4969.79	4973.32	11125.0
2023-11-29 05:00:00	ES	Futures	4973.05	4974.13	4971.42	4972.78	7505.0
2023-11-29 05:30:00	ES	Futures	4973.05	4973.59	4971.15	4972.78	7103.0
2023-11-29 06:00:00	ES	Futures	4972.78	4973.86	4971.42	4972.78	5666.0
2023-11-29 06:30:00	ES	Futures	4972.51	4977.39	4971.69	4976.31	9588.0
2023-11-29 07:00:00	ES	Futures	4976.04	4977.94	4973.86	4976.58	12682.0
2023-11-29 07:30:00	ES	Futures	4976.58	4980.11	4976.04	4979.84	14310.0
2023-11-29 08:00:00	ES	Futures	4980.11	4983.64	4979.84	4982.82	20213.0
2023-11-29 08:30:00	ES	Futures	4982.82	4986.08	4978.75	4980.11	37917.0
2023-11-29 09:00:00	ES	Futures	4980.38	4983.64	4977.94	4980.65	30871.0
2023-11-29 09:30:00	ES	Futures	4980.65	4993.42	4978.75	4991.51	158357.0
2023-11-29 10:00:00	ES	Futures	4991.51	4992.87	4968.97	4972.78	217175.0
2023-11-29 10:30:00	ES	Futures	4973.05	4977.94	4968.97	4974.68	95070.0
2023-11-29 11:00:00	ES	Futures	4974.68	4976.31	4958.11	4958.66	121914.0
2023-11-29 11:30:00	ES	Futures	4958.66	4965.72	4956.21	4965.17	73983.0
2023-11-29 12:00:00	ES	Futures	4965.44	4970.06	4963.0	4969.79	47993.0
2023-11-29 12:30:00	ES	Futures	4970.06	4971.96	4968.97	4970.88	47918.0
2023-11-29 13:00:00	ES	Futures	4971.15	4972.78	4965.99	4971.15	56045.0
2023-11-29 13:30:00	ES	Futures	4971.15	4971.15	4964.63	4969.25	40375.0
2023-11-29 14:00:00	ES	Futures	4969.25	4971.69	4965.99	4966.53	53156.0
2023-11-29 14:30:00	ES	Futures	4966.53	4966.53	4957.84	4962.73	69671.0
2023-11-29 15:00:00	ES	Futures	4962.46	4963.27	4949.97	4951.05	85767.0
2023-11-29 15:30:00	ES	Futures	4951.05	4953.5	4948.34	4953.22	153897.0
2023-11-29 16:00:00	ES	Futures	4953.22	4959.47	4952.41	4958.11	49788.0
2023-11-29 16:30:00	ES	Futures	4958.38	4958.66	4955.13	4956.48	7642.0
2023-11-29 18:00:00	ES	Futures	4955.67	4957.57	4954.58	4957.03	3689.0
2023-11-29 18:30:00	ES	Futures	4957.03	4957.03	4954.58	4955.94	2257.0
2023-11-29 19:00:00	ES	Futures	4956.21	4957.3	4954.31	4955.13	3480.0
2023-11-29 19:30:00	ES	Futures	4954.85	4957.84	4954.85	4956.21	3921.0
2023-11-29 20:00:00	ES	Futures	4956.21	4957.03	4954.58	4955.4	3282.0
2023-11-29 20:30:00	ES	Futures	4955.4	4956.48	4953.22	4954.58	6259.0
2023-11-29 21:00:00	ES	Futures	4954.85	4956.75	4954.31	4955.94	3036.0
2023-11-29 21:30:00	ES	Futures	4955.67	4958.93	4954.85	4958.38	3888.0
2023-11-29 22:00:00	ES	Futures	4958.66	4958.66	4955.94	4956.48	2386.0
2023-11-29 22:30:00	ES	Futures	4956.75	4958.11	4956.21	4957.84	2066.0
2023-11-29 23:00:00	ES	Futures	4957.84	4958.66	4957.57	4958.38	2262.0
2023-11-29 23:30:00	ES	Futures	4958.38	4959.74	4958.11	4958.93	2556.0
2023-11-29 00:00:00	NQ	Futures	17661.18	17665.58	17654.04	17657.89	1412.0
2023-11-29 00:30:00	NQ	Futures	17657.61	17657.61	17649.65	17655.96	1822.0
2023-11-29 01:00:00	NQ	Futures	17655.69	17656.24	17647.72	17651.02	1454.0
2023-11-29 01:30:00	NQ	Futures	17651.02	17664.48	17651.02	17660.36	2559.0

> showing 50 of 3,932 rows — these rows as CSV

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