PREVIEW / futures_30min / 2023-12-04

all futures 30-min files

  file:    by_date/futures_30min/2023/2023-12-04.parquet
  size:    107 KB
  rows:    3,895

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
2023-12-04 00:00:00	ES	Futures	4991.79	4991.79	4989.07	4989.34	2460.0
2023-12-04 00:30:00	ES	Futures	4989.34	4990.7	4988.53	4988.8	2267.0
2023-12-04 01:00:00	ES	Futures	4989.07	4990.43	4988.8	4988.8	2680.0
2023-12-04 01:30:00	ES	Futures	4989.07	4989.61	4986.35	4987.71	4948.0
2023-12-04 02:00:00	ES	Futures	4987.98	4989.61	4985.27	4986.08	6676.0
2023-12-04 02:30:00	ES	Futures	4986.08	4986.35	4981.74	4982.55	7783.0
2023-12-04 03:00:00	ES	Futures	4982.55	4985.81	4980.65	4985.81	12414.0
2023-12-04 03:30:00	ES	Futures	4985.81	4990.7	4985.81	4987.44	10162.0
2023-12-04 04:00:00	ES	Futures	4987.44	4988.26	4981.2	4983.37	10189.0
2023-12-04 04:30:00	ES	Futures	4983.64	4985.81	4981.74	4985.54	6775.0
2023-12-04 05:00:00	ES	Futures	4985.81	4986.9	4983.37	4986.08	6356.0
2023-12-04 05:30:00	ES	Futures	4986.08	4986.63	4981.74	4985.0	7738.0
2023-12-04 06:00:00	ES	Futures	4985.0	4985.81	4982.28	4984.73	4758.0
2023-12-04 06:30:00	ES	Futures	4984.73	4985.0	4979.57	4980.65	8602.0
2023-12-04 07:00:00	ES	Futures	4980.38	4980.65	4976.58	4980.11	12568.0
2023-12-04 07:30:00	ES	Futures	4979.84	4984.45	4979.02	4983.1	11468.0
2023-12-04 08:00:00	ES	Futures	4983.1	4983.91	4979.02	4980.11	13254.0
2023-12-04 08:30:00	ES	Futures	4979.84	4979.84	4968.16	4968.7	34487.0
2023-12-04 09:00:00	ES	Futures	4968.7	4969.52	4956.48	4959.74	68440.0
2023-12-04 09:30:00	ES	Futures	4959.74	4973.32	4958.66	4963.82	197627.0
2023-12-04 10:00:00	ES	Futures	4963.82	4967.89	4949.15	4951.05	182500.0
2023-12-04 10:30:00	ES	Futures	4951.32	4953.77	4946.16	4948.34	135506.0
2023-12-04 11:00:00	ES	Futures	4948.06	4955.13	4946.71	4953.77	95370.0
2023-12-04 11:30:00	ES	Futures	4953.77	4964.63	4951.6	4963.54	86533.0
2023-12-04 12:00:00	ES	Futures	4963.54	4968.97	4961.64	4967.07	77025.0
2023-12-04 12:30:00	ES	Futures	4966.8	4972.51	4965.99	4971.69	65410.0
2023-12-04 13:00:00	ES	Futures	4971.69	4971.96	4962.19	4962.73	65316.0
2023-12-04 13:30:00	ES	Futures	4962.73	4967.35	4961.64	4963.27	53339.0
2023-12-04 14:00:00	ES	Futures	4963.0	4965.44	4958.66	4962.46	62694.0
2023-12-04 14:30:00	ES	Futures	4962.46	4966.26	4960.56	4964.09	62647.0
2023-12-04 15:00:00	ES	Futures	4964.09	4965.99	4960.56	4964.63	70572.0
2023-12-04 15:30:00	ES	Futures	4964.63	4974.68	4962.19	4971.42	218407.0
2023-12-04 16:00:00	ES	Futures	4971.42	4972.51	4966.8	4967.35	52869.0
2023-12-04 16:30:00	ES	Futures	4967.35	4967.62	4966.26	4966.8	6126.0
2023-12-04 18:00:00	ES	Futures	4967.35	4967.62	4964.36	4964.9	3441.0
2023-12-04 18:30:00	ES	Futures	4964.9	4965.17	4962.46	4963.82	3183.0
2023-12-04 19:00:00	ES	Futures	4963.82	4964.36	4962.73	4963.54	3346.0
2023-12-04 19:30:00	ES	Futures	4963.54	4964.63	4961.91	4962.19	2626.0
2023-12-04 20:00:00	ES	Futures	4962.46	4963.54	4960.56	4960.83	4490.0
2023-12-04 20:30:00	ES	Futures	4960.56	4963.27	4959.47	4962.46	5479.0
2023-12-04 21:00:00	ES	Futures	4962.19	4962.46	4960.29	4960.29	3291.0
2023-12-04 21:30:00	ES	Futures	4960.29	4962.46	4959.74	4961.91	3797.0
2023-12-04 22:00:00	ES	Futures	4961.64	4963.27	4961.64	4963.0	2090.0
2023-12-04 22:30:00	ES	Futures	4963.0	4963.27	4960.56	4963.0	3745.0
2023-12-04 23:00:00	ES	Futures	4963.0	4963.54	4962.19	4962.19	1982.0
2023-12-04 23:30:00	ES	Futures	4962.46	4962.46	4960.01	4960.56	1836.0
2023-12-04 00:00:00	NQ	Futures	17557.63	17557.91	17544.18	17547.2	1567.0
2023-12-04 00:30:00	NQ	Futures	17547.2	17549.94	17538.41	17539.23	1250.0
2023-12-04 01:00:00	NQ	Futures	17539.23	17550.49	17535.94	17546.92	1963.0
2023-12-04 01:30:00	NQ	Futures	17547.75	17551.04	17539.23	17542.53	1834.0

> showing 50 of 3,895 rows — these rows as CSV

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