PREVIEW / futures_30min / 2023-11-30

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-11-30.parquet
  size:    111 KB
  rows:    3,961

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
2023-11-30 00:00:00	ES	Futures	4959.2	4961.1	4958.38	4959.2	3383.0
2023-11-30 00:30:00	ES	Futures	4959.2	4961.37	4958.93	4961.1	2061.0
2023-11-30 01:00:00	ES	Futures	4961.1	4962.19	4960.56	4961.1	2777.0
2023-11-30 01:30:00	ES	Futures	4961.1	4961.64	4959.74	4960.01	2707.0
2023-11-30 02:00:00	ES	Futures	4960.01	4961.37	4959.2	4959.47	3420.0
2023-11-30 02:30:00	ES	Futures	4959.47	4961.1	4957.3	4961.1	5186.0
2023-11-30 03:00:00	ES	Futures	4960.83	4962.19	4957.57	4957.57	8963.0
2023-11-30 03:30:00	ES	Futures	4957.57	4959.2	4951.6	4954.31	10399.0
2023-11-30 04:00:00	ES	Futures	4954.04	4961.1	4954.04	4961.1	9240.0
2023-11-30 04:30:00	ES	Futures	4961.1	4961.37	4957.57	4960.01	7036.0
2023-11-30 05:00:00	ES	Futures	4960.29	4962.46	4958.66	4961.37	5199.0
2023-11-30 05:30:00	ES	Futures	4961.37	4964.63	4961.1	4962.46	8909.0
2023-11-30 06:00:00	ES	Futures	4962.73	4963.54	4960.01	4962.46	5837.0
2023-11-30 06:30:00	ES	Futures	4962.46	4962.73	4960.29	4960.56	4368.0
2023-11-30 07:00:00	ES	Futures	4960.56	4965.44	4960.56	4965.17	10805.0
2023-11-30 07:30:00	ES	Futures	4965.17	4967.62	4964.63	4966.53	10547.0
2023-11-30 08:00:00	ES	Futures	4966.8	4969.79	4965.44	4969.25	16222.0
2023-11-30 08:30:00	ES	Futures	4969.52	4973.05	4963.27	4964.36	54660.0
2023-11-30 09:00:00	ES	Futures	4964.09	4964.36	4958.66	4960.29	50927.0
2023-11-30 09:30:00	ES	Futures	4960.01	4962.46	4945.08	4957.03	241004.0
2023-11-30 10:00:00	ES	Futures	4957.03	4961.1	4946.71	4952.41	166518.0
2023-11-30 10:30:00	ES	Futures	4952.68	4958.38	4943.72	4954.04	156035.0
2023-11-30 11:00:00	ES	Futures	4953.77	4956.75	4946.71	4948.34	110711.0
2023-11-30 11:30:00	ES	Futures	4948.34	4949.42	4941.28	4941.82	101341.0
2023-11-30 12:00:00	ES	Futures	4942.09	4948.34	4938.56	4939.38	79114.0
2023-11-30 12:30:00	ES	Futures	4939.38	4947.52	4938.02	4945.08	69176.0
2023-11-30 13:00:00	ES	Futures	4945.08	4945.62	4939.65	4939.92	53548.0
2023-11-30 13:30:00	ES	Futures	4940.19	4944.53	4936.66	4943.18	60389.0
2023-11-30 14:00:00	ES	Futures	4942.91	4949.97	4942.63	4947.79	72463.0
2023-11-30 14:30:00	ES	Futures	4948.06	4956.75	4945.62	4955.94	64350.0
2023-11-30 15:00:00	ES	Futures	4956.21	4956.48	4942.36	4945.35	85113.0
2023-11-30 15:30:00	ES	Futures	4945.35	4974.41	4944.53	4969.25	314702.0
2023-11-30 16:00:00	ES	Futures	4969.25	4971.42	4967.35	4968.7	101461.0
2023-11-30 16:30:00	ES	Futures	4968.97	4969.25	4965.72	4965.99	8280.0
2023-11-30 18:00:00	ES	Futures	4965.99	4967.89	4965.17	4967.89	5786.0
2023-11-30 18:30:00	ES	Futures	4967.62	4967.89	4966.8	4967.35	3471.0
2023-11-30 19:00:00	ES	Futures	4967.07	4968.16	4965.72	4967.35	2576.0
2023-11-30 19:30:00	ES	Futures	4967.62	4967.89	4966.26	4967.62	2776.0
2023-11-30 20:00:00	ES	Futures	4967.35	4968.16	4965.44	4966.53	3770.0
2023-11-30 20:30:00	ES	Futures	4966.53	4968.7	4965.99	4967.07	3785.0
2023-11-30 21:00:00	ES	Futures	4967.07	4968.7	4966.8	4968.43	2797.0
2023-11-30 21:30:00	ES	Futures	4968.7	4971.42	4968.43	4969.79	5105.0
2023-11-30 22:00:00	ES	Futures	4969.79	4970.06	4968.7	4968.97	2206.0
2023-11-30 22:30:00	ES	Futures	4968.7	4968.97	4965.72	4967.35	3413.0
2023-11-30 23:00:00	ES	Futures	4967.35	4968.43	4966.8	4968.16	1987.0
2023-11-30 23:30:00	ES	Futures	4967.89	4968.97	4967.62	4968.43	1610.0
2023-11-30 00:00:00	NQ	Futures	17639.21	17646.63	17637.29	17639.48	1718.0
2023-11-30 00:30:00	NQ	Futures	17639.76	17649.1	17638.11	17648.27	1335.0
2023-11-30 01:00:00	NQ	Futures	17648.0	17653.77	17646.08	17648.0	1627.0
2023-11-30 01:30:00	NQ	Futures	17648.0	17652.12	17641.41	17643.05	1504.0

> showing 50 of 3,961 rows — these rows as CSV

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