PREVIEW / futures_30min / 2023-12-01

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-01.parquet
  size:    94 KB
  rows:    3,164

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
2023-12-01 00:00:00	ES	Futures	4968.43	4968.7	4965.72	4967.89	2865.0
2023-12-01 00:30:00	ES	Futures	4967.89	4969.79	4966.26	4968.7	3642.0
2023-12-01 01:00:00	ES	Futures	4968.43	4970.33	4967.89	4967.89	3458.0
2023-12-01 01:30:00	ES	Futures	4967.89	4968.43	4966.53	4967.62	2306.0
2023-12-01 02:00:00	ES	Futures	4967.89	4969.25	4966.26	4968.16	4710.0
2023-12-01 02:30:00	ES	Futures	4968.16	4970.06	4967.07	4967.62	3783.0
2023-12-01 03:00:00	ES	Futures	4967.35	4971.69	4967.07	4970.88	10848.0
2023-12-01 03:30:00	ES	Futures	4970.88	4977.94	4970.6	4977.12	10505.0
2023-12-01 04:00:00	ES	Futures	4977.12	4978.75	4976.31	4977.94	9504.0
2023-12-01 04:30:00	ES	Futures	4977.94	4979.84	4976.31	4976.58	6234.0
2023-12-01 05:00:00	ES	Futures	4976.31	4976.58	4974.41	4975.22	5063.0
2023-12-01 05:30:00	ES	Futures	4975.22	4975.22	4971.42	4971.69	7532.0
2023-12-01 06:00:00	ES	Futures	4971.69	4973.59	4970.6	4972.78	6427.0
2023-12-01 06:30:00	ES	Futures	4972.78	4974.13	4969.52	4971.15	8028.0
2023-12-01 07:00:00	ES	Futures	4970.88	4971.15	4962.73	4964.9	12996.0
2023-12-01 07:30:00	ES	Futures	4964.9	4966.26	4958.66	4960.01	14953.0
2023-12-01 08:00:00	ES	Futures	4959.74	4964.09	4959.47	4962.73	17568.0
2023-12-01 08:30:00	ES	Futures	4963.0	4964.36	4958.93	4960.01	21597.0
2023-12-01 09:00:00	ES	Futures	4959.74	4962.46	4957.3	4962.46	35240.0
2023-12-01 09:30:00	ES	Futures	4962.73	4967.62	4955.94	4965.99	162032.0
2023-12-01 10:00:00	ES	Futures	4966.53	4977.39	4960.56	4961.64	191873.0
2023-12-01 10:30:00	ES	Futures	4961.37	4970.33	4957.57	4968.7	108530.0
2023-12-01 11:00:00	ES	Futures	4968.7	4982.28	4958.38	4980.92	227643.0
2023-12-01 11:30:00	ES	Futures	4980.92	4995.04	4974.13	4990.7	163310.0
2023-12-01 12:00:00	ES	Futures	4990.7	4997.49	4988.53	4996.67	95866.0
2023-12-01 12:30:00	ES	Futures	4996.67	5005.09	4994.5	5002.65	80817.0
2023-12-01 13:00:00	ES	Futures	5002.38	5003.46	4992.87	4992.87	81004.0
2023-12-01 13:30:00	ES	Futures	4993.14	4995.32	4989.07	4990.43	61468.0
2023-12-01 14:00:00	ES	Futures	4990.7	4996.4	4989.07	4995.04	60564.0
2023-12-01 14:30:00	ES	Futures	4995.04	4999.12	4992.33	4998.85	44099.0
2023-12-01 15:00:00	ES	Futures	4998.57	4999.39	4991.24	4998.57	71811.0
2023-12-01 15:30:00	ES	Futures	4998.57	5001.56	4993.42	4998.03	155991.0
2023-12-01 16:00:00	ES	Futures	4998.03	5001.29	4996.4	5000.2	57172.0
2023-12-01 16:30:00	ES	Futures	5000.2	5002.11	4999.93	5001.02	29575.0
2023-12-01 00:00:00	NQ	Futures	17529.62	17529.89	17519.18	17527.42	1470.0
2023-12-01 00:30:00	NQ	Futures	17527.97	17537.58	17524.12	17530.17	2446.0
2023-12-01 01:00:00	NQ	Futures	17530.17	17538.68	17527.15	17530.17	1512.0
2023-12-01 01:30:00	NQ	Futures	17530.99	17532.36	17525.5	17529.07	889.0
2023-12-01 02:00:00	NQ	Futures	17529.62	17534.56	17524.12	17526.87	1646.0
2023-12-01 02:30:00	NQ	Futures	17527.15	17534.56	17518.91	17521.1	1959.0
2023-12-01 03:00:00	NQ	Futures	17520.83	17546.37	17520.55	17546.37	4560.0
2023-12-01 03:30:00	NQ	Futures	17545.82	17562.58	17543.9	17558.18	4533.0
2023-12-01 04:00:00	NQ	Futures	17557.91	17572.47	17554.34	17571.64	5397.0
2023-12-01 04:30:00	NQ	Futures	17571.37	17579.33	17559.83	17560.66	4494.0
2023-12-01 05:00:00	NQ	Futures	17560.38	17564.23	17550.22	17554.61	3304.0
2023-12-01 05:30:00	NQ	Futures	17555.16	17557.08	17541.7	17541.7	3306.0
2023-12-01 06:00:00	NQ	Futures	17541.98	17552.14	17537.58	17548.3	2957.0
2023-12-01 06:30:00	NQ	Futures	17548.57	17551.59	17531.27	17537.03	3793.0
2023-12-01 07:00:00	NQ	Futures	17536.48	17537.86	17501.6	17516.71	6737.0
2023-12-01 07:30:00	NQ	Futures	17516.43	17520.55	17489.79	17495.83	6874.0

> showing 50 of 3,164 rows — these rows as CSV

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